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cointrader/results/dogeusdt/ml_comparison_20260321_195841.json
2026-05-04 09:03:03 +09:00

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{
"timestamp": "2026-03-21T19:58:41.732033",
"symbols": [
"DOGEUSDT"
],
"ml_off": {
"total_trades": 322,
"total_pnl": -1547.342,
"return_pct": -154.73,
"win_rate": 31.37,
"avg_win": 44.161,
"avg_loss": -27.1837,
"payoff_ratio": 1.62,
"max_consecutive_losses": 9,
"profit_factor": 0.74,
"max_drawdown_pct": 155.09,
"sharpe_ratio": -23.72,
"total_fees": 891.5776,
"close_reasons": {
"STOP_LOSS": 198,
"REVERSE_SIGNAL": 58,
"TAKE_PROFIT": 66
}
},
"ml_on": {
"total_trades": 20,
"total_pnl": -173.2651,
"return_pct": -17.33,
"win_rate": 35.0,
"avg_win": 42.0257,
"avg_loss": -35.9573,
"payoff_ratio": 1.17,
"max_consecutive_losses": 3,
"profit_factor": 0.63,
"max_drawdown_pct": 18.86,
"sharpe_ratio": -40.35,
"total_fees": 77.1422,
"close_reasons": {
"STOP_LOSS": 13,
"REVERSE_SIGNAL": 4,
"TAKE_PROFIT": 3
}
}
}