25 lines
513 B
Plaintext
25 lines
513 B
Plaintext
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MODEL COMPARISON REPORT
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==========================================================================================
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V1 (Live): models/xgboost_model.pkl
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Features: 37
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Trades: 107
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Win Rate: 43.9%
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Net P&L: $19.37
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Profit Factor: 1.04
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Sharpe: 0.25
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V2 (ML V2): backtests/36_ml_v2_results/model_d.pkl
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Features: 76
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Trades: 107
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Win Rate: 65.4%
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Net P&L: $408.59
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Profit Factor: 2.58
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Sharpe: 5.97
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IMPROVEMENTS (V2 vs V1):
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Win Rate: +21.5%
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Net P&L: $+389.22
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Profit Factor: +1.54
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Sharpe: +5.72
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