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cd9d379bc280f60c3eb8289e113367db0d781804
cointrader/results/xrpusdt/backtest_20260306_222244.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"
],
"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": 539.9409,
"return_pct": 53.99,
"win_rate": 53.33,
"avg_win": 84.5208,
"avg_loss": -19.4607,
"profit_factor": 4.96,
"max_drawdown_pct": 3.57,
"sharpe_ratio": 83.64,
"total_fees": 45.0812,
"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": 2023.4,
"sl": 2.487145,
"tp": 2.438268,
"gross_pnl": 65.931784,
"entry_fee": 1.999809,
"exit_fee": 1.973437,
"net_pnl": 61.958538,
"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": 2282.6,
"sl": 2.128677,
"tp": 2.207692,
"gross_pnl": 120.238948,
"entry_fee": 1.967615,
"exit_fee": 2.015711,
"net_pnl": 116.255622,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.7602,
"indicators": {
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"adx": 31.17699185815243
}
},
{
"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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"tp": 2.142349,
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"entry_fee": 1.857213,
"exit_fee": 1.86136,
"net_pnl": -14.086215,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.6115,
"indicators": {
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"atr": 0.007411409293121909,
"adx": 20.278562659091943
}
},
{
"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,
"exit_price": 3.035326,
"quantity": 1497.5,
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"entry_fee": 1.87636,
"exit_fee": 1.81816,
"net_pnl": 141.803661,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.8857,
"indicators": {
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"macd_hist": -0.0032317207367513617,
"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": 1515.8,
"sl": 2.73304,
"tp": 2.784144,
"gross_pnl": -25.820994,
"entry_fee": 1.667425,
"exit_fee": 1.657097,
"net_pnl": -29.145516,
"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": 1457.0,
"sl": 2.935817,
"tp": 2.990353,
"gross_pnl": 52.972491,
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"net_pnl": 49.508125,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.6037,
"indicators": {
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"atr": 0.012119078271027253,
"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": 1638.0,
"sl": 2.55731,
"tp": 2.373231,
"gross_pnl": 201.01468,
"entry_fee": 1.635347,
"exit_fee": 1.554941,
"net_pnl": 197.824393,
"close_reason": "TAKE_PROFIT",
"ml_proba": 0.8864,
"indicators": {
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"adx": 56.13982003832872
}
},
{
"symbol": "XRPUSDT",
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"entry_time": "2025-10-14 16:15:00+00:00",
"exit_time": "2025-10-15 02:15:00+00:00",
"entry_price": 2.508449,
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"net_pnl": -20.623069,
"close_reason": "REVERSE_SIGNAL",
"ml_proba": 0.5683,
"indicators": {
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"atr": 0.023769893751947626,
"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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"tp": 2.623904,
"gross_pnl": 57.816994,
"entry_fee": 1.228863,
"exit_fee": 1.205737,
"net_pnl": 55.382395,
"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": 1421.9,
"sl": 2.157249,
"tp": 2.200054,
"gross_pnl": 40.576615,
"entry_fee": 1.235072,
"exit_fee": 1.251303,
"net_pnl": 38.09024,
"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": 1682.4,
"sl": 1.889911,
"tp": 1.856315,
"gross_pnl": -18.840313,
"entry_fee": 1.264298,
"exit_fee": 1.271834,
"net_pnl": -21.376445,
"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": 1689.1,
"sl": 1.836907,
"tp": 1.86084,
"gross_pnl": -13.475019,
"entry_fee": 1.246478,
"exit_fee": 1.241088,
"net_pnl": -15.962585,
"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": 1485.5,
"sl": 2.080899,
"tp": 2.06048,
"gross_pnl": -10.110948,
"entry_fee": 1.232426,
"exit_fee": 1.23647,
"net_pnl": -12.579844,
"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": 1751.2,
"sl": 1.766432,
"tp": 1.698012,
"gross_pnl": 17.77869,
"entry_fee": 1.221375,
"exit_fee": 1.214263,
"net_pnl": 15.343052,
"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": 2315.1,
"sl": 1.322797,
"tp": 1.348705,
"gross_pnl": -19.993555,
"entry_fee": 1.23296,
"exit_fee": 1.224963,
"net_pnl": -22.451478,
"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 (3.6%)"
},
{
"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 (4.96)"
}
]
}
}
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