5 Commits

Author SHA1 Message Date
21in7
f53b8a5a0f research: MTF + BTC 추세 필터 백테스트 — FAIL, MTF 전략 최종 폐기
- 메인 가설(BTC 1h EMA50/200 ADX>20) OOS fees PF 0.90, 베이스라인(0.94)보다 악화
- 12개 sweep 조합 중 합격(fees PF>=1.2) 0개
- 761일 데이터로 전략 근본적 edge 부재 확인

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-05-04 09:24:45 +09:00
21in7
4a7b38ea43 results: 백테스트 및 주간 리포트 결과 일괄 추가
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-05-04 09:03:03 +09:00
21in7
55c20012a3 feat: add per-symbol strategy params with sweep-optimized values
Support per-symbol strategy parameters (ATR_SL_MULT_XRPUSDT, etc.)
via env vars, falling back to global defaults. Sweep results:
- XRPUSDT: SL=1.5 TP=4.0 ADX=30 (PF 2.39, Sharpe 61.0)
- TRXUSDT: SL=1.0 TP=4.0 ADX=30 (PF 3.87, Sharpe 62.8)
- DOGEUSDT: SL=2.0 TP=2.0 ADX=30 (PF 1.80, Sharpe 44.1)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-17 17:28:14 +09:00
21in7
d8d4bf3e20 feat: add new walk-forward backtest results and strategy sweeps for XRPUSDT
- Introduced multiple JSON files containing results from walk-forward backtests with varying configurations.
- Added strategy sweep results for different parameter combinations, showcasing performance metrics such as total trades, total PnL, win rate, and more.
- Enhanced the overall testing framework for better analysis of trading strategies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 00:22:39 +09:00
21in7
cd9d379bc2 feat: implement multi-symbol dashboard with updated data handling
- Added support for multi-symbol trading (XRP, TRX, DOGE) in the dashboard.
- Updated bot log messages to include [SYMBOL] prefix for better tracking.
- Enhanced log parser for multi-symbol state tracking and updated database schema.
- Introduced new API endpoints and UI components for symbol filtering and display.
- Added new model files and backtest results for multi-symbol strategies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-06 23:43:41 +09:00