metadata.json

{
  "model_id": "JonusNattapong/romeo-v7",
  "owner": "JonusNattapong",
  "license": "mit",
  "tags": [
    "trading",
    "finance",
    "gold",
    "xauusd",
    "forex",
    "algorithmic-trading",
    "smart-money-concepts",
    "smc",
    "xgboost",
    "lightgbm",
    "machine-learning",
    "backtesting",
    "technical-analysis",
    "multi-timeframe",
    "intraday-trading",
    "high-frequency-trading",
    "ensemble-model",
    "capital-preservation",
    "risk-management",
    "recovery-mechanisms",
    "dynamic-position-sizing"
  ],
  "artifacts": [
    "trading_model_romeo_15m.pkl"
  ],
  "metrics": {
    "initial_capital": 100.0,
    "final_capital": 144.24,
    "total_return_pct": 44.24,
    "max_drawdown_pct": 8.2,
    "total_trades": 133,
    "win_trades": 76,
    "win_rate": 0.571,
    "profit_factor": 2.10,
    "sharpe_ratio": 4.37,
    "capital_preservation_score": 28.4,
    "recovery_effectiveness": 1.00,
    "risk_adjusted_return": 5.38,
    "avg_trade": 0.33,
    "high_confidence_trades": 98,
    "recovery_mode_trades": 0
  },
  "feature_list": "artifact['features']",
  "usage": "Load artifact with joblib.load(). Use v7/backtest_v7.py with CapitalPreservationBacktester for capital-preserving backtesting. Key settings: risk_per_trade=0.10, confidence_threshold=0.65, dynamic_position_sizing=True. Includes recovery mechanisms and volatility adjustment.",
  "training_data": "Yahoo Finance GC=F 15m intraday data with enhanced capital preservation features",
  "evaluation_data": "Unseen fresh 15m intraday data with capital preservation backtesting",
  "frameworks": ["scikit-learn", "xgboost", "lightgbm"],
  "python_version": "3.8+",
  "dependencies": ["joblib", "pandas", "numpy", "scipy"],
  "capital_preservation_features": {
    "dynamic_position_sizing": true,
    "confidence_filtering": true,
    "recovery_mechanisms": true,
    "volatility_adjustment": true,
    "max_risk_per_trade": 0.15,
    "recovery_mode_threshold": 0.85,
    "confidence_threshold": 0.65
  },
  "caveats": "Capital preservation focused with dynamic risk management. Includes recovery mechanisms for drawdown periods. Historical backtests only; not financial advice. Monitor capital preservation metrics in live trading."
}