Best model: CFG_LTC_NY_V6/run_20260516_130120_v6_NY_Cross5m_Win180_015

.gitattributes

@@ -716,3 +716,4 @@ workspaces/CFG_LTC_NY_V6/runs/run_20260516_062548_v6_NY_Triple5m_Win180_011/brai
 workspaces/CFG_LTC_WEEKEND_V6/runs/run_20260516_081749_v6_WE_15m_Win60_Drop10_001/brains/aamt_v3_CFG_LTC_WEEKEND_V6_final.pth filter=lfs diff=lfs merge=lfs -text
 workspaces/CFG_LTC_NY_V6/runs/run_20260516_082546_v6_NY_Cross5m_Win120_013/brains/aamt_v3_CFG_LTC_NY_V6_final.pth filter=lfs diff=lfs merge=lfs -text
 workspaces/CFG_LTC_NY_V6/runs/run_20260516_085600_v6_NY_Cross5m_Win180_014/brains/aamt_v3_CFG_LTC_NY_V6_final.pth filter=lfs diff=lfs merge=lfs -text
+workspaces/CFG_LTC_NY_V6/runs/run_20260516_130120_v6_NY_Cross5m_Win180_015/brains/aamt_v3_CFG_LTC_NY_V6_final.pth filter=lfs diff=lfs merge=lfs -text

workspaces/CFG_LTC_NY_V6/runs/run_20260516_130120_v6_NY_Cross5m_Win180_015/brains/aamt_v3_CFG_LTC_NY_V6_final.pth

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workspaces/CFG_LTC_NY_V6/runs/run_20260516_130120_v6_NY_Cross5m_Win180_015/config.json

@@ -0,0 +1,86 @@
+{
+    "HF_RUN_ID": "",
+    "MT5_PATH": "C:\\Program Files\\MetaTrader 5 EXNESS\\terminal64.exe",
+    "TARGET_SYMBOL": "LTCUSDT",
+    "EXECUTION_SYMBOL": "LTCUSDm",
+    "TARGET_PREFIX": "LTCUSDT",
+    "CONFIG_ID": "CFG_LTC_NY_V6",
+    "VERSION": "6.0",
+    "HF_CLOUD": {
+        "DATASET_REPO": "dung5k/argo_workspaces",
+        "MODEL_REPO": "dung5k/argo_workspaces",
+        "SYNC_CHUNKS": true
+    },
+    "FEATURE_ENGINEERING": {
+        "\u26a0\ufe0f_STRICT_WARNING_\u26a0\ufe0f": "T\u1ea4T C\u1ea2 MODULE MACRO_FEATURES L\u00c0 B\u1eaeT BU\u1ed8C.",
+        "TP_PCT": 0.005,
+        "SL_PCT": 0.003,
+        "MAX_HOLD_BARS": 180,
+        "LABEL_MODE": "pct",
+        "PIP_SIZE": 0.01,
+        "lot_size": 0.1,
+        "CRYPTO_MODE": true,
+        "MTF_INPUTS": [
+            {
+                "SYMBOL": "LTCUSDT",
+                "TIMEFRAME": "5min",
+                "WINDOW_SIZE": 180,
+                "FEATURES": [
+                    "log_return_close",
+                    "body_pct",
+                    "bb_width",
+                    "rsi_14_scaled",
+                    "hour_sin",
+                    "hour_cos",
+                    "order_flow_imbalance"
+                ]
+            },
+            {
+                "SYMBOL": "BTCUSDT",
+                "TIMEFRAME": "5min",
+                "WINDOW_SIZE": 180,
+                "FEATURES": [
+                    "log_return_close",
+                    "body_pct",
+                    "rsi_14_scaled"
+                ]
+            }
+        ],
+        "VOL_REGIME": true,
+        "ORDER_FLOW": true
+    },
+    "TRAINING": {
+        "D_MODEL": 128,
+        "N_HEAD": 8,
+        "NUM_LAYERS": 4,
+        "BATCH_SIZE": 64,
+        "WARMUP_EPOCHS": 15,
+        "FINETUNE_EPOCHS": 60,
+        "LEARNING_RATE": 1.5e-05,
+        "DROPOUT_RATE": 0.3,
+        "LR_SCHEDULER": "cosine_warm"
+    },
+    "MT5_PATHS": {
+        "BINANCE": "LOCAL"
+    },
+    "DATA_SOURCE": {
+        "RAW_LOCAL_DIR": "workspaces/CFG_LTC_NY_V6/data/raw",
+        "DATASET_SUFFIX": "2026",
+        "TIMEFRAME": "M1",
+        "ROUTING": {
+            "LTCUSDT": "BINANCE",
+            "BTCUSDT": "BINANCE"
+        }
+    },
+    "LIVE_BOT": {
+        "PAPER_TRADE": true,
+        "TRADE_PLATFORM": "BINANCE",
+        "MAX_ABSOLUTE_MSE": 0.8,
+        "MIN_PROBABILITY_THRESH": 0.59
+    },
+    "SESSION": "ny",
+    "SESSION_UTC": {
+        "START": "13:00",
+        "END": "21:00"
+    }
+}

workspaces/CFG_LTC_NY_V6/runs/run_20260516_130120_v6_NY_Cross5m_Win180_015/results/config.json

@@ -0,0 +1,86 @@
+{
+    "HF_RUN_ID": "",
+    "MT5_PATH": "C:\\Program Files\\MetaTrader 5 EXNESS\\terminal64.exe",
+    "TARGET_SYMBOL": "LTCUSDT",
+    "EXECUTION_SYMBOL": "LTCUSDm",
+    "TARGET_PREFIX": "LTCUSDT",
+    "CONFIG_ID": "CFG_LTC_NY_V6",
+    "VERSION": "6.0",
+    "HF_CLOUD": {
+        "DATASET_REPO": "dung5k/argo_workspaces",
+        "MODEL_REPO": "dung5k/argo_workspaces",
+        "SYNC_CHUNKS": true
+    },
+    "FEATURE_ENGINEERING": {
+        "\u26a0\ufe0f_STRICT_WARNING_\u26a0\ufe0f": "T\u1ea4T C\u1ea2 MODULE MACRO_FEATURES L\u00c0 B\u1eaeT BU\u1ed8C.",
+        "TP_PCT": 0.005,
+        "SL_PCT": 0.003,
+        "MAX_HOLD_BARS": 180,
+        "LABEL_MODE": "pct",
+        "PIP_SIZE": 0.01,
+        "lot_size": 0.1,
+        "CRYPTO_MODE": true,
+        "MTF_INPUTS": [
+            {
+                "SYMBOL": "LTCUSDT",
+                "TIMEFRAME": "5min",
+                "WINDOW_SIZE": 180,
+                "FEATURES": [
+                    "log_return_close",
+                    "body_pct",
+                    "bb_width",
+                    "rsi_14_scaled",
+                    "hour_sin",
+                    "hour_cos",
+                    "order_flow_imbalance"
+                ]
+            },
+            {
+                "SYMBOL": "BTCUSDT",
+                "TIMEFRAME": "5min",
+                "WINDOW_SIZE": 180,
+                "FEATURES": [
+                    "log_return_close",
+                    "body_pct",
+                    "rsi_14_scaled"
+                ]
+            }
+        ],
+        "VOL_REGIME": true,
+        "ORDER_FLOW": true
+    },
+    "TRAINING": {
+        "D_MODEL": 128,
+        "N_HEAD": 8,
+        "NUM_LAYERS": 4,
+        "BATCH_SIZE": 64,
+        "WARMUP_EPOCHS": 15,
+        "FINETUNE_EPOCHS": 60,
+        "LEARNING_RATE": 1.5e-05,
+        "DROPOUT_RATE": 0.3,
+        "LR_SCHEDULER": "cosine_warm"
+    },
+    "MT5_PATHS": {
+        "BINANCE": "LOCAL"
+    },
+    "DATA_SOURCE": {
+        "RAW_LOCAL_DIR": "workspaces/CFG_LTC_NY_V6/data/raw",
+        "DATASET_SUFFIX": "2026",
+        "TIMEFRAME": "M1",
+        "ROUTING": {
+            "LTCUSDT": "BINANCE",
+            "BTCUSDT": "BINANCE"
+        }
+    },
+    "LIVE_BOT": {
+        "PAPER_TRADE": true,
+        "TRADE_PLATFORM": "BINANCE",
+        "MAX_ABSOLUTE_MSE": 0.8,
+        "MIN_PROBABILITY_THRESH": 0.59
+    },
+    "SESSION": "ny",
+    "SESSION_UTC": {
+        "START": "13:00",
+        "END": "21:00"
+    }
+}

workspaces/CFG_LTC_NY_V6/runs/run_20260516_130120_v6_NY_Cross5m_Win180_015/results/train_v3.log

@@ -0,0 +1,6 @@
+[PACK] Kèm theo scaler file vào: D:\DungLA\client1\workspaces\CFG_LTC_NY_V6\runs\run_20260516_130120_v6_NY_Cross5m_Win180_015\brains
+--- 🚀 BẮT ĐẦU VÒNG LẶP FINE-TUNING ĐA NHIỆM (Infinite Loop) ---
+[Epoch 1] Loss(MSE:0.0123/CE:0.8699) | LR=1.50e-05 | Val V3 Score [0.061] - Loss(MSE:0.0009/CE:0.6239) |   >=53%: WR=43.5% | Score=0.060 | N=62 (30B/32S Bal:0.94) | >=61%: WR=56.4% | Score=0.069 | N=55 (30B/25S Bal:0.83) | >=68%: WR=63.0% | Score=0.065 | N=46 (27B/19S Bal:0.70) | >=76%: WR=75.8% | Score=0.056 | N=33 (23B/10S Bal:0.43)
+  🏆 [ARGO2] ĐỈNH MỚI! Composite Score = 0.0611. Lưu model...
+  ☁️ Đang PUSH run run_20260516_130120_v6_NY_Cross5m_Win180_015 lên HF (Background)...
+[14:05:45] PUSH RUN: run_20260516_130120_v6_NY_Cross5m_Win180_015 -> HF (new/changed files only)...

workspaces/CFG_LTC_NY_V6/runs/run_20260516_130120_v6_NY_Cross5m_Win180_015/results/training_metrics_v3.json

@@ -0,0 +1,86 @@
+{
+    "target": "ltcusdt",
+    "version": "Transformer_V3",
+    "dimensions": {
+        "num_features_target": 0,
+        "num_features_macro": 38
+    },
+    "sessions": {
+        "ny": {
+            "BEST_VLOSS": {
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+                "max_threshold": 0.76,
+                "composite_score": 0.06114839671886652,
+                "val_loss": 0.6248599428328729,
+                "threshold_metrics": [
+                    {
+                        "threshold": 0.53,
+                        "total_signals": 62,
+                        "win_rate": 0.43548387096774194,
+                        "avg_win_return": 0.001,
+                        "avg_loss_return": 0.001,
+                        "ev_score": 0.06040268456375839,
+                        "sharpe_score": 0.0,
+                        "tus_score": 0.967741935483871,
+                        "total_buy": 30,
+                        "total_sell": 32
+                    },
+                    {
+                        "threshold": 0.6067,
+                        "total_signals": 55,
+                        "win_rate": 0.5636363636363636,
+                        "avg_win_return": 0.001,
+                        "avg_loss_return": 0.001,
+                        "ev_score": 0.06935123042505592,
+                        "sharpe_score": 0.0,
+                        "tus_score": 0.9090909090909091,
+                        "total_buy": 30,
+                        "total_sell": 25
+                    },
+                    {
+                        "threshold": 0.6833,
+                        "total_signals": 46,
+                        "win_rate": 0.6304347826086957,
+                        "avg_win_return": 0.001,
+                        "avg_loss_return": 0.001,
+                        "ev_score": 0.06487695749440717,
+                        "sharpe_score": 0.0,
+                        "tus_score": 0.8260869565217391,
+                        "total_buy": 27,
+                        "total_sell": 19
+                    },
+                    {
+                        "threshold": 0.76,
+                        "total_signals": 33,
+                        "win_rate": 0.7575757575757576,
+                        "avg_win_return": 0.001,
+                        "avg_loss_return": 0.001,
+                        "ev_score": 0.055928411633109625,
+                        "sharpe_score": 0.0,
+                        "tus_score": 0.6060606060606061,
+                        "total_buy": 23,
+                        "total_sell": 10
+                    }
+                ],
+                "win_rates": [
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+                    0.5636363636363636,
+                    0.6304347826086957,
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+                "thresholds": [
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+                    0.6833,
+                    0.76
+                ],
+                "totals": [
+                    62,
+                    55,
+                    46,
+                    33
+                ]
+            }
+        }
+    }
+}