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cointrader/results/solusdt/ml_comparison_20260321_195841.json
2026-05-04 09:03:03 +09:00

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{
"timestamp": "2026-03-21T19:58:41.166218",
"symbols": [
"SOLUSDT"
],
"ml_off": {
"total_trades": 346,
"total_pnl": -1287.9804,
"return_pct": -128.8,
"win_rate": 33.82,
"avg_win": 35.5174,
"avg_loss": -23.7708,
"payoff_ratio": 1.49,
"max_consecutive_losses": 11,
"profit_factor": 0.76,
"max_drawdown_pct": 176.42,
"sharpe_ratio": -20.59,
"total_fees": 940.6664,
"close_reasons": {
"STOP_LOSS": 187,
"TAKE_PROFIT": 68,
"REVERSE_SIGNAL": 91
}
},
"ml_on": {
"total_trades": 14,
"total_pnl": 80.7573,
"return_pct": 8.08,
"win_rate": 35.71,
"avg_win": 72.906,
"avg_loss": -31.5303,
"payoff_ratio": 2.31,
"max_consecutive_losses": 4,
"profit_factor": 1.28,
"max_drawdown_pct": 11.46,
"sharpe_ratio": 18.5,
"total_fees": 51.8491,
"close_reasons": {
"STOP_LOSS": 7,
"TAKE_PROFIT": 5,
"REVERSE_SIGNAL": 2
}
}
}