results: 백테스트 및 주간 리포트 결과 일괄 추가
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
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results/dogeusdt/ml_comparison_20260321_195841.json
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results/dogeusdt/ml_comparison_20260321_195841.json
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{
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"timestamp": "2026-03-21T19:58:41.732033",
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"symbols": [
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"DOGEUSDT"
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],
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"ml_off": {
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"total_trades": 322,
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"total_pnl": -1547.342,
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"return_pct": -154.73,
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"win_rate": 31.37,
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"avg_win": 44.161,
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"avg_loss": -27.1837,
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"payoff_ratio": 1.62,
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"max_consecutive_losses": 9,
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"profit_factor": 0.74,
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"max_drawdown_pct": 155.09,
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"sharpe_ratio": -23.72,
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"total_fees": 891.5776,
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"close_reasons": {
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"STOP_LOSS": 198,
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"REVERSE_SIGNAL": 58,
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"TAKE_PROFIT": 66
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}
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},
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"ml_on": {
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"total_trades": 20,
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"total_pnl": -173.2651,
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"return_pct": -17.33,
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"win_rate": 35.0,
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"avg_win": 42.0257,
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"avg_loss": -35.9573,
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"payoff_ratio": 1.17,
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"max_consecutive_losses": 3,
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"profit_factor": 0.63,
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"max_drawdown_pct": 18.86,
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"sharpe_ratio": -40.35,
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"total_fees": 77.1422,
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"close_reasons": {
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"STOP_LOSS": 13,
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"REVERSE_SIGNAL": 4,
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"TAKE_PROFIT": 3
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}
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}
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}
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