549 lines
14 KiB
JSON
549 lines
14 KiB
JSON
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"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-05-23 12:15:00",
|
|
"exit_time": "2025-05-23 22:45:00",
|
|
"entry_price": 2.340634,
|
|
"exit_price": 2.313574,
|
|
"quantity": 4240.1,
|
|
"sl": 2.313574,
|
|
"tp": 2.412795,
|
|
"gross_pnl": -114.738573,
|
|
"entry_fee": 3.969809,
|
|
"exit_fee": 3.923914,
|
|
"net_pnl": -122.632296,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 18.100631569972105,
|
|
"macd_hist": -0.011460760086984913,
|
|
"atr": 0.018040230723781962,
|
|
"adx": 33.73789035029933
|
|
}
|
|
}
|
|
],
|
|
"validation": {
|
|
"overall": "PASS",
|
|
"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 (31.6%)"
|
|
},
|
|
{
|
|
"name": "win_rate_low",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "승률 정상 (31.6%)"
|
|
},
|
|
{
|
|
"name": "mdd_nonzero",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "MDD 정상 (39.3%)"
|
|
},
|
|
{
|
|
"name": "trade_frequency",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "월 평균 10.0건"
|
|
},
|
|
{
|
|
"name": "profit_factor_high",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "PF 정상 (0.93)"
|
|
}
|
|
]
|
|
}
|
|
} |