Apr 9, 2021
Off the top of my head I don't recall the accuracy/precision metrics. I don't think they are the most relevant ones. It really depends on the trading strategy.
The likelihood of +ve outcome should be seen in comparison to avg. % of +ve outcome in train data. If for a stock it is 0.6 and avg % of +ve outcome in train data is 0.1, 0.6 is a really good score.
Maximizing accuracy is not the aim, maximizing returns with similar risks is the aim. And that cannot be answered with these metrics.