HyperoptSummary

Typed summary of hyperopt results with best parameters and performance metrics

type HyperoptSummary {
  totalEpochs: Int!
  bestEpoch: Int!
  bestLoss: Float!
  bestParams: [HyperoptBestParam!]
  totalTrades: Int!
  winRate: Float
  totalProfit: Float
  totalProfitPct: Float
  maxDrawdown: Float
  maxDrawdownPct: Float
  sharpeRatio: Float
  sortinoRatio: Float
  profitFactor: Float
  avgTradeDuration: String
  expectancy: Float
}

Fields

HyperoptSummary.totalEpochs ● Int! non-null scalar

Total number of epochs executed

HyperoptSummary.bestEpoch ● Int! non-null scalar

Epoch number that produced the best result

HyperoptSummary.bestLoss ● Float! non-null scalar

Best loss/objective value achieved

HyperoptSummary.bestParams ● [HyperoptBestParam!] list object

Best hyperparameters found by the optimizer

HyperoptSummary.totalTrades ● Int! non-null scalar

Number of trades in the best epoch

HyperoptSummary.winRate ● Float scalar

Win rate of the best epoch

HyperoptSummary.totalProfit ● Float scalar

Total profit of the best epoch

HyperoptSummary.totalProfitPct ● Float scalar

Total profit percentage

HyperoptSummary.maxDrawdown ● Float scalar

Maximum drawdown

HyperoptSummary.maxDrawdownPct ● Float scalar

Maximum drawdown percentage

HyperoptSummary.sharpeRatio ● Float scalar

Sharpe ratio

HyperoptSummary.sortinoRatio ● Float scalar

Sortino ratio

HyperoptSummary.profitFactor ● Float scalar

Profit factor

HyperoptSummary.avgTradeDuration ● String scalar

Average trade duration

HyperoptSummary.expectancy ● Float scalar

Expectancy ratio

Member Of

Hyperopt object