{
  "sgd": {
    "test_classifier": {
      "accuracy": 0.4974148792886211,
      "balanced_accuracy": 0.5000139557648065,
      "log_loss": 0.7593669609260557,
      "roc_auc": 0.5023295339646685
    },
    "test_trades": {
      "trades": 275113,
      "total_R": 0.09712683881317802,
      "expectancy_R": 3.5304343601784726e-07,
      "win_rate": 0.4973665366594817,
      "profit_factor": 1.0002862949076197,
      "max_drawdown_R": 7.060368336763843
    },
    "best_epoch": 1,
    "epochs": [
      {
        "epoch": 1,
        "validation": {
          "accuracy": 0.5001358228146109,
          "balanced_accuracy": 0.500820635038223,
          "log_loss": 2.185925690904138,
          "roc_auc": 0.5026434278879277
        },
        "saved_at_utc": "2026-08-26T22:27:32.653968+00:00"
      },
      {
        "epoch": 2,
        "validation": {
          "accuracy": 0.49990764048606456,
          "balanced_accuracy": 0.5005978360185473,
          "log_loss": 1.355488791738297,
          "roc_auc": 0.5026674915500485
        },
        "saved_at_utc": "2026-08-26T22:27:34.243372+00:00"
      },
      {
        "epoch": 3,
        "validation": {
          "accuracy": 0.49984244553505136,
          "balanced_accuracy": 0.5005346617624633,
          "log_loss": 1.079814814531259,
          "roc_auc": 0.5026784871517509
        },
        "saved_at_utc": "2026-08-26T22:27:35.784770+00:00"
      },
      {
        "epoch": 4,
        "validation": {
          "accuracy": 0.4997772505840381,
          "balanced_accuracy": 0.5004706914240604,
          "log_loss": 0.9521481570247563,
          "roc_auc": 0.5026853986008567
        },
        "saved_at_utc": "2026-08-26T22:27:37.331820+00:00"
      },
      {
        "epoch": 5,
        "validation": {
          "accuracy": 0.4997518969919774,
          "balanced_accuracy": 0.5004462410289167,
          "log_loss": 0.8818127363739349,
          "roc_auc": 0.5026898624287295
        },
        "saved_at_utc": "2026-08-26T22:27:38.881279+00:00"
      },
      {
        "epoch": 6,
        "validation": {
          "accuracy": 0.4996613484489035,
          "balanced_accuracy": 0.5003564730791381,
          "log_loss": 0.8385771641069732,
          "roc_auc": 0.5026942688500996
        },
        "saved_at_utc": "2026-08-26T22:27:40.434508+00:00"
      },
      {
        "epoch": 7,
        "validation": {
          "accuracy": 0.4995816657309984,
          "balanced_accuracy": 0.5002774025740692,
          "log_loss": 0.8098982227789318,
          "roc_auc": 0.5026986852677572
        },
        "saved_at_utc": "2026-08-26T22:27:41.952280+00:00"
      },
      {
        "epoch": 8,
        "validation": {
          "accuracy": 0.49949836107137036,
          "balanced_accuracy": 0.5001945417180583,
          "log_loss": 0.7897823453636466,
          "roc_auc": 0.5027026016086568
        },
        "saved_at_utc": "2026-08-26T22:27:43.457655+00:00"
      },
      {
        "epoch": 9,
        "validation": {
          "accuracy": 0.49950198301309334,
          "balanced_accuracy": 0.5001984851617539,
          "log_loss": 0.7750414254484226,
          "roc_auc": 0.5027064384515197
        },
        "saved_at_utc": "2026-08-26T22:27:44.959193+00:00"
      },
      {
        "epoch": 10,
        "validation": {
          "accuracy": 0.49950922689653926,
          "balanced_accuracy": 0.5002059944203525,
          "log_loss": 0.7638721584340901,
          "roc_auc": 0.5027101216506525
        },
        "saved_at_utc": "2026-08-26T22:27:46.457908+00:00"
      },
      {
        "epoch": 11,
        "validation": {
          "accuracy": 0.499527336605154,
          "balanced_accuracy": 0.5002243644225982,
          "log_loss": 0.755167201048016,
          "roc_auc": 0.5027125105535336
        },
        "saved_at_utc": "2026-08-26T22:27:47.943160+00:00"
      },
      {
        "epoch": 12,
        "validation": {
          "accuracy": 0.4995526901972147,
          "balanced_accuracy": 0.5002499477041188,
          "log_loss": 0.7482303272318592,
          "roc_auc": 0.5027147458126845
        },
        "saved_at_utc": "2026-08-26T22:27:49.448954+00:00"
      },
      {
        "epoch": 13,
        "validation": {
          "accuracy": 0.49954182437204586,
          "balanced_accuracy": 0.5002392502594092,
          "log_loss": 0.7425875827906073,
          "roc_auc": 0.5027170538269692
        },
        "saved_at_utc": "2026-08-26T22:27:50.964447+00:00"
      },
      {
        "epoch": 14,
        "validation": {
          "accuracy": 0.49953095854687696,
          "balanced_accuracy": 0.5002285119899652,
          "log_loss": 0.7379262403755786,
          "roc_auc": 0.5027197005606112
        },
        "saved_at_utc": "2026-08-26T22:27:52.476743+00:00"
      },
      {
        "epoch": 15,
        "validation": {
          "accuracy": 0.49949836107137036,
          "balanced_accuracy": 0.5001960828517782,
          "log_loss": 0.7340234340197471,
          "roc_auc": 0.5027216492070387
        },
        "saved_at_utc": "2026-08-26T22:27:53.971662+00:00"
      },
      {
        "epoch": 16,
        "validation": {
          "accuracy": 0.49950922689653926,
          "balanced_accuracy": 0.5002070864819952,
          "log_loss": 0.7307134359993063,
          "roc_auc": 0.5027231723421932
        },
        "saved_at_utc": "2026-08-26T22:27:55.441468+00:00"
      },
      {
        "epoch": 17,
        "validation": {
          "accuracy": 0.4994802513627556,
          "balanced_accuracy": 0.5001782129525278,
          "log_loss": 0.727876090372099,
          "roc_auc": 0.5027251577203868
        },
        "saved_at_utc": "2026-08-26T22:27:56.939250+00:00"
      },
      {
        "epoch": 18,
        "validation": {
          "accuracy": 0.4994838733044785,
          "balanced_accuracy": 0.5001819318601847,
          "log_loss": 0.7254171970826437,
          "roc_auc": 0.5027266083103034
        },
        "saved_at_utc": "2026-08-26T22:27:58.442507+00:00"
      },
      {
        "epoch": 19,
        "validation": {
          "accuracy": 0.49946214165414077,
          "balanced_accuracy": 0.500160281816176,
          "log_loss": 0.723274886223933,
          "roc_auc": 0.5027270873450069
        },
        "saved_at_utc": "2026-08-26T22:27:59.934002+00:00"
      },
      {
        "epoch": 20,
        "validation": {
          "accuracy": 0.4994766294210326,
          "balanced_accuracy": 0.5001748512612961,
          "log_loss": 0.7213876484319295,
          "roc_auc": 0.5027277557057277
        },
        "saved_at_utc": "2026-08-26T22:28:01.456578+00:00"
      }
    ]
  },
  "hgb": {
    "accuracy": 0.5022701270112528,
    "balanced_accuracy": 0.5027790051157266,
    "log_loss": 0.6932086454140988,
    "roc_auc": 0.5027249138111547
  },
  "blend": {
    "accuracy": 0.4974112586713783,
    "balanced_accuracy": 0.5000104291739147,
    "log_loss": 0.7247855342968491,
    "roc_auc": 0.5024197064407725,
    "test_trades": {
      "trades": 272587,
      "total_R": 0.16841053538634593,
      "expectancy_R": 6.178230634122168e-07,
      "win_rate": 0.49743384680854186,
      "profit_factor": 1.000499003815544,
      "max_drawdown_R": 7.027804671129026
    }
  },
  "model_type": "CPU SGD partial_fit + CPU HistGradientBoosting",
  "features": [
    "atr",
    "log_return",
    "spread_price",
    "range_atr",
    "body_atr",
    "ret_lag_1",
    "ret_lag_2",
    "ret_lag_3",
    "ret_lag_4",
    "ret_lag_5",
    "ret_lag_6",
    "ret_lag_7",
    "ret_lag_8",
    "ret_lag_9",
    "ret_lag_10",
    "ret_lag_11",
    "ret_lag_12",
    "ret_lag_13",
    "ret_lag_14",
    "ret_lag_15",
    "ret_lag_16",
    "ret_lag_17",
    "ret_lag_18",
    "ret_lag_19",
    "ret_lag_20",
    "ret_lag_30",
    "ret_lag_40",
    "ret_lag_50",
    "ret_mean_5",
    "ret_std_5",
    "rv_5",
    "zscore_5",
    "high_dist_5",
    "low_dist_5",
    "ret_mean_10",
    "ret_std_10",
    "rv_10",
    "zscore_10",
    "high_dist_10",
    "low_dist_10",
    "ret_mean_20",
    "ret_std_20",
    "rv_20",
    "zscore_20",
    "high_dist_20",
    "low_dist_20",
    "ret_mean_50",
    "ret_std_50",
    "rv_50",
    "zscore_50",
    "high_dist_50",
    "low_dist_50",
    "ret_mean_100",
    "ret_std_100",
    "rv_100",
    "zscore_100",
    "high_dist_100",
    "low_dist_100",
    "ema_gap_5",
    "ema_gap_10",
    "ema_gap_20",
    "ema_gap_50",
    "ema_gap_100",
    "rsi_14",
    "macd",
    "macd_signal",
    "macd_hist",
    "bb_position",
    "bb_width",
    "volume_z",
    "signed_volume",
    "hour_sin",
    "hour_cos",
    "scalp_trend",
    "scalp_rsi",
    "scalp_macd",
    "scalp_reversion",
    "scalp_breakout",
    "scalp_score"
  ]
}