diff --git a/results/dogeusdt/ml_comparison_20260321_195841.json b/results/dogeusdt/ml_comparison_20260321_195841.json
new file mode 100644
index 0000000..e0c8057
--- /dev/null
+++ b/results/dogeusdt/ml_comparison_20260321_195841.json
@@ -0,0 +1,44 @@
+{
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+ "symbols": [
+ "DOGEUSDT"
+ ],
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+ "max_drawdown_pct": 155.09,
+ "sharpe_ratio": -23.72,
+ "total_fees": 891.5776,
+ "close_reasons": {
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+ "REVERSE_SIGNAL": 58,
+ "TAKE_PROFIT": 66
+ }
+ },
+ "ml_on": {
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+ "TAKE_PROFIT": 3
+ }
+ }
+}
\ No newline at end of file
diff --git a/results/dogeusdt/ml_comparison_20260321_200334.json b/results/dogeusdt/ml_comparison_20260321_200334.json
new file mode 100644
index 0000000..6fbff78
--- /dev/null
+++ b/results/dogeusdt/ml_comparison_20260321_200334.json
@@ -0,0 +1,45 @@
+{
+ "timestamp": "2026-03-21T20:03:34.650022",
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+ "DOGEUSDT"
+ ],
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+ "END_OF_DATA": 1,
+ "TAKE_PROFIT": 6
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+ "TAKE_PROFIT": 11
+ }
+ }
+}
\ No newline at end of file
diff --git a/results/dogeusdt/wf_backtest_20260318_232112.json b/results/dogeusdt/wf_backtest_20260318_232112.json
new file mode 100644
index 0000000..7fcbb51
--- /dev/null
+++ b/results/dogeusdt/wf_backtest_20260318_232112.json
@@ -0,0 +1,1054 @@
+{
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+ "level": "FAIL",
+ "message": "잔고 양수 유지"
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+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (55.6%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (55.6%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (17.1%)"
+ },
+ {
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+ "passed": true,
+ "level": "WARNING",
+ "message": "월 평균 5.2건"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (1.09)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/dogeusdt/wf_backtest_20260321_194418.json b/results/dogeusdt/wf_backtest_20260321_194418.json
new file mode 100644
index 0000000..e59b6e3
--- /dev/null
+++ b/results/dogeusdt/wf_backtest_20260321_194418.json
@@ -0,0 +1,188 @@
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+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (0.0%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": false,
+ "level": "WARNING",
+ "message": "승률 0.0% < 20% — 신호 로직 반전 의심"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (4.3%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": false,
+ "level": "WARNING",
+ "message": "월 평균 2.0건 < 5건 — 신호 생성 부족"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (0.00)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/solusdt/ml_comparison_20260321_195841.json b/results/solusdt/ml_comparison_20260321_195841.json
new file mode 100644
index 0000000..1df733c
--- /dev/null
+++ b/results/solusdt/ml_comparison_20260321_195841.json
@@ -0,0 +1,44 @@
+{
+ "timestamp": "2026-03-21T19:58:41.166218",
+ "symbols": [
+ "SOLUSDT"
+ ],
+ "ml_off": {
+ "total_trades": 346,
+ "total_pnl": -1287.9804,
+ "return_pct": -128.8,
+ "win_rate": 33.82,
+ "avg_win": 35.5174,
+ "avg_loss": -23.7708,
+ "payoff_ratio": 1.49,
+ "max_consecutive_losses": 11,
+ "profit_factor": 0.76,
+ "max_drawdown_pct": 176.42,
+ "sharpe_ratio": -20.59,
+ "total_fees": 940.6664,
+ "close_reasons": {
+ "STOP_LOSS": 187,
+ "TAKE_PROFIT": 68,
+ "REVERSE_SIGNAL": 91
+ }
+ },
+ "ml_on": {
+ "total_trades": 14,
+ "total_pnl": 80.7573,
+ "return_pct": 8.08,
+ "win_rate": 35.71,
+ "avg_win": 72.906,
+ "avg_loss": -31.5303,
+ "payoff_ratio": 2.31,
+ "max_consecutive_losses": 4,
+ "profit_factor": 1.28,
+ "max_drawdown_pct": 11.46,
+ "sharpe_ratio": 18.5,
+ "total_fees": 51.8491,
+ "close_reasons": {
+ "STOP_LOSS": 7,
+ "TAKE_PROFIT": 5,
+ "REVERSE_SIGNAL": 2
+ }
+ }
+}
\ No newline at end of file
diff --git a/results/solusdt/ml_comparison_20260321_200332.json b/results/solusdt/ml_comparison_20260321_200332.json
new file mode 100644
index 0000000..a62b756
--- /dev/null
+++ b/results/solusdt/ml_comparison_20260321_200332.json
@@ -0,0 +1,45 @@
+{
+ "timestamp": "2026-03-21T20:03:32.481740",
+ "symbols": [
+ "SOLUSDT"
+ ],
+ "ml_off": {
+ "total_trades": 31,
+ "total_pnl": -3218.5412,
+ "return_pct": -321.85,
+ "win_rate": 25.81,
+ "avg_win": 40.6328,
+ "avg_loss": -154.0697,
+ "payoff_ratio": 0.26,
+ "max_consecutive_losses": 7,
+ "profit_factor": 0.09,
+ "max_drawdown_pct": 333.12,
+ "sharpe_ratio": -39.57,
+ "total_fees": 112.8457,
+ "close_reasons": {
+ "STOP_LOSS": 21,
+ "TAKE_PROFIT": 5,
+ "REVERSE_SIGNAL": 4,
+ "END_OF_DATA": 1
+ }
+ },
+ "ml_on": {
+ "total_trades": 17,
+ "total_pnl": -488.3431,
+ "return_pct": -48.83,
+ "win_rate": 11.76,
+ "avg_win": 79.5151,
+ "avg_loss": -43.1582,
+ "payoff_ratio": 1.84,
+ "max_consecutive_losses": 8,
+ "profit_factor": 0.25,
+ "max_drawdown_pct": 45.94,
+ "sharpe_ratio": -123.73,
+ "total_fees": 61.1816,
+ "close_reasons": {
+ "STOP_LOSS": 14,
+ "REVERSE_SIGNAL": 1,
+ "TAKE_PROFIT": 2
+ }
+ }
+}
\ No newline at end of file
diff --git a/results/solusdt/wf_backtest_20260321_194417.json b/results/solusdt/wf_backtest_20260321_194417.json
new file mode 100644
index 0000000..3169361
--- /dev/null
+++ b/results/solusdt/wf_backtest_20260321_194417.json
@@ -0,0 +1,81 @@
+{
+ "mode": "walk_forward",
+ "config": {
+ "symbols": [
+ "SOLUSDT"
+ ],
+ "start": null,
+ "end": null,
+ "initial_balance": 1000.0,
+ "leverage": 10,
+ "fee_pct": 0.04,
+ "slippage_pct": 0.01,
+ "use_ml": true,
+ "ml_threshold": 0.55,
+ "max_daily_loss_pct": 0.05,
+ "max_positions": 3,
+ "max_same_direction": 2,
+ "margin_max_ratio": 0.5,
+ "margin_min_ratio": 0.2,
+ "margin_decay_rate": 0.0006,
+ "atr_sl_mult": 1.5,
+ "atr_tp_mult": 3.0,
+ "min_notional": 5.0,
+ "signal_threshold": 3,
+ "adx_threshold": 0,
+ "volume_multiplier": 1.5,
+ "train_months": 6,
+ "test_months": 1,
+ "time_weight_decay": 2.0,
+ "negative_ratio": 3
+ },
+ "summary": {
+ "total_trades": 0,
+ "total_pnl": 0.0,
+ "return_pct": 0.0,
+ "win_rate": 0.0,
+ "avg_win": 0.0,
+ "avg_loss": 0.0,
+ "payoff_ratio": 0.0,
+ "max_consecutive_losses": 0,
+ "profit_factor": 0.0,
+ "max_drawdown_pct": 0.0,
+ "sharpe_ratio": 0.0,
+ "total_fees": 0.0,
+ "close_reasons": {}
+ },
+ "folds": [
+ {
+ "fold": 1,
+ "train_period": "2025-03-18 ~ 2025-09-18",
+ "test_period": "2025-09-18 ~ 2025-10-18",
+ "summary": {
+ "total_trades": 0,
+ "total_pnl": 0.0,
+ "return_pct": 0.0,
+ "win_rate": 0.0,
+ "avg_win": 0.0,
+ "avg_loss": 0.0,
+ "payoff_ratio": 0.0,
+ "max_consecutive_losses": 0,
+ "profit_factor": 0.0,
+ "max_drawdown_pct": 0.0,
+ "sharpe_ratio": 0.0,
+ "total_fees": 0.0,
+ "close_reasons": {}
+ }
+ }
+ ],
+ "trades": [],
+ "validation": {
+ "overall": "PASS",
+ "checks": [
+ {
+ "name": "trade_count",
+ "passed": true,
+ "level": "FAIL",
+ "message": "트레이드 없음 (검증 스킵)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-03-22.html b/results/weekly/report_2026-03-22.html
new file mode 100644
index 0000000..1ae87d2
--- /dev/null
+++ b/results/weekly/report_2026-03-22.html
@@ -0,0 +1,13407 @@
+
+
+
+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
+
+
+
+
+
CoinTrader 주간 리포트 (2026-03-22) (Compounded) 9 Jun, 2025 - 4 Jan, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 39.06% |
+| CAGR﹪ | 394.35% |
+
|
+| Sharpe | 2.13 |
+| Prob. Sharpe Ratio | 84.03% |
+| Smart Sharpe | 1.99 |
+| Sortino | 3.66 |
+| Smart Sortino | 3.43 |
+| Sortino/√2 | 2.58 |
+| Smart Sortino/√2 | 2.42 |
+| Omega | 1.4 |
+
|
+| Max Drawdown | -24.38% |
+| Max DD Date | 2025-06-16 |
+| Max DD Period Start | 2025-06-09 |
+| Max DD Period End | 2025-06-17 |
+| Longest DD Days | 85 |
+| Volatility (ann.) | 96.21% |
+| Calmar | 16.17 |
+| Skew | 0.56 |
+| Kurtosis | 0.47 |
+| Ulcer Performance Index | 4.57 |
+| Risk-Adjusted Return | 394.35% |
+| Risk-Return Ratio | 0.13 |
+
|
+| Avg. Return | 0.81% |
+| Avg. Win | 4.94% |
+| Avg. Loss | -4.82% |
+| Win/Loss Ratio | 1.03 |
+| Profit Ratio | 0.75 |
+
|
+| Expected Daily | 0.64% |
+| Expected Monthly | 5.65% |
+| Expected Yearly | 17.93% |
+| Kelly Criterion | 16.43% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -9.16% |
+| Expected Shortfall (cVaR) | -10.86% |
+
|
+| Max Consecutive Wins | 5 |
+| Max Consecutive Losses | 4 |
+| Gain/Pain Ratio | 0.4 |
+| Gain/Pain (1M) | 5.48 |
+
|
+| Payoff Ratio | 1.03 |
+| Profit Factor | 1.4 |
+| Common Sense Ratio | 2.3 |
+| CPC Index | 0.83 |
+| Tail Ratio | 1.64 |
+| Outlier Win Ratio | 3.27 |
+| Outlier Loss Ratio | 1.92 |
+
|
+| MTD | 6.03% |
+| 3M | 13.84% |
+| 6M | 52.17% |
+| YTD | 6.03% |
+| 1Y | 39.06% |
+| 3Y (ann.) | 394.35% |
+| 5Y (ann.) | 394.35% |
+| 10Y (ann.) | 394.35% |
+| All-time (ann.) | 394.35% |
+
|
+| Best Day | 18.61% |
+| Worst Day | -10.86% |
+| Best Month | 28.59% |
+| Worst Month | -8.03% |
+| Best Year | 31.15% |
+| Worst Year | 6.03% |
+
|
+| Avg. Drawdown | -11.14% |
+| Avg. Drawdown Days | 26 |
+| Recovery Factor | 1.73 |
+| Ulcer Index | 0.09 |
+| Serenity Index | 1.42 |
+
|
+| Avg. Up Month | 12.27% |
+| Avg. Down Month | -5.69% |
+| Win Days | 57.69% |
+| Win Month | 66.67% |
+| Win Quarter | 75.0% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2025 | 35.88 | 31.15 |
+| 2026 | 6.33 | 6.03 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-06-09 | 2025-06-17 | -24.38 | 9 |
+| 2025-06-23 | 2025-09-05 | -12.64 | 75 |
+| 2025-09-08 | 2025-09-12 | -11.61 | 5 |
+| 2025-09-20 | 2025-12-13 | -11.04 | 85 |
+| 2025-12-29 | 2026-01-01 | -6.89 | 4 |
+| 2026-01-03 | 2026-01-04 | -6.25 | 2 |
+| 2025-12-17 | 2025-12-19 | -5.17 | 3 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-03-22.json b/results/weekly/report_2026-03-22.json
new file mode 100644
index 0000000..2a534e9
--- /dev/null
+++ b/results/weekly/report_2026-03-22.json
@@ -0,0 +1,2235 @@
+{
+ "date": "2026-03-22",
+ "backtest": {
+ "summary": {
+ "profit_factor": 1.25,
+ "win_rate": 61.4,
+ "max_drawdown_pct": 25.7,
+ "total_trades": 88,
+ "total_pnl": 390.64
+ },
+ "per_symbol": {
+ "XRPUSDT": {
+ "total_trades": 27,
+ "total_pnl": 217.5973,
+ "return_pct": 21.76,
+ "win_rate": 66.67,
+ "avg_win": 33.277,
+ "avg_loss": -42.3766,
+ "payoff_ratio": 0.79,
+ "max_consecutive_losses": 3,
+ "profit_factor": 1.57,
+ "max_drawdown_pct": 12.03,
+ "sharpe_ratio": 40.13,
+ "total_fees": 102.8956,
+ "close_reasons": {
+ "STOP_LOSS": 9,
+ "TAKE_PROFIT": 18
+ }
+ },
+ "TRXUSDT": {
+ "total_trades": 25,
+ "total_pnl": 72.7989,
+ "return_pct": 7.28,
+ "win_rate": 64.0,
+ "avg_win": 20.3512,
+ "avg_loss": -28.0912,
+ "payoff_ratio": 0.72,
+ "max_consecutive_losses": 3,
+ "profit_factor": 1.29,
+ "max_drawdown_pct": 7.59,
+ "sharpe_ratio": 18.39,
+ "total_fees": 96.9011,
+ "close_reasons": {
+ "STOP_LOSS": 9,
+ "TAKE_PROFIT": 16
+ }
+ },
+ "DOGEUSDT": {
+ "total_trades": 36,
+ "total_pnl": 100.2404,
+ "return_pct": 10.02,
+ "win_rate": 55.56,
+ "avg_win": 52.8959,
+ "avg_loss": -59.8549,
+ "payoff_ratio": 0.88,
+ "max_consecutive_losses": 3,
+ "profit_factor": 1.1,
+ "max_drawdown_pct": 16.96,
+ "sharpe_ratio": 8.87,
+ "total_fees": 140.3475,
+ "close_reasons": {
+ "STOP_LOSS": 15,
+ "TAKE_PROFIT": 20,
+ "REVERSE_SIGNAL": 1
+ }
+ }
+ },
+ "trades": [
+ {
+ "symbol": "XRPUSDT",
+ "side": "SHORT",
+ "entry_time": "2025-06-12 11:15:00",
+ "exit_time": "2025-06-12 13:00:00",
+ "entry_price": 2.223978,
+ "exit_price": 2.237955,
+ "quantity": 2248.0,
+ "sl": 2.237955,
+ "tp": 2.21,
+ "gross_pnl": -31.420573,
+ "entry_fee": 1.999801,
+ "exit_fee": 2.012369,
+ "net_pnl": -35.432743,
+ "close_reason": "STOP_LOSS",
+ "ml_proba": null,
+ "indicators": {
+ "rsi": 26.97199737318929,
+ "macd_hist": -0.0007807103280135859,
+ "atr": 0.006988561711463904,
+ "adx": 43.4578914382015
+ },
+ "fold": 1
+ },
+ {
+ "symbol": "XRPUSDT",
+ "side": "LONG",
+ "entry_time": "2025-06-12 20:30:00",
+ "exit_time": "2025-06-13 00:00:00",
+ "entry_price": 2.186419,
+ "exit_price": 2.163885,
+ "quantity": 2206.0,
+ "sl": 2.163885,
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+ "gross_pnl": -49.708838,
+ "entry_fee": 1.929296,
+ "exit_fee": 1.909412,
+ "net_pnl": -53.547546,
+ "close_reason": "STOP_LOSS",
+ "ml_proba": null,
+ "indicators": {
+ "rsi": 26.41519543415668,
+ "macd_hist": -0.005495027011351469,
+ "atr": 0.011266735681191995,
+ "adx": 35.41443548413551
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+ "fold": 1
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+ {
+ "symbol": "XRPUSDT",
+ "side": "LONG",
+ "entry_time": "2025-06-16 22:30:00",
+ "exit_time": "2025-06-16 23:45:00",
+ "entry_price": 2.260826,
+ "exit_price": 2.231631,
+ "quantity": 2015.0,
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+ "tp": 2.290021,
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+ "entry_fee": 1.822226,
+ "exit_fee": 1.798695,
+ "net_pnl": -62.448858,
+ "close_reason": "STOP_LOSS",
+ "ml_proba": null,
+ "indicators": {
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+ "fold": 1
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+ {
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+ "side": "SHORT",
+ "entry_time": "2025-06-17 15:00:00",
+ "exit_time": "2025-06-17 15:30:00",
+ "entry_price": 2.188781,
+ "exit_price": 2.164935,
+ "quantity": 1938.3,
+ "sl": 2.212627,
+ "tp": 2.164935,
+ "gross_pnl": 46.220126,
+ "entry_fee": 1.697006,
+ "exit_fee": 1.678518,
+ "net_pnl": 42.844603,
+ "close_reason": "TAKE_PROFIT",
+ "ml_proba": null,
+ "indicators": {
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+ "macd_hist": -0.000473160901783975,
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+ "fold": 1
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+ {
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+ "side": "LONG",
+ "entry_time": "2025-06-21 13:30:00",
+ "exit_time": "2025-06-21 15:15:00",
+ "entry_price": 2.119112,
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+ "quantity": 2103.5,
+ "sl": 2.109684,
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+ "close_reason": "STOP_LOSS",
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+ "fold": 1
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+ {
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+ "exit_time": "2025-06-21 21:30:00",
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+ "exit_price": 2.018384,
+ "quantity": 2121.1,
+ "sl": 2.073607,
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+ {
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+ "exit_time": "2025-06-24 06:00:00",
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+ {
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+ "exit_time": "2025-09-05 21:00:00",
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+ "pf_declining_3w": false
+ },
+ "met_count": 0,
+ "recommend": false,
+ "cumulative_trades": 16,
+ "threshold": 150
+ },
+ "sweep": null
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-03-29.html b/results/weekly/report_2026-03-29.html
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+
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+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
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+
+
+
+
CoinTrader 주간 리포트 (2026-03-29) (Compounded) 23 Jun, 2024 - 16 Jan, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
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+
+
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+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
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+
+
+
+
+
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+
+
+
+
+
+
+
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+
+
+
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+
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+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 61.18% |
+| CAGR﹪ | 1064.52% |
+
|
+| Sharpe | 2.55 |
+| Prob. Sharpe Ratio | 89.67% |
+| Smart Sharpe | 1.89 |
+| Sortino | 5.97 |
+| Smart Sortino | 4.42 |
+| Sortino/√2 | 4.22 |
+| Smart Sortino/√2 | 3.13 |
+| Omega | 1.53 |
+
|
+| Max Drawdown | -26.1% |
+| Max DD Date | 2025-04-02 |
+| Max DD Period Start | 2025-01-02 |
+| Max DD Period End | 2026-01-01 |
+| Longest DD Days | 365 |
+| Volatility (ann.) | 124.39% |
+| Calmar | 40.78 |
+| Skew | 1.45 |
+| Kurtosis | 2.11 |
+| Ulcer Performance Index | 4.74 |
+| Risk-Adjusted Return | 1064.52% |
+| Risk-Return Ratio | 0.16 |
+
|
+| Avg. Return | 1.26% |
+| Avg. Win | 9.39% |
+| Avg. Loss | -3.89% |
+| Win/Loss Ratio | 2.41 |
+| Profit Ratio | 3.81 |
+
|
+| Expected Daily | 0.98% |
+| Expected Monthly | 3.47% |
+| Expected Yearly | 17.25% |
+| Kelly Criterion | 13.4% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -11.63% |
+| Expected Shortfall (cVaR) | -11.63% |
+
|
+| Max Consecutive Wins | 3 |
+| Max Consecutive Losses | 6 |
+| Gain/Pain Ratio | 0.53 |
+| Gain/Pain (1M) | 2.04 |
+
|
+| Payoff Ratio | 2.41 |
+| Profit Factor | 1.53 |
+| Common Sense Ratio | 3.88 |
+| CPC Index | 1.43 |
+| Tail Ratio | 2.54 |
+| Outlier Win Ratio | 2.68 |
+| Outlier Loss Ratio | 2.27 |
+
|
+| MTD | 8.68% |
+| 3M | 13.79% |
+| 6M | 35.4% |
+| YTD | 8.68% |
+| 1Y | 23.52% |
+| 3Y (ann.) | 1064.52% |
+| 5Y (ann.) | 1064.52% |
+| 10Y (ann.) | 1064.52% |
+| All-time (ann.) | 1064.52% |
+
|
+| Best Day | 27.09% |
+| Worst Day | -8.97% |
+| Best Month | 35.08% |
+| Worst Month | -9.29% |
+| Best Year | 33.42% |
+| Worst Year | 8.68% |
+
|
+| Avg. Drawdown | -10.03% |
+| Avg. Drawdown Days | 78 |
+| Recovery Factor | 2.36 |
+| Ulcer Index | 0.13 |
+| Serenity Index | 1.47 |
+
|
+| Avg. Up Month | 12.54% |
+| Avg. Down Month | -4.43% |
+| Win Days | 38.78% |
+| Win Month | 50.0% |
+| Win Quarter | 50.0% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2024 | 34.66 | 33.42 |
+| 2025 | 18.23 | 11.16 |
+| 2026 | 8.74 | 8.68 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-01-02 | 2026-01-01 | -26.10 | 365 |
+| 2024-07-05 | 2024-09-28 | -13.38 | 86 |
+| 2024-06-23 | 2024-07-03 | -11.98 | 11 |
+| 2026-01-14 | 2026-01-16 | -4.49 | 3 |
+| 2024-10-18 | 2024-10-18 | -2.26 | 1 |
+| 2024-10-13 | 2024-10-13 | -1.98 | 1 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-03-29.json b/results/weekly/report_2026-03-29.json
new file mode 100644
index 0000000..d839a72
--- /dev/null
+++ b/results/weekly/report_2026-03-29.json
@@ -0,0 +1,1398 @@
+{
+ "date": "2026-03-29",
+ "backtest": {
+ "summary": {
+ "profit_factor": 1.42,
+ "win_rate": 38.2,
+ "max_drawdown_pct": 26.1,
+ "total_trades": 55,
+ "total_pnl": 611.78
+ },
+ "per_symbol": {
+ "XRPUSDT": {
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+ "total_pnl": 611.7818,
+ "return_pct": 61.18,
+ "win_rate": 38.18,
+ "avg_win": 98.2928,
+ "avg_loss": -42.7167,
+ "payoff_ratio": 2.3,
+ "max_consecutive_losses": 7,
+ "profit_factor": 1.42,
+ "max_drawdown_pct": 26.1,
+ "sharpe_ratio": 25.74,
+ "total_fees": 206.8161,
+ "close_reasons": {
+ "STOP_LOSS": 33,
+ "TAKE_PROFIT": 20,
+ "REVERSE_SIGNAL": 2
+ }
+ }
+ },
+ "trades": [
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+ "entry_time": "2024-06-23 20:30:00",
+ "exit_time": "2024-06-23 20:45:00",
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+ "indicators": {
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+ "close_reason": "STOP_LOSS",
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+ "indicators": {
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+ {
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+ "adx": 34.75978288472445
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+ "fold": 7
+ },
+ {
+ "symbol": "XRPUSDT",
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+ "exit_time": "2026-01-04 03:00:00",
+ "entry_price": 2.041396,
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+ "fold": 7
+ },
+ {
+ "symbol": "XRPUSDT",
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+ "exit_time": "2026-01-04 05:15:00",
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+ {
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+ "exit_time": "2026-01-12 15:15:00",
+ "entry_price": 2.039504,
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+ "exit_time": "2026-01-14 06:00:00",
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+ "exit_time": "2026-01-16 19:30:00",
+ "entry_price": 2.042296,
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+ "live_trades": {
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+ },
+ "trend": {
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+ 1.24,
+ 1.24,
+ 1.25
+ ],
+ "win_rate": [
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+ 61.4
+ ],
+ "mdd": [
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+ 25.7
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+ "pf_declining_3w": false
+ },
+ "kill_switch": {
+ "XRPUSDT": {
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+ "consec_loss": 0,
+ "recent_pf": null,
+ "killed": false
+ }
+ },
+ "ml_trigger": {
+ "conditions": {
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+ "pf_below_1": false,
+ "pf_declining_3w": false
+ },
+ "met_count": 0,
+ "recommend": false,
+ "cumulative_trades": 16,
+ "threshold": 150
+ },
+ "sweep": null
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-04-05.html b/results/weekly/report_2026-04-05.html
new file mode 100644
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--- /dev/null
+++ b/results/weekly/report_2026-04-05.html
@@ -0,0 +1,13739 @@
+
+
+
+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
+
+
+
+
+
CoinTrader 주간 리포트 (2026-04-05) (Compounded) 23 Jun, 2024 - 16 Jan, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 61.18% |
+| CAGR﹪ | 1064.52% |
+
|
+| Sharpe | 2.55 |
+| Prob. Sharpe Ratio | 89.67% |
+| Smart Sharpe | 1.89 |
+| Sortino | 5.97 |
+| Smart Sortino | 4.42 |
+| Sortino/√2 | 4.22 |
+| Smart Sortino/√2 | 3.13 |
+| Omega | 1.53 |
+
|
+| Max Drawdown | -26.1% |
+| Max DD Date | 2025-04-02 |
+| Max DD Period Start | 2025-01-02 |
+| Max DD Period End | 2026-01-01 |
+| Longest DD Days | 365 |
+| Volatility (ann.) | 124.39% |
+| Calmar | 40.78 |
+| Skew | 1.45 |
+| Kurtosis | 2.11 |
+| Ulcer Performance Index | 4.74 |
+| Risk-Adjusted Return | 1064.52% |
+| Risk-Return Ratio | 0.16 |
+
|
+| Avg. Return | 1.26% |
+| Avg. Win | 9.39% |
+| Avg. Loss | -3.89% |
+| Win/Loss Ratio | 2.41 |
+| Profit Ratio | 3.81 |
+
|
+| Expected Daily | 0.98% |
+| Expected Monthly | 3.47% |
+| Expected Yearly | 17.25% |
+| Kelly Criterion | 13.4% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -11.63% |
+| Expected Shortfall (cVaR) | -11.63% |
+
|
+| Max Consecutive Wins | 3 |
+| Max Consecutive Losses | 6 |
+| Gain/Pain Ratio | 0.53 |
+| Gain/Pain (1M) | 2.04 |
+
|
+| Payoff Ratio | 2.41 |
+| Profit Factor | 1.53 |
+| Common Sense Ratio | 3.88 |
+| CPC Index | 1.43 |
+| Tail Ratio | 2.54 |
+| Outlier Win Ratio | 2.68 |
+| Outlier Loss Ratio | 2.27 |
+
|
+| MTD | 8.68% |
+| 3M | 13.79% |
+| 6M | 35.4% |
+| YTD | 8.68% |
+| 1Y | 23.52% |
+| 3Y (ann.) | 1064.52% |
+| 5Y (ann.) | 1064.52% |
+| 10Y (ann.) | 1064.52% |
+| All-time (ann.) | 1064.52% |
+
|
+| Best Day | 27.09% |
+| Worst Day | -8.97% |
+| Best Month | 35.08% |
+| Worst Month | -9.29% |
+| Best Year | 33.42% |
+| Worst Year | 8.68% |
+
|
+| Avg. Drawdown | -10.03% |
+| Avg. Drawdown Days | 78 |
+| Recovery Factor | 2.36 |
+| Ulcer Index | 0.13 |
+| Serenity Index | 1.47 |
+
|
+| Avg. Up Month | 12.54% |
+| Avg. Down Month | -4.43% |
+| Win Days | 38.78% |
+| Win Month | 50.0% |
+| Win Quarter | 50.0% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2024 | 34.66 | 33.42 |
+| 2025 | 18.23 | 11.16 |
+| 2026 | 8.74 | 8.68 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-01-02 | 2026-01-01 | -26.10 | 365 |
+| 2024-07-05 | 2024-09-28 | -13.38 | 86 |
+| 2024-06-23 | 2024-07-03 | -11.98 | 11 |
+| 2026-01-14 | 2026-01-16 | -4.49 | 3 |
+| 2024-10-18 | 2024-10-18 | -2.26 | 1 |
+| 2024-10-13 | 2024-10-13 | -1.98 | 1 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-04-05.json b/results/weekly/report_2026-04-05.json
new file mode 100644
index 0000000..c652708
--- /dev/null
+++ b/results/weekly/report_2026-04-05.json
@@ -0,0 +1,1401 @@
+{
+ "date": "2026-04-05",
+ "backtest": {
+ "summary": {
+ "profit_factor": 1.42,
+ "win_rate": 38.2,
+ "max_drawdown_pct": 26.1,
+ "total_trades": 55,
+ "total_pnl": 611.78
+ },
+ "per_symbol": {
+ "XRPUSDT": {
+ "total_trades": 55,
+ "total_pnl": 611.7818,
+ "return_pct": 61.18,
+ "win_rate": 38.18,
+ "avg_win": 98.2928,
+ "avg_loss": -42.7167,
+ "payoff_ratio": 2.3,
+ "max_consecutive_losses": 7,
+ "profit_factor": 1.42,
+ "max_drawdown_pct": 26.1,
+ "sharpe_ratio": 25.74,
+ "total_fees": 206.8161,
+ "close_reasons": {
+ "STOP_LOSS": 33,
+ "TAKE_PROFIT": 20,
+ "REVERSE_SIGNAL": 2
+ }
+ }
+ },
+ "trades": [
+ {
+ "symbol": "XRPUSDT",
+ "side": "SHORT",
+ "entry_time": "2024-06-23 20:30:00",
+ "exit_time": "2024-06-23 20:45:00",
+ "entry_price": 0.478352,
+ "exit_price": 0.480726,
+ "quantity": 10451.5,
+ "sl": 0.480726,
+ "tp": 0.472021,
+ "gross_pnl": -24.81444,
+ "entry_fee": 1.999799,
+ "exit_fee": 2.009725,
+ "net_pnl": -28.823964,
+ "close_reason": "STOP_LOSS",
+ "ml_proba": null,
+ "indicators": {
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+ "fold": 1
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+ {
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+ "exit_time": "2024-06-27 12:30:00",
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+ "exit_fee": 1.953249,
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+ "fold": 1
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+ {
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+ {
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+ {
+ "symbol": "XRPUSDT",
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+ "exit_time": "2026-01-04 03:00:00",
+ "entry_price": 2.041396,
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+ {
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+ "exit_time": "2026-01-12 15:15:00",
+ "entry_price": 2.039504,
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+ "exit_time": "2026-01-14 06:00:00",
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+ "adx": 35.17311828571225
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+ "fold": 7
+ },
+ {
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+ "exit_time": "2026-01-16 19:30:00",
+ "entry_price": 2.042296,
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+ "indicators": {
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+ "adx": 30.787994405176587
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+ }
+ ]
+ },
+ "live_trades": {
+ "count": 15,
+ "net_pnl": -16.32,
+ "win_rate": 33.3
+ },
+ "trend": {
+ "pf": [
+ 1.24,
+ 1.24,
+ 1.25,
+ 1.42
+ ],
+ "win_rate": [
+ 61.4,
+ 61.4,
+ 61.4,
+ 38.2
+ ],
+ "mdd": [
+ 17.1,
+ 17.1,
+ 25.7,
+ 26.1
+ ],
+ "pf_declining_3w": false
+ },
+ "kill_switch": {
+ "XRPUSDT": {
+ "total_trades": 0,
+ "consec_loss": 0,
+ "recent_pf": null,
+ "killed": false
+ }
+ },
+ "ml_trigger": {
+ "conditions": {
+ "cumulative_trades_enough": false,
+ "pf_below_1": false,
+ "pf_declining_3w": false
+ },
+ "met_count": 0,
+ "recommend": false,
+ "cumulative_trades": 31,
+ "threshold": 150
+ },
+ "sweep": null
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-04-12.html b/results/weekly/report_2026-04-12.html
new file mode 100644
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+++ b/results/weekly/report_2026-04-12.html
@@ -0,0 +1,13739 @@
+
+
+
+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
+
+
+
+
+
CoinTrader 주간 리포트 (2026-04-12) (Compounded) 23 Jun, 2024 - 16 Jan, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 61.18% |
+| CAGR﹪ | 1064.52% |
+
|
+| Sharpe | 2.55 |
+| Prob. Sharpe Ratio | 89.67% |
+| Smart Sharpe | 1.89 |
+| Sortino | 5.97 |
+| Smart Sortino | 4.42 |
+| Sortino/√2 | 4.22 |
+| Smart Sortino/√2 | 3.13 |
+| Omega | 1.53 |
+
|
+| Max Drawdown | -26.1% |
+| Max DD Date | 2025-04-02 |
+| Max DD Period Start | 2025-01-02 |
+| Max DD Period End | 2026-01-01 |
+| Longest DD Days | 365 |
+| Volatility (ann.) | 124.39% |
+| Calmar | 40.78 |
+| Skew | 1.45 |
+| Kurtosis | 2.11 |
+| Ulcer Performance Index | 4.74 |
+| Risk-Adjusted Return | 1064.52% |
+| Risk-Return Ratio | 0.16 |
+
|
+| Avg. Return | 1.26% |
+| Avg. Win | 9.39% |
+| Avg. Loss | -3.89% |
+| Win/Loss Ratio | 2.41 |
+| Profit Ratio | 3.81 |
+
|
+| Expected Daily | 0.98% |
+| Expected Monthly | 3.47% |
+| Expected Yearly | 17.25% |
+| Kelly Criterion | 13.4% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -11.63% |
+| Expected Shortfall (cVaR) | -11.63% |
+
|
+| Max Consecutive Wins | 3 |
+| Max Consecutive Losses | 6 |
+| Gain/Pain Ratio | 0.53 |
+| Gain/Pain (1M) | 2.04 |
+
|
+| Payoff Ratio | 2.41 |
+| Profit Factor | 1.53 |
+| Common Sense Ratio | 3.88 |
+| CPC Index | 1.43 |
+| Tail Ratio | 2.54 |
+| Outlier Win Ratio | 2.68 |
+| Outlier Loss Ratio | 2.27 |
+
|
+| MTD | 8.68% |
+| 3M | 13.79% |
+| 6M | 35.4% |
+| YTD | 8.68% |
+| 1Y | 23.52% |
+| 3Y (ann.) | 1064.52% |
+| 5Y (ann.) | 1064.52% |
+| 10Y (ann.) | 1064.52% |
+| All-time (ann.) | 1064.52% |
+
|
+| Best Day | 27.09% |
+| Worst Day | -8.97% |
+| Best Month | 35.08% |
+| Worst Month | -9.29% |
+| Best Year | 33.42% |
+| Worst Year | 8.68% |
+
|
+| Avg. Drawdown | -10.03% |
+| Avg. Drawdown Days | 78 |
+| Recovery Factor | 2.36 |
+| Ulcer Index | 0.13 |
+| Serenity Index | 1.47 |
+
|
+| Avg. Up Month | 12.54% |
+| Avg. Down Month | -4.43% |
+| Win Days | 38.78% |
+| Win Month | 50.0% |
+| Win Quarter | 50.0% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2024 | 34.66 | 33.42 |
+| 2025 | 18.23 | 11.16 |
+| 2026 | 8.74 | 8.68 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-01-02 | 2026-01-01 | -26.10 | 365 |
+| 2024-07-05 | 2024-09-28 | -13.38 | 86 |
+| 2024-06-23 | 2024-07-03 | -11.98 | 11 |
+| 2026-01-14 | 2026-01-16 | -4.49 | 3 |
+| 2024-10-18 | 2024-10-18 | -2.26 | 1 |
+| 2024-10-13 | 2024-10-13 | -1.98 | 1 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-04-12.json b/results/weekly/report_2026-04-12.json
new file mode 100644
index 0000000..deb193f
--- /dev/null
+++ b/results/weekly/report_2026-04-12.json
@@ -0,0 +1,1401 @@
+{
+ "date": "2026-04-12",
+ "backtest": {
+ "summary": {
+ "profit_factor": 1.42,
+ "win_rate": 38.2,
+ "max_drawdown_pct": 26.1,
+ "total_trades": 55,
+ "total_pnl": 611.78
+ },
+ "per_symbol": {
+ "XRPUSDT": {
+ "total_trades": 55,
+ "total_pnl": 611.7818,
+ "return_pct": 61.18,
+ "win_rate": 38.18,
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+ "exit_time": "2026-01-14 06:00:00",
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+ "adx": 35.17311828571225
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+ {
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+ "exit_time": "2026-01-16 19:30:00",
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+ "live_trades": {
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+ "net_pnl": 0.0,
+ "win_rate": 0
+ },
+ "trend": {
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+ 1.24,
+ 1.25,
+ 1.42,
+ 1.42
+ ],
+ "win_rate": [
+ 61.4,
+ 61.4,
+ 38.2,
+ 38.2
+ ],
+ "mdd": [
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+ 25.7,
+ 26.1,
+ 26.1
+ ],
+ "pf_declining_3w": false
+ },
+ "kill_switch": {
+ "XRPUSDT": {
+ "total_trades": 0,
+ "consec_loss": 0,
+ "recent_pf": null,
+ "killed": false
+ }
+ },
+ "ml_trigger": {
+ "conditions": {
+ "cumulative_trades_enough": false,
+ "pf_below_1": false,
+ "pf_declining_3w": false
+ },
+ "met_count": 0,
+ "recommend": false,
+ "cumulative_trades": 31,
+ "threshold": 150
+ },
+ "sweep": null
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-04-19.html b/results/weekly/report_2026-04-19.html
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--- /dev/null
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@@ -0,0 +1,13739 @@
+
+
+
+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
+
+
+
+
+
CoinTrader 주간 리포트 (2026-04-19) (Compounded) 23 Jun, 2024 - 16 Jan, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 61.18% |
+| CAGR﹪ | 1064.52% |
+
|
+| Sharpe | 2.55 |
+| Prob. Sharpe Ratio | 89.67% |
+| Smart Sharpe | 1.89 |
+| Sortino | 5.97 |
+| Smart Sortino | 4.42 |
+| Sortino/√2 | 4.22 |
+| Smart Sortino/√2 | 3.13 |
+| Omega | 1.53 |
+
|
+| Max Drawdown | -26.1% |
+| Max DD Date | 2025-04-02 |
+| Max DD Period Start | 2025-01-02 |
+| Max DD Period End | 2026-01-01 |
+| Longest DD Days | 365 |
+| Volatility (ann.) | 124.39% |
+| Calmar | 40.78 |
+| Skew | 1.45 |
+| Kurtosis | 2.11 |
+| Ulcer Performance Index | 4.74 |
+| Risk-Adjusted Return | 1064.52% |
+| Risk-Return Ratio | 0.16 |
+
|
+| Avg. Return | 1.26% |
+| Avg. Win | 9.39% |
+| Avg. Loss | -3.89% |
+| Win/Loss Ratio | 2.41 |
+| Profit Ratio | 3.81 |
+
|
+| Expected Daily | 0.98% |
+| Expected Monthly | 3.47% |
+| Expected Yearly | 17.25% |
+| Kelly Criterion | 13.4% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -11.63% |
+| Expected Shortfall (cVaR) | -11.63% |
+
|
+| Max Consecutive Wins | 3 |
+| Max Consecutive Losses | 6 |
+| Gain/Pain Ratio | 0.53 |
+| Gain/Pain (1M) | 2.04 |
+
|
+| Payoff Ratio | 2.41 |
+| Profit Factor | 1.53 |
+| Common Sense Ratio | 3.88 |
+| CPC Index | 1.43 |
+| Tail Ratio | 2.54 |
+| Outlier Win Ratio | 2.68 |
+| Outlier Loss Ratio | 2.27 |
+
|
+| MTD | 8.68% |
+| 3M | 13.79% |
+| 6M | 35.4% |
+| YTD | 8.68% |
+| 1Y | 23.52% |
+| 3Y (ann.) | 1064.52% |
+| 5Y (ann.) | 1064.52% |
+| 10Y (ann.) | 1064.52% |
+| All-time (ann.) | 1064.52% |
+
|
+| Best Day | 27.09% |
+| Worst Day | -8.97% |
+| Best Month | 35.08% |
+| Worst Month | -9.29% |
+| Best Year | 33.42% |
+| Worst Year | 8.68% |
+
|
+| Avg. Drawdown | -10.03% |
+| Avg. Drawdown Days | 78 |
+| Recovery Factor | 2.36 |
+| Ulcer Index | 0.13 |
+| Serenity Index | 1.47 |
+
|
+| Avg. Up Month | 12.54% |
+| Avg. Down Month | -4.43% |
+| Win Days | 38.78% |
+| Win Month | 50.0% |
+| Win Quarter | 50.0% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2024 | 34.66 | 33.42 |
+| 2025 | 18.23 | 11.16 |
+| 2026 | 8.74 | 8.68 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-01-02 | 2026-01-01 | -26.10 | 365 |
+| 2024-07-05 | 2024-09-28 | -13.38 | 86 |
+| 2024-06-23 | 2024-07-03 | -11.98 | 11 |
+| 2026-01-14 | 2026-01-16 | -4.49 | 3 |
+| 2024-10-18 | 2024-10-18 | -2.26 | 1 |
+| 2024-10-13 | 2024-10-13 | -1.98 | 1 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-04-19.json b/results/weekly/report_2026-04-19.json
new file mode 100644
index 0000000..eab8eea
--- /dev/null
+++ b/results/weekly/report_2026-04-19.json
@@ -0,0 +1,1401 @@
+{
+ "date": "2026-04-19",
+ "backtest": {
+ "summary": {
+ "profit_factor": 1.42,
+ "win_rate": 38.2,
+ "max_drawdown_pct": 26.1,
+ "total_trades": 55,
+ "total_pnl": 611.78
+ },
+ "per_symbol": {
+ "XRPUSDT": {
+ "total_trades": 55,
+ "total_pnl": 611.7818,
+ "return_pct": 61.18,
+ "win_rate": 38.18,
+ "avg_win": 98.2928,
+ "avg_loss": -42.7167,
+ "payoff_ratio": 2.3,
+ "max_consecutive_losses": 7,
+ "profit_factor": 1.42,
+ "max_drawdown_pct": 26.1,
+ "sharpe_ratio": 25.74,
+ "total_fees": 206.8161,
+ "close_reasons": {
+ "STOP_LOSS": 33,
+ "TAKE_PROFIT": 20,
+ "REVERSE_SIGNAL": 2
+ }
+ }
+ },
+ "trades": [
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+ "side": "SHORT",
+ "entry_time": "2024-06-23 20:30:00",
+ "exit_time": "2024-06-23 20:45:00",
+ "entry_price": 0.478352,
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+ {
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+ "exit_time": "2026-01-04 03:00:00",
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+ "exit_time": "2026-01-12 15:15:00",
+ "entry_price": 2.039504,
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+ "net_pnl": 0.0,
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+ "trend": {
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+ 1.42,
+ 1.42
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+ "mdd": [
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+ "kill_switch": {
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+ }
+ },
+ "ml_trigger": {
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+ "pf_below_1": false,
+ "pf_declining_3w": false
+ },
+ "met_count": 0,
+ "recommend": false,
+ "cumulative_trades": 31,
+ "threshold": 150
+ },
+ "sweep": null
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-04-26.html b/results/weekly/report_2026-04-26.html
new file mode 100644
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--- /dev/null
+++ b/results/weekly/report_2026-04-26.html
@@ -0,0 +1,13739 @@
+
+
+
+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
+
+
+
+
+
CoinTrader 주간 리포트 (2026-04-26) (Compounded) 23 Jun, 2024 - 16 Jan, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 61.18% |
+| CAGR﹪ | 1064.52% |
+
|
+| Sharpe | 2.55 |
+| Prob. Sharpe Ratio | 89.67% |
+| Smart Sharpe | 1.89 |
+| Sortino | 5.97 |
+| Smart Sortino | 4.42 |
+| Sortino/√2 | 4.22 |
+| Smart Sortino/√2 | 3.13 |
+| Omega | 1.53 |
+
|
+| Max Drawdown | -26.1% |
+| Max DD Date | 2025-04-02 |
+| Max DD Period Start | 2025-01-02 |
+| Max DD Period End | 2026-01-01 |
+| Longest DD Days | 365 |
+| Volatility (ann.) | 124.39% |
+| Calmar | 40.78 |
+| Skew | 1.45 |
+| Kurtosis | 2.11 |
+| Ulcer Performance Index | 4.74 |
+| Risk-Adjusted Return | 1064.52% |
+| Risk-Return Ratio | 0.16 |
+
|
+| Avg. Return | 1.26% |
+| Avg. Win | 9.39% |
+| Avg. Loss | -3.89% |
+| Win/Loss Ratio | 2.41 |
+| Profit Ratio | 3.81 |
+
|
+| Expected Daily | 0.98% |
+| Expected Monthly | 3.47% |
+| Expected Yearly | 17.25% |
+| Kelly Criterion | 13.4% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -11.63% |
+| Expected Shortfall (cVaR) | -11.63% |
+
|
+| Max Consecutive Wins | 3 |
+| Max Consecutive Losses | 6 |
+| Gain/Pain Ratio | 0.53 |
+| Gain/Pain (1M) | 2.04 |
+
|
+| Payoff Ratio | 2.41 |
+| Profit Factor | 1.53 |
+| Common Sense Ratio | 3.88 |
+| CPC Index | 1.43 |
+| Tail Ratio | 2.54 |
+| Outlier Win Ratio | 2.68 |
+| Outlier Loss Ratio | 2.27 |
+
|
+| MTD | 8.68% |
+| 3M | 13.79% |
+| 6M | 35.4% |
+| YTD | 8.68% |
+| 1Y | 23.52% |
+| 3Y (ann.) | 1064.52% |
+| 5Y (ann.) | 1064.52% |
+| 10Y (ann.) | 1064.52% |
+| All-time (ann.) | 1064.52% |
+
|
+| Best Day | 27.09% |
+| Worst Day | -8.97% |
+| Best Month | 35.08% |
+| Worst Month | -9.29% |
+| Best Year | 33.42% |
+| Worst Year | 8.68% |
+
|
+| Avg. Drawdown | -10.03% |
+| Avg. Drawdown Days | 78 |
+| Recovery Factor | 2.36 |
+| Ulcer Index | 0.13 |
+| Serenity Index | 1.47 |
+
|
+| Avg. Up Month | 12.54% |
+| Avg. Down Month | -4.43% |
+| Win Days | 38.78% |
+| Win Month | 50.0% |
+| Win Quarter | 50.0% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2024 | 34.66 | 33.42 |
+| 2025 | 18.23 | 11.16 |
+| 2026 | 8.74 | 8.68 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-01-02 | 2026-01-01 | -26.10 | 365 |
+| 2024-07-05 | 2024-09-28 | -13.38 | 86 |
+| 2024-06-23 | 2024-07-03 | -11.98 | 11 |
+| 2026-01-14 | 2026-01-16 | -4.49 | 3 |
+| 2024-10-18 | 2024-10-18 | -2.26 | 1 |
+| 2024-10-13 | 2024-10-13 | -1.98 | 1 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-04-26.json b/results/weekly/report_2026-04-26.json
new file mode 100644
index 0000000..6a7b4c8
--- /dev/null
+++ b/results/weekly/report_2026-04-26.json
@@ -0,0 +1,1401 @@
+{
+ "date": "2026-04-26",
+ "backtest": {
+ "summary": {
+ "profit_factor": 1.42,
+ "win_rate": 38.2,
+ "max_drawdown_pct": 26.1,
+ "total_trades": 55,
+ "total_pnl": 611.78
+ },
+ "per_symbol": {
+ "XRPUSDT": {
+ "total_trades": 55,
+ "total_pnl": 611.7818,
+ "return_pct": 61.18,
+ "win_rate": 38.18,
+ "avg_win": 98.2928,
+ "avg_loss": -42.7167,
+ "payoff_ratio": 2.3,
+ "max_consecutive_losses": 7,
+ "profit_factor": 1.42,
+ "max_drawdown_pct": 26.1,
+ "sharpe_ratio": 25.74,
+ "total_fees": 206.8161,
+ "close_reasons": {
+ "STOP_LOSS": 33,
+ "TAKE_PROFIT": 20,
+ "REVERSE_SIGNAL": 2
+ }
+ }
+ },
+ "trades": [
+ {
+ "symbol": "XRPUSDT",
+ "side": "SHORT",
+ "entry_time": "2024-06-23 20:30:00",
+ "exit_time": "2024-06-23 20:45:00",
+ "entry_price": 0.478352,
+ "exit_price": 0.480726,
+ "quantity": 10451.5,
+ "sl": 0.480726,
+ "tp": 0.472021,
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+ "entry_fee": 1.999799,
+ "exit_fee": 2.009725,
+ "net_pnl": -28.823964,
+ "close_reason": "STOP_LOSS",
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+ "indicators": {
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+ "fold": 1
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+ {
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+ "exit_time": "2024-06-27 12:30:00",
+ "entry_price": 0.471153,
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+ "entry_fee": 1.942149,
+ "exit_fee": 1.953249,
+ "net_pnl": -31.645539,
+ "close_reason": "STOP_LOSS",
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+ "indicators": {
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+ "fold": 1
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+ {
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+ "fold": 1
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+ {
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+ "exit_time": "2024-06-30 22:15:00",
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+ "fold": 1
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+ {
+ "symbol": "XRPUSDT",
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+ "exit_time": "2024-07-01 11:00:00",
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+ "exit_time": "2024-07-02 10:15:00",
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+ "mdd": [
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+ "kill_switch": {
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+ "threshold": 150
+ },
+ "sweep": null
+}
\ No newline at end of file
diff --git a/results/weekly/report_2026-05-03.html b/results/weekly/report_2026-05-03.html
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@@ -0,0 +1,13204 @@
+
+
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+
+
+
+
+
+ Tearsheet (generated by QuantStats)
+
+
+
+
+
+
+
+
+
+
CoinTrader 주간 리포트 (2026-05-03) (Compounded) 23 Jun, 2024 - 20 Apr, 2026
+
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
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+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
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+
+
+
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+
+
+
Key Performance Metrics
+
+
+| Metric | Strategy |
+
+
+| Risk-Free Rate | 0.0% |
+| Time in Market | 100.0% |
+
|
+| Cumulative Return | 62.38% |
+| CAGR﹪ | 666.07% |
+
|
+| Sharpe | 2.29 |
+| Prob. Sharpe Ratio | 89.34% |
+| Smart Sharpe | 1.7 |
+| Sortino | 5.22 |
+| Smart Sortino | 3.89 |
+| Sortino/√2 | 3.69 |
+| Smart Sortino/√2 | 2.75 |
+| Omega | 1.46 |
+
|
+| Max Drawdown | -26.1% |
+| Max DD Date | 2025-04-02 |
+| Max DD Period Start | 2025-01-02 |
+| Max DD Period End | 2026-01-01 |
+| Longest DD Days | 365 |
+| Volatility (ann.) | 116.44% |
+| Calmar | 25.52 |
+| Skew | 1.5 |
+| Kurtosis | 2.56 |
+| Ulcer Performance Index | 5.19 |
+| Risk-Adjusted Return | 666.07% |
+| Risk-Return Ratio | 0.14 |
+
|
+| Avg. Return | 1.06% |
+| Avg. Win | 8.74% |
+| Avg. Loss | -3.72% |
+| Win/Loss Ratio | 2.35 |
+| Profit Ratio | 3.78 |
+
|
+| Expected Daily | 0.81% |
+| Expected Monthly | 3.08% |
+| Expected Yearly | 17.54% |
+| Kelly Criterion | 12.1% |
+| Risk of Ruin | 0.0% |
+| Daily Value-at-Risk | -11.01% |
+| Expected Shortfall (cVaR) | -11.01% |
+
|
+| Max Consecutive Wins | 3 |
+| Max Consecutive Losses | 6 |
+| Gain/Pain Ratio | 0.46 |
+| Gain/Pain (1M) | 1.69 |
+
|
+| Payoff Ratio | 2.35 |
+| Profit Factor | 1.46 |
+| Common Sense Ratio | 3.78 |
+| CPC Index | 1.32 |
+| Tail Ratio | 2.58 |
+| Outlier Win Ratio | 2.83 |
+| Outlier Loss Ratio | 2.37 |
+
|
+| MTD | 8.44% |
+| 3M | 0.75% |
+| 6M | 14.64% |
+| YTD | 9.49% |
+| 1Y | 28.3% |
+| 3Y (ann.) | 666.07% |
+| 5Y (ann.) | 666.07% |
+| 10Y (ann.) | 666.07% |
+| All-time (ann.) | 666.07% |
+
|
+| Best Day | 27.09% |
+| Worst Day | -8.97% |
+| Best Month | 35.08% |
+| Worst Month | -9.29% |
+| Best Year | 33.42% |
+| Worst Year | 9.49% |
+
|
+| Avg. Drawdown | -10.24% |
+| Avg. Drawdown Days | 79 |
+| Recovery Factor | 2.43 |
+| Ulcer Index | 0.12 |
+| Serenity Index | 1.62 |
+
|
+| Avg. Up Month | 12.03% |
+| Avg. Down Month | -4.77% |
+| Win Days | 38.33% |
+| Win Month | 50.0% |
+| Win Quarter | 55.56% |
+| Win Year | 100.0% |
+
+
+
+
EOY Returns
+
+
+| Year | Return | Cumulative |
+
+
+| 2024 | 34.66 | 33.42 |
+| 2025 | 18.23 | 11.16 |
+| 2026 | 10.55 | 9.49 |
+
+
+
+
+
Worst 10 Drawdowns
+
+
+| Started | Recovered | Drawdown | Days |
+
+
+| 2025-01-02 | 2026-01-01 | -26.10 | 365 |
+| 2024-07-05 | 2024-09-28 | -13.38 | 86 |
+| 2024-06-23 | 2024-07-03 | -11.98 | 11 |
+| 2026-01-14 | 2026-04-09 | -11.26 | 86 |
+| 2026-04-20 | 2026-04-20 | -4.72 | 1 |
+| 2024-10-18 | 2024-10-18 | -2.26 | 1 |
+| 2024-10-13 | 2024-10-13 | -1.98 | 1 |
+
+
+
+
+
+
+
+
+
diff --git a/results/weekly/report_2026-05-03.json b/results/weekly/report_2026-05-03.json
new file mode 100644
index 0000000..6d08f2f
--- /dev/null
+++ b/results/weekly/report_2026-05-03.json
@@ -0,0 +1,1761 @@
+{
+ "date": "2026-05-03",
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+ "max_consecutive_losses": 7,
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+}
\ No newline at end of file
diff --git a/results/xrpusdt/backtest_20260322_224712.json b/results/xrpusdt/backtest_20260322_224712.json
new file mode 100644
index 0000000..59c82d3
--- /dev/null
+++ b/results/xrpusdt/backtest_20260322_224712.json
@@ -0,0 +1,549 @@
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+ "passed": true,
+ "level": "FAIL",
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+ },
+ {
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+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
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+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (31.6%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (31.6%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (39.3%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": true,
+ "level": "WARNING",
+ "message": "월 평균 10.0건"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (0.93)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/ml_comparison_20260321_195840.json b/results/xrpusdt/ml_comparison_20260321_195840.json
new file mode 100644
index 0000000..a171ea3
--- /dev/null
+++ b/results/xrpusdt/ml_comparison_20260321_195840.json
@@ -0,0 +1,45 @@
+{
+ "timestamp": "2026-03-21T19:58:40.087843",
+ "symbols": [
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+ "TAKE_PROFIT": 74,
+ "REVERSE_SIGNAL": 84,
+ "END_OF_DATA": 2
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+ "close_reasons": {
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+ "TAKE_PROFIT": 3
+ }
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/ml_comparison_20260321_200332.json b/results/xrpusdt/ml_comparison_20260321_200332.json
new file mode 100644
index 0000000..fe04d50
--- /dev/null
+++ b/results/xrpusdt/ml_comparison_20260321_200332.json
@@ -0,0 +1,44 @@
+{
+ "timestamp": "2026-03-21T20:03:32.712401",
+ "symbols": [
+ "XRPUSDT"
+ ],
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+ "sharpe_ratio": 11.94,
+ "total_fees": 181.3167,
+ "close_reasons": {
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+ },
+ "ml_on": {
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+ "win_rate": 35.0,
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+ "close_reasons": {
+ "STOP_LOSS": 21,
+ "REVERSE_SIGNAL": 10,
+ "TAKE_PROFIT": 9
+ }
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/strategy_sweep_20260329_142440.json b/results/xrpusdt/strategy_sweep_20260329_142440.json
new file mode 100644
index 0000000..6177257
--- /dev/null
+++ b/results/xrpusdt/strategy_sweep_20260329_142440.json
@@ -0,0 +1,8243 @@
+[
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+ },
+ "summary": {
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+ "summary": {
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diff --git a/results/xrpusdt/wf_backtest_20260318_232111.json b/results/xrpusdt/wf_backtest_20260318_232111.json
new file mode 100644
index 0000000..c2e5922
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260318_232111.json
@@ -0,0 +1,835 @@
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+ "adx": 30.991168735172053
+ },
+ "fold": 3
+ }
+ ],
+ "validation": {
+ "overall": "FAIL",
+ "checks": [
+ {
+ "name": "exit_after_entry",
+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
+ "name": "sl_tp_direction",
+ "passed": true,
+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (66.7%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (66.7%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (12.0%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": false,
+ "level": "WARNING",
+ "message": "월 평균 4.0건 < 5건 — 신호 생성 부족"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (1.57)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260321_194417.json b/results/xrpusdt/wf_backtest_20260321_194417.json
new file mode 100644
index 0000000..e8fcd09
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260321_194417.json
@@ -0,0 +1,214 @@
+{
+ "mode": "walk_forward",
+ "config": {
+ "symbols": [
+ "XRPUSDT"
+ ],
+ "start": null,
+ "end": null,
+ "initial_balance": 1000.0,
+ "leverage": 10,
+ "fee_pct": 0.04,
+ "slippage_pct": 0.01,
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+ "adx_threshold": 0,
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+ "train_months": 6,
+ "test_months": 1,
+ "time_weight_decay": 2.0,
+ "negative_ratio": 3
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+ "TAKE_PROFIT": 1
+ }
+ },
+ "folds": [
+ {
+ "fold": 1,
+ "train_period": "2025-03-05 ~ 2025-09-05",
+ "test_period": "2025-09-05 ~ 2025-10-05",
+ "summary": {
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+ "total_fees": 11.5694,
+ "close_reasons": {
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+ "TAKE_PROFIT": 1
+ }
+ }
+ }
+ ],
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+ "fold": 1
+ },
+ {
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+ "exit_time": "2025-09-26 11:00:00",
+ "entry_price": 2.742026,
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+ "atr": 0.013787614360953772,
+ "adx": 15.435644479956943
+ },
+ "fold": 1
+ }
+ ],
+ "validation": {
+ "overall": "FAIL",
+ "checks": [
+ {
+ "name": "exit_after_entry",
+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
+ "name": "sl_tp_direction",
+ "passed": true,
+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (33.3%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (33.3%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (3.8%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": false,
+ "level": "WARNING",
+ "message": "월 평균 3.0건 < 5건 — 신호 생성 부족"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (0.93)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260322_224634.json b/results/xrpusdt/wf_backtest_20260322_224634.json
new file mode 100644
index 0000000..dcb0c1b
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260322_224634.json
@@ -0,0 +1,382 @@
+{
+ "mode": "walk_forward",
+ "config": {
+ "symbols": [
+ "XRPUSDT"
+ ],
+ "start": null,
+ "end": null,
+ "initial_balance": 1000.0,
+ "leverage": 20,
+ "fee_pct": 0.04,
+ "slippage_pct": 0.01,
+ "use_ml": false,
+ "ml_threshold": 0.55,
+ "max_daily_loss_pct": 0.05,
+ "max_positions": 3,
+ "max_same_direction": 2,
+ "margin_max_ratio": 0.5,
+ "margin_min_ratio": 0.2,
+ "margin_decay_rate": 0.0006,
+ "atr_sl_mult": 1.5,
+ "atr_tp_mult": 4.0,
+ "min_notional": 5.0,
+ "signal_threshold": 3,
+ "adx_threshold": 25.0,
+ "volume_multiplier": 2.5,
+ "train_months": 6,
+ "test_months": 1,
+ "time_weight_decay": 2.0,
+ "negative_ratio": 3
+ },
+ "summary": {
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+ "total_pnl": -71.4118,
+ "return_pct": -7.14,
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+ "avg_win": 116.5629,
+ "avg_loss": -60.1572,
+ "payoff_ratio": 1.94,
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+ "profit_factor": 0.83,
+ "max_drawdown_pct": 28.16,
+ "sharpe_ratio": -15.9,
+ "total_fees": 75.9924,
+ "close_reasons": {
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+ "STOP_LOSS": 7
+ }
+ },
+ "folds": [
+ {
+ "fold": 1,
+ "train_period": "2025-03-05 ~ 2025-09-05",
+ "test_period": "2025-09-05 ~ 2025-10-05",
+ "summary": {
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+ "STOP_LOSS": 7
+ }
+ }
+ }
+ ],
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+ "fold": 1
+ },
+ {
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+ "exit_time": "2025-09-13 08:45:00",
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+ "fold": 1
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+ {
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+ "fold": 1
+ },
+ {
+ "symbol": "XRPUSDT",
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+ "exit_time": "2025-09-24 20:30:00",
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+ "fold": 1
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+ {
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+ "close_reason": "STOP_LOSS",
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+ "indicators": {
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+ "fold": 1
+ },
+ {
+ "symbol": "XRPUSDT",
+ "side": "LONG",
+ "entry_time": "2025-09-28 22:00:00",
+ "exit_time": "2025-09-29 07:15:00",
+ "entry_price": 2.850785,
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+ "entry_fee": 3.333822,
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+ "net_pnl": 95.201894,
+ "close_reason": "TAKE_PROFIT",
+ "ml_proba": null,
+ "indicators": {
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+ "macd_hist": 0.0002172037763433672,
+ "atr": 0.008714453238038499,
+ "adx": 45.96715774504039
+ },
+ "fold": 1
+ }
+ ],
+ "validation": {
+ "overall": "PASS",
+ "checks": [
+ {
+ "name": "exit_after_entry",
+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
+ "name": "sl_tp_direction",
+ "passed": true,
+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (30.0%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (30.0%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (28.2%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": true,
+ "level": "WARNING",
+ "message": "월 평균 10.0건"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (0.83)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260322_224727.json b/results/xrpusdt/wf_backtest_20260322_224727.json
new file mode 100644
index 0000000..b4da273
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260322_224727.json
@@ -0,0 +1,838 @@
+{
+ "mode": "walk_forward",
+ "config": {
+ "symbols": [
+ "XRPUSDT"
+ ],
+ "start": null,
+ "end": null,
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+ }
+ ],
+ "validation": {
+ "overall": "FAIL",
+ "checks": [
+ {
+ "name": "exit_after_entry",
+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
+ "name": "sl_tp_direction",
+ "passed": true,
+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (44.4%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (44.4%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (20.2%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": false,
+ "level": "WARNING",
+ "message": "월 평균 4.0건 < 5건 — 신호 생성 부족"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (1.94)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260322_231113.json b/results/xrpusdt/wf_backtest_20260322_231113.json
new file mode 100644
index 0000000..a741073
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260322_231113.json
@@ -0,0 +1,511 @@
+{
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+ "symbols": [
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+ "end": null,
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+ }
+ ],
+ "validation": {
+ "overall": "PASS",
+ "checks": [
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+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
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+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
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+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
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+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (26.7%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (26.7%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (20.4%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": true,
+ "level": "WARNING",
+ "message": "월 평균 15.0건"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (0.55)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260322_231737.json b/results/xrpusdt/wf_backtest_20260322_231737.json
new file mode 100644
index 0000000..a11c661
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260322_231737.json
@@ -0,0 +1,865 @@
+{
+ "mode": "walk_forward",
+ "config": {
+ "symbols": [
+ "XRPUSDT"
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+ "end": null,
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+ }
+ ],
+ "validation": {
+ "overall": "FAIL",
+ "checks": [
+ {
+ "name": "exit_after_entry",
+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
+ "name": "sl_tp_direction",
+ "passed": true,
+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (44.4%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (44.4%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (20.2%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": false,
+ "level": "WARNING",
+ "message": "월 평균 4.0건 < 5건 — 신호 생성 부족"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (1.94)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260322_231837.json b/results/xrpusdt/wf_backtest_20260322_231837.json
new file mode 100644
index 0000000..c3e1e59
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260322_231837.json
@@ -0,0 +1,537 @@
+{
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+ "quantity": 1784.3,
+ "sl": 2.811993,
+ "tp": 2.743161,
+ "gross_pnl": -33.495286,
+ "entry_fee": 1.993577,
+ "exit_fee": 2.006976,
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+ "indicators": {
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+ "atr": 0.012514818420656685,
+ "adx": 36.706433983392714
+ },
+ "fold": 1
+ },
+ {
+ "symbol": "XRPUSDT",
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+ "entry_time": "2025-09-25 17:15:00",
+ "exit_time": "2025-09-25 17:30:00",
+ "entry_price": 2.769777,
+ "exit_price": 2.742807,
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+ "exit_fee": 1.934666,
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+ "close_reason": "STOP_LOSS",
+ "ml_proba": null,
+ "indicators": {
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+ "macd_hist": -0.006544986366080717,
+ "atr": 0.01798028133337769,
+ "adx": 26.44006928288656
+ },
+ "fold": 1
+ },
+ {
+ "symbol": "XRPUSDT",
+ "side": "LONG",
+ "entry_time": "2025-09-25 17:45:00",
+ "exit_time": "2025-09-26 11:00:00",
+ "entry_price": 2.736174,
+ "exit_price": 2.705528,
+ "quantity": 1691.1,
+ "sl": 2.705528,
+ "tp": 2.817895,
+ "gross_pnl": -51.824893,
+ "entry_fee": 1.850857,
+ "exit_fee": 1.830127,
+ "net_pnl": -55.505877,
+ "close_reason": "STOP_LOSS",
+ "ml_proba": null,
+ "indicators": {
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+ "macd_hist": -0.0090419871390266,
+ "atr": 0.020430446659902204,
+ "adx": 30.966856582892532
+ },
+ "fold": 1
+ }
+ ],
+ "validation": {
+ "overall": "PASS",
+ "checks": [
+ {
+ "name": "exit_after_entry",
+ "passed": true,
+ "level": "FAIL",
+ "message": "모든 트레이드에서 청산 > 진입"
+ },
+ {
+ "name": "sl_tp_direction",
+ "passed": true,
+ "level": "FAIL",
+ "message": "SL/TP 방향 정합"
+ },
+ {
+ "name": "no_overlap",
+ "passed": true,
+ "level": "FAIL",
+ "message": "포지션 비중첩 확인"
+ },
+ {
+ "name": "positive_fees",
+ "passed": true,
+ "level": "FAIL",
+ "message": "수수료 양수 확인"
+ },
+ {
+ "name": "no_negative_balance",
+ "passed": true,
+ "level": "FAIL",
+ "message": "잔고 양수 유지"
+ },
+ {
+ "name": "win_rate_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (25.0%)"
+ },
+ {
+ "name": "win_rate_low",
+ "passed": true,
+ "level": "WARNING",
+ "message": "승률 정상 (25.0%)"
+ },
+ {
+ "name": "mdd_nonzero",
+ "passed": true,
+ "level": "WARNING",
+ "message": "MDD 정상 (19.5%)"
+ },
+ {
+ "name": "trade_frequency",
+ "passed": true,
+ "level": "WARNING",
+ "message": "월 평균 16.0건"
+ },
+ {
+ "name": "profit_factor_high",
+ "passed": true,
+ "level": "WARNING",
+ "message": "PF 정상 (0.67)"
+ }
+ ]
+ }
+}
\ No newline at end of file
diff --git a/results/xrpusdt/wf_backtest_20260322_232159.json b/results/xrpusdt/wf_backtest_20260322_232159.json
new file mode 100644
index 0000000..d323a2f
--- /dev/null
+++ b/results/xrpusdt/wf_backtest_20260322_232159.json
@@ -0,0 +1,3062 @@
+{
+ "mode": "walk_forward",
+ "config": {
+ "symbols": [
+ "XRPUSDT"
+ ],
+ "start": null,
+ "end": null,
+ "initial_balance": 1000.0,
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+ "test_end": "2024-07-22T14:30:00",
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+ "test_end": "2025-01-22T14:30:00",
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+ "test_period": "2025-03-22 ~ 2025-04-22",
+ "test_start": "2025-03-22T14:30:00",
+ "test_end": "2025-04-22T14:30:00",
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+ "ls_ratio": null
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+ "test_period": "2025-06-22 ~ 2025-07-22",
+ "test_start": "2025-06-22T14:30:00",
+ "test_end": "2025-07-22T14:30:00",
+ "summary": {
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+ "test_end": "2026-01-22T14:30:00",
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+}
\ No newline at end of file