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

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{
"timestamp": "2026-03-21T20:03:32.712401",
"symbols": [
"XRPUSDT"
],
"ml_off": {
"total_trades": 53,
"total_pnl": 121.6625,
"return_pct": 12.17,
"win_rate": 43.4,
"avg_win": 39.0003,
"avg_loss": -25.8448,
"payoff_ratio": 1.51,
"max_consecutive_losses": 8,
"profit_factor": 1.16,
"max_drawdown_pct": 25.63,
"sharpe_ratio": 11.94,
"total_fees": 181.3167,
"close_reasons": {
"STOP_LOSS": 30,
"TAKE_PROFIT": 15,
"REVERSE_SIGNAL": 8
}
},
"ml_on": {
"total_trades": 40,
"total_pnl": -256.2189,
"return_pct": -25.62,
"win_rate": 35.0,
"avg_win": 44.2545,
"avg_loss": -33.6839,
"payoff_ratio": 1.31,
"max_consecutive_losses": 11,
"profit_factor": 0.71,
"max_drawdown_pct": 36.87,
"sharpe_ratio": -27.75,
"total_fees": 151.8982,
"close_reasons": {
"STOP_LOSS": 21,
"REVERSE_SIGNAL": 10,
"TAKE_PROFIT": 9
}
}
}