🎯 Train New Model

⚖️ Active Ensemble Weights

Symbol Horizon Technical Weight Sentiment Weight Validation Sharpe Optimized At
BTC 4h
100.0%
0.0%
0.47 2026-04-23 19:52 🔍 Détail
BTC 4h
60.7%
39.3%
0.53 2026-04-23 20:27 🔍 Détail
BTC 8h
100.0%
0.0%
0.34 2026-04-23 19:54 🔍 Détail
BTC 8h
41.2%
58.8%
0.50 2026-04-23 20:33 🔍 Détail
BTC 24h
100.0%
0.0%
0.51 2026-04-23 19:56 🔍 Détail
BTC 24h
53.5%
46.5%
0.60 2026-04-23 20:38 🔍 Détail
ETH 4h
100.0%
0.0%
0.54 2026-04-23 19:58 🔍 Détail
ETH 4h
85.5%
14.5%
0.42 2026-04-23 20:44 🔍 Détail
ETH 8h
85.6%
14.4%
0.52 2026-04-23 20:51 🔍 Détail
ETH 8h
100.0%
0.0%
0.52 2026-04-23 20:00 🔍 Détail
ETH 24h
68.2%
31.8%
0.55 2026-04-23 20:59 🔍 Détail
ETH 24h
100.0%
0.0%
0.52 2026-04-23 20:02 🔍 Détail
SOL 4h
100.0%
0.0%
0.47 2026-04-23 20:04 🔍 Détail
SOL 4h
89.6%
10.4%
0.41 2026-04-23 21:05 🔍 Détail
SOL 8h
100.0%
0.0%
0.36 2026-04-23 20:07 🔍 Détail
SOL 8h
41.2%
58.8%
0.28 2026-04-23 21:16 🔍 Détail
SOL 24h
43.4%
56.6%
0.50 2026-04-23 21:23 🔍 Détail
SOL 24h
100.0%
0.0%
0.47 2026-04-23 20:09 🔍 Détail

📊 Métriques d'Optimisation

🎯 Composite Score

Score combiné = 40% expectancy + 40% sharpe + 20% profit_factor.
Mesure la rentabilité globale ajustée au risque. Plus élevé = meilleur.

📈 Sharpe Ratio

Rendement ajusté à la volatilité (annualisé).
>1 = bon, >2 = excellent. Pénalise les stratégies trop volatiles.

💰 Expectancy

Gain moyen par trade (%). Expectancy positive = stratégie profitable.
Formule: (avg_win × win_rate) - (avg_loss × loss_rate)

ℹ️ Les modèles sont optimisés pour maximiser le profit réel, pas la précision statistique (R²).

📦 Trained Models

BTC_24h_sentiment_GradientBoosting
Type: 💭 Sentiment
Composite (0-1): 0.474
Sharpe Ratio: 10.57
Profit Factor: 1.34
Expectancy: 0.0018
Total Return: 361.73%
Max Drawdown: -82.30%
Win Rate: 55.8%
Samples: 9073
Features: 60
Trained: 2026-04-23 14:12
SOL_24h_sentiment_GradientBoosting
Type: 💭 Sentiment
Composite (0-1): 0.646
Sharpe Ratio: 19.51
Profit Factor: 2.24
Expectancy: 0.0113
Total Return: 6448.60%
Max Drawdown: -73.30%
Win Rate: 57.9%
Samples: 7969
Features: 60
Trained: 2026-04-23 00:21
ETH_8h_sentiment_GradientBoosting
Type: 💭 Sentiment
Composite (0-1): 0.811
Sharpe Ratio: 1.67
Profit Factor: 18.72
Expectancy: 0.0221
Total Return: 47.69%
Max Drawdown: -2.04%
Win Rate: 72.2%
Samples: 7985
Features: 60
Trained: 2026-04-17 03:02
SOL_4h_sentiment_XGBoost
Type: 💭 Sentiment
Composite (0-1): 0.732
Sharpe Ratio: 8.34
Profit Factor: 3.08
Expectancy: 0.0086
Total Return: 50.45%
Max Drawdown: -10.18%
Win Rate: 57.1%
Samples: 7989
Features: 60
Trained: 2026-04-20 18:06
ETH_24h_sentiment_GradientBoosting
Type: 💭 Sentiment
Composite (0-1): 0.541
Sharpe Ratio: 9.83
Profit Factor: 1.99
Expectancy: 0.0044
Total Return: 214.54%
Max Drawdown: -55.73%
Win Rate: 61.9%
Samples: 12871
Features: 60
Trained: 2026-04-25 00:54
SOL_8h_sentiment_GradientBoosting
Type: 💭 Sentiment
Composite (0-1): 0.729
Sharpe Ratio: 12.94
Profit Factor: 3.17
Expectancy: 0.0106
Total Return: 173.28%
Max Drawdown: -27.26%
Win Rate: 59.2%
Samples: 7985
Features: 60
Trained: 2026-04-22 22:48
BTC_4h_sentiment_RandomForest
Type: 💭 Sentiment
Composite (0-1): 0.379
Sharpe Ratio: 3.68
Profit Factor: 1.13
Expectancy: 0.0003
Total Return: 30.92%
Max Drawdown: -32.80%
Win Rate: 54.3%
Samples: 9093
Features: 60
Trained: 2026-04-23 12:32
BTC_4h_technical_RandomForest
Type: 📊 Technical
Composite (0-1): 0.379
Sharpe Ratio: 3.68
Profit Factor: 1.13
Expectancy: 0.0003
Total Return: 30.92%
Max Drawdown: -32.80%
Win Rate: 54.3%
Samples: 9093
Features: 60
Trained: 2026-04-23 12:32
BTC_8h_sentiment_XGBoost
Type: 💭 Sentiment
Composite (0-1): 0.430
Sharpe Ratio: 5.50
Profit Factor: 1.18
Expectancy: 0.0007
Total Return: 73.38%
Max Drawdown: -51.61%
Win Rate: 54.9%
Samples: 9089
Features: 60
Trained: 2026-04-23 13:19
ETH_4h_sentiment_XGBoost
Type: 💭 Sentiment
Composite (0-1): 0.803
Sharpe Ratio: 10.84
Profit Factor: 5.56
Expectancy: 0.0056
Total Return: 39.93%
Max Drawdown: -2.56%
Win Rate: 62.3%
Samples: 9093
Features: 60
Trained: 2026-04-23 15:02