{
  "mode": "walk_forward",
  "config": {
    "symbols": [
      "XRPUSDT"
    ],
    "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": 3,
    "total_pnl": -5.1514,
    "return_pct": -0.52,
    "win_rate": 33.33,
    "avg_win": 66.3376,
    "avg_loss": -35.7445,
    "payoff_ratio": 1.86,
    "max_consecutive_losses": 2,
    "profit_factor": 0.93,
    "max_drawdown_pct": 3.76,
    "sharpe_ratio": -6.68,
    "total_fees": 11.5694,
    "close_reasons": {
      "STOP_LOSS": 2,
      "TAKE_PROFIT": 1
    }
  },
  "folds": [
    {
      "fold": 1,
      "train_period": "2025-03-05 ~ 2025-09-05",
      "test_period": "2025-09-05 ~ 2025-10-05",
      "summary": {
        "total_trades": 3,
        "total_pnl": -5.1514,
        "return_pct": -0.52,
        "win_rate": 33.33,
        "avg_win": 66.3376,
        "avg_loss": -35.7445,
        "payoff_ratio": 1.86,
        "max_consecutive_losses": 2,
        "profit_factor": 0.93,
        "max_drawdown_pct": 3.76,
        "sharpe_ratio": -6.68,
        "total_fees": 11.5694,
        "close_reasons": {
          "STOP_LOSS": 2,
          "TAKE_PROFIT": 1
        }
      }
    }
  ],
  "trades": [
    {
      "symbol": "XRPUSDT",
      "side": "SHORT",
      "entry_time": "2025-09-24 03:15:00",
      "exit_time": "2025-09-24 04:30:00",
      "entry_price": 2.811019,
      "exit_price": 2.828555,
      "quantity": 1778.5,
      "sl": 2.828555,
      "tp": 2.775947,
      "gross_pnl": -31.18734,
      "entry_fee": 1.999759,
      "exit_fee": 2.012234,
      "net_pnl": -35.199332,
      "close_reason": "STOP_LOSS",
      "ml_proba": 0.5782,
      "indicators": {
        "rsi": 35.41445012242145,
        "macd_hist": -0.0005539721484064007,
        "atr": 0.011690503070987813,
        "adx": 22.830095368917625
      },
      "fold": 1
    },
    {
      "symbol": "XRPUSDT",
      "side": "SHORT",
      "entry_time": "2025-09-25 12:15:00",
      "exit_time": "2025-09-25 12:30:00",
      "entry_price": 2.793221,
      "exit_price": 2.811993,
      "quantity": 1726.9,
      "sl": 2.811993,
      "tp": 2.755676,
      "gross_pnl": -32.41776,
      "entry_fee": 1.929445,
      "exit_fee": 1.942412,
      "net_pnl": -36.289617,
      "close_reason": "STOP_LOSS",
      "ml_proba": 0.724,
      "indicators": {
        "rsi": 27.256149561284357,
        "macd_hist": -0.0005773233003328118,
        "atr": 0.012514818420656685,
        "adx": 36.706433983392714
      },
      "fold": 1
    },
    {
      "symbol": "XRPUSDT",
      "side": "SHORT",
      "entry_time": "2025-09-26 09:30:00",
      "exit_time": "2025-09-26 11:00:00",
      "entry_price": 2.742026,
      "exit_price": 2.700663,
      "quantity": 1692.9,
      "sl": 2.762707,
      "tp": 2.700663,
      "gross_pnl": 70.023157,
      "entry_fee": 1.85679,
      "exit_fee": 1.828781,
      "net_pnl": 66.337586,
      "close_reason": "TAKE_PROFIT",
      "ml_proba": 0.8238,
      "indicators": {
        "rsi": 42.61073221775071,
        "macd_hist": -0.0004772649982219266,
        "atr": 0.013787614360953772,
        "adx": 15.435644479956943
      },
      "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 (33.3%)"
      },
      {
        "name": "win_rate_low",
        "passed": true,
        "level": "WARNING",
        "message": "승률 정상 (33.3%)"
      },
      {
        "name": "mdd_nonzero",
        "passed": true,
        "level": "WARNING",
        "message": "MDD 정상 (3.8%)"
      },
      {
        "name": "trade_frequency",
        "passed": false,
        "level": "WARNING",
        "message": "월 평균 3.0건 < 5건 — 신호 생성 부족"
      },
      {
        "name": "profit_factor_high",
        "passed": true,
        "level": "WARNING",
        "message": "PF 정상 (0.93)"
      }
    ]
  }
}