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cointrader/results/dogeusdt/ml_comparison_20260321_200334.json
2026-05-04 09:03:03 +09:00

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{
"timestamp": "2026-03-21T20:03:34.650022",
"symbols": [
"DOGEUSDT"
],
"ml_off": {
"total_trades": 40,
"total_pnl": 161.0802,
"return_pct": 16.11,
"win_rate": 25.0,
"avg_win": 107.1017,
"avg_loss": -30.3312,
"payoff_ratio": 3.53,
"max_consecutive_losses": 8,
"profit_factor": 1.18,
"max_drawdown_pct": 22.19,
"sharpe_ratio": 7.08,
"total_fees": 150.4991,
"close_reasons": {
"STOP_LOSS": 25,
"REVERSE_SIGNAL": 8,
"END_OF_DATA": 1,
"TAKE_PROFIT": 6
}
},
"ml_on": {
"total_trades": 47,
"total_pnl": -285.0131,
"return_pct": -28.5,
"win_rate": 34.04,
"avg_win": 61.4296,
"avg_loss": -40.8996,
"payoff_ratio": 1.5,
"max_consecutive_losses": 7,
"profit_factor": 0.78,
"max_drawdown_pct": 40.93,
"sharpe_ratio": -21.03,
"total_fees": 176.3033,
"close_reasons": {
"STOP_LOSS": 30,
"REVERSE_SIGNAL": 6,
"TAKE_PROFIT": 11
}
}
}