3062 lines
81 KiB
JSON
3062 lines
81 KiB
JSON
{
|
|
"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": false,
|
|
"ml_threshold": 0.55,
|
|
"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": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"min_notional": 5.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25.0,
|
|
"volume_multiplier": 1.5,
|
|
"train_months": 3,
|
|
"test_months": 1,
|
|
"time_weight_decay": 2.0,
|
|
"negative_ratio": 3
|
|
},
|
|
"summary": {
|
|
"total_trades": 113,
|
|
"total_pnl": -372.2948,
|
|
"return_pct": -37.23,
|
|
"win_rate": 30.97,
|
|
"avg_win": 83.1153,
|
|
"avg_loss": -42.0683,
|
|
"payoff_ratio": 1.98,
|
|
"max_consecutive_losses": 8,
|
|
"profit_factor": 0.89,
|
|
"max_drawdown_pct": 97.06,
|
|
"sharpe_ratio": -9.13,
|
|
"total_fees": 419.3874,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 75,
|
|
"TAKE_PROFIT": 30,
|
|
"REVERSE_SIGNAL": 7,
|
|
"END_OF_DATA": 1
|
|
}
|
|
},
|
|
"folds": [
|
|
{
|
|
"fold": 1,
|
|
"train_period": "2024-03-22 ~ 2024-06-22",
|
|
"test_period": "2024-06-22 ~ 2024-07-22",
|
|
"test_start": "2024-06-22T14:30:00",
|
|
"test_end": "2024-07-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 15,
|
|
"total_pnl": -88.138,
|
|
"return_pct": -8.81,
|
|
"win_rate": 26.67,
|
|
"avg_win": 62.0445,
|
|
"avg_loss": -30.5742,
|
|
"payoff_ratio": 2.03,
|
|
"max_consecutive_losses": 5,
|
|
"profit_factor": 0.74,
|
|
"max_drawdown_pct": 15.7,
|
|
"sharpe_ratio": -24.67,
|
|
"total_fees": 54.4223,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 9,
|
|
"TAKE_PROFIT": 3,
|
|
"REVERSE_SIGNAL": 3
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": 4.1,
|
|
"eth_return_pct": -1.4,
|
|
"btc_avg_adx": 29.8,
|
|
"market_regime": "상승 추세",
|
|
"ls_ratio": null
|
|
}
|
|
},
|
|
{
|
|
"fold": 2,
|
|
"train_period": "2024-06-22 ~ 2024-09-22",
|
|
"test_period": "2024-09-22 ~ 2024-10-22",
|
|
"test_start": "2024-09-22T14:30:00",
|
|
"test_end": "2024-10-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 17,
|
|
"total_pnl": -21.3407,
|
|
"return_pct": -2.13,
|
|
"win_rate": 29.41,
|
|
"avg_win": 85.9569,
|
|
"avg_loss": -37.5938,
|
|
"payoff_ratio": 2.29,
|
|
"max_consecutive_losses": 4,
|
|
"profit_factor": 0.95,
|
|
"max_drawdown_pct": 18.99,
|
|
"sharpe_ratio": -4.0,
|
|
"total_fees": 64.1155,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 12,
|
|
"TAKE_PROFIT": 5
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": 7.3,
|
|
"eth_return_pct": 2.2,
|
|
"btc_avg_adx": 26.1,
|
|
"market_regime": "상승 추세",
|
|
"ls_ratio": null
|
|
}
|
|
},
|
|
{
|
|
"fold": 3,
|
|
"train_period": "2024-09-22 ~ 2024-12-22",
|
|
"test_period": "2024-12-22 ~ 2025-01-22",
|
|
"test_start": "2024-12-22T14:30:00",
|
|
"test_end": "2025-01-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 11,
|
|
"total_pnl": -248.2025,
|
|
"return_pct": -24.82,
|
|
"win_rate": 27.27,
|
|
"avg_win": 111.3335,
|
|
"avg_loss": -72.7754,
|
|
"payoff_ratio": 1.53,
|
|
"max_consecutive_losses": 6,
|
|
"profit_factor": 0.57,
|
|
"max_drawdown_pct": 37.43,
|
|
"sharpe_ratio": -49.44,
|
|
"total_fees": 41.9402,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 8,
|
|
"TAKE_PROFIT": 3
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": 9.2,
|
|
"eth_return_pct": -0.2,
|
|
"btc_avg_adx": 26.3,
|
|
"market_regime": "상승 추세",
|
|
"ls_ratio": null
|
|
}
|
|
},
|
|
{
|
|
"fold": 4,
|
|
"train_period": "2024-12-22 ~ 2025-03-22",
|
|
"test_period": "2025-03-22 ~ 2025-04-22",
|
|
"test_start": "2025-03-22T14:30:00",
|
|
"test_end": "2025-04-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 15,
|
|
"total_pnl": -159.9161,
|
|
"return_pct": -15.99,
|
|
"win_rate": 26.67,
|
|
"avg_win": 100.5431,
|
|
"avg_loss": -51.099,
|
|
"payoff_ratio": 1.97,
|
|
"max_consecutive_losses": 5,
|
|
"profit_factor": 0.72,
|
|
"max_drawdown_pct": 25.53,
|
|
"sharpe_ratio": -27.65,
|
|
"total_fees": 54.3911,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 4,
|
|
"STOP_LOSS": 11
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": 7.3,
|
|
"eth_return_pct": -17.3,
|
|
"btc_avg_adx": 25.4,
|
|
"market_regime": "상승 추세",
|
|
"ls_ratio": null
|
|
}
|
|
},
|
|
{
|
|
"fold": 5,
|
|
"train_period": "2025-03-22 ~ 2025-06-22",
|
|
"test_period": "2025-06-22 ~ 2025-07-22",
|
|
"test_start": "2025-06-22T14:30:00",
|
|
"test_end": "2025-07-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 15,
|
|
"total_pnl": -371.2895,
|
|
"return_pct": -37.13,
|
|
"win_rate": 13.33,
|
|
"avg_win": 42.2656,
|
|
"avg_loss": -35.0631,
|
|
"payoff_ratio": 1.21,
|
|
"max_consecutive_losses": 8,
|
|
"profit_factor": 0.19,
|
|
"max_drawdown_pct": 34.3,
|
|
"sharpe_ratio": -158.06,
|
|
"total_fees": 51.0211,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"REVERSE_SIGNAL": 1,
|
|
"TAKE_PROFIT": 1
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": 19.5,
|
|
"eth_return_pct": 68.1,
|
|
"btc_avg_adx": 23.6,
|
|
"market_regime": "횡보",
|
|
"ls_ratio": null
|
|
}
|
|
},
|
|
{
|
|
"fold": 6,
|
|
"train_period": "2025-06-22 ~ 2025-09-22",
|
|
"test_period": "2025-09-22 ~ 2025-10-22",
|
|
"test_start": "2025-09-22T14:30:00",
|
|
"test_end": "2025-10-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 21,
|
|
"total_pnl": 186.1486,
|
|
"return_pct": 18.61,
|
|
"win_rate": 38.1,
|
|
"avg_win": 87.2209,
|
|
"avg_loss": -39.3553,
|
|
"payoff_ratio": 2.22,
|
|
"max_consecutive_losses": 3,
|
|
"profit_factor": 1.36,
|
|
"max_drawdown_pct": 17.73,
|
|
"sharpe_ratio": 19.89,
|
|
"total_fees": 80.5266,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 6,
|
|
"REVERSE_SIGNAL": 2,
|
|
"STOP_LOSS": 12,
|
|
"END_OF_DATA": 1
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": -4.5,
|
|
"eth_return_pct": -9.2,
|
|
"btc_avg_adx": 26.7,
|
|
"market_regime": "하락 추세",
|
|
"ls_ratio": null
|
|
}
|
|
},
|
|
{
|
|
"fold": 7,
|
|
"train_period": "2025-09-22 ~ 2025-12-22",
|
|
"test_period": "2025-12-22 ~ 2026-01-22",
|
|
"test_start": "2025-12-22T14:30:00",
|
|
"test_end": "2026-01-22T14:30:00",
|
|
"summary": {
|
|
"total_trades": 19,
|
|
"total_pnl": 330.4435,
|
|
"return_pct": 33.04,
|
|
"win_rate": 47.37,
|
|
"avg_win": 79.178,
|
|
"avg_loss": -38.2158,
|
|
"payoff_ratio": 2.07,
|
|
"max_consecutive_losses": 4,
|
|
"profit_factor": 1.86,
|
|
"max_drawdown_pct": 15.79,
|
|
"sharpe_ratio": 48.29,
|
|
"total_fees": 72.9707,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 8,
|
|
"STOP_LOSS": 10,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
},
|
|
"market_context": {
|
|
"btc_return_pct": -0.3,
|
|
"eth_return_pct": -2.4,
|
|
"btc_avg_adx": 24.2,
|
|
"market_regime": "횡보",
|
|
"ls_ratio": null
|
|
}
|
|
}
|
|
],
|
|
"trades": [
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-06-23 20:30:00",
|
|
"exit_time": "2024-06-23 20:45:00",
|
|
"entry_price": 0.478352,
|
|
"exit_price": 0.480726,
|
|
"quantity": 10451.5,
|
|
"sl": 0.480726,
|
|
"tp": 0.472021,
|
|
"gross_pnl": -24.81444,
|
|
"entry_fee": 1.999799,
|
|
"exit_fee": 2.009725,
|
|
"net_pnl": -28.823964,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.491717143602305,
|
|
"macd_hist": -7.08330386432665e-05,
|
|
"atr": 0.0015828311892138935,
|
|
"adx": 47.4866510790048
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-06-26 14:30:00",
|
|
"exit_time": "2024-06-27 12:30:00",
|
|
"entry_price": 0.471153,
|
|
"exit_price": 0.473846,
|
|
"quantity": 10305.3,
|
|
"sl": 0.473846,
|
|
"tp": 0.463972,
|
|
"gross_pnl": -27.750142,
|
|
"entry_fee": 1.942149,
|
|
"exit_fee": 1.953249,
|
|
"net_pnl": -31.645539,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 38.99821353333206,
|
|
"macd_hist": -7.475713868402744e-05,
|
|
"atr": 0.0017952019348577905,
|
|
"adx": 26.899382298085538
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-06-28 21:00:00",
|
|
"exit_time": "2024-06-29 02:00:00",
|
|
"entry_price": 0.471253,
|
|
"exit_price": 0.473975,
|
|
"quantity": 9967.4,
|
|
"sl": 0.473975,
|
|
"tp": 0.463993,
|
|
"gross_pnl": -27.134771,
|
|
"entry_fee": 1.878866,
|
|
"exit_fee": 1.88972,
|
|
"net_pnl": -30.903358,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 35.5533806680514,
|
|
"macd_hist": -5.805707079456967e-05,
|
|
"atr": 0.0018149013328670428,
|
|
"adx": 34.42000925008125
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-06-30 02:15:00",
|
|
"exit_time": "2024-06-30 06:45:00",
|
|
"entry_price": 0.471153,
|
|
"exit_price": 0.472325,
|
|
"quantity": 9641.6,
|
|
"sl": 0.472325,
|
|
"tp": 0.468029,
|
|
"gross_pnl": -11.29633,
|
|
"entry_fee": 1.817067,
|
|
"exit_fee": 1.821586,
|
|
"net_pnl": -14.934983,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.525592632615417,
|
|
"macd_hist": -3.767931130206837e-05,
|
|
"atr": 0.0007810826673109419,
|
|
"adx": 28.240441887583405
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-06-30 07:15:00",
|
|
"exit_time": "2024-06-30 22:15:00",
|
|
"entry_price": 0.474952,
|
|
"exit_price": 0.476317,
|
|
"quantity": 9407.3,
|
|
"sl": 0.476317,
|
|
"tp": 0.471314,
|
|
"gross_pnl": -12.835125,
|
|
"entry_fee": 1.787208,
|
|
"exit_fee": 1.792342,
|
|
"net_pnl": -16.414676,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.60961611773493,
|
|
"macd_hist": 0.0005367101100488206,
|
|
"atr": 0.0009095861692836191,
|
|
"adx": 31.112468905989335
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-07-01 01:00:00",
|
|
"exit_time": "2024-07-01 11:00:00",
|
|
"entry_price": 0.478148,
|
|
"exit_price": 0.482697,
|
|
"quantity": 9174.6,
|
|
"sl": 0.476442,
|
|
"tp": 0.482697,
|
|
"gross_pnl": 41.735942,
|
|
"entry_fee": 1.754726,
|
|
"exit_fee": 1.77142,
|
|
"net_pnl": 38.209796,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 65.76067306211799,
|
|
"macd_hist": 6.507924242540961e-05,
|
|
"atr": 0.0011372687122450913,
|
|
"adx": 28.97199151599414
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-07-02 10:00:00",
|
|
"exit_time": "2024-07-02 10:15:00",
|
|
"entry_price": 0.485151,
|
|
"exit_price": 0.487587,
|
|
"quantity": 9434.1,
|
|
"sl": 0.487587,
|
|
"tp": 0.478656,
|
|
"gross_pnl": -22.979791,
|
|
"entry_fee": 1.830787,
|
|
"exit_fee": 1.839979,
|
|
"net_pnl": -26.650557,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.75641351024454,
|
|
"macd_hist": 0.0003589450063014273,
|
|
"atr": 0.0016238815322322604,
|
|
"adx": 33.831692422670095
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-07-03 13:00:00",
|
|
"exit_time": "2024-07-03 15:00:00",
|
|
"entry_price": 0.475448,
|
|
"exit_price": 0.472191,
|
|
"quantity": 9348.3,
|
|
"sl": 0.472191,
|
|
"tp": 0.484132,
|
|
"gross_pnl": -30.442968,
|
|
"entry_fee": 1.77785,
|
|
"exit_fee": 1.765673,
|
|
"net_pnl": -33.986492,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.87418324078447,
|
|
"macd_hist": -0.0009564603177390752,
|
|
"atr": 0.0021710163368403694,
|
|
"adx": 30.65413862217531
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-07-03 19:15:00",
|
|
"exit_time": "2024-07-03 23:30:00",
|
|
"entry_price": 0.463654,
|
|
"exit_price": 0.467199,
|
|
"quantity": 9217.7,
|
|
"sl": 0.467199,
|
|
"tp": 0.454198,
|
|
"gross_pnl": -32.683436,
|
|
"entry_fee": 1.709528,
|
|
"exit_fee": 1.722601,
|
|
"net_pnl": -36.115565,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.208484000188026,
|
|
"macd_hist": -8.026242908445221e-05,
|
|
"atr": 0.0023638171429734797,
|
|
"adx": 55.87468587311063
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-07-04 01:30:00",
|
|
"exit_time": "2024-07-04 01:45:00",
|
|
"entry_price": 0.460054,
|
|
"exit_price": 0.450732,
|
|
"quantity": 8897.4,
|
|
"sl": 0.46355,
|
|
"tp": 0.450732,
|
|
"gross_pnl": 82.937535,
|
|
"entry_fee": 1.637314,
|
|
"exit_fee": 1.604139,
|
|
"net_pnl": 79.696082,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.595329556138626,
|
|
"macd_hist": -0.00022715148296323807,
|
|
"atr": 0.0023303868245048856,
|
|
"adx": 35.11074783148305
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-07-04 02:00:00",
|
|
"exit_time": "2024-07-04 07:45:00",
|
|
"entry_price": 0.455246,
|
|
"exit_price": 0.454255,
|
|
"quantity": 9868.5,
|
|
"sl": 0.449522,
|
|
"tp": 0.470507,
|
|
"gross_pnl": -9.77919,
|
|
"entry_fee": 1.797036,
|
|
"exit_fee": 1.793124,
|
|
"net_pnl": -13.369351,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 23.6739827017424,
|
|
"macd_hist": -0.0011505379665372067,
|
|
"atr": 0.003815486598680227,
|
|
"adx": 40.700379377218894
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-07-04 07:45:00",
|
|
"exit_time": "2024-07-04 09:00:00",
|
|
"entry_price": 0.454255,
|
|
"exit_price": 0.450345,
|
|
"quantity": 9740.9,
|
|
"sl": 0.45761,
|
|
"tp": 0.445306,
|
|
"gross_pnl": 38.082438,
|
|
"entry_fee": 1.769939,
|
|
"exit_fee": 1.754706,
|
|
"net_pnl": 34.557792,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 33.006505136265666,
|
|
"macd_hist": -0.00010398361708049519,
|
|
"atr": 0.002237256458486821,
|
|
"adx": 53.778781916237826
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-07-04 09:00:00",
|
|
"exit_time": "2024-07-04 12:45:00",
|
|
"entry_price": 0.450345,
|
|
"exit_price": 0.446555,
|
|
"quantity": 10211.2,
|
|
"sl": 0.446286,
|
|
"tp": 0.461168,
|
|
"gross_pnl": -38.697283,
|
|
"entry_fee": 1.839425,
|
|
"exit_fee": 1.823946,
|
|
"net_pnl": -42.360654,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 27.371042958589918,
|
|
"macd_hist": -0.00042826397188264675,
|
|
"atr": 0.0027057702189581517,
|
|
"adx": 61.478270351672215
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-07-04 12:45:00",
|
|
"exit_time": "2024-07-04 18:15:00",
|
|
"entry_price": 0.446555,
|
|
"exit_price": 0.436457,
|
|
"quantity": 9821.5,
|
|
"sl": 0.450342,
|
|
"tp": 0.436457,
|
|
"gross_pnl": 99.183295,
|
|
"entry_fee": 1.754337,
|
|
"exit_fee": 1.714664,
|
|
"net_pnl": 95.714294,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 30.489617919092165,
|
|
"macd_hist": -4.498234515933823e-05,
|
|
"atr": 0.002524647338749928,
|
|
"adx": 54.27274226492435
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-07-05 00:15:00",
|
|
"exit_time": "2024-07-05 00:30:00",
|
|
"entry_price": 0.428443,
|
|
"exit_price": 0.423402,
|
|
"quantity": 11355.9,
|
|
"sl": 0.423402,
|
|
"tp": 0.441885,
|
|
"gross_pnl": -57.241459,
|
|
"entry_fee": 1.946142,
|
|
"exit_fee": 1.923245,
|
|
"net_pnl": -61.110846,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 23.517093170126863,
|
|
"macd_hist": -0.0017713683462980624,
|
|
"atr": 0.003360453404026037,
|
|
"adx": 31.710492542467836
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-09-23 00:00:00",
|
|
"exit_time": "2024-09-23 00:30:00",
|
|
"entry_price": 0.581642,
|
|
"exit_price": 0.586007,
|
|
"quantity": 8595.5,
|
|
"sl": 0.586007,
|
|
"tp": 0.570001,
|
|
"gross_pnl": -37.523314,
|
|
"entry_fee": 1.999801,
|
|
"exit_fee": 2.01481,
|
|
"net_pnl": -41.537925,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.84444798235739,
|
|
"macd_hist": -0.0002192118027973494,
|
|
"atr": 0.0029103068847783115,
|
|
"adx": 26.778951587798336
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-09-26 15:30:00",
|
|
"exit_time": "2024-09-26 20:15:00",
|
|
"entry_price": 0.592659,
|
|
"exit_price": 0.589433,
|
|
"quantity": 8086.9,
|
|
"sl": 0.589433,
|
|
"tp": 0.601262,
|
|
"gross_pnl": -26.088618,
|
|
"entry_fee": 1.91711,
|
|
"exit_fee": 1.906675,
|
|
"net_pnl": -29.912404,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.74389083460167,
|
|
"macd_hist": 3.833517817369836e-05,
|
|
"atr": 0.002150689637948265,
|
|
"adx": 32.40803059538277
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-09-27 02:15:00",
|
|
"exit_time": "2024-09-27 06:00:00",
|
|
"entry_price": 0.584058,
|
|
"exit_price": 0.592001,
|
|
"quantity": 7949.9,
|
|
"sl": 0.58108,
|
|
"tp": 0.592001,
|
|
"gross_pnl": 63.145896,
|
|
"entry_fee": 1.857282,
|
|
"exit_fee": 1.882541,
|
|
"net_pnl": 59.406073,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.07012651992498,
|
|
"macd_hist": -0.00048734635309268545,
|
|
"atr": 0.001985744986357164,
|
|
"adx": 25.448207741166794
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-09-28 07:30:00",
|
|
"exit_time": "2024-09-28 07:45:00",
|
|
"entry_price": 0.606861,
|
|
"exit_price": 0.602816,
|
|
"quantity": 8140.7,
|
|
"sl": 0.602816,
|
|
"tp": 0.617647,
|
|
"gross_pnl": -32.92877,
|
|
"entry_fee": 1.976108,
|
|
"exit_fee": 1.962937,
|
|
"net_pnl": -36.867815,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 82.85200040342998,
|
|
"macd_hist": 0.0011043234578293811,
|
|
"atr": 0.0026966370402808403,
|
|
"adx": 29.50978336553401
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-09-30 15:45:00",
|
|
"exit_time": "2024-09-30 23:30:00",
|
|
"entry_price": 0.617662,
|
|
"exit_price": 0.611388,
|
|
"quantity": 7699.9,
|
|
"sl": 0.611388,
|
|
"tp": 0.634391,
|
|
"gross_pnl": -48.305413,
|
|
"entry_fee": 1.902374,
|
|
"exit_fee": 1.883051,
|
|
"net_pnl": -52.090838,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.147106036547562,
|
|
"macd_hist": -0.0005706550748175564,
|
|
"atr": 0.00418234117076767,
|
|
"adx": 29.5492823585223
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-10-01 13:45:00",
|
|
"exit_time": "2024-10-01 14:30:00",
|
|
"entry_price": 0.618062,
|
|
"exit_price": 0.612527,
|
|
"quantity": 7273.4,
|
|
"sl": 0.612527,
|
|
"tp": 0.632822,
|
|
"gross_pnl": -40.257849,
|
|
"entry_fee": 1.798164,
|
|
"exit_fee": 1.782061,
|
|
"net_pnl": -43.838075,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 33.78631519476807,
|
|
"macd_hist": -0.0016775151566862869,
|
|
"atr": 0.00368996152038801,
|
|
"adx": 29.325570152476693
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-02 13:15:00",
|
|
"exit_time": "2024-10-02 13:45:00",
|
|
"entry_price": 0.579042,
|
|
"exit_price": 0.585994,
|
|
"quantity": 7383.5,
|
|
"sl": 0.585994,
|
|
"tp": 0.560504,
|
|
"gross_pnl": -51.327959,
|
|
"entry_fee": 1.710143,
|
|
"exit_fee": 1.730674,
|
|
"net_pnl": -54.768776,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.871000841817633,
|
|
"macd_hist": -0.00031676776837148875,
|
|
"atr": 0.004634474071640336,
|
|
"adx": 29.476520652376976
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-03 07:15:00",
|
|
"exit_time": "2024-10-03 08:45:00",
|
|
"entry_price": 0.528547,
|
|
"exit_price": 0.510478,
|
|
"quantity": 7570.8,
|
|
"sl": 0.535323,
|
|
"tp": 0.510478,
|
|
"gross_pnl": 136.798092,
|
|
"entry_fee": 1.60061,
|
|
"exit_fee": 1.545891,
|
|
"net_pnl": 133.651591,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 33.22821417290079,
|
|
"macd_hist": -0.00015560597765922664,
|
|
"atr": 0.004517293144658667,
|
|
"adx": 31.070279662805287
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-08 05:15:00",
|
|
"exit_time": "2024-10-08 13:45:00",
|
|
"entry_price": 0.528447,
|
|
"exit_price": 0.531511,
|
|
"quantity": 8836.7,
|
|
"sl": 0.531511,
|
|
"tp": 0.520276,
|
|
"gross_pnl": -27.077005,
|
|
"entry_fee": 1.867892,
|
|
"exit_fee": 1.878722,
|
|
"net_pnl": -30.823619,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.34212225136453,
|
|
"macd_hist": -3.0846921906570895e-05,
|
|
"atr": 0.0020427690090501333,
|
|
"adx": 38.24473950774181
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-10-09 21:00:00",
|
|
"exit_time": "2024-10-10 12:45:00",
|
|
"entry_price": 0.523552,
|
|
"exit_price": 0.532566,
|
|
"quantity": 8626.7,
|
|
"sl": 0.520172,
|
|
"tp": 0.532566,
|
|
"gross_pnl": 77.759288,
|
|
"entry_fee": 1.806612,
|
|
"exit_fee": 1.837715,
|
|
"net_pnl": 74.114961,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.454691492372636,
|
|
"macd_hist": -0.0007854580165568292,
|
|
"atr": 0.0022534482398293937,
|
|
"adx": 36.53130511718127
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-13 14:45:00",
|
|
"exit_time": "2024-10-13 17:00:00",
|
|
"entry_price": 0.528147,
|
|
"exit_price": 0.530216,
|
|
"quantity": 9251.5,
|
|
"sl": 0.530216,
|
|
"tp": 0.522631,
|
|
"gross_pnl": -19.138784,
|
|
"entry_fee": 1.954461,
|
|
"exit_fee": 1.962117,
|
|
"net_pnl": -23.055363,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.88843167709228,
|
|
"macd_hist": -0.0001630135760283223,
|
|
"atr": 0.0013791482036423013,
|
|
"adx": 47.550094533480575
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-13 18:00:00",
|
|
"exit_time": "2024-10-13 18:30:00",
|
|
"entry_price": 0.525047,
|
|
"exit_price": 0.527379,
|
|
"quantity": 9086.6,
|
|
"sl": 0.527379,
|
|
"tp": 0.51883,
|
|
"gross_pnl": -21.187547,
|
|
"entry_fee": 1.908359,
|
|
"exit_fee": 1.916834,
|
|
"net_pnl": -25.012739,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.35926176741438,
|
|
"macd_hist": -5.292246561196994e-05,
|
|
"atr": 0.0015544902422929224,
|
|
"adx": 44.325523365020985
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-10-15 12:00:00",
|
|
"exit_time": "2024-10-15 13:45:00",
|
|
"entry_price": 0.537254,
|
|
"exit_price": 0.547129,
|
|
"quantity": 8649.2,
|
|
"sl": 0.533551,
|
|
"tp": 0.547129,
|
|
"gross_pnl": 85.411723,
|
|
"entry_fee": 1.858726,
|
|
"exit_fee": 1.892891,
|
|
"net_pnl": 81.660107,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.29070307365847,
|
|
"macd_hist": -0.0008988275796488791,
|
|
"atr": 0.002468775246545926,
|
|
"adx": 34.09440900943998
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-15 15:00:00",
|
|
"exit_time": "2024-10-15 16:15:00",
|
|
"entry_price": 0.536846,
|
|
"exit_price": 0.542669,
|
|
"quantity": 9291.0,
|
|
"sl": 0.542669,
|
|
"tp": 0.521319,
|
|
"gross_pnl": -54.098414,
|
|
"entry_fee": 1.995136,
|
|
"exit_fee": 2.016775,
|
|
"net_pnl": -58.110325,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.18456557470589,
|
|
"macd_hist": -0.0001382342968513381,
|
|
"atr": 0.0038817790786693724,
|
|
"adx": 30.067214132155794
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-17 05:00:00",
|
|
"exit_time": "2024-10-17 07:15:00",
|
|
"entry_price": 0.562744,
|
|
"exit_price": 0.552734,
|
|
"quantity": 8465.0,
|
|
"sl": 0.566497,
|
|
"tp": 0.552734,
|
|
"gross_pnl": 84.728713,
|
|
"entry_fee": 1.90545,
|
|
"exit_fee": 1.871559,
|
|
"net_pnl": 80.951704,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 82.402697566711,
|
|
"macd_hist": 0.0016098816438824275,
|
|
"atr": 0.0025023246477621428,
|
|
"adx": 25.396911846891946
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-10-18 00:30:00",
|
|
"exit_time": "2024-10-18 01:45:00",
|
|
"entry_price": 0.541546,
|
|
"exit_price": 0.544815,
|
|
"quantity": 9156.9,
|
|
"sl": 0.544815,
|
|
"tp": 0.532828,
|
|
"gross_pnl": -29.935062,
|
|
"entry_fee": 1.983552,
|
|
"exit_fee": 1.995526,
|
|
"net_pnl": -33.914141,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 36.082324232763774,
|
|
"macd_hist": -6.286428097397536e-05,
|
|
"atr": 0.002179417519396399,
|
|
"adx": 32.48962700096678
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-10-19 17:00:00",
|
|
"exit_time": "2024-10-20 07:45:00",
|
|
"entry_price": 0.541654,
|
|
"exit_price": 0.539791,
|
|
"quantity": 9230.5,
|
|
"sl": 0.539791,
|
|
"tp": 0.546623,
|
|
"gross_pnl": -17.200249,
|
|
"entry_fee": 1.999895,
|
|
"exit_fee": 1.993015,
|
|
"net_pnl": -21.19316,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 34.157482568146705,
|
|
"macd_hist": -0.00026267552223536745,
|
|
"atr": 0.001242276438840268,
|
|
"adx": 29.510676281554773
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-12-22 22:00:00",
|
|
"exit_time": "2024-12-22 23:00:00",
|
|
"entry_price": 2.183882,
|
|
"exit_price": 2.215103,
|
|
"quantity": 2289.3,
|
|
"sl": 2.215103,
|
|
"tp": 2.100625,
|
|
"gross_pnl": -71.474699,
|
|
"entry_fee": 1.999824,
|
|
"exit_fee": 2.028414,
|
|
"net_pnl": -75.502937,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.56603493199918,
|
|
"macd_hist": -0.0007085494191682515,
|
|
"atr": 0.020814134966468525,
|
|
"adx": 30.689177785970664
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-12-26 08:00:00",
|
|
"exit_time": "2024-12-26 12:30:00",
|
|
"entry_price": 2.207779,
|
|
"exit_price": 2.155028,
|
|
"quantity": 2093.5,
|
|
"sl": 2.227561,
|
|
"tp": 2.155028,
|
|
"gross_pnl": 110.434804,
|
|
"entry_fee": 1.848794,
|
|
"exit_fee": 1.80462,
|
|
"net_pnl": 106.78139,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 20.847634534969806,
|
|
"macd_hist": -0.002074545106989994,
|
|
"atr": 0.013187819966660519,
|
|
"adx": 36.58781816188853
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-12-27 00:15:00",
|
|
"exit_time": "2024-12-27 01:30:00",
|
|
"entry_price": 2.148785,
|
|
"exit_price": 2.17172,
|
|
"quantity": 2309.4,
|
|
"sl": 2.17172,
|
|
"tp": 2.087625,
|
|
"gross_pnl": -52.966391,
|
|
"entry_fee": 1.984962,
|
|
"exit_fee": 2.006148,
|
|
"net_pnl": -56.957501,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 44.49281158779735,
|
|
"macd_hist": -4.593038955999582e-05,
|
|
"atr": 0.015290087232096381,
|
|
"adx": 34.4863098126016
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2024-12-29 20:00:00",
|
|
"exit_time": "2024-12-29 22:00:00",
|
|
"entry_price": 2.131187,
|
|
"exit_price": 2.097206,
|
|
"quantity": 2285.6,
|
|
"sl": 2.14393,
|
|
"tp": 2.097206,
|
|
"gross_pnl": 77.66667,
|
|
"entry_fee": 1.948416,
|
|
"exit_fee": 1.91735,
|
|
"net_pnl": 73.800904,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.953090598025184,
|
|
"macd_hist": -0.00017778944132269044,
|
|
"atr": 0.008495216823010585,
|
|
"adx": 38.96160093666712
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2024-12-31 17:30:00",
|
|
"exit_time": "2025-01-01 05:45:00",
|
|
"entry_price": 2.076308,
|
|
"exit_price": 2.142497,
|
|
"quantity": 2378.5,
|
|
"sl": 2.051487,
|
|
"tp": 2.142497,
|
|
"gross_pnl": 157.431951,
|
|
"entry_fee": 1.975399,
|
|
"exit_fee": 2.038372,
|
|
"net_pnl": 153.41818,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 34.80163971454993,
|
|
"macd_hist": -0.006660239875255734,
|
|
"atr": 0.016547398672699016,
|
|
"adx": 28.85261165636253
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-01-02 00:00:00",
|
|
"exit_time": "2025-01-02 06:15:00",
|
|
"entry_price": 2.388539,
|
|
"exit_price": 2.350402,
|
|
"quantity": 1907.1,
|
|
"sl": 2.350402,
|
|
"tp": 2.490236,
|
|
"gross_pnl": -72.730096,
|
|
"entry_fee": 1.822073,
|
|
"exit_fee": 1.792981,
|
|
"net_pnl": -76.34515,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 72.14854348123936,
|
|
"macd_hist": 0.0003992027224582438,
|
|
"atr": 0.02542432540103756,
|
|
"adx": 38.02238241981701
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-01-07 15:45:00",
|
|
"exit_time": "2025-01-07 19:30:00",
|
|
"entry_price": 2.312531,
|
|
"exit_price": 2.268357,
|
|
"quantity": 2067.5,
|
|
"sl": 2.268357,
|
|
"tp": 2.43033,
|
|
"gross_pnl": -91.331037,
|
|
"entry_fee": 1.912463,
|
|
"exit_fee": 1.875931,
|
|
"net_pnl": -95.119431,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 24.656159507574344,
|
|
"macd_hist": -0.013730874846180265,
|
|
"atr": 0.029449749992207397,
|
|
"adx": 33.13769209387363
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-01-11 11:15:00",
|
|
"exit_time": "2025-01-11 11:30:00",
|
|
"entry_price": 2.393061,
|
|
"exit_price": 2.409205,
|
|
"quantity": 2074.3,
|
|
"sl": 2.409205,
|
|
"tp": 2.35001,
|
|
"gross_pnl": -33.487198,
|
|
"entry_fee": 1.98557,
|
|
"exit_fee": 1.998965,
|
|
"net_pnl": -37.471733,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 73.18009898180135,
|
|
"macd_hist": 0.004387496267323112,
|
|
"atr": 0.01076256975755226,
|
|
"adx": 25.515221310492333
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-01-14 18:00:00",
|
|
"exit_time": "2025-01-15 01:15:00",
|
|
"entry_price": 2.688231,
|
|
"exit_price": 2.725569,
|
|
"quantity": 1846.0,
|
|
"sl": 2.725569,
|
|
"tp": 2.588664,
|
|
"gross_pnl": -68.925237,
|
|
"entry_fee": 1.98499,
|
|
"exit_fee": 2.01256,
|
|
"net_pnl": -72.922787,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 77.67336537162626,
|
|
"macd_hist": 0.010612430315527378,
|
|
"atr": 0.024891743341113107,
|
|
"adx": 30.13229172873639
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-01-16 12:15:00",
|
|
"exit_time": "2025-01-16 12:45:00",
|
|
"entry_price": 3.252375,
|
|
"exit_price": 3.323771,
|
|
"quantity": 1413.7,
|
|
"sl": 3.323771,
|
|
"tp": 3.061984,
|
|
"gross_pnl": -100.933349,
|
|
"entry_fee": 1.839153,
|
|
"exit_fee": 1.879526,
|
|
"net_pnl": -104.652028,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 75.55705035368399,
|
|
"macd_hist": 0.014204772585346848,
|
|
"atr": 0.047597721867285406,
|
|
"adx": 26.491724347604592
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-01-17 17:45:00",
|
|
"exit_time": "2025-01-17 19:00:00",
|
|
"entry_price": 3.186281,
|
|
"exit_price": 3.233159,
|
|
"quantity": 1278.8,
|
|
"sl": 3.233159,
|
|
"tp": 3.061273,
|
|
"gross_pnl": -59.947727,
|
|
"entry_fee": 1.629847,
|
|
"exit_fee": 1.653826,
|
|
"net_pnl": -63.231399,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 36.46005824098094,
|
|
"macd_hist": -0.0015153767527016637,
|
|
"atr": 0.0312520731691356,
|
|
"adx": 31.26575263535739
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-03-22 21:30:00",
|
|
"exit_time": "2025-03-23 03:30:00",
|
|
"entry_price": 2.360036,
|
|
"exit_price": 2.390838,
|
|
"quantity": 2118.8,
|
|
"sl": 2.348485,
|
|
"tp": 2.390838,
|
|
"gross_pnl": 65.263145,
|
|
"entry_fee": 2.000178,
|
|
"exit_fee": 2.026283,
|
|
"net_pnl": 61.236684,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.843681552166668,
|
|
"macd_hist": -0.002162544191465571,
|
|
"atr": 0.007700484363065412,
|
|
"adx": 25.694963192477328
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-03-26 13:45:00",
|
|
"exit_time": "2025-03-26 14:30:00",
|
|
"entry_price": 2.415342,
|
|
"exit_price": 2.399559,
|
|
"quantity": 2035.6,
|
|
"sl": 2.399559,
|
|
"tp": 2.457429,
|
|
"gross_pnl": -32.127777,
|
|
"entry_fee": 1.966668,
|
|
"exit_fee": 1.953817,
|
|
"net_pnl": -36.048261,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.927299461743615,
|
|
"macd_hist": -0.004175927274053651,
|
|
"atr": 0.010521967932285683,
|
|
"adx": 28.193491401330913
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-03-28 14:00:00",
|
|
"exit_time": "2025-03-28 23:00:00",
|
|
"entry_price": 2.182782,
|
|
"exit_price": 2.208772,
|
|
"quantity": 2277.1,
|
|
"sl": 2.208772,
|
|
"tp": 2.113475,
|
|
"gross_pnl": -59.18176,
|
|
"entry_fee": 1.988165,
|
|
"exit_fee": 2.011838,
|
|
"net_pnl": -63.181762,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 32.28769780364449,
|
|
"macd_hist": -0.0005853266624556361,
|
|
"atr": 0.01732664639688353,
|
|
"adx": 41.5267495654462
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-03-29 09:30:00",
|
|
"exit_time": "2025-03-29 13:00:00",
|
|
"entry_price": 2.091091,
|
|
"exit_price": 2.117184,
|
|
"quantity": 2300.0,
|
|
"sl": 2.117184,
|
|
"tp": 2.02151,
|
|
"gross_pnl": -60.013124,
|
|
"entry_fee": 1.923804,
|
|
"exit_fee": 1.947809,
|
|
"net_pnl": -63.884736,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.5299317993386,
|
|
"macd_hist": -0.0016272252554855211,
|
|
"atr": 0.017395108299016367,
|
|
"adx": 35.60495925685308
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-04-02 02:00:00",
|
|
"exit_time": "2025-04-02 05:45:00",
|
|
"entry_price": 2.090609,
|
|
"exit_price": 2.070463,
|
|
"quantity": 2148.2,
|
|
"sl": 2.070463,
|
|
"tp": 2.144332,
|
|
"gross_pnl": -43.278167,
|
|
"entry_fee": 1.796419,
|
|
"exit_fee": 1.779107,
|
|
"net_pnl": -46.853693,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.415272650543557,
|
|
"macd_hist": -0.0038881862305720294,
|
|
"atr": 0.013430831024751285,
|
|
"adx": 26.024817307471817
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-04-02 15:45:00",
|
|
"exit_time": "2025-04-02 20:15:00",
|
|
"entry_price": 2.171583,
|
|
"exit_price": 2.200936,
|
|
"quantity": 1959.8,
|
|
"sl": 2.200936,
|
|
"tp": 2.093307,
|
|
"gross_pnl": -57.526809,
|
|
"entry_fee": 1.702347,
|
|
"exit_fee": 1.725358,
|
|
"net_pnl": -60.954514,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.48489344108211,
|
|
"macd_hist": 0.006383101194273911,
|
|
"atr": 0.019568938595755286,
|
|
"adx": 28.119602262060774
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-04-03 12:15:00",
|
|
"exit_time": "2025-04-03 14:45:00",
|
|
"entry_price": 2.016898,
|
|
"exit_price": 1.956939,
|
|
"quantity": 1959.0,
|
|
"sl": 2.039383,
|
|
"tp": 1.956939,
|
|
"gross_pnl": 117.459957,
|
|
"entry_fee": 1.580442,
|
|
"exit_fee": 1.533458,
|
|
"net_pnl": 114.346058,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 39.0031761939588,
|
|
"macd_hist": -0.00027555783529762453,
|
|
"atr": 0.01498978519243727,
|
|
"adx": 29.63100718549373
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-04-06 07:45:00",
|
|
"exit_time": "2025-04-06 11:15:00",
|
|
"entry_price": 2.092709,
|
|
"exit_price": 2.078513,
|
|
"quantity": 2161.7,
|
|
"sl": 2.078513,
|
|
"tp": 2.130565,
|
|
"gross_pnl": -30.687238,
|
|
"entry_fee": 1.809524,
|
|
"exit_fee": 1.797249,
|
|
"net_pnl": -34.294011,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.245258786031886,
|
|
"macd_hist": -0.0038718874734419905,
|
|
"atr": 0.009463921412830475,
|
|
"adx": 33.35222458485207
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-04-06 12:45:00",
|
|
"exit_time": "2025-04-06 14:45:00",
|
|
"entry_price": 2.068593,
|
|
"exit_price": 2.08207,
|
|
"quantity": 2103.6,
|
|
"sl": 2.08207,
|
|
"tp": 2.032655,
|
|
"gross_pnl": -28.349828,
|
|
"entry_fee": 1.740597,
|
|
"exit_fee": 1.751937,
|
|
"net_pnl": -31.842362,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.44187643624886,
|
|
"macd_hist": -0.0003340793121479231,
|
|
"atr": 0.008984543305144668,
|
|
"adx": 43.8674321713198
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-04-08 12:00:00",
|
|
"exit_time": "2025-04-08 16:15:00",
|
|
"entry_price": 1.952805,
|
|
"exit_price": 1.879673,
|
|
"quantity": 2146.8,
|
|
"sl": 1.980229,
|
|
"tp": 1.879673,
|
|
"gross_pnl": 156.999882,
|
|
"entry_fee": 1.676912,
|
|
"exit_fee": 1.614112,
|
|
"net_pnl": 153.708857,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 73.41350187407278,
|
|
"macd_hist": 0.010090522420784207,
|
|
"atr": 0.01828301215814375,
|
|
"adx": 26.85765122231918
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-04-08 22:30:00",
|
|
"exit_time": "2025-04-09 07:00:00",
|
|
"entry_price": 1.791621,
|
|
"exit_price": 1.828212,
|
|
"quantity": 2768.8,
|
|
"sl": 1.828212,
|
|
"tp": 1.694043,
|
|
"gross_pnl": -101.314719,
|
|
"entry_fee": 1.984256,
|
|
"exit_fee": 2.024782,
|
|
"net_pnl": -105.323756,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 35.80869107403792,
|
|
"macd_hist": -0.00034717039282800705,
|
|
"atr": 0.024394375095955108,
|
|
"adx": 39.27079059977307
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-04-11 09:30:00",
|
|
"exit_time": "2025-04-11 13:00:00",
|
|
"entry_price": 2.013801,
|
|
"exit_price": 1.995715,
|
|
"quantity": 2202.3,
|
|
"sl": 1.995715,
|
|
"tp": 2.06203,
|
|
"gross_pnl": -39.830579,
|
|
"entry_fee": 1.773998,
|
|
"exit_fee": 1.758066,
|
|
"net_pnl": -43.362642,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 61.577008105899495,
|
|
"macd_hist": 0.00034992669366544146,
|
|
"atr": 0.012057267054504208,
|
|
"adx": 32.83129067583315
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-04-12 13:00:00",
|
|
"exit_time": "2025-04-12 13:30:00",
|
|
"entry_price": 2.085709,
|
|
"exit_price": 2.123429,
|
|
"quantity": 2022.4,
|
|
"sl": 2.071563,
|
|
"tp": 2.123429,
|
|
"gross_pnl": 76.2859,
|
|
"entry_fee": 1.687255,
|
|
"exit_fee": 1.717769,
|
|
"net_pnl": 72.880876,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.08975614304354,
|
|
"macd_hist": 0.0004691893650785872,
|
|
"atr": 0.009430120184239851,
|
|
"adx": 41.039203834939215
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-04-12 14:00:00",
|
|
"exit_time": "2025-04-12 14:30:00",
|
|
"entry_price": 2.148085,
|
|
"exit_price": 2.172992,
|
|
"quantity": 2132.9,
|
|
"sl": 2.172992,
|
|
"tp": 2.081668,
|
|
"gross_pnl": -53.123273,
|
|
"entry_fee": 1.83266,
|
|
"exit_fee": 1.85391,
|
|
"net_pnl": -56.809843,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 84.08793890162964,
|
|
"macd_hist": 0.008437194430039185,
|
|
"atr": 0.0166043956315617,
|
|
"adx": 50.92729938221619
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-04-20 07:30:00",
|
|
"exit_time": "2025-04-20 09:30:00",
|
|
"entry_price": 2.064906,
|
|
"exit_price": 2.057172,
|
|
"quantity": 2081.7,
|
|
"sl": 2.057172,
|
|
"tp": 2.085531,
|
|
"gross_pnl": -16.100666,
|
|
"entry_fee": 1.719406,
|
|
"exit_fee": 1.712966,
|
|
"net_pnl": -19.533038,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.266963159039623,
|
|
"macd_hist": -0.0018943961922317783,
|
|
"atr": 0.005156255506825988,
|
|
"adx": 28.339404648171026
|
|
},
|
|
"fold": 4
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-24 05:30:00",
|
|
"exit_time": "2025-06-24 08:00:00",
|
|
"entry_price": 2.184818,
|
|
"exit_price": 2.167742,
|
|
"quantity": 2288.7,
|
|
"sl": 2.167742,
|
|
"tp": 2.230355,
|
|
"gross_pnl": -39.082682,
|
|
"entry_fee": 2.000158,
|
|
"exit_fee": 1.984525,
|
|
"net_pnl": -43.067364,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 73.02164872104566,
|
|
"macd_hist": 0.0005479487283800086,
|
|
"atr": 0.011384244875213778,
|
|
"adx": 47.36547166014341
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-28 12:00:00",
|
|
"exit_time": "2025-06-28 12:15:00",
|
|
"entry_price": 2.19862,
|
|
"exit_price": 2.190106,
|
|
"quantity": 2176.4,
|
|
"sl": 2.190106,
|
|
"tp": 2.221324,
|
|
"gross_pnl": -18.529827,
|
|
"entry_fee": 1.91403,
|
|
"exit_fee": 1.906619,
|
|
"net_pnl": -22.350476,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 67.33044927774849,
|
|
"macd_hist": 0.0001002298530251482,
|
|
"atr": 0.005675986884972982,
|
|
"adx": 30.3281052083898
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-30 19:30:00",
|
|
"exit_time": "2025-06-30 19:45:00",
|
|
"entry_price": 2.29517,
|
|
"exit_price": 2.317366,
|
|
"quantity": 2035.8,
|
|
"sl": 2.317366,
|
|
"tp": 2.235981,
|
|
"gross_pnl": -45.186659,
|
|
"entry_fee": 1.869003,
|
|
"exit_fee": 1.887078,
|
|
"net_pnl": -48.94274,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 87.41460373938898,
|
|
"macd_hist": 0.009110137988482552,
|
|
"atr": 0.014797347142473993,
|
|
"adx": 39.20663805330044
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-01 13:00:00",
|
|
"exit_time": "2025-07-01 14:00:00",
|
|
"entry_price": 2.185781,
|
|
"exit_price": 2.19914,
|
|
"quantity": 2025.7,
|
|
"sl": 2.19914,
|
|
"tp": 2.150157,
|
|
"gross_pnl": -27.061528,
|
|
"entry_fee": 1.771095,
|
|
"exit_fee": 1.78192,
|
|
"net_pnl": -30.614543,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 34.25494593254047,
|
|
"macd_hist": -0.00014675405719808375,
|
|
"atr": 0.008906066514248343,
|
|
"adx": 38.40722178323835
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-01 14:45:00",
|
|
"exit_time": "2025-07-01 16:45:00",
|
|
"entry_price": 2.183582,
|
|
"exit_price": 2.200666,
|
|
"quantity": 1957.7,
|
|
"sl": 2.200666,
|
|
"tp": 2.138022,
|
|
"gross_pnl": -33.446776,
|
|
"entry_fee": 1.709919,
|
|
"exit_fee": 1.723298,
|
|
"net_pnl": -36.879993,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 40.2220939963487,
|
|
"macd_hist": -3.285310437756844e-05,
|
|
"atr": 0.011389820030766074,
|
|
"adx": 27.585747382512693
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-04 06:00:00",
|
|
"exit_time": "2025-07-04 08:00:00",
|
|
"entry_price": 2.232877,
|
|
"exit_price": 2.212321,
|
|
"quantity": 1831.9,
|
|
"sl": 2.242201,
|
|
"tp": 2.208013,
|
|
"gross_pnl": 37.655584,
|
|
"entry_fee": 1.636163,
|
|
"exit_fee": 1.6211,
|
|
"net_pnl": 34.398321,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.442919224174045,
|
|
"macd_hist": -0.00029321477558042104,
|
|
"atr": 0.0062159081353788895,
|
|
"adx": 33.56850119916028
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-04 08:00:00",
|
|
"exit_time": "2025-07-04 12:30:00",
|
|
"entry_price": 2.212321,
|
|
"exit_price": 2.240118,
|
|
"quantity": 1927.0,
|
|
"sl": 2.201897,
|
|
"tp": 2.240118,
|
|
"gross_pnl": 53.564835,
|
|
"entry_fee": 1.705257,
|
|
"exit_fee": 1.726683,
|
|
"net_pnl": 50.132895,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 21.965309976081716,
|
|
"macd_hist": -0.001886044986648832,
|
|
"atr": 0.006949252094970417,
|
|
"adx": 41.432310258152384
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-04 13:45:00",
|
|
"exit_time": "2025-07-05 06:00:00",
|
|
"entry_price": 2.218878,
|
|
"exit_price": 2.228992,
|
|
"quantity": 2033.9,
|
|
"sl": 2.228992,
|
|
"tp": 2.191908,
|
|
"gross_pnl": -20.570736,
|
|
"entry_fee": 1.80519,
|
|
"exit_fee": 1.813419,
|
|
"net_pnl": -24.189345,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 35.738307439788855,
|
|
"macd_hist": -0.0007373708243405827,
|
|
"atr": 0.006742624367502905,
|
|
"adx": 28.766616893316268
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-06 06:00:00",
|
|
"exit_time": "2025-07-06 06:15:00",
|
|
"entry_price": 2.227477,
|
|
"exit_price": 2.233324,
|
|
"quantity": 1971.7,
|
|
"sl": 2.233324,
|
|
"tp": 2.211886,
|
|
"gross_pnl": -11.527778,
|
|
"entry_fee": 1.756767,
|
|
"exit_fee": 1.761378,
|
|
"net_pnl": -15.045923,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.89764379074606,
|
|
"macd_hist": 0.0010104622617044608,
|
|
"atr": 0.003897745813860006,
|
|
"adx": 26.0290125755864
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-06 10:00:00",
|
|
"exit_time": "2025-07-06 10:30:00",
|
|
"entry_price": 2.263974,
|
|
"exit_price": 2.274807,
|
|
"quantity": 1906.7,
|
|
"sl": 2.274807,
|
|
"tp": 2.235085,
|
|
"gross_pnl": -20.655927,
|
|
"entry_fee": 1.726687,
|
|
"exit_fee": 1.73495,
|
|
"net_pnl": -24.117564,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 78.61127237036507,
|
|
"macd_hist": 0.0029116295821392697,
|
|
"atr": 0.007222225856292616,
|
|
"adx": 51.303708502862186
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-10 01:45:00",
|
|
"exit_time": "2025-07-10 04:00:00",
|
|
"entry_price": 2.430843,
|
|
"exit_price": 2.414566,
|
|
"quantity": 1726.6,
|
|
"sl": 2.414566,
|
|
"tp": 2.474249,
|
|
"gross_pnl": -28.104339,
|
|
"entry_fee": 1.678837,
|
|
"exit_fee": 1.667596,
|
|
"net_pnl": -31.450772,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 65.12443138491616,
|
|
"macd_hist": 0.0006749844052945679,
|
|
"atr": 0.010851514935522473,
|
|
"adx": 28.558343495169563
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-10 21:15:00",
|
|
"exit_time": "2025-07-11 00:15:00",
|
|
"entry_price": 2.535153,
|
|
"exit_price": 2.512714,
|
|
"quantity": 1593.5,
|
|
"sl": 2.512714,
|
|
"tp": 2.594993,
|
|
"gross_pnl": -35.758063,
|
|
"entry_fee": 1.615907,
|
|
"exit_fee": 1.601604,
|
|
"net_pnl": -38.975574,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 75.07103199423472,
|
|
"macd_hist": 0.00107125751100994,
|
|
"atr": 0.014959967913184562,
|
|
"adx": 39.89604207883821
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-16 14:45:00",
|
|
"exit_time": "2025-07-16 15:15:00",
|
|
"entry_price": 2.991399,
|
|
"exit_price": 2.967595,
|
|
"quantity": 1285.3,
|
|
"sl": 2.967595,
|
|
"tp": 3.054876,
|
|
"gross_pnl": -30.594912,
|
|
"entry_fee": 1.537938,
|
|
"exit_fee": 1.5257,
|
|
"net_pnl": -33.658551,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 65.82977793349926,
|
|
"macd_hist": 0.0008630455310918855,
|
|
"atr": 0.015869142024161655,
|
|
"adx": 31.646071545574497
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-18 08:30:00",
|
|
"exit_time": "2025-07-18 15:15:00",
|
|
"entry_price": 3.442144,
|
|
"exit_price": 3.378413,
|
|
"quantity": 1068.1,
|
|
"sl": 3.378413,
|
|
"tp": 3.612095,
|
|
"gross_pnl": -68.071494,
|
|
"entry_fee": 1.470622,
|
|
"exit_fee": 1.443393,
|
|
"net_pnl": -70.985508,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 32.8663234716584,
|
|
"macd_hist": -0.018254429187015375,
|
|
"atr": 0.04248759084380484,
|
|
"adx": 27.989482600196432
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-20 14:30:00",
|
|
"exit_time": "2025-07-20 16:15:00",
|
|
"entry_price": 3.538654,
|
|
"exit_price": 3.503607,
|
|
"quantity": 938.7,
|
|
"sl": 3.503607,
|
|
"tp": 3.632111,
|
|
"gross_pnl": -32.898169,
|
|
"entry_fee": 1.328694,
|
|
"exit_fee": 1.315534,
|
|
"net_pnl": -35.542397,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 65.25209278362466,
|
|
"macd_hist": 0.0008367608008480239,
|
|
"atr": 0.023364347245629465,
|
|
"adx": 29.651733787586366
|
|
},
|
|
"fold": 5
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-24 14:15:00",
|
|
"exit_time": "2025-09-24 15:30:00",
|
|
"entry_price": 2.894089,
|
|
"exit_price": 2.929027,
|
|
"quantity": 1727.8,
|
|
"sl": 2.880988,
|
|
"tp": 2.929027,
|
|
"gross_pnl": 60.365561,
|
|
"entry_fee": 2.000163,
|
|
"exit_fee": 2.024309,
|
|
"net_pnl": 56.341089,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.07824411693765,
|
|
"macd_hist": 0.0002837480377258254,
|
|
"atr": 0.008734454374096881,
|
|
"adx": 33.2168685663438
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-24 19:45:00",
|
|
"exit_time": "2025-09-24 20:00:00",
|
|
"entry_price": 2.976198,
|
|
"exit_price": 2.963004,
|
|
"quantity": 1654.8,
|
|
"sl": 2.955734,
|
|
"tp": 3.030766,
|
|
"gross_pnl": -21.833299,
|
|
"entry_fee": 1.970005,
|
|
"exit_fee": 1.961271,
|
|
"net_pnl": -25.764575,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 77.2560847835474,
|
|
"macd_hist": 0.00019635723257287532,
|
|
"atr": 0.013642083707702167,
|
|
"adx": 66.36434862645821
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-24 20:00:00",
|
|
"exit_time": "2025-09-25 01:00:00",
|
|
"entry_price": 2.963004,
|
|
"exit_price": 2.90759,
|
|
"quantity": 1675.1,
|
|
"sl": 2.983784,
|
|
"tp": 2.90759,
|
|
"gross_pnl": 92.823076,
|
|
"entry_fee": 1.985331,
|
|
"exit_fee": 1.948202,
|
|
"net_pnl": 88.889544,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.65458345014277,
|
|
"macd_hist": -7.427448073636655e-05,
|
|
"atr": 0.013853363442866294,
|
|
"adx": 67.76721204362747
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-25 12:15:00",
|
|
"exit_time": "2025-09-25 12:30:00",
|
|
"entry_price": 2.793221,
|
|
"exit_price": 2.811993,
|
|
"quantity": 1716.4,
|
|
"sl": 2.811993,
|
|
"tp": 2.743161,
|
|
"gross_pnl": -32.220652,
|
|
"entry_fee": 1.917714,
|
|
"exit_fee": 1.930602,
|
|
"net_pnl": -36.068967,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 27.256149560515382,
|
|
"macd_hist": -0.0005773233002478659,
|
|
"atr": 0.012514818420813034,
|
|
"adx": 36.7064339654661
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-25 17:15:00",
|
|
"exit_time": "2025-09-25 17:30:00",
|
|
"entry_price": 2.769777,
|
|
"exit_price": 2.742807,
|
|
"quantity": 1760.2,
|
|
"sl": 2.742807,
|
|
"tp": 2.841698,
|
|
"gross_pnl": -47.473337,
|
|
"entry_fee": 1.950145,
|
|
"exit_fee": 1.931155,
|
|
"net_pnl": -51.354637,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.610683788067163,
|
|
"macd_hist": -0.006544986366062566,
|
|
"atr": 0.017980281333413208,
|
|
"adx": 26.440069279260626
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-25 17:45:00",
|
|
"exit_time": "2025-09-26 11:00:00",
|
|
"entry_price": 2.736174,
|
|
"exit_price": 2.705528,
|
|
"quantity": 1813.6,
|
|
"sl": 2.705528,
|
|
"tp": 2.817895,
|
|
"gross_pnl": -55.578987,
|
|
"entry_fee": 1.98493,
|
|
"exit_fee": 1.962698,
|
|
"net_pnl": -59.526615,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 25.044837785243423,
|
|
"macd_hist": -0.009041987139011146,
|
|
"atr": 0.020430446659932825,
|
|
"adx": 30.966856579791155
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-28 20:45:00",
|
|
"exit_time": "2025-09-29 02:15:00",
|
|
"entry_price": 2.842084,
|
|
"exit_price": 2.872924,
|
|
"quantity": 1711.1,
|
|
"sl": 2.830519,
|
|
"tp": 2.872924,
|
|
"gross_pnl": 52.769536,
|
|
"entry_fee": 1.945236,
|
|
"exit_fee": 1.966344,
|
|
"net_pnl": 48.857956,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.49005646117895,
|
|
"macd_hist": 0.0003801310915941807,
|
|
"atr": 0.007709884911093976,
|
|
"adx": 43.71036416164099
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-30 15:00:00",
|
|
"exit_time": "2025-09-30 19:00:00",
|
|
"entry_price": 2.827017,
|
|
"exit_price": 2.844918,
|
|
"quantity": 1759.9,
|
|
"sl": 2.844918,
|
|
"tp": 2.779282,
|
|
"gross_pnl": -31.503455,
|
|
"entry_fee": 1.990107,
|
|
"exit_fee": 2.002708,
|
|
"net_pnl": -35.49627,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 35.05705452855853,
|
|
"macd_hist": -0.0002548676122483126,
|
|
"atr": 0.011933804787986942,
|
|
"adx": 29.373570191653968
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-01 09:15:00",
|
|
"exit_time": "2025-10-01 09:45:00",
|
|
"entry_price": 2.927107,
|
|
"exit_price": 2.946348,
|
|
"quantity": 1683.9,
|
|
"sl": 2.946348,
|
|
"tp": 2.875797,
|
|
"gross_pnl": -32.400221,
|
|
"entry_fee": 1.971582,
|
|
"exit_fee": 1.984542,
|
|
"net_pnl": -36.356346,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 80.49171298427291,
|
|
"macd_hist": 0.009335434136548462,
|
|
"atr": 0.012827452561969592,
|
|
"adx": 26.949561875482654
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-02 08:30:00",
|
|
"exit_time": "2025-10-02 11:45:00",
|
|
"entry_price": 2.986799,
|
|
"exit_price": 2.97124,
|
|
"quantity": 1589.7,
|
|
"sl": 2.97124,
|
|
"tp": 3.028288,
|
|
"gross_pnl": -24.733607,
|
|
"entry_fee": 1.899246,
|
|
"exit_fee": 1.889352,
|
|
"net_pnl": -28.522205,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 62.46190385503244,
|
|
"macd_hist": 8.670600711300179e-05,
|
|
"atr": 0.010372442214176469,
|
|
"adx": 30.82406684059269
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-04 14:45:00",
|
|
"exit_time": "2025-10-04 15:30:00",
|
|
"entry_price": 2.965903,
|
|
"exit_price": 2.949995,
|
|
"quantity": 1552.5,
|
|
"sl": 2.980328,
|
|
"tp": 2.927436,
|
|
"gross_pnl": 24.697807,
|
|
"entry_fee": 1.841826,
|
|
"exit_fee": 1.831947,
|
|
"net_pnl": 21.024034,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 30.774265889679018,
|
|
"macd_hist": -0.0008977725757183001,
|
|
"atr": 0.00961672250471438,
|
|
"adx": 34.571002805230385
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-04 15:30:00",
|
|
"exit_time": "2025-10-05 02:30:00",
|
|
"entry_price": 2.949995,
|
|
"exit_price": 2.993071,
|
|
"quantity": 1596.8,
|
|
"sl": 2.933842,
|
|
"tp": 2.993071,
|
|
"gross_pnl": 68.783532,
|
|
"entry_fee": 1.884221,
|
|
"exit_fee": 1.911734,
|
|
"net_pnl": 64.987577,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.796890109249013,
|
|
"macd_hist": -0.003933006166039334,
|
|
"atr": 0.010768964775093825,
|
|
"adx": 40.14601648044225
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-05 19:00:00",
|
|
"exit_time": "2025-10-06 11:15:00",
|
|
"entry_price": 2.953995,
|
|
"exit_price": 3.002472,
|
|
"quantity": 1690.3,
|
|
"sl": 2.935817,
|
|
"tp": 3.002472,
|
|
"gross_pnl": 81.939512,
|
|
"entry_fee": 1.997255,
|
|
"exit_fee": 2.030031,
|
|
"net_pnl": 77.912226,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 22.68978567945751,
|
|
"macd_hist": -0.003579814992577557,
|
|
"atr": 0.012119078271027253,
|
|
"adx": 40.35268005132035
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-07 06:15:00",
|
|
"exit_time": "2025-10-07 12:45:00",
|
|
"entry_price": 2.970703,
|
|
"exit_price": 2.984428,
|
|
"quantity": 1639.8,
|
|
"sl": 2.984428,
|
|
"tp": 2.934103,
|
|
"gross_pnl": -22.506406,
|
|
"entry_fee": 1.948543,
|
|
"exit_fee": 1.957546,
|
|
"net_pnl": -26.412496,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 36.36514777657071,
|
|
"macd_hist": -0.00010112157036563886,
|
|
"atr": 0.00915006149102373,
|
|
"adx": 26.96150579276763
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-07 14:30:00",
|
|
"exit_time": "2025-10-07 15:00:00",
|
|
"entry_price": 2.918292,
|
|
"exit_price": 2.894711,
|
|
"quantity": 1686.4,
|
|
"sl": 2.894711,
|
|
"tp": 2.981174,
|
|
"gross_pnl": -39.766947,
|
|
"entry_fee": 1.968563,
|
|
"exit_fee": 1.952656,
|
|
"net_pnl": -43.688166,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 30.060076682313365,
|
|
"macd_hist": -0.006475357368739211,
|
|
"atr": 0.015720646358489448,
|
|
"adx": 32.29090827339832
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-08 03:15:00",
|
|
"exit_time": "2025-10-08 04:30:00",
|
|
"entry_price": 2.845115,
|
|
"exit_price": 2.86137,
|
|
"quantity": 1751.5,
|
|
"sl": 2.86137,
|
|
"tp": 2.801771,
|
|
"gross_pnl": -28.469171,
|
|
"entry_fee": 1.993288,
|
|
"exit_fee": 2.004676,
|
|
"net_pnl": -32.467134,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 33.213794653506625,
|
|
"macd_hist": -0.0006662218778545467,
|
|
"atr": 0.010836110229562324,
|
|
"adx": 30.699519772993927
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-10 20:45:00",
|
|
"exit_time": "2025-10-10 21:00:00",
|
|
"entry_price": 2.49595,
|
|
"exit_price": 2.332324,
|
|
"quantity": 1967.7,
|
|
"sl": 2.55731,
|
|
"tp": 2.332324,
|
|
"gross_pnl": 321.967103,
|
|
"entry_fee": 1.964513,
|
|
"exit_fee": 1.835726,
|
|
"net_pnl": 318.166865,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 17.950089434981262,
|
|
"macd_hist": -0.010381022790605134,
|
|
"atr": 0.0409065283069771,
|
|
"adx": 56.13982003832872
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-14 03:00:00",
|
|
"exit_time": "2025-10-14 04:30:00",
|
|
"entry_price": 2.563156,
|
|
"exit_price": 2.541744,
|
|
"quantity": 1622.2,
|
|
"sl": 2.541744,
|
|
"tp": 2.620255,
|
|
"gross_pnl": -34.734751,
|
|
"entry_fee": 1.663181,
|
|
"exit_fee": 1.649287,
|
|
"net_pnl": -38.047219,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.674483031216496,
|
|
"macd_hist": -0.004503957428535771,
|
|
"atr": 0.01427475077016023,
|
|
"adx": 28.369313359103828
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-14 16:15:00",
|
|
"exit_time": "2025-10-15 08:30:00",
|
|
"entry_price": 2.508449,
|
|
"exit_price": 2.544104,
|
|
"quantity": 1723.7,
|
|
"sl": 2.544104,
|
|
"tp": 2.41337,
|
|
"gross_pnl": -61.458249,
|
|
"entry_fee": 1.729526,
|
|
"exit_fee": 1.754109,
|
|
"net_pnl": -64.941883,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 68.85343626442496,
|
|
"macd_hist": 0.010657476860447013,
|
|
"atr": 0.023769893751947626,
|
|
"adx": 39.4255156509299
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-20 11:30:00",
|
|
"exit_time": "2025-10-20 16:30:00",
|
|
"entry_price": 2.452445,
|
|
"exit_price": 2.436703,
|
|
"quantity": 1863.0,
|
|
"sl": 2.436703,
|
|
"tp": 2.494425,
|
|
"gross_pnl": -29.328388,
|
|
"entry_fee": 1.827562,
|
|
"exit_fee": 1.815831,
|
|
"net_pnl": -32.971781,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 47.67562909808142,
|
|
"macd_hist": -0.0037862637773882213,
|
|
"atr": 0.01049503953639744,
|
|
"adx": 30.885537035739386
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-21 23:30:00",
|
|
"exit_time": "2025-10-22 00:00:00",
|
|
"entry_price": 2.419142,
|
|
"exit_price": 2.432257,
|
|
"quantity": 1931.9,
|
|
"sl": 2.393709,
|
|
"tp": 2.486962,
|
|
"gross_pnl": 25.336598,
|
|
"entry_fee": 1.869416,
|
|
"exit_fee": 1.879551,
|
|
"net_pnl": 21.587631,
|
|
"close_reason": "END_OF_DATA",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.476208513505785,
|
|
"macd_hist": -0.006210705136573466,
|
|
"atr": 0.0169551042166396,
|
|
"adx": 28.138719789848572
|
|
},
|
|
"fold": 6
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-12-25 23:30:00",
|
|
"exit_time": "2025-12-26 02:15:00",
|
|
"entry_price": 1.831783,
|
|
"exit_price": 1.857641,
|
|
"quantity": 2729.9,
|
|
"sl": 1.822086,
|
|
"tp": 1.857641,
|
|
"gross_pnl": 70.590091,
|
|
"entry_fee": 2.000234,
|
|
"exit_fee": 2.02847,
|
|
"net_pnl": 66.561387,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 18.68843562723099,
|
|
"macd_hist": -0.003465762863422674,
|
|
"atr": 0.006464530874642747,
|
|
"adx": 30.22829092411884
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-12-26 15:30:00",
|
|
"exit_time": "2025-12-27 22:00:00",
|
|
"entry_price": 1.833383,
|
|
"exit_price": 1.863804,
|
|
"quantity": 2676.7,
|
|
"sl": 1.821976,
|
|
"tp": 1.863804,
|
|
"gross_pnl": 81.425758,
|
|
"entry_fee": 1.962967,
|
|
"exit_fee": 1.995537,
|
|
"net_pnl": 77.467254,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 25.955093256223023,
|
|
"macd_hist": -0.0051636691899538435,
|
|
"atr": 0.007605050807700872,
|
|
"adx": 27.027723831044153
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-29 02:15:00",
|
|
"exit_time": "2025-12-29 03:30:00",
|
|
"entry_price": 1.890811,
|
|
"exit_price": 1.901222,
|
|
"quantity": 2502.1,
|
|
"sl": 1.901222,
|
|
"tp": 1.863049,
|
|
"gross_pnl": -26.048474,
|
|
"entry_fee": 1.892399,
|
|
"exit_fee": 1.902819,
|
|
"net_pnl": -29.843692,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.31057200799756,
|
|
"macd_hist": 0.002904682758420408,
|
|
"atr": 0.006940429836312504,
|
|
"adx": 28.230904105175558
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-01 15:45:00",
|
|
"exit_time": "2026-01-01 16:15:00",
|
|
"entry_price": 1.861986,
|
|
"exit_price": 1.855307,
|
|
"quantity": 2582.2,
|
|
"sl": 1.855307,
|
|
"tp": 1.879797,
|
|
"gross_pnl": -17.246567,
|
|
"entry_fee": 1.923208,
|
|
"exit_fee": 1.91631,
|
|
"net_pnl": -21.086085,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 64.9515011671277,
|
|
"macd_hist": 8.017825296896758e-05,
|
|
"atr": 0.004452680396625609,
|
|
"adx": 29.061543249865803
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-01 23:15:00",
|
|
"exit_time": "2026-01-02 01:30:00",
|
|
"entry_price": 1.878888,
|
|
"exit_price": 1.872644,
|
|
"quantity": 2584.2,
|
|
"sl": 1.872644,
|
|
"tp": 1.895537,
|
|
"gross_pnl": -16.134688,
|
|
"entry_fee": 1.942169,
|
|
"exit_fee": 1.935715,
|
|
"net_pnl": -20.012572,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 68.72971632029694,
|
|
"macd_hist": 0.00013424156330143003,
|
|
"atr": 0.004162394030589229,
|
|
"adx": 26.89065800260644
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-02 14:30:00",
|
|
"exit_time": "2026-01-02 16:15:00",
|
|
"entry_price": 1.906991,
|
|
"exit_price": 1.93559,
|
|
"quantity": 2567.1,
|
|
"sl": 1.896266,
|
|
"tp": 1.93559,
|
|
"gross_pnl": 73.416373,
|
|
"entry_fee": 1.958174,
|
|
"exit_fee": 1.987541,
|
|
"net_pnl": 69.470657,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 68.243618769103,
|
|
"macd_hist": 0.00021763021087121363,
|
|
"atr": 0.007149738287103824,
|
|
"adx": 34.75978288472445
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-03 04:15:00",
|
|
"exit_time": "2026-01-03 05:15:00",
|
|
"entry_price": 2.053505,
|
|
"exit_price": 2.038681,
|
|
"quantity": 2306.3,
|
|
"sl": 2.038681,
|
|
"tp": 2.093036,
|
|
"gross_pnl": -34.188646,
|
|
"entry_fee": 1.8944,
|
|
"exit_fee": 1.880724,
|
|
"net_pnl": -37.96377,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.12261390890312,
|
|
"macd_hist": 0.0007206569611035839,
|
|
"atr": 0.009882682502362707,
|
|
"adx": 33.98655567683887
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2026-01-04 00:45:00",
|
|
"exit_time": "2026-01-04 03:00:00",
|
|
"entry_price": 2.041396,
|
|
"exit_price": 2.038904,
|
|
"quantity": 2365.7,
|
|
"sl": 2.052244,
|
|
"tp": 2.012468,
|
|
"gross_pnl": 5.895253,
|
|
"entry_fee": 1.931732,
|
|
"exit_fee": 1.929374,
|
|
"net_pnl": 2.034147,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 78.42031027026397,
|
|
"macd_hist": 0.002773445174521872,
|
|
"atr": 0.007231967338050755,
|
|
"adx": 25.06146716762975
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-04 03:00:00",
|
|
"exit_time": "2026-01-04 05:15:00",
|
|
"entry_price": 2.038904,
|
|
"exit_price": 2.068362,
|
|
"quantity": 2366.8,
|
|
"sl": 2.027857,
|
|
"tp": 2.068362,
|
|
"gross_pnl": 69.721247,
|
|
"entry_fee": 1.930271,
|
|
"exit_fee": 1.95816,
|
|
"net_pnl": 65.832816,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.00101725582081,
|
|
"macd_hist": 4.503977849404806e-05,
|
|
"atr": 0.007364505506906315,
|
|
"adx": 30.991168735172053
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2026-01-05 16:00:00",
|
|
"exit_time": "2026-01-05 16:45:00",
|
|
"entry_price": 2.175282,
|
|
"exit_price": 2.19407,
|
|
"quantity": 2137.0,
|
|
"sl": 2.19407,
|
|
"tp": 2.125183,
|
|
"gross_pnl": -40.148091,
|
|
"entry_fee": 1.859431,
|
|
"exit_fee": 1.875491,
|
|
"net_pnl": -43.883013,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.33651442124638,
|
|
"macd_hist": 0.005275416866763252,
|
|
"atr": 0.0125247516035141,
|
|
"adx": 26.265195686949365
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2026-01-08 00:15:00",
|
|
"exit_time": "2026-01-08 00:45:00",
|
|
"entry_price": 2.151585,
|
|
"exit_price": 2.170461,
|
|
"quantity": 2217.8,
|
|
"sl": 2.170461,
|
|
"tp": 2.101247,
|
|
"gross_pnl": -41.864524,
|
|
"entry_fee": 1.908714,
|
|
"exit_fee": 1.92546,
|
|
"net_pnl": -45.698698,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.276666347799573,
|
|
"macd_hist": -0.0006596465790511593,
|
|
"atr": 0.012584400251956765,
|
|
"adx": 32.745912121373564
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2026-01-08 12:00:00",
|
|
"exit_time": "2026-01-08 15:00:00",
|
|
"entry_price": 2.080192,
|
|
"exit_price": 2.100117,
|
|
"quantity": 2343.7,
|
|
"sl": 2.100117,
|
|
"tp": 2.027058,
|
|
"gross_pnl": -46.698434,
|
|
"entry_fee": 1.950138,
|
|
"exit_fee": 1.968818,
|
|
"net_pnl": -50.61739,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 32.2700327894867,
|
|
"macd_hist": -0.00031094837031217515,
|
|
"atr": 0.013283393540576555,
|
|
"adx": 38.84331455413332
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2026-01-12 00:30:00",
|
|
"exit_time": "2026-01-12 01:00:00",
|
|
"entry_price": 2.038496,
|
|
"exit_price": 2.055335,
|
|
"quantity": 2433.7,
|
|
"sl": 2.055335,
|
|
"tp": 1.993592,
|
|
"gross_pnl": -40.981169,
|
|
"entry_fee": 1.984435,
|
|
"exit_fee": 2.000828,
|
|
"net_pnl": -44.966432,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 30.846968396259047,
|
|
"macd_hist": -0.0007889318573150606,
|
|
"atr": 0.011226025987254529,
|
|
"adx": 34.7282486688746
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-12 08:30:00",
|
|
"exit_time": "2026-01-12 15:15:00",
|
|
"entry_price": 2.039504,
|
|
"exit_price": 2.080191,
|
|
"quantity": 2420.7,
|
|
"sl": 2.024246,
|
|
"tp": 2.080191,
|
|
"gross_pnl": 98.491691,
|
|
"entry_fee": 1.974811,
|
|
"exit_fee": 2.014208,
|
|
"net_pnl": 94.502673,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 27.845720082326512,
|
|
"macd_hist": -0.00422472084809305,
|
|
"atr": 0.010171819224215985,
|
|
"adx": 25.798010340783087
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-13 22:00:00",
|
|
"exit_time": "2026-01-14 06:00:00",
|
|
"entry_price": 2.160116,
|
|
"exit_price": 2.138083,
|
|
"quantity": 2258.5,
|
|
"sl": 2.138083,
|
|
"tp": 2.218869,
|
|
"gross_pnl": -49.760464,
|
|
"entry_fee": 1.951449,
|
|
"exit_fee": 1.931545,
|
|
"net_pnl": -53.643458,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 72.9848697065162,
|
|
"macd_hist": 0.000636766936842741,
|
|
"atr": 0.014688351920839157,
|
|
"adx": 35.17311828571225
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-15 03:30:00",
|
|
"exit_time": "2026-01-15 13:45:00",
|
|
"entry_price": 2.086109,
|
|
"exit_price": 2.129845,
|
|
"quantity": 2381.3,
|
|
"sl": 2.069707,
|
|
"tp": 2.129845,
|
|
"gross_pnl": 104.149633,
|
|
"entry_fee": 1.98706,
|
|
"exit_fee": 2.02872,
|
|
"net_pnl": 100.133853,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 21.92645525183197,
|
|
"macd_hist": -0.004071137923555767,
|
|
"atr": 0.010934115058815617,
|
|
"adx": 25.971197254534513
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2026-01-16 14:30:00",
|
|
"exit_time": "2026-01-16 15:30:00",
|
|
"entry_price": 2.056694,
|
|
"exit_price": 2.034132,
|
|
"quantity": 2320.5,
|
|
"sl": 2.065155,
|
|
"tp": 2.034132,
|
|
"gross_pnl": 52.356232,
|
|
"entry_fee": 1.909024,
|
|
"exit_fee": 1.888081,
|
|
"net_pnl": 48.559127,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 40.58807327439594,
|
|
"macd_hist": -1.3786906040920248e-05,
|
|
"atr": 0.005640619691777436,
|
|
"adx": 29.20637560550103
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-19 00:15:00",
|
|
"exit_time": "2026-01-19 16:45:00",
|
|
"entry_price": 1.932293,
|
|
"exit_price": 2.012247,
|
|
"quantity": 2399.2,
|
|
"sl": 1.90231,
|
|
"tp": 2.012247,
|
|
"gross_pnl": 191.825435,
|
|
"entry_fee": 1.854383,
|
|
"exit_fee": 1.931113,
|
|
"net_pnl": 188.039938,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 13.54901226600254,
|
|
"macd_hist": -0.01403438855925851,
|
|
"atr": 0.0199884789258432,
|
|
"adx": 39.319225558029224
|
|
},
|
|
"fold": 7
|
|
},
|
|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-20 08:45:00",
|
|
"exit_time": "2026-01-20 15:00:00",
|
|
"entry_price": 1.927493,
|
|
"exit_price": 1.911725,
|
|
"quantity": 1990.5,
|
|
"sl": 1.911725,
|
|
"tp": 1.969541,
|
|
"gross_pnl": -31.386454,
|
|
"entry_fee": 1.53467,
|
|
"exit_fee": 1.522115,
|
|
"net_pnl": -34.443239,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.163659502317238,
|
|
"macd_hist": -0.0022630153109700762,
|
|
"atr": 0.010512083710489532,
|
|
"adx": 44.76742932982954
|
|
},
|
|
"fold": 7
|
|
}
|
|
],
|
|
"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 (31.0%)"
|
|
},
|
|
{
|
|
"name": "win_rate_low",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "승률 정상 (31.0%)"
|
|
},
|
|
{
|
|
"name": "mdd_nonzero",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "MDD 정상 (97.1%)"
|
|
},
|
|
{
|
|
"name": "trade_frequency",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "월 평균 5.9건"
|
|
},
|
|
{
|
|
"name": "profit_factor_high",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "PF 정상 (0.89)"
|
|
}
|
|
]
|
|
}
|
|
} |