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cointrader/results/xrpusdt/ml_comparison_20260321_195840.json
2026-05-04 09:03:03 +09:00

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{
"timestamp": "2026-03-21T19:58:40.087843",
"symbols": [
"XRPUSDT"
],
"ml_off": {
"total_trades": 362,
"total_pnl": -1076.1058,
"return_pct": -107.61,
"win_rate": 36.74,
"avg_win": 30.9612,
"avg_loss": -22.681,
"payoff_ratio": 1.37,
"max_consecutive_losses": 8,
"profit_factor": 0.79,
"max_drawdown_pct": 117.67,
"sharpe_ratio": -18.8,
"total_fees": 1094.0448,
"close_reasons": {
"STOP_LOSS": 202,
"TAKE_PROFIT": 74,
"REVERSE_SIGNAL": 84,
"END_OF_DATA": 2
}
},
"ml_on": {
"total_trades": 14,
"total_pnl": 2.0995,
"return_pct": 0.21,
"win_rate": 35.71,
"avg_win": 38.8329,
"avg_loss": -21.3406,
"payoff_ratio": 1.82,
"max_consecutive_losses": 6,
"profit_factor": 1.01,
"max_drawdown_pct": 11.88,
"sharpe_ratio": 0.74,
"total_fees": 54.5343,
"close_reasons": {
"STOP_LOSS": 7,
"REVERSE_SIGNAL": 4,
"TAKE_PROFIT": 3
}
}
}