{
  "generated_at": "2026-06-09 22:13:11",
  "strategy_id": "causal_v3",
  "technique_id": "composite_v3",
  "symbol": "BTC",
  "interval_label": "3분",
  "lookback_days": 730,
  "sim_lookback_days": 365,
  "gt_tier": "v3",
  "causal_signals": {
    "buy": 209,
    "sell": 194,
    "legs": 41
  },
  "gt_alignment": {
    "buy_recall": 0.4841,
    "sell_recall": 0.4902,
    "leg_recall": 0.0625,
    "score": 0.2668,
    "by_signal_type": {
      "swing_low": 0.5312,
      "pullback": 0.4255,
      "breakout": 0.8421,
      "div_bull": 0.5185,
      "swing_high": 0.4375,
      "div_bear": 0.5789
    }
  },
  "futures_sim": {
    "gt_benchmark": {
      "return_pct": 65739.48,
      "final_equity_krw": 263357937.0,
      "trades": 140
    },
    "causal_with_stops": {
      "return_pct": 25.94,
      "final_equity_krw": 503748.0,
      "atr_stops": 0,
      "use_atr_stops": false,
      "atr_period": 14,
      "atr_mult": 2.0
    },
    "causal_no_stops": null,
    "return_capture_ratio": 0.0004,
    "comparison": [
      {
        "label": "0단계 GT 벤치마크 (사후 타점)",
        "return_pct": 65739.48,
        "final_equity_krw": 263357937.0,
        "long_opens": 33,
        "long_closes": 33,
        "short_opens": 42,
        "short_closes": 32
      },
      {
        "label": "3단계 인과 시뮬 (composite_v3)",
        "return_pct": 25.94,
        "final_equity_krw": 503748.0,
        "long_opens": 91,
        "long_closes": 90,
        "short_opens": 96,
        "short_closes": 90,
        "atr_stops": 0
      }
    ]
  },
  "params": {
    "min_score": 2.0,
    "merge_bars": 3,
    "trend_ema_span": 60,
    "reversal_pct": 5.0,
    "min_bars_between": 1440
  }
}