Files
cointrader/results/xrpusdt/wf_backtest_20260322_224634.json
2026-05-04 09:03:03 +09:00

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9.6 KiB
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{
"mode": "walk_forward",
"config": {
"symbols": [
"XRPUSDT"
],
"start": null,
"end": null,
"initial_balance": 1000.0,
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},
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"folds": [
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{
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{
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{
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"exit_time": "2025-09-29 07:15:00",
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],
"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",
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"level": "FAIL",
"message": "수수료 양수 확인"
},
{
"name": "no_negative_balance",
"passed": true,
"level": "FAIL",
"message": "잔고 양수 유지"
},
{
"name": "win_rate_high",
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"message": "승률 정상 (30.0%)"
},
{
"name": "win_rate_low",
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"message": "승률 정상 (30.0%)"
},
{
"name": "mdd_nonzero",
"passed": true,
"level": "WARNING",
"message": "MDD 정상 (28.2%)"
},
{
"name": "trade_frequency",
"passed": true,
"level": "WARNING",
"message": "월 평균 10.0건"
},
{
"name": "profit_factor_high",
"passed": true,
"level": "WARNING",
"message": "PF 정상 (0.83)"
}
]
}
}