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_200332.json
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results/solusdt/ml_comparison_20260321_200332.json
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{
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"timestamp": "2026-03-21T20:03:32.481740",
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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": 31,
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"total_pnl": -3218.5412,
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"return_pct": -321.85,
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"win_rate": 25.81,
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"avg_win": 40.6328,
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"avg_loss": -154.0697,
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"payoff_ratio": 0.26,
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"max_consecutive_losses": 7,
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"profit_factor": 0.09,
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"max_drawdown_pct": 333.12,
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"sharpe_ratio": -39.57,
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"total_fees": 112.8457,
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"close_reasons": {
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"STOP_LOSS": 21,
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"TAKE_PROFIT": 5,
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"REVERSE_SIGNAL": 4,
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"END_OF_DATA": 1
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}
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},
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"ml_on": {
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"total_trades": 17,
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"total_pnl": -488.3431,
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"return_pct": -48.83,
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"win_rate": 11.76,
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"avg_win": 79.5151,
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"avg_loss": -43.1582,
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"payoff_ratio": 1.84,
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"max_consecutive_losses": 8,
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"profit_factor": 0.25,
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"max_drawdown_pct": 45.94,
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"sharpe_ratio": -123.73,
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"total_fees": 61.1816,
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"close_reasons": {
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"STOP_LOSS": 14,
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"REVERSE_SIGNAL": 1,
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"TAKE_PROFIT": 2
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}
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}
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}
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