{
  "version": 1,
  "asset": "COINBASE_BTCUSD",
  "timeframe": "4H",
  "arch": [
    55,
    16,
    8,
    1
  ],
  "activation": "tanh_closed_form_clamp20",
  "feature_cols": [
    "stoch_norm",
    "macd_pred_norm",
    "osc_norm",
    "totalvol_norm",
    "m3_momentum_norm",
    "m2_tiny_norm",
    "newaddr_norm",
    "stoch_div_norm",
    "vwap_div_norm",
    "stoch_peak_norm",
    "sendaddr_norm",
    "m3_div_norm",
    "bearish_engulfing_score",
    "m2_nooff_norm",
    "m2_div_norm",
    "bullish_hammer_score",
    "bullish_engulfing_score",
    "shooting_star_score",
    "btc_spx_corr_30",
    "dxy_roc_norm",
    "vix_pctrank_inv",
    "btc_dom_roc_sign",
    "us10y_roc_inv_sign",
    "spy_above_200ema",
    "gold_roc_pctrank",
    "mvrv_zscore_value",
    "mvrv_zscore_cont",
    "nupl_norm",
    "fed_net_liq_sign",
    "gc_position",
    "us2y_roc_inv_sign",
    "yield_curve_sign",
    "sopr_norm",
    "rsid_reg_bull_norm",
    "rsid_reg_bear_norm",
    "rsid_hid_bull_norm",
    "rsid_hid_bear_norm",
    "rsid_rt_bull_norm",
    "rsid_rt_bear_norm",
    "rsid_slow_bull_norm",
    "rsid_slow_bear_norm",
    "rsid_delayed_peak_norm",
    "rsid_delayed_dip_norm",
    "oi_roc_norm",
    "usdt_d_norm",
    "basis_norm",
    "cvd_norm",
    "btc_gold_norm",
    "rsi_subtf_norm",
    "bb_pct_b_norm",
    "cvd_norm",
    "rvol_norm",
    "active1y_norm",
    "hr_norm",
    "sopr_norm"
  ],
  "training": {
    "phase1": {
      "device": "mps",
      "arch": [
        55,
        16,
        8,
        1
      ],
      "epochs_run": 32,
      "best_val_mse": 0.23791387677192688,
      "train_bars": 17163,
      "val_bars": 890,
      "target_k": 10,
      "vol_window": 60,
      "target_scale": 2.0,
      "val_span": [
        "2025-10-01 00:00:00",
        "2026-02-28 00:00:00"
      ]
    },
    "data_file": "/Users/jameslopez/projects/TradingBot25/data/mlp/COINBASE_BTCUSD, 240.csv",
    "data_sha256": "56aff7ce434502229df5c0a12945628d2f9744f7fa4479175797a0a7f17fa454",
    "train_window": [
      "2017-01-01",
      "2026-02-28"
    ],
    "seed": 3020,
    "regime_filter": "all",
    "created": "2026-06-25T00:28:49+00:00",
    "phase2": {
      "es_popsize": 32,
      "es_sigma": 0.05,
      "es_generations": 300,
      "l2_anchor": 0.01,
      "es_workers": 2,
      "fold_objective": "robust",
      "best_fitness": -0.185078348808274,
      "fold_calmars": [
        0.6902762629264885,
        0.24605090372763405,
        0.41375205898737205,
        1.335092564030714,
        1.0319824313878814,
        0.0
      ],
      "fold_mean_calmar": 0.619525703510015,
      "fold_min_calmar": 0.0,
      "robust_diagnostics": {
        "valid_folds": 5,
        "drawdown_penalty": 0.0,
        "pnl_dd_penalty": 0.16666666666666666,
        "trade_penalty": 0.2111111111111111,
        "negative_fold_penalty": 0.16666666666666666,
        "fragility_penalty": 0.012,
        "fragile_0_05": 0,
        "fragile_1_0": 6,
        "trade_target": 15,
        "base_fold_score": 0.4336679924570105
      }
    },
    "recommended_thresholds": {
      "i_long_entry_activation_threshold": -42.67297279174775,
      "i_long_exit_activation_threshold": 7.002568474064587,
      "i_long_exit_activation_confirmation_threshold": -111.83132254846757,
      "i_trailing_stop_threshold": 5.097117772239415,
      "i_use_long_exit_confirmation": 1.0,
      "i_use_long_entry_confirmation": false
    }
  }
}