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_200334.json
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results/dogeusdt/ml_comparison_20260321_200334.json
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{
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"timestamp": "2026-03-21T20:03:34.650022",
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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": 40,
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"total_pnl": 161.0802,
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"return_pct": 16.11,
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"win_rate": 25.0,
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"avg_win": 107.1017,
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"avg_loss": -30.3312,
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"payoff_ratio": 3.53,
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"max_consecutive_losses": 8,
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"profit_factor": 1.18,
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"max_drawdown_pct": 22.19,
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"sharpe_ratio": 7.08,
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"total_fees": 150.4991,
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"close_reasons": {
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"STOP_LOSS": 25,
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"REVERSE_SIGNAL": 8,
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"END_OF_DATA": 1,
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"TAKE_PROFIT": 6
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}
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},
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"ml_on": {
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"total_trades": 47,
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"total_pnl": -285.0131,
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"return_pct": -28.5,
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"win_rate": 34.04,
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"avg_win": 61.4296,
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"avg_loss": -40.8996,
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"payoff_ratio": 1.5,
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"max_consecutive_losses": 7,
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"profit_factor": 0.78,
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"max_drawdown_pct": 40.93,
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"sharpe_ratio": -21.03,
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"total_fees": 176.3033,
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"close_reasons": {
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"STOP_LOSS": 30,
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"REVERSE_SIGNAL": 6,
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"TAKE_PROFIT": 11
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}
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}
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}
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