- 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>
3405 lines
89 KiB
JSON
3405 lines
89 KiB
JSON
{
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"mode": "walk_forward",
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"config": {
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"entry_time": "2025-10-04 04:45:00",
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"exit_time": "2025-10-04 09:00:00",
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"entry_price": 0.340294,
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|
"exit_price": 0.339614,
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|
"quantity": 3175.4,
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|
"sl": 0.339614,
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|
"tp": 0.341653,
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|
"gross_pnl": -2.158129,
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|
"entry_fee": 0.432228,
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|
"exit_fee": 0.431365,
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|
"net_pnl": -3.021722,
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|
"close_reason": "STOP_LOSS",
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|
"ml_proba": null,
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|
"indicators": {
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|
"rsi": 32.169535844617236,
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|
"macd_hist": -9.788752002438646e-05,
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"atr": 0.00045309343276911916,
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|
"adx": 20.265660573870644
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|
},
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|
"fold": 1
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|
},
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|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-04 08:45:00",
|
|
"exit_time": "2025-10-04 10:30:00",
|
|
"entry_price": 2.9997,
|
|
"exit_price": 2.987882,
|
|
"quantity": 360.6,
|
|
"sl": 2.987882,
|
|
"tp": 3.023335,
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|
"gross_pnl": -4.261373,
|
|
"entry_fee": 0.432677,
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|
"exit_fee": 0.430972,
|
|
"net_pnl": -5.125021,
|
|
"close_reason": "STOP_LOSS",
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|
"ml_proba": null,
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|
"indicators": {
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|
"rsi": 28.956061044244322,
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|
"macd_hist": -0.0021290743040946426,
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|
"atr": 0.007878300257897824,
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|
"adx": 19.288672894026686
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|
},
|
|
"fold": 1
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|
},
|
|
{
|
|
"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": 359.8,
|
|
"sl": 2.980328,
|
|
"tp": 2.937053,
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|
"gross_pnl": 5.723846,
|
|
"entry_fee": 0.426853,
|
|
"exit_fee": 0.424563,
|
|
"net_pnl": 4.87243,
|
|
"close_reason": "REVERSE_SIGNAL",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 30.774265889679018,
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|
"macd_hist": -0.0008977725757183001,
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|
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|
"adx": 34.571002805230385
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|
},
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|
"fold": 1
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|
},
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|
{
|
|
"symbol": "TRXUSDT",
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|
"side": "SHORT",
|
|
"entry_time": "2025-10-04 15:00:00",
|
|
"exit_time": "2025-10-04 21:00:00",
|
|
"entry_price": 0.339746,
|
|
"exit_price": 0.340369,
|
|
"quantity": 3138.7,
|
|
"sl": 0.340369,
|
|
"tp": 0.3385,
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|
"gross_pnl": -1.955863,
|
|
"entry_fee": 0.426544,
|
|
"exit_fee": 0.427327,
|
|
"net_pnl": -2.809734,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
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|
"indicators": {
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|
"rsi": 41.29561295244882,
|
|
"macd_hist": -1.5399469772786256e-05,
|
|
"atr": 0.00041542962747998766,
|
|
"adx": 11.067498501032281
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|
},
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|
"fold": 1
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|
},
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|
{
|
|
"symbol": "XRPUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-04 15:30:00",
|
|
"exit_time": "2025-10-05 00:00:00",
|
|
"entry_price": 2.949995,
|
|
"exit_price": 2.961704,
|
|
"quantity": 364.1,
|
|
"sl": 2.933842,
|
|
"tp": 2.982302,
|
|
"gross_pnl": 4.263185,
|
|
"entry_fee": 0.429637,
|
|
"exit_fee": 0.431343,
|
|
"net_pnl": 3.402205,
|
|
"close_reason": "END_OF_DATA",
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|
"ml_proba": null,
|
|
"indicators": {
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|
"rsi": 28.796890109249013,
|
|
"macd_hist": -0.003933006166039334,
|
|
"atr": 0.010768964775093825,
|
|
"adx": 40.14601648044225
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|
},
|
|
"fold": 1
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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",
|
|
"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 (33.1%)"
|
|
},
|
|
{
|
|
"name": "win_rate_low",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "승률 정상 (33.1%)"
|
|
},
|
|
{
|
|
"name": "mdd_nonzero",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "MDD 정상 (32.7%)"
|
|
},
|
|
{
|
|
"name": "trade_frequency",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "월 평균 136.0건"
|
|
},
|
|
{
|
|
"name": "profit_factor_high",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "PF 정상 (0.66)"
|
|
}
|
|
]
|
|
}
|
|
} |