results: 백테스트 및 주간 리포트 결과 일괄 추가

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

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
+    }
+  }
+}

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
+    }
+  }
+}

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)"
+      }
+    ]
+  }
+}