- 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>
1167 lines
30 KiB
JSON
1167 lines
30 KiB
JSON
{
|
|
"mode": "walk_forward",
|
|
"config": {
|
|
"symbols": [
|
|
"TRXUSDT"
|
|
],
|
|
"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,
|
|
"train_months": 6,
|
|
"test_months": 1,
|
|
"time_weight_decay": 2.0,
|
|
"negative_ratio": 5
|
|
},
|
|
"summary": {
|
|
"total_trades": 43,
|
|
"total_pnl": -5.3529,
|
|
"return_pct": -0.54,
|
|
"win_rate": 39.53,
|
|
"avg_win": 27.1623,
|
|
"avg_loss": -17.9658,
|
|
"profit_factor": 0.99,
|
|
"max_drawdown_pct": 15.85,
|
|
"sharpe_ratio": -0.68,
|
|
"total_fees": 165.9779,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 26,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
},
|
|
"folds": [
|
|
{
|
|
"fold": 1,
|
|
"train_period": "2025-03-05 ~ 2025-09-05",
|
|
"test_period": "2025-09-05 ~ 2025-10-05",
|
|
"summary": {
|
|
"total_trades": 43,
|
|
"total_pnl": -5.3529,
|
|
"return_pct": -0.54,
|
|
"win_rate": 39.53,
|
|
"avg_win": 27.1623,
|
|
"avg_loss": -17.9658,
|
|
"profit_factor": 0.99,
|
|
"max_drawdown_pct": 15.85,
|
|
"sharpe_ratio": -0.68,
|
|
"total_fees": 165.9779,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 26,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
}
|
|
}
|
|
],
|
|
"trades": [
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-06 14:30:00",
|
|
"exit_time": "2025-09-06 14:45:00",
|
|
"entry_price": 0.329543,
|
|
"exit_price": 0.328799,
|
|
"quantity": 15174.0,
|
|
"sl": 0.328799,
|
|
"tp": 0.331031,
|
|
"gross_pnl": -11.286192,
|
|
"entry_fee": 2.000194,
|
|
"exit_fee": 1.995679,
|
|
"net_pnl": -15.282065,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 33.994022047731946,
|
|
"macd_hist": -0.00013794586576833056,
|
|
"atr": 0.0004958565837418899,
|
|
"adx": 24.77810519431023
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-06 20:45:00",
|
|
"exit_time": "2025-09-06 21:00:00",
|
|
"entry_price": 0.321678,
|
|
"exit_price": 0.318733,
|
|
"quantity": 15273.3,
|
|
"sl": 0.32315,
|
|
"tp": 0.318733,
|
|
"gross_pnl": 44.973787,
|
|
"entry_fee": 1.965233,
|
|
"exit_fee": 1.947243,
|
|
"net_pnl": 41.061311,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 14.50979679434796,
|
|
"macd_hist": -0.0001481211181555309,
|
|
"atr": 0.0009815339390825979,
|
|
"adx": 64.7935479437538
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-06 22:00:00",
|
|
"exit_time": "2025-09-06 23:15:00",
|
|
"entry_price": 0.305541,
|
|
"exit_price": 0.31406,
|
|
"quantity": 16285.3,
|
|
"sl": 0.301281,
|
|
"tp": 0.31406,
|
|
"gross_pnl": 138.742955,
|
|
"entry_fee": 1.990328,
|
|
"exit_fee": 2.045825,
|
|
"net_pnl": 134.706802,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 7.92971732591285,
|
|
"macd_hist": -0.0020195476384628087,
|
|
"atr": 0.0028398403210786296,
|
|
"adx": 72.55182590993492
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-07 13:45:00",
|
|
"exit_time": "2025-09-07 15:00:00",
|
|
"entry_price": 0.330053,
|
|
"exit_price": 0.328615,
|
|
"quantity": 14248.2,
|
|
"sl": 0.328615,
|
|
"tp": 0.332928,
|
|
"gross_pnl": -20.484349,
|
|
"entry_fee": 1.881064,
|
|
"exit_fee": 1.872871,
|
|
"net_pnl": -24.238284,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.06489964254246,
|
|
"macd_hist": 6.202564197596729e-05,
|
|
"atr": 0.00095845316228499,
|
|
"adx": 10.630404212242748
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-08 03:15:00",
|
|
"exit_time": "2025-09-08 04:00:00",
|
|
"entry_price": 0.331053,
|
|
"exit_price": 0.330092,
|
|
"quantity": 14418.0,
|
|
"sl": 0.330092,
|
|
"tp": 0.332976,
|
|
"gross_pnl": -13.860301,
|
|
"entry_fee": 1.909249,
|
|
"exit_fee": 1.903705,
|
|
"net_pnl": -17.673255,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 63.562289794957096,
|
|
"macd_hist": 3.8801275285795715e-06,
|
|
"atr": 0.0006408794845075159,
|
|
"adx": 17.182403890286807
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-08 09:15:00",
|
|
"exit_time": "2025-09-08 10:45:00",
|
|
"entry_price": 0.332173,
|
|
"exit_price": 0.333966,
|
|
"quantity": 14512.3,
|
|
"sl": 0.331277,
|
|
"tp": 0.333966,
|
|
"gross_pnl": 26.022783,
|
|
"entry_fee": 1.928239,
|
|
"exit_fee": 1.938648,
|
|
"net_pnl": 22.155896,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 65.07783460048826,
|
|
"macd_hist": 1.5209076637119471e-05,
|
|
"atr": 0.0005977178625434464,
|
|
"adx": 29.94633147610989
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-10 12:30:00",
|
|
"exit_time": "2025-09-10 14:00:00",
|
|
"entry_price": 0.338144,
|
|
"exit_price": 0.339762,
|
|
"quantity": 14110.8,
|
|
"sl": 0.337335,
|
|
"tp": 0.339762,
|
|
"gross_pnl": 22.838998,
|
|
"entry_fee": 1.908592,
|
|
"exit_fee": 1.917727,
|
|
"net_pnl": 19.012679,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 69.27306940076188,
|
|
"macd_hist": 1.761110324105758e-05,
|
|
"atr": 0.0005395157903468375,
|
|
"adx": 28.042143316321827
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-11 00:15:00",
|
|
"exit_time": "2025-09-11 02:45:00",
|
|
"entry_price": 0.339704,
|
|
"exit_price": 0.341547,
|
|
"quantity": 13912.5,
|
|
"sl": 0.338782,
|
|
"tp": 0.341547,
|
|
"gross_pnl": 25.644151,
|
|
"entry_fee": 1.890453,
|
|
"exit_fee": 1.90071,
|
|
"net_pnl": 21.852988,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 64.03284825249222,
|
|
"macd_hist": 7.110832771978853e-05,
|
|
"atr": 0.0006144151160327514,
|
|
"adx": 14.08189454921814
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-11 11:15:00",
|
|
"exit_time": "2025-09-11 12:30:00",
|
|
"entry_price": 0.346655,
|
|
"exit_price": 0.345548,
|
|
"quantity": 13468.1,
|
|
"sl": 0.345548,
|
|
"tp": 0.348868,
|
|
"gross_pnl": -14.903944,
|
|
"entry_fee": 1.867512,
|
|
"exit_fee": 1.86155,
|
|
"net_pnl": -18.633006,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 66.01456949594396,
|
|
"macd_hist": 2.3767220462547365e-05,
|
|
"atr": 0.0007377404987759649,
|
|
"adx": 66.32235125795039
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-13 05:30:00",
|
|
"exit_time": "2025-09-13 07:00:00",
|
|
"entry_price": 0.354365,
|
|
"exit_price": 0.352655,
|
|
"quantity": 13338.4,
|
|
"sl": 0.355219,
|
|
"tp": 0.352655,
|
|
"gross_pnl": 22.80404,
|
|
"entry_fee": 1.890662,
|
|
"exit_fee": 1.881541,
|
|
"net_pnl": 19.031837,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 75.09668428355302,
|
|
"macd_hist": 0.00010590971216388305,
|
|
"atr": 0.0005698844413077655,
|
|
"adx": 40.031791993546236
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-13 14:30:00",
|
|
"exit_time": "2025-09-13 15:30:00",
|
|
"entry_price": 0.350715,
|
|
"exit_price": 0.349677,
|
|
"quantity": 13340.6,
|
|
"sl": 0.349677,
|
|
"tp": 0.35279,
|
|
"gross_pnl": -13.842994,
|
|
"entry_fee": 1.8715,
|
|
"exit_fee": 1.865963,
|
|
"net_pnl": -17.580456,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 34.63001577390209,
|
|
"macd_hist": -0.00022393681559711225,
|
|
"atr": 0.000691772686477055,
|
|
"adx": 21.038961949483934
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-14 04:30:00",
|
|
"exit_time": "2025-09-14 07:45:00",
|
|
"entry_price": 0.350835,
|
|
"exit_price": 0.350005,
|
|
"quantity": 13493.3,
|
|
"sl": 0.350005,
|
|
"tp": 0.352494,
|
|
"gross_pnl": -11.195481,
|
|
"entry_fee": 1.893569,
|
|
"exit_fee": 1.889091,
|
|
"net_pnl": -14.978141,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 58.90993159772874,
|
|
"macd_hist": 3.39100793790803e-06,
|
|
"atr": 0.0005531377729341466,
|
|
"adx": 16.14965808980775
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-14 11:15:00",
|
|
"exit_time": "2025-09-14 14:15:00",
|
|
"entry_price": 0.349015,
|
|
"exit_price": 0.347416,
|
|
"quantity": 13687.5,
|
|
"sl": 0.349815,
|
|
"tp": 0.347416,
|
|
"gross_pnl": 21.886007,
|
|
"entry_fee": 1.910858,
|
|
"exit_fee": 1.902103,
|
|
"net_pnl": 18.073046,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 35.26565092840548,
|
|
"macd_hist": -2.9177824879391567e-05,
|
|
"atr": 0.000532992548167586,
|
|
"adx": 16.824796973776373
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-15 01:30:00",
|
|
"exit_time": "2025-09-15 01:45:00",
|
|
"entry_price": 0.350065,
|
|
"exit_price": 0.349064,
|
|
"quantity": 13528.5,
|
|
"sl": 0.349064,
|
|
"tp": 0.352067,
|
|
"gross_pnl": -13.541222,
|
|
"entry_fee": 1.894342,
|
|
"exit_fee": 1.888925,
|
|
"net_pnl": -17.324489,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 63.11411242326962,
|
|
"macd_hist": 7.464288052120153e-05,
|
|
"atr": 0.0006672935855756118,
|
|
"adx": 14.637303138329923
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-15 09:00:00",
|
|
"exit_time": "2025-09-15 12:45:00",
|
|
"entry_price": 0.345815,
|
|
"exit_price": 0.344434,
|
|
"quantity": 13839.1,
|
|
"sl": 0.344434,
|
|
"tp": 0.348576,
|
|
"gross_pnl": -19.106871,
|
|
"entry_fee": 1.914305,
|
|
"exit_fee": 1.906662,
|
|
"net_pnl": -22.927838,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 23.860124828832856,
|
|
"macd_hist": -0.0005683550930368718,
|
|
"atr": 0.0009204293692028705,
|
|
"adx": 33.12313666847336
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-15 13:30:00",
|
|
"exit_time": "2025-09-15 20:30:00",
|
|
"entry_price": 0.343016,
|
|
"exit_price": 0.344305,
|
|
"quantity": 14118.1,
|
|
"sl": 0.344305,
|
|
"tp": 0.340436,
|
|
"gross_pnl": -18.208425,
|
|
"entry_fee": 1.937092,
|
|
"exit_fee": 1.944375,
|
|
"net_pnl": -22.089892,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 24.49318008058986,
|
|
"macd_hist": -4.387151989106424e-05,
|
|
"atr": 0.0008598146965422376,
|
|
"adx": 49.59690019595557
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-16 03:30:00",
|
|
"exit_time": "2025-09-16 06:00:00",
|
|
"entry_price": 0.345515,
|
|
"exit_price": 0.347036,
|
|
"quantity": 14160.5,
|
|
"sl": 0.344754,
|
|
"tp": 0.347036,
|
|
"gross_pnl": 21.544467,
|
|
"entry_fee": 1.957064,
|
|
"exit_fee": 1.965681,
|
|
"net_pnl": 17.621722,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 60.87936220709982,
|
|
"macd_hist": 2.2572887400415818e-05,
|
|
"atr": 0.0005071493865568826,
|
|
"adx": 17.448905666046205
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-17 03:30:00",
|
|
"exit_time": "2025-09-17 04:45:00",
|
|
"entry_price": 0.341186,
|
|
"exit_price": 0.339275,
|
|
"quantity": 14246.0,
|
|
"sl": 0.342141,
|
|
"tp": 0.339275,
|
|
"gross_pnl": 27.222697,
|
|
"entry_fee": 1.944214,
|
|
"exit_fee": 1.933325,
|
|
"net_pnl": 23.345159,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 38.97879496154224,
|
|
"macd_hist": -4.44651844749295e-05,
|
|
"atr": 0.0006369670431587484,
|
|
"adx": 13.728916711318414
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-17 18:30:00",
|
|
"exit_time": "2025-09-17 19:00:00",
|
|
"entry_price": 0.338746,
|
|
"exit_price": 0.340091,
|
|
"quantity": 14209.0,
|
|
"sl": 0.340091,
|
|
"tp": 0.336057,
|
|
"gross_pnl": -19.102927,
|
|
"entry_fee": 1.925297,
|
|
"exit_fee": 1.932939,
|
|
"net_pnl": -22.961163,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 37.55557034989554,
|
|
"macd_hist": -4.352724034073328e-05,
|
|
"atr": 0.0008962829853945245,
|
|
"adx": 18.096121615983982
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-18 16:15:00",
|
|
"exit_time": "2025-09-18 18:15:00",
|
|
"entry_price": 0.349035,
|
|
"exit_price": 0.351547,
|
|
"quantity": 13949.0,
|
|
"sl": 0.347779,
|
|
"tp": 0.351547,
|
|
"gross_pnl": 35.038262,
|
|
"entry_fee": 1.947475,
|
|
"exit_fee": 1.96149,
|
|
"net_pnl": 31.129297,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 71.40338684709819,
|
|
"macd_hist": 2.7945430776989415e-05,
|
|
"atr": 0.0008372944810174205,
|
|
"adx": 41.403707409730266
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-19 00:45:00",
|
|
"exit_time": "2025-09-19 02:15:00",
|
|
"entry_price": 0.351935,
|
|
"exit_price": 0.350846,
|
|
"quantity": 13650.4,
|
|
"sl": 0.350846,
|
|
"tp": 0.354114,
|
|
"gross_pnl": -14.871214,
|
|
"entry_fee": 1.921622,
|
|
"exit_fee": 1.915674,
|
|
"net_pnl": -18.708511,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 64.60880551582702,
|
|
"macd_hist": 1.6046334218926218e-05,
|
|
"atr": 0.0007262895404388082,
|
|
"adx": 27.207714540281067
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-19 15:00:00",
|
|
"exit_time": "2025-09-20 04:45:00",
|
|
"entry_price": 0.344696,
|
|
"exit_price": 0.346158,
|
|
"quantity": 14069.9,
|
|
"sl": 0.346158,
|
|
"tp": 0.34177,
|
|
"gross_pnl": -20.582272,
|
|
"entry_fee": 1.939933,
|
|
"exit_fee": 1.948166,
|
|
"net_pnl": -24.47037,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 36.3929743759645,
|
|
"macd_hist": -4.9173165000631076e-05,
|
|
"atr": 0.0009752389588793218,
|
|
"adx": 20.73583082347764
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-20 15:15:00",
|
|
"exit_time": "2025-09-20 16:15:00",
|
|
"entry_price": 0.347825,
|
|
"exit_price": 0.346968,
|
|
"quantity": 14096.8,
|
|
"sl": 0.346968,
|
|
"tp": 0.349538,
|
|
"gross_pnl": -12.072587,
|
|
"entry_fee": 1.961287,
|
|
"exit_fee": 1.956458,
|
|
"net_pnl": -15.990331,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 60.29159331933619,
|
|
"macd_hist": 1.849322776062323e-05,
|
|
"atr": 0.0005709374488405929,
|
|
"adx": 17.645071851223843
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-21 08:15:00",
|
|
"exit_time": "2025-09-21 09:45:00",
|
|
"entry_price": 0.344206,
|
|
"exit_price": 0.342756,
|
|
"quantity": 14331.8,
|
|
"sl": 0.34493,
|
|
"tp": 0.342756,
|
|
"gross_pnl": 20.77876,
|
|
"entry_fee": 1.973234,
|
|
"exit_fee": 1.964923,
|
|
"net_pnl": 16.840603,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 30.782692658162308,
|
|
"macd_hist": -7.421870424645718e-05,
|
|
"atr": 0.0004832786824330342,
|
|
"adx": 31.221203425283278
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-21 12:30:00",
|
|
"exit_time": "2025-09-21 13:00:00",
|
|
"entry_price": 0.342906,
|
|
"exit_price": 0.341374,
|
|
"quantity": 14312.4,
|
|
"sl": 0.343671,
|
|
"tp": 0.341374,
|
|
"gross_pnl": 21.918456,
|
|
"entry_fee": 1.963121,
|
|
"exit_fee": 1.954354,
|
|
"net_pnl": 18.000981,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 31.79837047524819,
|
|
"macd_hist": -1.6274314601412453e-06,
|
|
"atr": 0.0005104770767141557,
|
|
"adx": 34.36396318620847
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-21 23:00:00",
|
|
"exit_time": "2025-09-22 00:15:00",
|
|
"entry_price": 0.342464,
|
|
"exit_price": 0.341779,
|
|
"quantity": 14245.5,
|
|
"sl": 0.341779,
|
|
"tp": 0.343834,
|
|
"gross_pnl": -9.759247,
|
|
"entry_fee": 1.95143,
|
|
"exit_fee": 1.947526,
|
|
"net_pnl": -13.658203,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 32.492156959618264,
|
|
"macd_hist": -0.00011844966177527712,
|
|
"atr": 0.0004567172002937059,
|
|
"adx": 30.86524355608222
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-22 06:00:00",
|
|
"exit_time": "2025-09-22 11:15:00",
|
|
"entry_price": 0.334297,
|
|
"exit_price": 0.336378,
|
|
"quantity": 14678.7,
|
|
"sl": 0.336378,
|
|
"tp": 0.330133,
|
|
"gross_pnl": -30.557053,
|
|
"entry_fee": 1.962816,
|
|
"exit_fee": 1.975038,
|
|
"net_pnl": -34.494907,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 19.554287882129668,
|
|
"macd_hist": -0.00022792604366828832,
|
|
"atr": 0.0013878183290049766,
|
|
"adx": 30.760886738521233
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-23 09:00:00",
|
|
"exit_time": "2025-09-23 10:00:00",
|
|
"entry_price": 0.341044,
|
|
"exit_price": 0.340226,
|
|
"quantity": 14559.6,
|
|
"sl": 0.340226,
|
|
"tp": 0.342681,
|
|
"gross_pnl": -11.913482,
|
|
"entry_fee": 1.986186,
|
|
"exit_fee": 1.981421,
|
|
"net_pnl": -15.881089,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 60.568797010213174,
|
|
"macd_hist": 4.5460317085828014e-05,
|
|
"atr": 0.0005455040859896886,
|
|
"adx": 20.641276471653338
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-23 11:45:00",
|
|
"exit_time": "2025-09-23 13:00:00",
|
|
"entry_price": 0.336314,
|
|
"exit_price": 0.335155,
|
|
"quantity": 14830.8,
|
|
"sl": 0.335155,
|
|
"tp": 0.338632,
|
|
"gross_pnl": -17.188371,
|
|
"entry_fee": 1.99512,
|
|
"exit_fee": 1.988245,
|
|
"net_pnl": -21.171736,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 23.471683438138488,
|
|
"macd_hist": -0.0004779274383821875,
|
|
"atr": 0.0007726430276356585,
|
|
"adx": 26.639621169248674
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-25 03:00:00",
|
|
"exit_time": "2025-09-25 03:30:00",
|
|
"entry_price": 0.336826,
|
|
"exit_price": 0.334954,
|
|
"quantity": 14675.0,
|
|
"sl": 0.337763,
|
|
"tp": 0.334954,
|
|
"gross_pnl": 27.482218,
|
|
"entry_fee": 1.97717,
|
|
"exit_fee": 1.966178,
|
|
"net_pnl": 23.53887,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 39.54851104412074,
|
|
"macd_hist": -2.4348481255806627e-05,
|
|
"atr": 0.0006242411759232479,
|
|
"adx": 22.642794856606972
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-27 03:15:00",
|
|
"exit_time": "2025-09-27 05:30:00",
|
|
"entry_price": 0.339124,
|
|
"exit_price": 0.338429,
|
|
"quantity": 14713.3,
|
|
"sl": 0.338429,
|
|
"tp": 0.340513,
|
|
"gross_pnl": -10.219641,
|
|
"entry_fee": 1.995853,
|
|
"exit_fee": 1.991765,
|
|
"net_pnl": -14.207259,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 72.93482787129011,
|
|
"macd_hist": 5.327442958292725e-06,
|
|
"atr": 0.0004630568441973846,
|
|
"adx": 24.478856028912237
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-27 08:00:00",
|
|
"exit_time": "2025-09-27 08:30:00",
|
|
"entry_price": 0.336534,
|
|
"exit_price": 0.335808,
|
|
"quantity": 14770.4,
|
|
"sl": 0.335808,
|
|
"tp": 0.337985,
|
|
"gross_pnl": -10.720717,
|
|
"entry_fee": 1.988295,
|
|
"exit_fee": 1.984006,
|
|
"net_pnl": -14.693018,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 28.90053605935814,
|
|
"macd_hist": -0.00025988593478820746,
|
|
"atr": 0.00048388294790651314,
|
|
"adx": 26.380156011508365
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-28 06:30:00",
|
|
"exit_time": "2025-09-28 07:45:00",
|
|
"entry_price": 0.335856,
|
|
"exit_price": 0.336454,
|
|
"quantity": 14548.9,
|
|
"sl": 0.336454,
|
|
"tp": 0.334661,
|
|
"gross_pnl": -8.692715,
|
|
"entry_fee": 1.954537,
|
|
"exit_fee": 1.958014,
|
|
"net_pnl": -12.605266,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 41.80973378320773,
|
|
"macd_hist": -2.2785641016468333e-05,
|
|
"atr": 0.000398321773769093,
|
|
"adx": 17.95408357283175
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-28 16:00:00",
|
|
"exit_time": "2025-09-28 17:15:00",
|
|
"entry_price": 0.335766,
|
|
"exit_price": 0.334697,
|
|
"quantity": 14336.0,
|
|
"sl": 0.336301,
|
|
"tp": 0.334697,
|
|
"gross_pnl": 15.333777,
|
|
"entry_fee": 1.925419,
|
|
"exit_fee": 1.919285,
|
|
"net_pnl": 11.489072,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 45.8072076850126,
|
|
"macd_hist": -2.3373665999799277e-06,
|
|
"atr": 0.00035653312926641655,
|
|
"adx": 15.354322137862225
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-28 22:00:00",
|
|
"exit_time": "2025-09-28 22:45:00",
|
|
"entry_price": 0.335076,
|
|
"exit_price": 0.335771,
|
|
"quantity": 14508.2,
|
|
"sl": 0.335771,
|
|
"tp": 0.333687,
|
|
"gross_pnl": -10.078464,
|
|
"entry_fee": 1.944543,
|
|
"exit_fee": 1.948574,
|
|
"net_pnl": -13.971581,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 56.33891387715834,
|
|
"macd_hist": 0.00011903398805174567,
|
|
"atr": 0.00046311577716013193,
|
|
"adx": 25.525161179259623
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-29 10:00:00",
|
|
"exit_time": "2025-09-29 13:30:00",
|
|
"entry_price": 0.332323,
|
|
"exit_price": 0.333656,
|
|
"quantity": 14391.8,
|
|
"sl": 0.331657,
|
|
"tp": 0.333656,
|
|
"gross_pnl": 19.175727,
|
|
"entry_fee": 1.913092,
|
|
"exit_fee": 1.920762,
|
|
"net_pnl": 15.341873,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 19.362378267287347,
|
|
"macd_hist": -0.0002291318308186226,
|
|
"atr": 0.00044413546950098455,
|
|
"adx": 29.645494050123773
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-09-30 03:30:00",
|
|
"exit_time": "2025-09-30 05:00:00",
|
|
"entry_price": 0.337134,
|
|
"exit_price": 0.336334,
|
|
"quantity": 14385.6,
|
|
"sl": 0.336334,
|
|
"tp": 0.338733,
|
|
"gross_pnl": -11.501355,
|
|
"entry_fee": 1.939948,
|
|
"exit_fee": 1.935348,
|
|
"net_pnl": -15.376651,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 58.81934618554273,
|
|
"macd_hist": 9.633358724452359e-06,
|
|
"atr": 0.0005330031631932522,
|
|
"adx": 34.07177915564808
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "SHORT",
|
|
"entry_time": "2025-09-30 20:00:00",
|
|
"exit_time": "2025-09-30 20:15:00",
|
|
"entry_price": 0.331357,
|
|
"exit_price": 0.332213,
|
|
"quantity": 14372.2,
|
|
"sl": 0.332213,
|
|
"tp": 0.329644,
|
|
"gross_pnl": -12.310225,
|
|
"entry_fee": 1.904931,
|
|
"exit_fee": 1.909855,
|
|
"net_pnl": -16.12501,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 25.4090993098907,
|
|
"macd_hist": -1.4151540738111955e-05,
|
|
"atr": 0.000571020195764105,
|
|
"adx": 19.700415035827632
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-01 08:15:00",
|
|
"exit_time": "2025-10-01 08:45:00",
|
|
"entry_price": 0.335354,
|
|
"exit_price": 0.336785,
|
|
"quantity": 13935.0,
|
|
"sl": 0.334638,
|
|
"tp": 0.336785,
|
|
"gross_pnl": 19.950766,
|
|
"entry_fee": 1.869261,
|
|
"exit_fee": 1.877241,
|
|
"net_pnl": 16.204264,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 70.24789531394917,
|
|
"macd_hist": 4.729285330987371e-05,
|
|
"atr": 0.0004772339591884286,
|
|
"adx": 31.542285567700812
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-01 19:00:00",
|
|
"exit_time": "2025-10-01 21:15:00",
|
|
"entry_price": 0.341974,
|
|
"exit_price": 0.341042,
|
|
"quantity": 13874.8,
|
|
"sl": 0.341042,
|
|
"tp": 0.343838,
|
|
"gross_pnl": -12.929116,
|
|
"entry_fee": 1.897929,
|
|
"exit_fee": 1.892758,
|
|
"net_pnl": -16.719803,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 76.06847526815638,
|
|
"macd_hist": 3.237635522957349e-05,
|
|
"atr": 0.0006212277529587025,
|
|
"adx": 53.05324103332296
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-03 02:00:00",
|
|
"exit_time": "2025-10-03 03:00:00",
|
|
"entry_price": 0.342994,
|
|
"exit_price": 0.34418,
|
|
"quantity": 13562.1,
|
|
"sl": 0.342401,
|
|
"tp": 0.34418,
|
|
"gross_pnl": 16.080105,
|
|
"entry_fee": 1.860689,
|
|
"exit_fee": 1.867121,
|
|
"net_pnl": 12.352295,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 59.55997695129983,
|
|
"macd_hist": 2.8596147433689367e-05,
|
|
"atr": 0.0003952216110947015,
|
|
"adx": 14.0742271275555
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"side": "LONG",
|
|
"entry_time": "2025-10-04 04:45:00",
|
|
"exit_time": "2025-10-04 09:00:00",
|
|
"entry_price": 0.340294,
|
|
"exit_price": 0.339614,
|
|
"quantity": 13823.9,
|
|
"sl": 0.339614,
|
|
"tp": 0.341653,
|
|
"gross_pnl": -9.395277,
|
|
"entry_fee": 1.881676,
|
|
"exit_fee": 1.877918,
|
|
"net_pnl": -13.154872,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 32.169535844617236,
|
|
"macd_hist": -9.788752002438646e-05,
|
|
"atr": 0.00045309343276911916,
|
|
"adx": 20.265660573870644
|
|
},
|
|
"fold": 1
|
|
},
|
|
{
|
|
"symbol": "TRXUSDT",
|
|
"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": 13622.1,
|
|
"sl": 0.340369,
|
|
"tp": 0.3385,
|
|
"gross_pnl": -8.488536,
|
|
"entry_fee": 1.851222,
|
|
"exit_fee": 1.854617,
|
|
"net_pnl": -12.194375,
|
|
"close_reason": "STOP_LOSS",
|
|
"ml_proba": null,
|
|
"indicators": {
|
|
"rsi": 41.29561295244882,
|
|
"macd_hist": -1.5399469772786256e-05,
|
|
"atr": 0.00041542962747998766,
|
|
"adx": 11.067498501032281
|
|
},
|
|
"fold": 1
|
|
}
|
|
],
|
|
"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 (39.5%)"
|
|
},
|
|
{
|
|
"name": "win_rate_low",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "승률 정상 (39.5%)"
|
|
},
|
|
{
|
|
"name": "mdd_nonzero",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "MDD 정상 (15.8%)"
|
|
},
|
|
{
|
|
"name": "trade_frequency",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "월 평균 43.0건"
|
|
},
|
|
{
|
|
"name": "profit_factor_high",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "PF 정상 (0.99)"
|
|
}
|
|
]
|
|
}
|
|
} |