Trading Apple IATrading Apple IA — SPY Optimizer Report

Analyse complète des performances du Signal Classifier IA

Généré le 26/04/2026 15:19 UTC
Période: 2026-04-03 → 2026-04-26

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PnL Total
$+7344
USDT net
Win Rate
56.8%
382/672 trades
AUC-ROC (IA)
0.685
Discriminant du modèle
Accuracy IA
57.6%
Validation temporelle
Impact Filtre IA
-7.8%
vs sans filtre
Profit Factor
4.87
Gains / Pertes abs.
✅ Modèle optimisé GPU — Le PC Windows a participé à l'entraînement
📈

PnL Cumulatif

$+7343.82 USDT
📊

PnL Journalier

24 jours
🤖

Modèle IA — Signal Classifier

LightGBM + XGBoost
AUC-ROC
0.6846
Accuracy
57.6%
Precision
56.6%
Recall
90.6%
F1-Score
0.697
Trade Rate
86%
Dataset
629
WR filtré
56.6%
PnL Sans filtre vs Avec filtre IA
Sans filtre: +137.7% → Avec filtre: +129.9% (-7.8%)
⏱️

Walk-Forward Backtest

69% positifs
🔑

Feature Importance (Top 15)

📋

Détail Walk-Forward

16 fenêtres
Date Trades WR Sans IA Avec IA Δ Seuil
2026-04-10 35 → 30 70.0% +43.7% +43.9% +0.2% ✅ 0.30
2026-04-11 11 → 11 72.7% +13.6% +13.6% +0.0% ✅ 0.30
2026-04-12 9 → 9 66.7% +23.4% +23.4% +0.0% ✅ 0.30
2026-04-13 13 → 13 23.1% -0.9% -0.9% +0.0% ✅ 0.30
2026-04-14 30 → 30 46.7% +6.7% +6.7% +0.0% ✅ 0.45
2026-04-15 4 → 3 66.7% +8.9% +8.8% -0.1% ❌ 0.52
2026-04-16 5 → 3 66.7% +1.5% +2.1% +0.6% ✅ 0.54
2026-04-17 6 → 4 75.0% +3.1% +5.0% +1.9% ✅ 0.31
2026-04-18 5 → 4 50.0% -1.0% +1.3% +2.3% ✅ 0.34
2026-04-19 8 → 6 66.7% +8.0% +9.5% +1.5% ✅ 0.42
2026-04-20 13 → 8 50.0% +14.0% +7.3% -6.7% ❌ 0.48
2026-04-21 8 → 8 50.0% +12.7% +12.7% +0.0% ✅ 0.30
2026-04-23 12 → 12 41.7% +12.4% +12.4% +0.0% ✅ 0.30
2026-04-24 3 → 2 100.0% +1.8% +1.8% -0.1% ❌ 0.45
2026-04-25 8 → 6 83.3% +13.1% +12.0% -1.1% ❌ 0.48
2026-04-26 13 → 9 66.7% +12.2% +11.4% -0.8% ❌ 0.45
Total: 183 trades → 158 passés PnL global: -2.45%
⚡

Performance par Surge Type

4 types
Surge Type Trades Win Rate PnL Total PnL Moyen
FLASH_SURGE 587 57.6% $+6490.04 $11.06
BREAKOUT_SURGE 26 65.4% $+390.67 $15.03
MOMENTUM_SURGE 34 50.0% $+370.47 $10.90
TREND_MOMENTUM_SURGE 25 40.0% $+92.64 $3.71
💰

Statistiques de Trading

2026-04-03 → 2026-04-26
Total Trades
672
Win Rate
56.8%
PnL Total
$+7343.82
PnL Moyen
$+10.93
Gain Moyen
$+24.19
Perte Moyenne
$-7.52
Meilleur Trade
$+384.29
Pire Trade
$-152.11
Profit Factor
4.87
Max Drawdown
-$17.74
🎮

Optimisation GPU

PC Training
Device cuda
Trials Optuna N/A
Best AUC N/A
🤖 SPY Optimizer
Statut pipeline
En attente
📊 Progression du pipeline
1
Téléchgt
klines 1m
2
Dataset
Features
3
GPU
Optuna
4
Walk-Fwd
Backtest
5
Rapport
HTML
✓
Déploie-
ment

📈 Dernière analyse GPU

AUC-ROC
0.6846
Accuracy
57.6%
Win Rate filtré
56.6%
Impact IA
-7.83%
Trades analysés
672
Période
2026-04-03 → 2026-04-26
Trading Apple IA — SPY Optimizer Report • Généré le 26/04/2026 15:19 UTC • LightGBM + XGBoost + Optuna