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cd9d379bc280f60c3eb8289e113367db0d781804
cointrader/results/combined/backtest_20260306_222611.json
21in7 cd9d379bc2 feat: implement multi-symbol dashboard with updated data handling 
- Added support for multi-symbol trading (XRP, TRX, DOGE) in the dashboard.
- Updated bot log messages to include [SYMBOL] prefix for better tracking.
- Enhanced log parser for multi-symbol state tracking and updated database schema.
- Introduced new API endpoints and UI components for symbol filtering and display.
- Added new model files and backtest results for multi-symbol strategies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-06 23:43:41 +09:00

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{
"config": {
"symbols": [
"XRPUSDT",
"TRXUSDT",
"DOGEUSDT"
],
"start": null,
"end": null,
"initial_balance": 1000.0,
"leverage": 10,
"fee_pct": 0.04,
"slippage_pct": 0.01,
"use_ml": true,
"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": 3.0,
"min_notional": 5.0
},
"summary": {
"total_trades": 15,
"total_pnl": 198.4051,
"return_pct": 19.84,
"win_rate": 53.33,
"avg_win": 32.5332,
"avg_loss": -8.8372,
"profit_factor": 4.21,
"max_drawdown_pct": 2.24,
"sharpe_ratio": 79.77,
"total_fees": 18.8564,
"close_reasons": {
"TAKE_PROFIT": 7,
"REVERSE_SIGNAL": 3,
"STOP_LOSS": 5
}
},
"trades": [
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-05-23 02:15:00+00:00",
"exit_time": "2025-05-23 04:30:00+00:00",
"entry_price": 2.470853,
"exit_price": 2.438268,
"quantity": 674.5,
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"tp": 2.438268,
"gross_pnl": 21.978348,
"entry_fee": 0.666636,
"exit_fee": 0.657845,
"net_pnl": 20.653867,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.5847,
"indicators": {
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"macd_hist": 0.004905452274126379,
"atr": 0.010861550575088958,
"adx": 21.704459542796908
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-05-30 00:45:00+00:00",
"exit_time": "2025-05-30 02:15:00+00:00",
"entry_price": 2.155015,
"exit_price": 2.207692,
"quantity": 770.0,
"sl": 2.128677,
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"entry_fee": 0.663745,
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"net_pnl": 39.217046,
"close_reason": "TAKE_PROFIT",
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"indicators": {
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}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-06-14 04:15:00+00:00",
"exit_time": "2025-06-14 08:15:00+00:00",
"entry_price": 2.164584,
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"exit_fee": 0.657507,
"net_pnl": -4.975816,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.6115,
"indicators": {
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}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-08-14 12:30:00+00:00",
"exit_time": "2025-08-14 21:30:00+00:00",
"entry_price": 3.132487,
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"quantity": 524.6,
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"exit_fee": 0.636933,
"net_pnl": 49.676261,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.8857,
"indicators": {
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"atr": 0.032386907216145205,
"adx": 38.70665879423988
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-09-01 00:15:00+00:00",
"exit_time": "2025-09-01 02:45:00+00:00",
"entry_price": 2.750075,
"exit_price": 2.73304,
"quantity": 586.2,
"sl": 2.73304,
"tp": 2.784144,
"gross_pnl": -9.985662,
"entry_fee": 0.644838,
"exit_fee": 0.640843,
"net_pnl": -11.271343,
"close_reason": "STOP_LOSS",
"ml_proba": 0.5754,
"indicators": {
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"macd_hist": -0.0054454742314916215,
"atr": 0.01135637668410908,
"adx": 32.97685850211662
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-10-05 19:00:00+00:00",
"exit_time": "2025-10-06 02:45:00+00:00",
"entry_price": 2.953995,
"exit_price": 2.990353,
"quantity": 548.6,
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"gross_pnl": 19.945579,
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"net_pnl": 18.641151,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.6037,
"indicators": {
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"adx": 40.35268005132035
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-10-10 20:45:00+00:00",
"exit_time": "2025-10-10 21:00:00+00:00",
"entry_price": 2.49595,
"exit_price": 2.373231,
"quantity": 643.9,
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"tp": 2.373231,
"gross_pnl": 79.019141,
"entry_fee": 0.642857,
"exit_fee": 0.611249,
"net_pnl": 77.765034,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.8864,
"indicators": {
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}
},
{
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"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.5683,
"indicators": {
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"adx": 39.4255156509299
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-10-27 16:00:00+00:00",
"exit_time": "2025-10-27 21:00:00+00:00",
"entry_price": 2.674233,
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"sl": 2.699397,
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"gross_pnl": 29.129941,
"entry_fee": 0.619138,
"exit_fee": 0.607486,
"net_pnl": 27.903316,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.5625,
"indicators": {
"rsi": 66.34709912155408,
"macd_hist": 0.005634259928464551,
"atr": 0.01677605457389115,
"adx": 23.34205636197947
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-11-28 01:45:00+00:00",
"exit_time": "2025-11-28 05:30:00+00:00",
"entry_price": 2.171517,
"exit_price": 2.200054,
"quantity": 699.4,
"sl": 2.157249,
"tp": 2.200054,
"gross_pnl": 19.958706,
"entry_fee": 0.607504,
"exit_fee": 0.615487,
"net_pnl": 18.735716,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.6381,
"indicators": {
"rsi": 22.942287299402874,
"macd_hist": -0.003478384036068617,
"atr": 0.009512299239799599,
"adx": 35.89384138114383
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2025-12-19 13:15:00+00:00",
"exit_time": "2025-12-19 15:15:00+00:00",
"entry_price": 1.878712,
"exit_price": 1.889911,
"quantity": 796.9,
"sl": 1.889911,
"tp": 1.856315,
"gross_pnl": -8.924064,
"entry_fee": 0.598858,
"exit_fee": 0.602428,
"net_pnl": -10.12535,
"close_reason": "STOP_LOSS",
"ml_proba": 0.5945,
"indicators": {
"rsi": 68.16547032772114,
"macd_hist": -4.5929936914913816e-05,
"atr": 0.007465649526915487,
"adx": 40.69667585881617
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2025-12-25 22:45:00+00:00",
"exit_time": "2025-12-25 23:30:00+00:00",
"entry_price": 1.844884,
"exit_price": 1.836907,
"quantity": 818.5,
"sl": 1.836907,
"tp": 1.86084,
"gross_pnl": -6.529692,
"entry_fee": 0.604015,
"exit_fee": 0.601403,
"net_pnl": -7.735111,
"close_reason": "STOP_LOSS",
"ml_proba": 0.6099,
"indicators": {
"rsi": 22.431779710524914,
"macd_hist": -0.0022220637884117073,
"atr": 0.005318421811566107,
"adx": 20.682478174103885
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2026-01-17 15:00:00+00:00",
"exit_time": "2026-01-17 15:15:00+00:00",
"entry_price": 2.074093,
"exit_price": 2.080899,
"quantity": 732.6,
"sl": 2.080899,
"tp": 2.06048,
"gross_pnl": -4.986389,
"entry_fee": 0.607792,
"exit_fee": 0.609787,
"net_pnl": -6.203967,
"close_reason": "STOP_LOSS",
"ml_proba": 0.594,
"indicators": {
"rsi": 69.16433708427633,
"macd_hist": 0.0015812464458042678,
"atr": 0.004537618137465387,
"adx": 16.189151941493567
}
},
{
"symbol": "XRPUSDT",
"side": "SHORT",
"entry_time": "2026-01-30 01:30:00+00:00",
"exit_time": "2026-01-30 02:15:00+00:00",
"entry_price": 1.743626,
"exit_price": 1.733473,
"quantity": 875.8,
"sl": 1.766432,
"tp": 1.698012,
"gross_pnl": 8.891376,
"entry_fee": 0.610827,
"exit_fee": 0.60727,
"net_pnl": 7.673278,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.6829,
"indicators": {
"rsi": 19.89605260729724,
"macd_hist": -0.003114826868995284,
"atr": 0.015204543588406344,
"adx": 20.39618087837
}
},
{
"symbol": "XRPUSDT",
"side": "LONG",
"entry_time": "2026-02-28 06:15:00+00:00",
"exit_time": "2026-02-28 06:30:00+00:00",
"entry_price": 1.331433,
"exit_price": 1.322797,
"quantity": 1141.2,
"sl": 1.322797,
"tp": 1.348705,
"gross_pnl": -9.855576,
"entry_fee": 0.607773,
"exit_fee": 0.60383,
"net_pnl": -11.067179,
"close_reason": "STOP_LOSS",
"ml_proba": 0.7416,
"indicators": {
"rsi": 22.07257216583472,
"macd_hist": -0.0019878129960472814,
"atr": 0.005757434514952236,
"adx": 36.23941502849302
}
}
],
"validation": {
"overall": "FAIL",
"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 (53.3%)"
},
{
"name": "win_rate_low",
"passed": true,
"level": "WARNING",
"message": "승률 정상 (53.3%)"
},
{
"name": "mdd_nonzero",
"passed": true,
"level": "WARNING",
"message": "MDD 정상 (2.2%)"
},
{
"name": "trade_frequency",
"passed": false,
"level": "WARNING",
"message": "월 평균 1.6건 < 5건 — 신호 생성 부족"
},
{
"name": "profit_factor_high",
"passed": true,
"level": "WARNING",
"message": "PF 정상 (4.21)"
}
]
}
}
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