- 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>
1236 lines
32 KiB
JSON
1236 lines
32 KiB
JSON
{
|
|
"mode": "walk_forward",
|
|
"config": {
|
|
"symbols": [
|
|
"DOGEUSDT"
|
|
],
|
|
"start": null,
|
|
"end": null,
|
|
"initial_balance": 1000.0,
|
|
"leverage": 10,
|
|
"fee_pct": 0.04,
|
|
"slippage_pct": 0.01,
|
|
"use_ml": false,
|
|
"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": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"min_notional": 5.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20.0,
|
|
"volume_multiplier": 2.5,
|
|
"train_months": 3,
|
|
"test_months": 1,
|
|
"time_weight_decay": 2.0,
|
|
"negative_ratio": 5
|
|
},
|
|
"summary": {
|
|
"total_trades": 44,
|
|
"total_pnl": -209.0948,
|
|
"return_pct": -20.91,
|
|
"win_rate": 31.82,
|
|
"avg_win": 52.0783,
|
|
"avg_loss": -31.273,
|
|
"profit_factor": 0.78,
|
|
"max_drawdown_pct": 36.32,
|
|
"sharpe_ratio": -18.09,
|
|
"total_fees": 165.222,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 30,
|
|
"TAKE_PROFIT": 14
|
|
}
|
|
},
|
|
"folds": [
|
|
{
|
|
"fold": 1,
|
|
"train_period": "2025-03-05 ~ 2025-06-05",
|
|
"test_period": "2025-06-05 ~ 2025-07-05",
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 148.6709,
|
|
"return_pct": 14.87,
|
|
"win_rate": 43.75,
|
|
"avg_win": 60.1549,
|
|
"avg_loss": -30.2681,
|
|
"profit_factor": 1.55,
|
|
"max_drawdown_pct": 13.64,
|
|
"sharpe_ratio": 30.78,
|
|
"total_fees": 61.4645,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 9,
|
|
"TAKE_PROFIT": 7
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"fold": 2,
|
|
"train_period": "2025-06-05 ~ 2025-09-05",
|
|
"test_period": "2025-09-05 ~ 2025-10-05",
|
|
"summary": {
|
|
"total_trades": 14,
|
|
"total_pnl": -237.327,
|
|
"return_pct": -23.73,
|
|
"win_rate": 21.43,
|
|
"avg_win": 41.4081,
|
|
"avg_loss": -32.8683,
|
|
"profit_factor": 0.34,
|
|
"max_drawdown_pct": 27.09,
|
|
"sharpe_ratio": -80.29,
|
|
"total_fees": 51.2232,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 3,
|
|
"STOP_LOSS": 11
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"fold": 3,
|
|
"train_period": "2025-09-05 ~ 2025-12-05",
|
|
"test_period": "2025-12-05 ~ 2026-01-05",
|
|
"summary": {
|
|
"total_trades": 14,
|
|
"total_pnl": -120.4388,
|
|
"return_pct": -12.04,
|
|
"win_rate": 28.57,
|
|
"avg_win": 45.947,
|
|
"avg_loss": -30.4227,
|
|
"profit_factor": 0.6,
|
|
"max_drawdown_pct": 17.22,
|
|
"sharpe_ratio": -37.73,
|
|
"total_fees": 52.5343,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 4,
|
|
"STOP_LOSS": 10
|
|
}
|
|
}
|
|
}
|
|
],
|
|
"trades": [
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-09 09:45:00",
|
|
"exit_time": "2025-06-09 10:00:00",
|
|
"entry_price": 0.184312,
|
|
"exit_price": 0.185205,
|
|
"quantity": 27125.3,
|
|
"sl": 0.185205,
|
|
"tp": 0.182524,
|
|
"gross_pnl": -24.248006,
|
|
"entry_fee": 1.999803,
|
|
"exit_fee": 2.009502,
|
|
"net_pnl": -28.257311,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 67.34545854809373,
|
|
"macd_hist": 0.00045777683806403745,
|
|
"atr": 0.0008939258330681654,
|
|
"adx": 26.753579547378944
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-09 21:00:00",
|
|
"exit_time": "2025-06-09 21:15:00",
|
|
"entry_price": 0.190619,
|
|
"exit_price": 0.192986,
|
|
"quantity": 25439.2,
|
|
"sl": 0.189435,
|
|
"tp": 0.192986,
|
|
"gross_pnl": 60.220462,
|
|
"entry_fee": 1.939679,
|
|
"exit_fee": 1.963767,
|
|
"net_pnl": 56.317017,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.12908436029639,
|
|
"macd_hist": 0.0001357965858804996,
|
|
"atr": 0.0011836154928059083,
|
|
"adx": 22.837087647259413
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-11 07:00:00",
|
|
"exit_time": "2025-06-11 07:15:00",
|
|
"entry_price": 0.20261,
|
|
"exit_price": 0.20558,
|
|
"quantity": 24544.1,
|
|
"sl": 0.201125,
|
|
"tp": 0.20558,
|
|
"gross_pnl": 72.884176,
|
|
"entry_fee": 1.989155,
|
|
"exit_fee": 2.018308,
|
|
"net_pnl": 68.876713,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.20786414758483,
|
|
"macd_hist": 0.00025148913856622374,
|
|
"atr": 0.0014847595986241802,
|
|
"adx": 24.271752837367114
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-12 15:45:00",
|
|
"exit_time": "2025-06-12 16:00:00",
|
|
"entry_price": 0.185781,
|
|
"exit_price": 0.186912,
|
|
"quantity": 26153.4,
|
|
"sl": 0.186912,
|
|
"tp": 0.18352,
|
|
"gross_pnl": -29.576866,
|
|
"entry_fee": 1.943526,
|
|
"exit_fee": 1.955357,
|
|
"net_pnl": -33.475749,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 32.87563936239978,
|
|
"macd_hist": -6.154194236816622e-05,
|
|
"atr": 0.0011308994454790138,
|
|
"adx": 36.72844618637212
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-13 00:00:00",
|
|
"exit_time": "2025-06-13 00:30:00",
|
|
"entry_price": 0.175862,
|
|
"exit_price": 0.172419,
|
|
"quantity": 28007.0,
|
|
"sl": 0.177584,
|
|
"tp": 0.172419,
|
|
"gross_pnl": 96.448441,
|
|
"entry_fee": 1.970151,
|
|
"exit_fee": 1.931572,
|
|
"net_pnl": 92.546717,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 23.82274308710309,
|
|
"macd_hist": -0.00018936322017631762,
|
|
"atr": 0.0017218631157866595,
|
|
"adx": 49.101001050928005
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-15 08:00:00",
|
|
"exit_time": "2025-06-15 09:15:00",
|
|
"entry_price": 0.174757,
|
|
"exit_price": 0.174125,
|
|
"quantity": 27043.9,
|
|
"sl": 0.174125,
|
|
"tp": 0.176023,
|
|
"gross_pnl": -17.108141,
|
|
"entry_fee": 1.890449,
|
|
"exit_fee": 1.883606,
|
|
"net_pnl": -20.882197,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 24.780054637272638,
|
|
"macd_hist": -0.0002590315281965996,
|
|
"atr": 0.0006326062990674968,
|
|
"adx": 30.652243262468048
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-17 15:00:00",
|
|
"exit_time": "2025-06-17 15:15:00",
|
|
"entry_price": 0.169793,
|
|
"exit_price": 0.167789,
|
|
"quantity": 28180.0,
|
|
"sl": 0.170795,
|
|
"tp": 0.167789,
|
|
"gross_pnl": 56.470685,
|
|
"entry_fee": 1.913907,
|
|
"exit_fee": 1.891319,
|
|
"net_pnl": 52.665459,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 35.547832446911734,
|
|
"macd_hist": -5.0941667818399415e-05,
|
|
"atr": 0.0010019638901851717,
|
|
"adx": 33.89821436286415
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-21 13:30:00",
|
|
"exit_time": "2025-06-21 13:45:00",
|
|
"entry_price": 0.160656,
|
|
"exit_price": 0.160078,
|
|
"quantity": 28908.7,
|
|
"sl": 0.160078,
|
|
"tp": 0.161812,
|
|
"gross_pnl": -16.70269,
|
|
"entry_fee": 1.857743,
|
|
"exit_fee": 1.851062,
|
|
"net_pnl": -20.411495,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 22.048384682946725,
|
|
"macd_hist": -0.0002668374368061149,
|
|
"atr": 0.0005777738167105867,
|
|
"adx": 24.211709270591648
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-21 21:15:00",
|
|
"exit_time": "2025-06-21 21:30:00",
|
|
"entry_price": 0.154635,
|
|
"exit_price": 0.152064,
|
|
"quantity": 30454.1,
|
|
"sl": 0.15592,
|
|
"tp": 0.152064,
|
|
"gross_pnl": 78.286727,
|
|
"entry_fee": 1.883702,
|
|
"exit_fee": 1.852388,
|
|
"net_pnl": 74.550638,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 26.457816380696,
|
|
"macd_hist": -0.00012481742306554315,
|
|
"atr": 0.001285323281513888,
|
|
"adx": 37.795973656729004
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-22 20:00:00",
|
|
"exit_time": "2025-06-22 20:30:00",
|
|
"entry_price": 0.143786,
|
|
"exit_price": 0.14535,
|
|
"quantity": 31105.3,
|
|
"sl": 0.14535,
|
|
"tp": 0.140656,
|
|
"gross_pnl": -48.668516,
|
|
"entry_fee": 1.788998,
|
|
"exit_fee": 1.808465,
|
|
"net_pnl": -52.26598,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.387633464186596,
|
|
"macd_hist": -0.00012009255561493506,
|
|
"atr": 0.0015646374202498018,
|
|
"adx": 21.63381347966373
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-23 05:45:00",
|
|
"exit_time": "2025-06-23 08:30:00",
|
|
"entry_price": 0.154205,
|
|
"exit_price": 0.153342,
|
|
"quantity": 30190.8,
|
|
"sl": 0.153342,
|
|
"tp": 0.155933,
|
|
"gross_pnl": -26.076726,
|
|
"entry_fee": 1.862234,
|
|
"exit_fee": 1.851803,
|
|
"net_pnl": -29.790763,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 68.35056270975231,
|
|
"macd_hist": 4.524144395032638e-05,
|
|
"atr": 0.0008637308750963044,
|
|
"adx": 31.64341200149608
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-23 12:45:00",
|
|
"exit_time": "2025-06-23 13:00:00",
|
|
"entry_price": 0.153925,
|
|
"exit_price": 0.153155,
|
|
"quantity": 30833.1,
|
|
"sl": 0.153155,
|
|
"tp": 0.155466,
|
|
"gross_pnl": -23.754344,
|
|
"entry_fee": 1.898399,
|
|
"exit_fee": 1.888897,
|
|
"net_pnl": -27.54164,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 62.52979380834323,
|
|
"macd_hist": 0.00011955475640323946,
|
|
"atr": 0.0007704169794355038,
|
|
"adx": 22.339204658427906
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-06-24 05:30:00",
|
|
"exit_time": "2025-06-24 07:30:00",
|
|
"entry_price": 0.165817,
|
|
"exit_price": 0.164867,
|
|
"quantity": 29064.0,
|
|
"sl": 0.164867,
|
|
"tp": 0.167715,
|
|
"gross_pnl": -27.593761,
|
|
"entry_fee": 1.927717,
|
|
"exit_fee": 1.91668,
|
|
"net_pnl": -31.438158,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.91537787231637,
|
|
"macd_hist": 7.80952216130269e-05,
|
|
"atr": 0.0009494137535534953,
|
|
"adx": 33.04146955102302
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-06-30 14:45:00",
|
|
"exit_time": "2025-06-30 15:15:00",
|
|
"entry_price": 0.163204,
|
|
"exit_price": 0.164019,
|
|
"quantity": 29955.2,
|
|
"sl": 0.164019,
|
|
"tp": 0.161573,
|
|
"gross_pnl": -24.428944,
|
|
"entry_fee": 1.95552,
|
|
"exit_fee": 1.965291,
|
|
"net_pnl": -28.349755,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 34.694739395161335,
|
|
"macd_hist": -2.4481776487695294e-05,
|
|
"atr": 0.0008155159726745009,
|
|
"adx": 36.86861772419954
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-07-01 13:30:00",
|
|
"exit_time": "2025-07-01 14:00:00",
|
|
"entry_price": 0.158926,
|
|
"exit_price": 0.160291,
|
|
"quantity": 31097.7,
|
|
"sl": 0.158244,
|
|
"tp": 0.160291,
|
|
"gross_pnl": 42.439111,
|
|
"entry_fee": 1.976892,
|
|
"exit_fee": 1.993868,
|
|
"net_pnl": 38.468351,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 22.477319427427954,
|
|
"macd_hist": -9.620625262051722e-05,
|
|
"atr": 0.0006823512797731415,
|
|
"adx": 54.80815080269273
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-07-04 13:30:00",
|
|
"exit_time": "2025-07-04 14:15:00",
|
|
"entry_price": 0.165093,
|
|
"exit_price": 0.163687,
|
|
"quantity": 29539.3,
|
|
"sl": 0.165797,
|
|
"tp": 0.163687,
|
|
"gross_pnl": 41.543862,
|
|
"entry_fee": 1.950698,
|
|
"exit_fee": 1.934081,
|
|
"net_pnl": 37.659083,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.005630053291462,
|
|
"macd_hist": -2.2292129766276537e-05,
|
|
"atr": 0.0007031964563771208,
|
|
"adx": 42.184408275078944
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-06 09:00:00",
|
|
"exit_time": "2025-09-06 12:30:00",
|
|
"entry_price": 0.214459,
|
|
"exit_price": 0.213417,
|
|
"quantity": 23312.2,
|
|
"sl": 0.214979,
|
|
"tp": 0.213417,
|
|
"gross_pnl": 24.283274,
|
|
"entry_fee": 1.9998,
|
|
"exit_fee": 1.990087,
|
|
"net_pnl": 20.293386,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 27.72362652968821,
|
|
"macd_hist": -4.1870994937527064e-05,
|
|
"atr": 0.0005208275826006094,
|
|
"adx": 29.251970601813117
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-08 13:00:00",
|
|
"exit_time": "2025-09-08 13:15:00",
|
|
"entry_price": 0.239354,
|
|
"exit_price": 0.237933,
|
|
"quantity": 20806.8,
|
|
"sl": 0.237933,
|
|
"tp": 0.242196,
|
|
"gross_pnl": -29.571122,
|
|
"entry_fee": 1.992076,
|
|
"exit_fee": 1.980247,
|
|
"net_pnl": -33.543445,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 77.0407640779084,
|
|
"macd_hist": 0.00030723417797429717,
|
|
"atr": 0.0014212239323279944,
|
|
"adx": 25.511092566066164
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-09 12:00:00",
|
|
"exit_time": "2025-09-09 12:15:00",
|
|
"entry_price": 0.246265,
|
|
"exit_price": 0.249434,
|
|
"quantity": 19955.3,
|
|
"sl": 0.24468,
|
|
"tp": 0.249434,
|
|
"gross_pnl": 63.255592,
|
|
"entry_fee": 1.965714,
|
|
"exit_fee": 1.991016,
|
|
"net_pnl": 59.298862,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 74.03847788480495,
|
|
"macd_hist": 0.00025518498301992164,
|
|
"atr": 0.0015849321269105327,
|
|
"adx": 33.93033682724456
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-10 16:45:00",
|
|
"exit_time": "2025-09-10 17:15:00",
|
|
"entry_price": 0.247915,
|
|
"exit_price": 0.246237,
|
|
"quantity": 19969.6,
|
|
"sl": 0.246237,
|
|
"tp": 0.251271,
|
|
"gross_pnl": -33.513852,
|
|
"entry_fee": 1.980304,
|
|
"exit_fee": 1.966898,
|
|
"net_pnl": -37.461054,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 69.86492326260483,
|
|
"macd_hist": 0.00017047619713731908,
|
|
"atr": 0.001678243537964013,
|
|
"adx": 34.14678587193939
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-12 22:15:00",
|
|
"exit_time": "2025-09-13 00:00:00",
|
|
"entry_price": 0.275988,
|
|
"exit_price": 0.27408,
|
|
"quantity": 18116.2,
|
|
"sl": 0.27408,
|
|
"tp": 0.279803,
|
|
"gross_pnl": -34.556492,
|
|
"entry_fee": 1.999939,
|
|
"exit_fee": 1.986116,
|
|
"net_pnl": -38.542546,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 76.58805471974998,
|
|
"macd_hist": 4.664366386725985e-05,
|
|
"atr": 0.0019074911824376896,
|
|
"adx": 44.711937954746844
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-13 01:00:00",
|
|
"exit_time": "2025-09-13 01:30:00",
|
|
"entry_price": 0.281328,
|
|
"exit_price": 0.278979,
|
|
"quantity": 17065.5,
|
|
"sl": 0.278979,
|
|
"tp": 0.286025,
|
|
"gross_pnl": -40.081032,
|
|
"entry_fee": 1.920402,
|
|
"exit_fee": 1.90437,
|
|
"net_pnl": -43.905804,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 72.26742602088156,
|
|
"macd_hist": 0.0001894722972794606,
|
|
"atr": 0.0023486585313182385,
|
|
"adx": 42.35105033174157
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-19 09:45:00",
|
|
"exit_time": "2025-09-19 11:15:00",
|
|
"entry_price": 0.273413,
|
|
"exit_price": 0.270525,
|
|
"quantity": 16718.1,
|
|
"sl": 0.274856,
|
|
"tp": 0.270525,
|
|
"gross_pnl": 48.269443,
|
|
"entry_fee": 1.828376,
|
|
"exit_fee": 1.809068,
|
|
"net_pnl": 44.631999,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 36.94887723496356,
|
|
"macd_hist": -2.413666691537049e-05,
|
|
"atr": 0.0014436282597533449,
|
|
"adx": 26.02356329086619
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-19 15:00:00",
|
|
"exit_time": "2025-09-19 15:30:00",
|
|
"entry_price": 0.264754,
|
|
"exit_price": 0.266512,
|
|
"quantity": 18073.2,
|
|
"sl": 0.266512,
|
|
"tp": 0.261236,
|
|
"gross_pnl": -31.789199,
|
|
"entry_fee": 1.913977,
|
|
"exit_fee": 1.926693,
|
|
"net_pnl": -35.629869,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 21.865956632847094,
|
|
"macd_hist": -0.0003218566897059249,
|
|
"atr": 0.0017589137003899537,
|
|
"adx": 41.170460149238615
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-19 23:15:00",
|
|
"exit_time": "2025-09-19 23:45:00",
|
|
"entry_price": 0.263384,
|
|
"exit_price": 0.264529,
|
|
"quantity": 17454.6,
|
|
"sl": 0.264529,
|
|
"tp": 0.261093,
|
|
"gross_pnl": -19.987947,
|
|
"entry_fee": 1.838903,
|
|
"exit_fee": 1.846898,
|
|
"net_pnl": -23.673748,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.623434092527543,
|
|
"macd_hist": -1.5663286954113427e-05,
|
|
"atr": 0.001145139231445554,
|
|
"adx": 40.06584983656835
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-22 06:00:00",
|
|
"exit_time": "2025-09-22 13:00:00",
|
|
"entry_price": 0.238686,
|
|
"exit_price": 0.241562,
|
|
"quantity": 18726.2,
|
|
"sl": 0.241562,
|
|
"tp": 0.232935,
|
|
"gross_pnl": -53.851223,
|
|
"entry_fee": 1.787874,
|
|
"exit_fee": 1.809414,
|
|
"net_pnl": -57.448511,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 16.34153124729428,
|
|
"macd_hist": -0.00028414939720653766,
|
|
"atr": 0.0028757154782821804,
|
|
"adx": 54.56661856743755
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-24 13:30:00",
|
|
"exit_time": "2025-09-24 13:45:00",
|
|
"entry_price": 0.244504,
|
|
"exit_price": 0.243253,
|
|
"quantity": 17072.8,
|
|
"sl": 0.243253,
|
|
"tp": 0.247008,
|
|
"gross_pnl": -21.370773,
|
|
"entry_fee": 1.66975,
|
|
"exit_fee": 1.661202,
|
|
"net_pnl": -24.701725,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.2906943818606,
|
|
"macd_hist": 2.5862815475293172e-05,
|
|
"atr": 0.0012517438871727342,
|
|
"adx": 36.53568933530894
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-28 08:30:00",
|
|
"exit_time": "2025-09-28 08:45:00",
|
|
"entry_price": 0.226927,
|
|
"exit_price": 0.227746,
|
|
"quantity": 17810.5,
|
|
"sl": 0.227746,
|
|
"tp": 0.22529,
|
|
"gross_pnl": -14.584541,
|
|
"entry_fee": 1.616676,
|
|
"exit_fee": 1.622509,
|
|
"net_pnl": -17.823725,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.20269780538093,
|
|
"macd_hist": -5.853259887714007e-05,
|
|
"atr": 0.0008188731726458946,
|
|
"adx": 22.269624470340187
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-01 09:00:00",
|
|
"exit_time": "2025-10-01 09:15:00",
|
|
"entry_price": 0.242036,
|
|
"exit_price": 0.243484,
|
|
"quantity": 16297.2,
|
|
"sl": 0.243484,
|
|
"tp": 0.23914,
|
|
"gross_pnl": -23.59666,
|
|
"entry_fee": 1.577802,
|
|
"exit_fee": 1.587241,
|
|
"net_pnl": -26.761704,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 81.38828755773679,
|
|
"macd_hist": 0.0009899043942218685,
|
|
"atr": 0.0014478965877880792,
|
|
"adx": 23.670876377942864
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-10-04 15:15:00",
|
|
"exit_time": "2025-10-04 15:45:00",
|
|
"entry_price": 0.247425,
|
|
"exit_price": 0.248662,
|
|
"quantity": 15369.6,
|
|
"sl": 0.248662,
|
|
"tp": 0.244952,
|
|
"gross_pnl": -19.009229,
|
|
"entry_fee": 1.521131,
|
|
"exit_fee": 1.528735,
|
|
"net_pnl": -22.059094,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.16773615602384,
|
|
"macd_hist": -8.582094300284889e-05,
|
|
"atr": 0.0012368070043067224,
|
|
"adx": 32.76110746771211
|
|
},
|
|
"fold": 2
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-05 16:00:00",
|
|
"exit_time": "2025-12-05 16:30:00",
|
|
"entry_price": 0.140976,
|
|
"exit_price": 0.1391,
|
|
"quantity": 35463.5,
|
|
"sl": 0.141914,
|
|
"tp": 0.1391,
|
|
"gross_pnl": 66.529579,
|
|
"entry_fee": 1.9998,
|
|
"exit_fee": 1.973188,
|
|
"net_pnl": 62.556592,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 27.006810663086608,
|
|
"macd_hist": -6.804193426309074e-05,
|
|
"atr": 0.0009380007520786951,
|
|
"adx": 27.496704414120043
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-10 19:00:00",
|
|
"exit_time": "2025-12-10 20:00:00",
|
|
"entry_price": 0.147965,
|
|
"exit_price": 0.149068,
|
|
"quantity": 33230.4,
|
|
"sl": 0.149068,
|
|
"tp": 0.14576,
|
|
"gross_pnl": -36.647165,
|
|
"entry_fee": 1.966777,
|
|
"exit_fee": 1.981436,
|
|
"net_pnl": -40.595378,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 69.08474596518961,
|
|
"macd_hist": 0.00024444618170829343,
|
|
"atr": 0.0011028204610718977,
|
|
"adx": 25.335388110542468
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-11 14:45:00",
|
|
"exit_time": "2025-12-11 15:00:00",
|
|
"entry_price": 0.137106,
|
|
"exit_price": 0.137702,
|
|
"quantity": 36319.0,
|
|
"sl": 0.137702,
|
|
"tp": 0.135914,
|
|
"gross_pnl": -21.647759,
|
|
"entry_fee": 1.991825,
|
|
"exit_fee": 2.000484,
|
|
"net_pnl": -25.640069,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.48045414695715,
|
|
"macd_hist": -1.3197028545546734e-06,
|
|
"atr": 0.0005960450211185996,
|
|
"adx": 27.54410485048102
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-12-12 16:00:00",
|
|
"exit_time": "2025-12-12 16:15:00",
|
|
"entry_price": 0.135924,
|
|
"exit_price": 0.135008,
|
|
"quantity": 36434.5,
|
|
"sl": 0.135008,
|
|
"tp": 0.137754,
|
|
"gross_pnl": -33.34652,
|
|
"entry_fee": 1.980923,
|
|
"exit_fee": 1.967585,
|
|
"net_pnl": -37.295028,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 21.047744351941322,
|
|
"macd_hist": -0.0005811926109814281,
|
|
"atr": 0.0009152457279255846,
|
|
"adx": 33.592136040064716
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-14 17:00:00",
|
|
"exit_time": "2025-12-14 18:45:00",
|
|
"entry_price": 0.133937,
|
|
"exit_price": 0.134628,
|
|
"quantity": 35501.6,
|
|
"sl": 0.134628,
|
|
"tp": 0.132554,
|
|
"gross_pnl": -24.544818,
|
|
"entry_fee": 1.901986,
|
|
"exit_fee": 1.911803,
|
|
"net_pnl": -28.358606,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.236488118342884,
|
|
"macd_hist": -7.410908928065952e-05,
|
|
"atr": 0.0006913721507599538,
|
|
"adx": 57.10070430535465
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-17 14:45:00",
|
|
"exit_time": "2025-12-17 15:00:00",
|
|
"entry_price": 0.134427,
|
|
"exit_price": 0.135312,
|
|
"quantity": 34246.7,
|
|
"sl": 0.135312,
|
|
"tp": 0.132656,
|
|
"gross_pnl": -30.311962,
|
|
"entry_fee": 1.841466,
|
|
"exit_fee": 1.853591,
|
|
"net_pnl": -34.00702,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 78.91819645062768,
|
|
"macd_hist": 0.00037594271736105997,
|
|
"atr": 0.0008851060762978883,
|
|
"adx": 25.790767933896934
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-22 00:15:00",
|
|
"exit_time": "2025-12-22 02:00:00",
|
|
"entry_price": 0.132667,
|
|
"exit_price": 0.131259,
|
|
"quantity": 33350.1,
|
|
"sl": 0.133371,
|
|
"tp": 0.131259,
|
|
"gross_pnl": 46.945364,
|
|
"entry_fee": 1.76978,
|
|
"exit_fee": 1.751001,
|
|
"net_pnl": 43.424583,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 73.67296149775879,
|
|
"macd_hist": 0.0003177914539892183,
|
|
"atr": 0.000703826428670116,
|
|
"adx": 22.00377633026373
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-23 13:30:00",
|
|
"exit_time": "2025-12-23 14:00:00",
|
|
"entry_price": 0.129877,
|
|
"exit_price": 0.130386,
|
|
"quantity": 35669.9,
|
|
"sl": 0.130386,
|
|
"tp": 0.128859,
|
|
"gross_pnl": -18.155184,
|
|
"entry_fee": 1.85308,
|
|
"exit_fee": 1.860342,
|
|
"net_pnl": -21.868606,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 36.510776854433274,
|
|
"macd_hist": -2.074599389111751e-05,
|
|
"atr": 0.000508977708552182,
|
|
"adx": 25.915224810205064
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-12-25 23:30:00",
|
|
"exit_time": "2025-12-26 02:00:00",
|
|
"entry_price": 0.123402,
|
|
"exit_price": 0.124694,
|
|
"quantity": 36587.7,
|
|
"sl": 0.122756,
|
|
"tp": 0.124694,
|
|
"gross_pnl": 47.262736,
|
|
"entry_fee": 1.806003,
|
|
"exit_fee": 1.824908,
|
|
"net_pnl": 43.631825,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 21.956332463701127,
|
|
"macd_hist": -0.000385472424204334,
|
|
"atr": 0.0006458828497821451,
|
|
"adx": 30.989184860729928
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-12-29 01:30:00",
|
|
"exit_time": "2025-12-29 02:00:00",
|
|
"entry_price": 0.125557,
|
|
"exit_price": 0.126106,
|
|
"quantity": 37617.9,
|
|
"sl": 0.126106,
|
|
"tp": 0.12446,
|
|
"gross_pnl": -20.636733,
|
|
"entry_fee": 1.889283,
|
|
"exit_fee": 1.897538,
|
|
"net_pnl": -24.423553,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 70.93949088379718,
|
|
"macd_hist": 0.00021125843649452418,
|
|
"atr": 0.0005485881139353086,
|
|
"adx": 29.808703571101656
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-12-29 09:30:00",
|
|
"exit_time": "2025-12-29 09:45:00",
|
|
"entry_price": 0.124842,
|
|
"exit_price": 0.124265,
|
|
"quantity": 36787.0,
|
|
"sl": 0.124265,
|
|
"tp": 0.125998,
|
|
"gross_pnl": -21.255009,
|
|
"entry_fee": 1.837032,
|
|
"exit_fee": 1.82853,
|
|
"net_pnl": -24.920571,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 29.928315069400387,
|
|
"macd_hist": -0.0002477948827792159,
|
|
"atr": 0.0005777858720937434,
|
|
"adx": 25.21798449098985
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-01 15:30:00",
|
|
"exit_time": "2026-01-01 15:45:00",
|
|
"entry_price": 0.123192,
|
|
"exit_price": 0.124236,
|
|
"quantity": 36193.6,
|
|
"sl": 0.122671,
|
|
"tp": 0.124236,
|
|
"gross_pnl": 37.757055,
|
|
"entry_fee": 1.783509,
|
|
"exit_fee": 1.798612,
|
|
"net_pnl": 34.174933,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 81.91382400844881,
|
|
"macd_hist": 9.922714809708637e-05,
|
|
"atr": 0.0005215985022999254,
|
|
"adx": 39.562088065326265
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-02 03:30:00",
|
|
"exit_time": "2026-01-02 05:15:00",
|
|
"entry_price": 0.128343,
|
|
"exit_price": 0.127764,
|
|
"quantity": 36003.2,
|
|
"sl": 0.127764,
|
|
"tp": 0.1295,
|
|
"gross_pnl": -20.823238,
|
|
"entry_fee": 1.848301,
|
|
"exit_fee": 1.839972,
|
|
"net_pnl": -24.511511,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 76.09091369250733,
|
|
"macd_hist": 4.9930842311590165e-05,
|
|
"atr": 0.0005783718724173577,
|
|
"adx": 54.52255800580547
|
|
},
|
|
"fold": 3
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2026-01-02 22:00:00",
|
|
"exit_time": "2026-01-02 23:45:00",
|
|
"entry_price": 0.143004,
|
|
"exit_price": 0.141761,
|
|
"quantity": 31390.2,
|
|
"sl": 0.141761,
|
|
"tp": 0.145491,
|
|
"gross_pnl": -39.030838,
|
|
"entry_fee": 1.795573,
|
|
"exit_fee": 1.779961,
|
|
"net_pnl": -42.606373,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 82.24373107208923,
|
|
"macd_hist": 3.759488327717141e-05,
|
|
"atr": 0.00124340839260955,
|
|
"adx": 44.70886575835927
|
|
},
|
|
"fold": 3
|
|
}
|
|
],
|
|
"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 (31.8%)"
|
|
},
|
|
{
|
|
"name": "win_rate_low",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "승률 정상 (31.8%)"
|
|
},
|
|
{
|
|
"name": "mdd_nonzero",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "MDD 정상 (36.3%)"
|
|
},
|
|
{
|
|
"name": "trade_frequency",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "월 평균 6.4건"
|
|
},
|
|
{
|
|
"name": "profit_factor_high",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "PF 정상 (0.78)"
|
|
}
|
|
]
|
|
}
|
|
} |