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cointrader/results/solusdt/ml_comparison_20260321_200332.json
2026-05-04 09:03:03 +09:00

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{
"timestamp": "2026-03-21T20:03:32.481740",
"symbols": [
"SOLUSDT"
],
"ml_off": {
"total_trades": 31,
"total_pnl": -3218.5412,
"return_pct": -321.85,
"win_rate": 25.81,
"avg_win": 40.6328,
"avg_loss": -154.0697,
"payoff_ratio": 0.26,
"max_consecutive_losses": 7,
"profit_factor": 0.09,
"max_drawdown_pct": 333.12,
"sharpe_ratio": -39.57,
"total_fees": 112.8457,
"close_reasons": {
"STOP_LOSS": 21,
"TAKE_PROFIT": 5,
"REVERSE_SIGNAL": 4,
"END_OF_DATA": 1
}
},
"ml_on": {
"total_trades": 17,
"total_pnl": -488.3431,
"return_pct": -48.83,
"win_rate": 11.76,
"avg_win": 79.5151,
"avg_loss": -43.1582,
"payoff_ratio": 1.84,
"max_consecutive_losses": 8,
"profit_factor": 0.25,
"max_drawdown_pct": 45.94,
"sharpe_ratio": -123.73,
"total_fees": 61.1816,
"close_reasons": {
"STOP_LOSS": 14,
"REVERSE_SIGNAL": 1,
"TAKE_PROFIT": 2
}
}
}