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/solusdt/ml_comparison_20260321_195841.json
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results/solusdt/ml_comparison_20260321_195841.json
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{
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"timestamp": "2026-03-21T19:58:41.166218",
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"symbols": [
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"SOLUSDT"
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],
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"ml_off": {
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"total_trades": 346,
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"total_pnl": -1287.9804,
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"return_pct": -128.8,
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"win_rate": 33.82,
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"avg_win": 35.5174,
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"avg_loss": -23.7708,
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"payoff_ratio": 1.49,
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"max_consecutive_losses": 11,
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"profit_factor": 0.76,
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"max_drawdown_pct": 176.42,
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"sharpe_ratio": -20.59,
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"total_fees": 940.6664,
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"close_reasons": {
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"STOP_LOSS": 187,
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"TAKE_PROFIT": 68,
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"REVERSE_SIGNAL": 91
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}
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},
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"ml_on": {
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"total_trades": 14,
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"total_pnl": 80.7573,
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"return_pct": 8.08,
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"win_rate": 35.71,
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"avg_win": 72.906,
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"avg_loss": -31.5303,
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"payoff_ratio": 2.31,
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"max_consecutive_losses": 4,
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"profit_factor": 1.28,
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"max_drawdown_pct": 11.46,
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"sharpe_ratio": 18.5,
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"total_fees": 51.8491,
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"close_reasons": {
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"STOP_LOSS": 7,
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"TAKE_PROFIT": 5,
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"REVERSE_SIGNAL": 2
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}
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}
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}
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