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START mode=cpu_only repo=Mikecode123/volatility_100_index secret=kaggle cuda_visible_devices=
LOAD_M1 /kaggle/input/datasets/femiogunmola/volatility-100index/Volatility_100_Index/M1.csv
M1_ROWS=1381588 START=2024-01-01 00:00:00+00:00 END=2026-08-17 14:15:00+00:00
FEATURES rows=1381476 columns=79
SCALPING_TEST {"signal_counts": {"long": 338, "short": 343, "flat": 275515}, "trade_metrics": {"trades": 681, "total_R": -0.07540569662682571, "expectancy_R": -0.00011072789519357667, "win_rate": 0.4698972099853157, "profit_factor": 0.9125123527098531, "max_drawdown_R": 0.11889371768513216}}
SGD_EPOCH=1 validation_balanced_accuracy=0.500821 validation_log_loss=2.185926
SGD_EPOCH=2 validation_balanced_accuracy=0.500598 validation_log_loss=1.355489
SGD_EPOCH=3 validation_balanced_accuracy=0.500535 validation_log_loss=1.079815
SGD_EPOCH=4 validation_balanced_accuracy=0.500471 validation_log_loss=0.952148
SGD_EPOCH=5 validation_balanced_accuracy=0.500446 validation_log_loss=0.881813
SGD_EPOCH=6 validation_balanced_accuracy=0.500356 validation_log_loss=0.838577
SGD_EPOCH=7 validation_balanced_accuracy=0.500277 validation_log_loss=0.809898
SGD_EPOCH=8 validation_balanced_accuracy=0.500195 validation_log_loss=0.789782
SGD_EPOCH=9 validation_balanced_accuracy=0.500198 validation_log_loss=0.775041
SGD_EPOCH=10 validation_balanced_accuracy=0.500206 validation_log_loss=0.763872
SGD_EPOCH=11 validation_balanced_accuracy=0.500224 validation_log_loss=0.755167
SGD_EPOCH=12 validation_balanced_accuracy=0.500250 validation_log_loss=0.748230
SGD_EPOCH=13 validation_balanced_accuracy=0.500239 validation_log_loss=0.742588
SGD_EPOCH=14 validation_balanced_accuracy=0.500229 validation_log_loss=0.737926
SGD_EPOCH=15 validation_balanced_accuracy=0.500196 validation_log_loss=0.734023
SGD_EPOCH=16 validation_balanced_accuracy=0.500207 validation_log_loss=0.730713
SGD_EPOCH=17 validation_balanced_accuracy=0.500178 validation_log_loss=0.727876
SGD_EPOCH=18 validation_balanced_accuracy=0.500182 validation_log_loss=0.725417
SGD_EPOCH=19 validation_balanced_accuracy=0.500160 validation_log_loss=0.723275
SGD_EPOCH=20 validation_balanced_accuracy=0.500175 validation_log_loss=0.721388
HGB_CPU_TRAIN rows=250000 max_iter=150
MOVEMENT_TEST {"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}}