Add metrics for lstm (USD_CHF H1)
Browse files
models/lstm/USD_CHF_H1/metrics.json
ADDED
|
@@ -0,0 +1,15 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"accuracy": 0.3868268611885861,
|
| 3 |
+
"f1_weighted": 0.45938959752709685,
|
| 4 |
+
"precision": 0.7461139095327248,
|
| 5 |
+
"recall": 0.3868268611885861,
|
| 6 |
+
"initial_capital": 10000.0,
|
| 7 |
+
"final_equity": 9999.95,
|
| 8 |
+
"total_return_pct": -0.0,
|
| 9 |
+
"max_drawdown_pct": -0.0,
|
| 10 |
+
"sharpe_ratio": -0.476,
|
| 11 |
+
"total_trades": 4,
|
| 12 |
+
"win_rate_pct": 50.0,
|
| 13 |
+
"avg_pnl_per_trade": -0.0125,
|
| 14 |
+
"trades_per_1000_bars": 0.43
|
| 15 |
+
}
|