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trading-platform-ml-engine-v2/reports/annual_report_XAUUSD_20260105_032555.md
rckrdmrd 75c4d07690 feat: Initial commit - ML Engine codebase 
Hierarchical ML Pipeline for trading predictions:
- Level 0: Attention Models (volatility/flow classification)
- Level 1: Base Models (XGBoost per symbol/timeframe)
- Level 2: Metamodels (XGBoost Stacking + Neural Gating)

Key components:
- src/pipelines/hierarchical_pipeline.py - Main prediction pipeline
- src/models/ - All ML model classes
- src/training/ - Training utilities
- src/api/ - FastAPI endpoints
- scripts/ - Training and evaluation scripts
- config/ - YAML configurations

Note: Trained models (*.joblib, *.pt) are gitignored.
      Regenerate with training scripts.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-18 04:27:40 -06:00

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INFORME ANUAL - ESTRATEGIA MULTI-MODELO

Símbolo: XAUUSD Período: 2025-01-01 to 2025-03-18 Capital Inicial: $1,000.00 Capital Final: $1,058.49

RESUMEN EJECUTIVO

Métrica Valor
Retorno Total +5.85%
Total Trades 60
Win Rate 33.3%
Profit Factor 1.07
Max Drawdown 15.12%

DESGLOSE POR DIRECCIÓN

LONG Trades

Métrica Valor
Total 0
Ganadores 0
Win Rate 0.0%

SHORT Trades

Métrica Valor
Total 60
Ganadores 20
Win Rate 33.3%

ESTADÍSTICAS DE TRADES

Métrica Valor
Promedio Ganador $42.75
Promedio Perdedor $-19.91
Mejor Trade $57.60
Peor Trade $-24.93

RENDIMIENTO SEMANAL

Semana Inicio Fin P&L Retorno Trades WR Max DD
1 01/01 01/05 $+97.20 +9.72% 36 36% 14.0%
2 01/06 01/05 $+43.91 +4.00% 1 100% 0.0%
2 01/06 01/12 $-82.62 -7.24% 23 26% 15.1%

SEMANAS RENTABLES

  • Total Semanas: 3
  • Semanas Rentables: 2
  • % Semanas Positivas: 66.7%

CONFIGURACIÓN DE ESTRATEGIA

  • R:R Mínimo: 2.0:1
  • Riesgo por Trade: 2%
  • Max Drawdown Permitido: 15%
  • Alineación Timeframes: Sí
  • Filtro RSI: Sí
  • Filtro SAR: Sí

Generado: 2026-01-05 03:25:55