{
  "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": 0.4,
    "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": 2.0,
    "atr_tp_mult": 2.0,
    "min_notional": 5.0,
    "signal_threshold": 3,
    "adx_threshold": 25.0,
    "volume_multiplier": 2.5,
    "train_months": 3,
    "test_months": 1,
    "time_weight_decay": 2.0,
    "negative_ratio": 5
  },
  "summary": {
    "total_trades": 0,
    "total_pnl": 0.0,
    "return_pct": 0.0,
    "win_rate": 0.0,
    "avg_win": 0.0,
    "avg_loss": 0.0,
    "profit_factor": 0.0,
    "max_drawdown_pct": 0.0,
    "sharpe_ratio": 0.0,
    "total_fees": 0.0,
    "close_reasons": {}
  },
  "folds": [
    {
      "fold": 1,
      "train_period": "2025-03-05 ~ 2025-06-05",
      "test_period": "2025-06-05 ~ 2025-07-05",
      "summary": {
        "total_trades": 0,
        "total_pnl": 0.0,
        "return_pct": 0.0,
        "win_rate": 0.0,
        "avg_win": 0.0,
        "avg_loss": 0.0,
        "profit_factor": 0.0,
        "max_drawdown_pct": 0.0,
        "sharpe_ratio": 0.0,
        "total_fees": 0.0,
        "close_reasons": {}
      }
    },
    {
      "fold": 2,
      "train_period": "2025-06-05 ~ 2025-09-05",
      "test_period": "2025-09-05 ~ 2025-10-05",
      "summary": {
        "total_trades": 0,
        "total_pnl": 0.0,
        "return_pct": 0.0,
        "win_rate": 0.0,
        "avg_win": 0.0,
        "avg_loss": 0.0,
        "profit_factor": 0.0,
        "max_drawdown_pct": 0.0,
        "sharpe_ratio": 0.0,
        "total_fees": 0.0,
        "close_reasons": {}
      }
    },
    {
      "fold": 3,
      "train_period": "2025-09-05 ~ 2025-12-05",
      "test_period": "2025-12-05 ~ 2026-01-05",
      "summary": {
        "total_trades": 0,
        "total_pnl": 0.0,
        "return_pct": 0.0,
        "win_rate": 0.0,
        "avg_win": 0.0,
        "avg_loss": 0.0,
        "profit_factor": 0.0,
        "max_drawdown_pct": 0.0,
        "sharpe_ratio": 0.0,
        "total_fees": 0.0,
        "close_reasons": {}
      }
    }
  ],
  "trades": [],
  "validation": {
    "overall": "PASS",
    "checks": [
      {
        "name": "trade_count",
        "passed": true,
        "level": "FAIL",
        "message": "트레이드 없음 (검증 스킵)"
      }
    ]
  }
}