516 lines
16 KiB
Plaintext
516 lines
16 KiB
Plaintext
================================================================================
|
|
FreqAI 训练结果分析报告
|
|
生成时间: 2026-01-27 00:40:04
|
|
================================================================================
|
|
|
|
📊 概览
|
|
总币对数: 60
|
|
已训练: 60
|
|
训练率: 100.0%
|
|
|
|
🎯 标签质量汇总
|
|
&s-entry_signal:
|
|
平均值: 0.436
|
|
理想分布: 38/60 (63.3%)
|
|
&s-exit_signal:
|
|
平均值: 0.445
|
|
理想分布: 49/60 (81.7%)
|
|
&s-future_volatility:
|
|
平均值: 0.471
|
|
理想分布: 56/60 (93.3%)
|
|
&-optimal_trailing_stop:
|
|
平均值: 0.007
|
|
理想分布: 0/60 (0.0%)
|
|
&s-stoploss_risk:
|
|
平均值: 0.573
|
|
理想分布: 17/60 (28.3%)
|
|
|
|
📈 详细币对分析
|
|
--------------------------------------------------------------------------------
|
|
|
|
🪙 AAVE/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.525 - ✅ 理想
|
|
&s-exit_signal: 0.459 - ✅ 理想
|
|
&s-future_volatility: 0.467 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.544 - ✅ 理想
|
|
|
|
🪙 ADA/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.498 - ✅ 理想
|
|
&s-exit_signal: 0.397 - ✓ 可接受
|
|
&s-future_volatility: 0.402 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.499 - ✅ 理想
|
|
|
|
🪙 ASTER/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.398 - ✓ 可接受
|
|
&s-exit_signal: 0.403 - ✅ 理想
|
|
&s-future_volatility: 0.403 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.738 - ⚠️ 正样本过多
|
|
|
|
🪙 ATOM/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.421 - ✅ 理想
|
|
&s-exit_signal: 0.410 - ✅ 理想
|
|
&s-future_volatility: 0.437 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.007 - 回归标签
|
|
&s-stoploss_risk: 0.572 - ✅ 理想
|
|
|
|
🪙 AVAX/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.457 - ✅ 理想
|
|
&s-exit_signal: 0.585 - ✅ 理想
|
|
&s-future_volatility: 0.405 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.471 - ✅ 理想
|
|
|
|
🪙 BARD/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.558 - ✅ 理想
|
|
&s-exit_signal: 0.558 - ✅ 理想
|
|
&s-future_volatility: 0.405 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.012 - 回归标签
|
|
&s-stoploss_risk: 0.966 - ⚠️ 正样本过多
|
|
|
|
🪙 BCH/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.450 - ✅ 理想
|
|
&s-exit_signal: 0.431 - ✅ 理想
|
|
&s-future_volatility: 0.438 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.323 - ⚠️ 正样本过少
|
|
|
|
🪙 BETH/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.393 - ✓ 可接受
|
|
&s-exit_signal: 0.393 - ✓ 可接受
|
|
&s-future_volatility: 0.399 - ✓ 可接受
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.233 - ⚠️ 正样本过少
|
|
|
|
🪙 BIO/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.602 - ✓ 可接受
|
|
&s-exit_signal: 0.509 - ✅ 理想
|
|
&s-future_volatility: 0.484 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.012 - 回归标签
|
|
&s-stoploss_risk: 1.002 - ⚠️ 正样本过多
|
|
|
|
🪙 BNB/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.315 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.344 - ⚠️ 正样本过少
|
|
&s-future_volatility: 0.586 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.206 - ⚠️ 正样本过少
|
|
|
|
🪙 BTC/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.125 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.313 - ⚠️ 正样本过少
|
|
&s-future_volatility: 0.450 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.192 - ⚠️ 正样本过少
|
|
|
|
🪙 CHZ/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.477 - ✅ 理想
|
|
&s-exit_signal: 0.512 - ✅ 理想
|
|
&s-future_volatility: 0.597 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.011 - 回归标签
|
|
&s-stoploss_risk: 0.982 - ⚠️ 正样本过多
|
|
|
|
🪙 CORE/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.607 - ✓ 可接受
|
|
&s-exit_signal: 0.503 - ✅ 理想
|
|
&s-future_volatility: 0.572 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.753 - ⚠️ 正样本过多
|
|
|
|
🪙 CRO/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.399 - ✓ 可接受
|
|
&s-exit_signal: 0.415 - ✅ 理想
|
|
&s-future_volatility: 0.403 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.353 - ✓ 可接受
|
|
|
|
🪙 CRV/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.561 - ✅ 理想
|
|
&s-exit_signal: 0.580 - ✅ 理想
|
|
&s-future_volatility: 0.453 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.007 - 回归标签
|
|
&s-stoploss_risk: 0.679 - ⚠️ 正样本过多
|
|
|
|
🪙 DAI/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.000 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.000 - ⚠️ 正样本过少
|
|
&s-future_volatility: 0.528 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.002 - 回归标签
|
|
&s-stoploss_risk: 0.000 - ⚠️ 正样本过少
|
|
|
|
🪙 DOGE/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.418 - ✅ 理想
|
|
&s-exit_signal: 0.412 - ✅ 理想
|
|
&s-future_volatility: 0.403 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.417 - ✅ 理想
|
|
|
|
🪙 DOT/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.477 - ✅ 理想
|
|
&s-exit_signal: 0.410 - ✅ 理想
|
|
&s-future_volatility: 0.580 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.582 - ✅ 理想
|
|
|
|
🪙 ETC/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.581 - ✅ 理想
|
|
&s-exit_signal: 0.443 - ✅ 理想
|
|
&s-future_volatility: 0.437 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.482 - ✅ 理想
|
|
|
|
🪙 ETH/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.376 - ✓ 可接受
|
|
&s-exit_signal: 0.449 - ✅ 理想
|
|
&s-future_volatility: 0.460 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.371 - ✓ 可接受
|
|
|
|
🪙 FIL/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.547 - ✅ 理想
|
|
&s-exit_signal: 0.575 - ✅ 理想
|
|
&s-future_volatility: 0.475 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.700 - ⚠️ 正样本过多
|
|
|
|
🪙 ICP/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.560 - ✅ 理想
|
|
&s-exit_signal: 0.536 - ✅ 理想
|
|
&s-future_volatility: 0.404 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.013 - 回归标签
|
|
&s-stoploss_risk: 1.058 - ⚠️ 正样本过多
|
|
|
|
🪙 IP/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.539 - ✅ 理想
|
|
&s-exit_signal: 0.591 - ✅ 理想
|
|
&s-future_volatility: 0.408 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.017 - 回归标签
|
|
&s-stoploss_risk: 1.384 - ⚠️ 正样本过多
|
|
|
|
🪙 KAITO/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.408 - ✅ 理想
|
|
&s-exit_signal: 0.497 - ✅ 理想
|
|
&s-future_volatility: 0.486 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.010 - 回归标签
|
|
&s-stoploss_risk: 0.936 - ⚠️ 正样本过多
|
|
|
|
🪙 LINEA/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.422 - ✅ 理想
|
|
&s-exit_signal: 0.433 - ✅ 理想
|
|
&s-future_volatility: 0.420 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.009 - 回归标签
|
|
&s-stoploss_risk: 0.812 - ⚠️ 正样本过多
|
|
|
|
🪙 LINK/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.466 - ✅ 理想
|
|
&s-exit_signal: 0.532 - ✅ 理想
|
|
&s-future_volatility: 0.426 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.389 - ✓ 可接受
|
|
|
|
🪙 LTC/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.549 - ✅ 理想
|
|
&s-exit_signal: 0.535 - ✅ 理想
|
|
&s-future_volatility: 0.577 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.501 - ✅ 理想
|
|
|
|
🪙 MASK/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.551 - ✅ 理想
|
|
&s-exit_signal: 0.410 - ✅ 理想
|
|
&s-future_volatility: 0.583 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.580 - ✅ 理想
|
|
|
|
🪙 NEAR/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.295 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.671 - ⚠️ 正样本过多
|
|
&s-future_volatility: 0.998 - ⚠️ 正样本过多
|
|
&-optimal_trailing_stop: 0.007 - 回归标签
|
|
&s-stoploss_risk: 0.374 - ✓ 可接受
|
|
|
|
🪙 ONDO/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.595 - ✅ 理想
|
|
&s-exit_signal: 0.594 - ✅ 理想
|
|
&s-future_volatility: 0.590 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.007 - 回归标签
|
|
&s-stoploss_risk: 0.676 - ⚠️ 正样本过多
|
|
|
|
🪙 PENGU/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.393 - ✓ 可接受
|
|
&s-exit_signal: 0.404 - ✅ 理想
|
|
&s-future_volatility: 0.466 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.771 - ⚠️ 正样本过多
|
|
|
|
🪙 PEPE/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.520 - ✅ 理想
|
|
&s-exit_signal: 0.419 - ✅ 理想
|
|
&s-future_volatility: 0.457 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.744 - ⚠️ 正样本过多
|
|
|
|
🪙 PI/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.377 - ✓ 可接受
|
|
&s-exit_signal: 0.465 - ✅ 理想
|
|
&s-future_volatility: 0.592 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.345 - ⚠️ 正样本过少
|
|
|
|
🪙 POL/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.410 - ✅ 理想
|
|
&s-exit_signal: 0.423 - ✅ 理想
|
|
&s-future_volatility: 0.442 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.009 - 回归标签
|
|
&s-stoploss_risk: 0.829 - ⚠️ 正样本过多
|
|
|
|
🪙 PUMP/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.531 - ✅ 理想
|
|
&s-exit_signal: 0.523 - ✅ 理想
|
|
&s-future_volatility: 0.478 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.012 - 回归标签
|
|
&s-stoploss_risk: 1.063 - ⚠️ 正样本过多
|
|
|
|
🪙 SAFE/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.553 - ✅ 理想
|
|
&s-exit_signal: 0.563 - ✅ 理想
|
|
&s-future_volatility: 0.399 - ✓ 可接受
|
|
&-optimal_trailing_stop: 0.014 - 回归标签
|
|
&s-stoploss_risk: 1.096 - ⚠️ 正样本过多
|
|
|
|
🪙 SAND/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.613 - ✓ 可接受
|
|
&s-exit_signal: 0.534 - ✅ 理想
|
|
&s-future_volatility: 0.410 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.012 - 回归标签
|
|
&s-stoploss_risk: 0.941 - ⚠️ 正样本过多
|
|
|
|
🪙 SHIB/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.516 - ✅ 理想
|
|
&s-exit_signal: 0.439 - ✅ 理想
|
|
&s-future_volatility: 0.480 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.528 - ✅ 理想
|
|
|
|
🪙 SKY/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.406 - ✅ 理想
|
|
&s-exit_signal: 0.399 - ✓ 可接受
|
|
&s-future_volatility: 0.402 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.488 - ✅ 理想
|
|
|
|
🪙 SNX/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.410 - ✅ 理想
|
|
&s-exit_signal: 0.416 - ✅ 理想
|
|
&s-future_volatility: 0.366 - ✓ 可接受
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.473 - ✅ 理想
|
|
|
|
🪙 SOL/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.395 - ✓ 可接受
|
|
&s-exit_signal: 0.465 - ✅ 理想
|
|
&s-future_volatility: 0.487 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.335 - ⚠️ 正样本过少
|
|
|
|
🪙 STETH/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.426 - ✅ 理想
|
|
&s-exit_signal: 0.409 - ✅ 理想
|
|
&s-future_volatility: 0.401 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.270 - ⚠️ 正样本过少
|
|
|
|
🪙 STRK/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.408 - ✅ 理想
|
|
&s-exit_signal: 0.406 - ✅ 理想
|
|
&s-future_volatility: 0.414 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.703 - ⚠️ 正样本过多
|
|
|
|
🪙 SUI/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.393 - ✓ 可接受
|
|
&s-exit_signal: 0.478 - ✅ 理想
|
|
&s-future_volatility: 0.465 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.569 - ✅ 理想
|
|
|
|
🪙 TON/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.504 - ✅ 理想
|
|
&s-exit_signal: 0.563 - ✅ 理想
|
|
&s-future_volatility: 0.409 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.480 - ✅ 理想
|
|
|
|
🪙 TRB/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.533 - ✅ 理想
|
|
&s-exit_signal: 0.558 - ✅ 理想
|
|
&s-future_volatility: 0.410 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.605 - ✓ 可接受
|
|
|
|
🪙 TRUMP/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.415 - ✅ 理想
|
|
&s-exit_signal: 0.437 - ✅ 理想
|
|
&s-future_volatility: 0.407 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.330 - ⚠️ 正样本过少
|
|
|
|
🪙 TRX/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.392 - ✓ 可接受
|
|
&s-exit_signal: 0.353 - ✓ 可接受
|
|
&s-future_volatility: 0.415 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.004 - 回归标签
|
|
&s-stoploss_risk: 0.208 - ⚠️ 正样本过少
|
|
|
|
🪙 UNI/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.518 - ✅ 理想
|
|
&s-exit_signal: 0.439 - ✅ 理想
|
|
&s-future_volatility: 0.404 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.509 - ✅ 理想
|
|
|
|
🪙 USD1/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.000 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.000 - ⚠️ 正样本过少
|
|
&s-future_volatility: 0.402 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.002 - 回归标签
|
|
&s-stoploss_risk: 0.000 - ⚠️ 正样本过少
|
|
|
|
🪙 USDG/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.000 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.000 - ⚠️ 正样本过少
|
|
&s-future_volatility: 0.531 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.002 - 回归标签
|
|
&s-stoploss_risk: 0.000 - ⚠️ 正样本过少
|
|
|
|
🪙 W/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.402 - ✅ 理想
|
|
&s-exit_signal: 0.403 - ✅ 理想
|
|
&s-future_volatility: 0.409 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.730 - ⚠️ 正样本过多
|
|
|
|
🪙 WLD/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.398 - ✓ 可接受
|
|
&s-exit_signal: 0.571 - ✅ 理想
|
|
&s-future_volatility: 0.594 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.007 - 回归标签
|
|
&s-stoploss_risk: 0.631 - ✓ 可接受
|
|
|
|
🪙 WLFI/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.586 - ✅ 理想
|
|
&s-exit_signal: 0.570 - ✅ 理想
|
|
&s-future_volatility: 0.589 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.007 - 回归标签
|
|
&s-stoploss_risk: 0.583 - ✅ 理想
|
|
|
|
🪙 XAUT/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.223 - ⚠️ 正样本过少
|
|
&s-exit_signal: 0.142 - ⚠️ 正样本过少
|
|
&s-future_volatility: 0.600 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.003 - 回归标签
|
|
&s-stoploss_risk: 0.065 - ⚠️ 正样本过少
|
|
|
|
🪙 XLM/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.548 - ✅ 理想
|
|
&s-exit_signal: 0.499 - ✅ 理想
|
|
&s-future_volatility: 0.467 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.006 - 回归标签
|
|
&s-stoploss_risk: 0.528 - ✅ 理想
|
|
|
|
🪙 XPL/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.399 - ✓ 可接受
|
|
&s-exit_signal: 0.430 - ✅ 理想
|
|
&s-future_volatility: 0.411 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.009 - 回归标签
|
|
&s-stoploss_risk: 0.840 - ⚠️ 正样本过多
|
|
|
|
🪙 XRP/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.378 - ✓ 可接受
|
|
&s-exit_signal: 0.500 - ✅ 理想
|
|
&s-future_volatility: 0.454 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.005 - 回归标签
|
|
&s-stoploss_risk: 0.320 - ⚠️ 正样本过少
|
|
|
|
🪙 XTZ/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.423 - ✅ 理想
|
|
&s-exit_signal: 0.415 - ✅ 理想
|
|
&s-future_volatility: 0.403 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.008 - 回归标签
|
|
&s-stoploss_risk: 0.733 - ⚠️ 正样本过多
|
|
|
|
🪙 ZRO/USDT
|
|
标签分布:
|
|
&s-entry_signal: 0.508 - ✅ 理想
|
|
&s-exit_signal: 0.578 - ✅ 理想
|
|
&s-future_volatility: 0.407 - ✅ 理想
|
|
&-optimal_trailing_stop: 0.011 - 回归标签
|
|
&s-stoploss_risk: 0.883 - ⚠️ 正样本过多
|
|
|
|
================================================================================
|
|
📝 建议:
|
|
|
|
⚠️ &s-stoploss_risk 标签分布不理想，建议调整阈值参数
|
|
|
|
================================================================================ |