{
  "generated_at": "2026-06-10 15:17:49",
  "strategy_id": "causal_v3",
  "technique_id": "composite_v3",
  "symbol": "BTC",
  "interval_label": "3분",
  "lookback_days": 3447,
  "sim_lookback_days": 1095,
  "gt_tier": "v3",
  "causal_signals": {
    "buy": 1010,
    "sell": 975,
    "legs": 258
  },
  "gt_alignment": {
    "buy_recall": 0.3375,
    "sell_recall": 0.3551,
    "leg_recall": 0.0435,
    "score": 0.1884,
    "by_signal_type": {
      "swing_low": 0.325,
      "pullback": 0.602,
      "breakout": 0.6404,
      "div_bull": 0.4862,
      "swing_high": 0.3293,
      "div_bear": 0.554
    }
  },
  "futures_sim": {
    "gt_benchmark": {
      "return_pct": 271840.99,
      "final_equity_krw": 1087763944.0,
      "trades": 597
    },
    "causal_with_stops": {
      "return_pct": -88.28,
      "final_equity_krw": 46894.0,
      "atr_stops": 3896,
      "use_atr_stops": true,
      "atr_period": 14,
      "atr_mult": 2.0
    },
    "causal_no_stops": {
      "return_pct": -32.31,
      "final_equity_krw": 270769.0
    },
    "return_capture_ratio": -0.0003,
    "comparison": [
      {
        "label": "0단계 GT 벤치마크 (사후 타점)",
        "return_pct": 271840.99,
        "final_equity_krw": 1087763944.0,
        "long_opens": 207,
        "long_closes": 120,
        "short_opens": 151,
        "short_closes": 119
      },
      {
        "label": "3단계 인과 (손절 없음)",
        "return_pct": -32.31,
        "final_equity_krw": 270769.0,
        "long_opens": 283,
        "long_closes": 283,
        "short_opens": 297,
        "short_closes": 282
      },
      {
        "label": "3단계 인과 시뮬 (composite_v3)",
        "return_pct": -88.28,
        "final_equity_krw": 46894.0,
        "long_opens": 2106,
        "long_closes": 2106,
        "short_opens": 2241,
        "short_closes": 2105,
        "atr_stops": 3896
      }
    ]
  },
  "params": {
    "min_score": 2.0,
    "merge_bars": 3,
    "trend_ema_span": 60,
    "reversal_pct": 5.0,
    "min_bars_between": 1440
  }
}