docs: Ground Truth 차트 v1/v2/v3 및 분석 리포트 추가
2년 GT 시각화 HTML·데이터와 2단계 기법 비교 리포트를 저장소에 포함한다. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dsyoon
140
docs/03_analysis/comparison_report.html
Normal file
140
docs/03_analysis/comparison_report.html
Normal file
@@ -0,0 +1,140 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="ko">
|
||||
<head>
|
||||
<meta charset="UTF-8">
|
||||
<title>DeepCoin 2단계 — GT 정합 비교</title>
|
||||
<style>
|
||||
body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 24px; color: #333; background: #f5f5f5; }
|
||||
h1 { font-size: 20px; margin-bottom: 8px; }
|
||||
.meta { color: #666; margin-bottom: 20px; font-size: 14px; }
|
||||
table { border-collapse: collapse; width: 100%; background: #fff; }
|
||||
th, td { border: 1px solid #ddd; padding: 8px 10px; text-align: center; font-size: 13px; }
|
||||
th { background: #e8e8e8; }
|
||||
tr:nth-child(even) { background: #fafafa; }
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<h1>DeepCoin 2단계 — Ground Truth 정합 비교</h1>
|
||||
<div class="meta">
|
||||
생성: 2026-06-08 23:21:02 |
|
||||
BTC |
|
||||
GT: 25레그, +1240.9% |
|
||||
기간: 최근 365일
|
||||
</div>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>순위</th><th>기법</th><th>유형</th><th>인과</th><th>레그</th>
|
||||
<th>수익률</th><th>매수 Recall</th><th>매도 Recall</th><th>레그 Recall</th>
|
||||
<th>수익 포착</th><th>종합 Score</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td>1</td>
|
||||
<td>볼린저 역추세</td>
|
||||
<td>indicator</td>
|
||||
<td>Y</td>
|
||||
<td>102</td>
|
||||
<td>+2467.6%</td>
|
||||
<td>100.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>48.0%</td>
|
||||
<td>198.8%</td>
|
||||
<td><strong>81.8</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>2</td>
|
||||
<td>RSI 스윙</td>
|
||||
<td>indicator</td>
|
||||
<td>Y</td>
|
||||
<td>93</td>
|
||||
<td>+2015.2%</td>
|
||||
<td>100.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>48.0%</td>
|
||||
<td>162.4%</td>
|
||||
<td><strong>81.8</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>3</td>
|
||||
<td>MACD 크로스</td>
|
||||
<td>indicator</td>
|
||||
<td>Y</td>
|
||||
<td>82</td>
|
||||
<td>+1389.3%</td>
|
||||
<td>100.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>48.0%</td>
|
||||
<td>112.0%</td>
|
||||
<td><strong>81.8</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>4</td>
|
||||
<td>소형 스윙 하이브리드</td>
|
||||
<td>hybrid</td>
|
||||
<td>Y</td>
|
||||
<td>89</td>
|
||||
<td>+7521.8%</td>
|
||||
<td>100.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>32.0%</td>
|
||||
<td>606.1%</td>
|
||||
<td><strong>76.2</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>5</td>
|
||||
<td>돈치안 채널</td>
|
||||
<td>swing</td>
|
||||
<td>Y</td>
|
||||
<td>59</td>
|
||||
<td>+764.8%</td>
|
||||
<td>100.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>44.0%</td>
|
||||
<td>61.6%</td>
|
||||
<td><strong>74.6</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>6</td>
|
||||
<td>국소 극값</td>
|
||||
<td>swing</td>
|
||||
<td>Y</td>
|
||||
<td>63</td>
|
||||
<td>+1633.6%</td>
|
||||
<td>92.0%</td>
|
||||
<td>76.0%</td>
|
||||
<td>44.0%</td>
|
||||
<td>131.6%</td>
|
||||
<td><strong>72.4</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>7</td>
|
||||
<td>인과 ZigZag</td>
|
||||
<td>swing</td>
|
||||
<td>Y</td>
|
||||
<td>24</td>
|
||||
<td>+1150.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>96.0%</td>
|
||||
<td>12.0%</td>
|
||||
<td>92.7%</td>
|
||||
<td><strong>67.1</strong></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>8</td>
|
||||
<td>EMA 크로스</td>
|
||||
<td>indicator</td>
|
||||
<td>Y</td>
|
||||
<td>41</td>
|
||||
<td>+388.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>100.0%</td>
|
||||
<td>28.0%</td>
|
||||
<td>31.3%</td>
|
||||
<td><strong>64.5</strong></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</body>
|
||||
</html>
|
||||
132
docs/03_analysis/comparison_report.json
Normal file
132
docs/03_analysis/comparison_report.json
Normal file
@@ -0,0 +1,132 @@
|
||||
{
|
||||
"generated_at": "2026-06-08 23:21:02",
|
||||
"symbol": "BTC",
|
||||
"gt": {
|
||||
"leg_count": 25,
|
||||
"return_pct": 1240.94,
|
||||
"interval_label": "3분",
|
||||
"lookback_days": 365
|
||||
},
|
||||
"ranking": [
|
||||
{
|
||||
"technique_id": "bb_reversal",
|
||||
"technique_name": "볼린저 역추세",
|
||||
"category": "indicator",
|
||||
"causal": true,
|
||||
"leg_count": 102,
|
||||
"tech_return_pct": 2467.57,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 1.0,
|
||||
"leg_recall": 0.48,
|
||||
"return_capture_ratio": 1.9885,
|
||||
"score": 0.818,
|
||||
"avg_buy_offset": 2.8,
|
||||
"avg_sell_offset": 3.2
|
||||
},
|
||||
{
|
||||
"technique_id": "rsi_swing",
|
||||
"technique_name": "RSI 스윙",
|
||||
"category": "indicator",
|
||||
"causal": true,
|
||||
"leg_count": 93,
|
||||
"tech_return_pct": 2015.17,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 1.0,
|
||||
"leg_recall": 0.48,
|
||||
"return_capture_ratio": 1.6239,
|
||||
"score": 0.818,
|
||||
"avg_buy_offset": 11.5,
|
||||
"avg_sell_offset": 7.3
|
||||
},
|
||||
{
|
||||
"technique_id": "macd_cross",
|
||||
"technique_name": "MACD 크로스",
|
||||
"category": "indicator",
|
||||
"causal": true,
|
||||
"leg_count": 82,
|
||||
"tech_return_pct": 1389.3,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 1.0,
|
||||
"leg_recall": 0.48,
|
||||
"return_capture_ratio": 1.1196,
|
||||
"score": 0.818,
|
||||
"avg_buy_offset": 4.0,
|
||||
"avg_sell_offset": 5.2
|
||||
},
|
||||
{
|
||||
"technique_id": "minor_swing",
|
||||
"technique_name": "소형 스윙 하이브리드",
|
||||
"category": "hybrid",
|
||||
"causal": true,
|
||||
"leg_count": 89,
|
||||
"tech_return_pct": 7521.83,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 1.0,
|
||||
"leg_recall": 0.32,
|
||||
"return_capture_ratio": 6.0614,
|
||||
"score": 0.762,
|
||||
"avg_buy_offset": 0.0,
|
||||
"avg_sell_offset": 0.0
|
||||
},
|
||||
{
|
||||
"technique_id": "donchian",
|
||||
"technique_name": "돈치안 채널",
|
||||
"category": "swing",
|
||||
"causal": true,
|
||||
"leg_count": 59,
|
||||
"tech_return_pct": 764.78,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 1.0,
|
||||
"leg_recall": 0.44,
|
||||
"return_capture_ratio": 0.6163,
|
||||
"score": 0.7464,
|
||||
"avg_buy_offset": 3.3,
|
||||
"avg_sell_offset": 9.0
|
||||
},
|
||||
{
|
||||
"technique_id": "local_extrema",
|
||||
"technique_name": "국소 극값",
|
||||
"category": "swing",
|
||||
"causal": true,
|
||||
"leg_count": 63,
|
||||
"tech_return_pct": 1633.57,
|
||||
"buy_recall": 0.92,
|
||||
"sell_recall": 0.76,
|
||||
"leg_recall": 0.44,
|
||||
"return_capture_ratio": 1.3164,
|
||||
"score": 0.724,
|
||||
"avg_buy_offset": 55.3,
|
||||
"avg_sell_offset": 17.8
|
||||
},
|
||||
{
|
||||
"technique_id": "zigzag_causal",
|
||||
"technique_name": "인과 ZigZag",
|
||||
"category": "swing",
|
||||
"causal": true,
|
||||
"leg_count": 24,
|
||||
"tech_return_pct": 1150.01,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 0.96,
|
||||
"leg_recall": 0.12,
|
||||
"return_capture_ratio": 0.9267,
|
||||
"score": 0.671,
|
||||
"avg_buy_offset": 0.0,
|
||||
"avg_sell_offset": 0.0
|
||||
},
|
||||
{
|
||||
"technique_id": "ma_cross",
|
||||
"technique_name": "EMA 크로스",
|
||||
"category": "indicator",
|
||||
"causal": true,
|
||||
"leg_count": 41,
|
||||
"tech_return_pct": 387.98,
|
||||
"buy_recall": 1.0,
|
||||
"sell_recall": 1.0,
|
||||
"leg_recall": 0.28,
|
||||
"return_capture_ratio": 0.3127,
|
||||
"score": 0.6449,
|
||||
"avg_buy_offset": 36.0,
|
||||
"avg_sell_offset": 35.4
|
||||
}
|
||||
]
|
||||
}
|
||||
Reference in New Issue
Block a user