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>
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dsyoon
2026-06-09 08:54:05 +09:00
parent 9031042078
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{
"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
}
]
}