1054 lines
27 KiB
JSON
1054 lines
27 KiB
JSON
{
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|
|
"exit_fee": 1.898025,
|
|
"net_pnl": 36.063857,
|
|
"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 09:30:00",
|
|
"entry_price": 0.128343,
|
|
"exit_price": 0.1295,
|
|
"quantity": 37993.1,
|
|
"sl": 0.127186,
|
|
"tp": 0.1295,
|
|
"gross_pnl": 43.948281,
|
|
"entry_fee": 1.950457,
|
|
"exit_fee": 1.968036,
|
|
"net_pnl": 40.029788,
|
|
"close_reason": "TAKE_PROFIT",
|
|
"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": "2026-01-03 07:15:00",
|
|
"entry_price": 0.143004,
|
|
"exit_price": 0.140517,
|
|
"quantity": 34867.8,
|
|
"sl": 0.140517,
|
|
"tp": 0.145491,
|
|
"gross_pnl": -86.70983,
|
|
"entry_fee": 1.994498,
|
|
"exit_fee": 1.959814,
|
|
"net_pnl": -90.664143,
|
|
"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 (55.6%)"
|
|
},
|
|
{
|
|
"name": "win_rate_low",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "승률 정상 (55.6%)"
|
|
},
|
|
{
|
|
"name": "mdd_nonzero",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "MDD 정상 (17.1%)"
|
|
},
|
|
{
|
|
"name": "trade_frequency",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "월 평균 5.2건"
|
|
},
|
|
{
|
|
"name": "profit_factor_high",
|
|
"passed": true,
|
|
"level": "WARNING",
|
|
"message": "PF 정상 (1.09)"
|
|
}
|
|
]
|
|
}
|
|
} |