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/xrpusdt/ml_comparison_20260321_200332.json
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results/xrpusdt/ml_comparison_20260321_200332.json
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{
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"timestamp": "2026-03-21T20:03:32.712401",
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"symbols": [
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"XRPUSDT"
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],
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"ml_off": {
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"total_trades": 53,
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"total_pnl": 121.6625,
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"return_pct": 12.17,
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"win_rate": 43.4,
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"avg_win": 39.0003,
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"avg_loss": -25.8448,
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"payoff_ratio": 1.51,
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"max_consecutive_losses": 8,
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"profit_factor": 1.16,
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"max_drawdown_pct": 25.63,
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"sharpe_ratio": 11.94,
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"total_fees": 181.3167,
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"close_reasons": {
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"STOP_LOSS": 30,
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"TAKE_PROFIT": 15,
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"REVERSE_SIGNAL": 8
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}
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},
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"ml_on": {
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"total_trades": 40,
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"total_pnl": -256.2189,
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"return_pct": -25.62,
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"win_rate": 35.0,
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"avg_win": 44.2545,
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"avg_loss": -33.6839,
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"payoff_ratio": 1.31,
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"max_consecutive_losses": 11,
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"profit_factor": 0.71,
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"max_drawdown_pct": 36.87,
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"sharpe_ratio": -27.75,
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"total_fees": 151.8982,
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"close_reasons": {
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"STOP_LOSS": 21,
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"REVERSE_SIGNAL": 10,
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"TAKE_PROFIT": 9
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}
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}
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}
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