{
  "mode": "walk_forward",
  "config": {
    "symbols": [
      "DOGEUSDT"
    ],
    "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": 2,
    "total_pnl": -84.5014,
    "return_pct": -8.45,
    "win_rate": 0.0,
    "avg_win": 0.0,
    "avg_loss": -42.2507,
    "payoff_ratio": 0.0,
    "max_consecutive_losses": 2,
    "profit_factor": 0.0,
    "max_drawdown_pct": 4.28,
    "sharpe_ratio": -5831.15,
    "total_fees": 7.8265,
    "close_reasons": {
      "STOP_LOSS": 2
    }
  },
  "folds": [
    {
      "fold": 1,
      "train_period": "2025-03-05 ~ 2025-09-05",
      "test_period": "2025-09-05 ~ 2025-10-05",
      "summary": {
        "total_trades": 2,
        "total_pnl": -84.5014,
        "return_pct": -8.45,
        "win_rate": 0.0,
        "avg_win": 0.0,
        "avg_loss": -42.2507,
        "payoff_ratio": 0.0,
        "max_consecutive_losses": 2,
        "profit_factor": 0.0,
        "max_drawdown_pct": 4.28,
        "sharpe_ratio": -5831.15,
        "total_fees": 7.8265,
        "close_reasons": {
          "STOP_LOSS": 2
        }
      }
    }
  ],
  "trades": [
    {
      "symbol": "DOGEUSDT",
      "side": "SHORT",
      "entry_time": "2025-10-03 14:00:00",
      "exit_time": "2025-10-03 14:30:00",
      "entry_price": 0.253975,
      "exit_price": 0.255986,
      "quantity": 19685.0,
      "sl": 0.255986,
      "tp": 0.249952,
      "gross_pnl": -39.591591,
      "entry_fee": 1.999796,
      "exit_fee": 2.015633,
      "net_pnl": -43.60702,
      "close_reason": "STOP_LOSS",
      "ml_proba": 0.6215,
      "indicators": {
        "rsi": 39.31265367759862,
        "macd_hist": -9.917203695834255e-06,
        "atr": 0.001340837894829163,
        "adx": 22.11118870853989
      },
      "fold": 1
    },
    {
      "symbol": "DOGEUSDT",
      "side": "LONG",
      "entry_time": "2025-10-04 02:00:00",
      "exit_time": "2025-10-04 03:00:00",
      "entry_price": 0.254255,
      "exit_price": 0.252284,
      "quantity": 18809.6,
      "sl": 0.252284,
      "tp": 0.258198,
      "gross_pnl": -37.083263,
      "entry_fee": 1.912977,
      "exit_fee": 1.898144,
      "net_pnl": -40.894384,
      "close_reason": "STOP_LOSS",
      "ml_proba": 0.589,
      "indicators": {
        "rsi": 29.729826487088012,
        "macd_hist": -0.0004551413936173264,
        "atr": 0.0013143381729553857,
        "adx": 17.29524723775582
      },
      "fold": 1
    }
  ],
  "validation": {
    "overall": "FAIL",
    "checks": [
      {
        "name": "exit_after_entry",
        "passed": true,
        "level": "FAIL",
        "message": "모든 트레이드에서 청산 > 진입"
      },
      {
        "name": "sl_tp_direction",
        "passed": true,
        "level": "FAIL",
        "message": "SL/TP 방향 정합"
      },
      {
        "name": "no_overlap",
        "passed": true,
        "level": "FAIL",
        "message": "포지션 비중첩 확인"
      },
      {
        "name": "positive_fees",
        "passed": true,
        "level": "FAIL",
        "message": "수수료 양수 확인"
      },
      {
        "name": "no_negative_balance",
        "passed": true,
        "level": "FAIL",
        "message": "잔고 양수 유지"
      },
      {
        "name": "win_rate_high",
        "passed": true,
        "level": "WARNING",
        "message": "승률 정상 (0.0%)"
      },
      {
        "name": "win_rate_low",
        "passed": false,
        "level": "WARNING",
        "message": "승률 0.0% < 20% — 신호 로직 반전 의심"
      },
      {
        "name": "mdd_nonzero",
        "passed": true,
        "level": "WARNING",
        "message": "MDD 정상 (4.3%)"
      },
      {
        "name": "trade_frequency",
        "passed": false,
        "level": "WARNING",
        "message": "월 평균 2.0건 < 5건 — 신호 생성 부족"
      },
      {
        "name": "profit_factor_high",
        "passed": true,
        "level": "WARNING",
        "message": "PF 정상 (0.00)"
      }
    ]
  }
}