v3 신호 유형별 GT 정합, composite_v3 통합 기법, ATR 손절 선물 시뮬과 0단계 벤치마크 비교 리포트·차트를 추가하고 README/스크립트 단계 번호를 통일했다. Co-authored-by: Cursor <cursoragent@cursor.com>
19674 lines
543 KiB
JSON
19674 lines
543 KiB
JSON
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"technique_name": "국소 극값",
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|
|
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|
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|
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|
|
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|
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|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
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|
|
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|
|
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|
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|
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|
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|
|
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|
|
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|
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|
|
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|
|
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|
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|
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|
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|
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|
|
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|
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|
|
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|
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|
|
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|
|
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|
|
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|
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|
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|
{
|
|
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|
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|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
|
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|
|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
|
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|
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|
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|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
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|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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},
|
|
{
|
|
"gt_leg_id": 27,
|
|
"tech_leg_id": 78,
|
|
"gt_buy": "2025-02-03 10:54:00",
|
|
"tech_buy": "2025-02-03 15:51:00",
|
|
"gt_sell": "2025-02-04 07:09:00",
|
|
"tech_sell": "2025-02-04 01:51:00",
|
|
"buy_bar_offset": 99,
|
|
"sell_bar_offset": 106,
|
|
"gt_leg_pct": 10.35,
|
|
"tech_leg_pct": 5.27
|
|
},
|
|
{
|
|
"gt_leg_id": 28,
|
|
"tech_leg_id": 79,
|
|
"gt_buy": "2025-02-25 19:24:00",
|
|
"tech_buy": "2025-02-25 20:24:00",
|
|
"gt_sell": "2025-02-25 21:24:00",
|
|
"tech_sell": "2025-02-25 22:24:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 20,
|
|
"gt_leg_pct": 5.31,
|
|
"tech_leg_pct": 5.31
|
|
},
|
|
{
|
|
"gt_leg_id": 29,
|
|
"tech_leg_id": 82,
|
|
"gt_buy": "2025-02-27 05:18:00",
|
|
"tech_buy": "2025-02-27 06:18:00",
|
|
"gt_sell": "2025-02-27 20:00:00",
|
|
"tech_sell": "2025-02-27 16:39:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 67,
|
|
"gt_leg_pct": 5.57,
|
|
"tech_leg_pct": 4.86
|
|
},
|
|
{
|
|
"gt_leg_id": 31,
|
|
"tech_leg_id": 90,
|
|
"gt_buy": "2025-03-05 00:21:00",
|
|
"tech_buy": "2025-03-05 10:48:00",
|
|
"gt_sell": "2025-03-06 14:57:00",
|
|
"tech_sell": "2025-03-05 20:36:00",
|
|
"buy_bar_offset": 209,
|
|
"sell_bar_offset": 367,
|
|
"gt_leg_pct": 12.21,
|
|
"tech_leg_pct": 5.17
|
|
},
|
|
{
|
|
"gt_leg_id": 32,
|
|
"tech_leg_id": 94,
|
|
"gt_buy": "2025-03-07 09:54:00",
|
|
"tech_buy": "2025-03-07 14:03:00",
|
|
"gt_sell": "2025-03-07 23:51:00",
|
|
"tech_sell": "2025-03-07 19:33:00",
|
|
"buy_bar_offset": 83,
|
|
"sell_bar_offset": 86,
|
|
"gt_leg_pct": 6.18,
|
|
"tech_leg_pct": 3.22
|
|
},
|
|
{
|
|
"gt_leg_id": 35,
|
|
"tech_leg_id": 105,
|
|
"gt_buy": "2025-04-07 15:54:00",
|
|
"tech_buy": "2025-04-07 16:54:00",
|
|
"gt_sell": "2025-04-07 23:18:00",
|
|
"tech_sell": "2025-04-07 18:42:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 92,
|
|
"gt_leg_pct": 8.15,
|
|
"tech_leg_pct": 3.34
|
|
},
|
|
{
|
|
"gt_leg_id": 36,
|
|
"tech_leg_id": 109,
|
|
"gt_buy": "2025-04-09 10:27:00",
|
|
"tech_buy": "2025-04-09 21:42:00",
|
|
"gt_sell": "2025-04-10 06:24:00",
|
|
"tech_sell": "2025-04-10 04:24:00",
|
|
"buy_bar_offset": 225,
|
|
"sell_bar_offset": 40,
|
|
"gt_leg_pct": 9.28,
|
|
"tech_leg_pct": 7.25
|
|
},
|
|
{
|
|
"gt_leg_id": 45,
|
|
"tech_leg_id": 128,
|
|
"gt_buy": "2025-11-18 15:51:00",
|
|
"tech_buy": "2025-11-18 16:51:00",
|
|
"gt_sell": "2025-11-19 01:36:00",
|
|
"tech_sell": "2025-11-19 02:36:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 20,
|
|
"gt_leg_pct": 5.26,
|
|
"tech_leg_pct": 5.26
|
|
},
|
|
{
|
|
"gt_leg_id": 48,
|
|
"tech_leg_id": 136,
|
|
"gt_buy": "2025-12-07 23:33:00",
|
|
"tech_buy": "2025-12-08 08:06:00",
|
|
"gt_sell": "2025-12-10 02:06:00",
|
|
"tech_sell": "2025-12-10 03:06:00",
|
|
"buy_bar_offset": 171,
|
|
"sell_bar_offset": 20,
|
|
"gt_leg_pct": 6.41,
|
|
"tech_leg_pct": 5.0
|
|
},
|
|
{
|
|
"gt_leg_id": 49,
|
|
"tech_leg_id": 138,
|
|
"gt_buy": "2025-12-16 13:48:00",
|
|
"tech_buy": "2025-12-16 04:33:00",
|
|
"gt_sell": "2025-12-18 00:18:00",
|
|
"tech_sell": "2025-12-18 01:18:00",
|
|
"buy_bar_offset": 185,
|
|
"sell_bar_offset": 20,
|
|
"gt_leg_pct": 5.51,
|
|
"tech_leg_pct": 5.08
|
|
},
|
|
{
|
|
"gt_leg_id": 52,
|
|
"tech_leg_id": 144,
|
|
"gt_buy": "2026-01-30 11:30:00",
|
|
"tech_buy": "2026-01-30 12:30:00",
|
|
"gt_sell": "2026-01-31 06:24:00",
|
|
"tech_sell": "2026-01-31 05:51:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 11,
|
|
"gt_leg_pct": 5.11,
|
|
"tech_leg_pct": 4.74
|
|
},
|
|
{
|
|
"gt_leg_id": 53,
|
|
"tech_leg_id": 147,
|
|
"gt_buy": "2026-02-02 12:45:00",
|
|
"tech_buy": "2026-02-02 13:45:00",
|
|
"gt_sell": "2026-02-03 00:39:00",
|
|
"tech_sell": "2026-02-02 18:18:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 127,
|
|
"gt_leg_pct": 6.02,
|
|
"tech_leg_pct": 3.03
|
|
},
|
|
{
|
|
"gt_leg_id": 54,
|
|
"tech_leg_id": 150,
|
|
"gt_buy": "2026-02-06 09:18:00",
|
|
"tech_buy": "2026-02-06 10:18:00",
|
|
"gt_sell": "2026-02-06 15:03:00",
|
|
"tech_sell": "2026-02-06 12:00:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 61,
|
|
"gt_leg_pct": 11.72,
|
|
"tech_leg_pct": 10.37
|
|
},
|
|
{
|
|
"gt_leg_id": 55,
|
|
"tech_leg_id": 153,
|
|
"gt_buy": "2026-02-06 19:36:00",
|
|
"tech_buy": "2026-02-07 04:24:00",
|
|
"gt_sell": "2026-02-07 08:06:00",
|
|
"tech_sell": "2026-02-07 09:06:00",
|
|
"buy_bar_offset": 176,
|
|
"sell_bar_offset": 20,
|
|
"gt_leg_pct": 31.54,
|
|
"tech_leg_pct": 4.1
|
|
},
|
|
{
|
|
"gt_leg_id": 56,
|
|
"tech_leg_id": 156,
|
|
"gt_buy": "2026-02-07 16:18:00",
|
|
"tech_buy": "2026-02-08 00:48:00",
|
|
"gt_sell": "2026-02-09 08:06:00",
|
|
"tech_sell": "2026-02-08 19:00:00",
|
|
"buy_bar_offset": 170,
|
|
"sell_bar_offset": 262,
|
|
"gt_leg_pct": 7.56,
|
|
"tech_leg_pct": 3.55
|
|
},
|
|
{
|
|
"gt_leg_id": 58,
|
|
"tech_leg_id": 162,
|
|
"gt_buy": "2026-02-24 22:36:00",
|
|
"tech_buy": "2026-02-25 17:06:00",
|
|
"gt_sell": "2026-02-26 06:36:00",
|
|
"tech_sell": "2026-02-26 04:39:00",
|
|
"buy_bar_offset": 370,
|
|
"sell_bar_offset": 39,
|
|
"gt_leg_pct": 9.24,
|
|
"tech_leg_pct": 6.48
|
|
},
|
|
{
|
|
"gt_leg_id": 63,
|
|
"tech_leg_id": 174,
|
|
"gt_buy": "2026-06-04 11:03:00",
|
|
"tech_buy": "2026-06-04 12:03:00",
|
|
"gt_sell": "2026-06-04 13:24:00",
|
|
"tech_sell": "2026-06-04 14:24:00",
|
|
"buy_bar_offset": 20,
|
|
"sell_bar_offset": 20,
|
|
"gt_leg_pct": 5.48,
|
|
"tech_leg_pct": 5.48
|
|
},
|
|
{
|
|
"gt_leg_id": 64,
|
|
"tech_leg_id": 177,
|
|
"gt_buy": "2026-06-06 04:00:00",
|
|
"tech_buy": "2026-06-06 14:33:00",
|
|
"gt_sell": "2026-06-08 07:15:00",
|
|
"tech_sell": "2026-06-07 18:48:00",
|
|
"buy_bar_offset": 211,
|
|
"sell_bar_offset": 249,
|
|
"gt_leg_pct": 7.38,
|
|
"tech_leg_pct": 5.24
|
|
}
|
|
],
|
|
"missed": [
|
|
{
|
|
"gt_leg_id": 1,
|
|
"buy_datetime": "2024-06-25 05:30:00",
|
|
"sell_datetime": "2024-07-01 11:06:00",
|
|
"leg_pct": 7.88
|
|
},
|
|
{
|
|
"gt_leg_id": 3,
|
|
"buy_datetime": "2024-07-08 10:09:00",
|
|
"sell_datetime": "2024-07-22 09:51:00",
|
|
"leg_pct": 22.67
|
|
},
|
|
{
|
|
"gt_leg_id": 4,
|
|
"buy_datetime": "2024-07-25 23:12:00",
|
|
"sell_datetime": "2024-07-29 22:15:00",
|
|
"leg_pct": 8.96
|
|
},
|
|
{
|
|
"gt_leg_id": 7,
|
|
"buy_datetime": "2024-08-06 04:18:00",
|
|
"sell_datetime": "2024-08-09 08:00:00",
|
|
"leg_pct": 16.48
|
|
},
|
|
{
|
|
"gt_leg_id": 9,
|
|
"buy_datetime": "2024-08-16 05:54:00",
|
|
"sell_datetime": "2024-08-26 08:27:00",
|
|
"leg_pct": 9.71
|
|
},
|
|
{
|
|
"gt_leg_id": 10,
|
|
"buy_datetime": "2024-09-07 06:00:00",
|
|
"sell_datetime": "2024-09-28 01:57:00",
|
|
"leg_pct": 21.34
|
|
},
|
|
{
|
|
"gt_leg_id": 11,
|
|
"buy_datetime": "2024-10-02 05:39:00",
|
|
"sell_datetime": "2024-10-07 23:24:00",
|
|
"leg_pct": 6.94
|
|
},
|
|
{
|
|
"gt_leg_id": 12,
|
|
"buy_datetime": "2024-10-11 03:24:00",
|
|
"sell_datetime": "2024-10-30 04:15:00",
|
|
"leg_pct": 26.68
|
|
},
|
|
{
|
|
"gt_leg_id": 13,
|
|
"buy_datetime": "2024-11-05 06:51:00",
|
|
"sell_datetime": "2024-11-12 15:54:00",
|
|
"leg_pct": 37.53
|
|
},
|
|
{
|
|
"gt_leg_id": 15,
|
|
"buy_datetime": "2024-11-15 08:39:00",
|
|
"sell_datetime": "2024-11-22 16:33:00",
|
|
"leg_pct": 14.12
|
|
},
|
|
{
|
|
"gt_leg_id": 16,
|
|
"buy_datetime": "2024-11-27 06:12:00",
|
|
"sell_datetime": "2024-11-30 00:18:00",
|
|
"leg_pct": 6.98
|
|
},
|
|
{
|
|
"gt_leg_id": 18,
|
|
"buy_datetime": "2024-12-03 23:06:00",
|
|
"sell_datetime": "2024-12-03 23:15:00",
|
|
"leg_pct": 8.65
|
|
},
|
|
{
|
|
"gt_leg_id": 19,
|
|
"buy_datetime": "2024-12-03 23:36:00",
|
|
"sell_datetime": "2024-12-05 12:06:00",
|
|
"leg_pct": 22.69
|
|
},
|
|
{
|
|
"gt_leg_id": 20,
|
|
"buy_datetime": "2024-12-06 07:27:00",
|
|
"sell_datetime": "2024-12-17 23:57:00",
|
|
"leg_pct": 17.6
|
|
},
|
|
{
|
|
"gt_leg_id": 22,
|
|
"buy_datetime": "2024-12-24 05:21:00",
|
|
"sell_datetime": "2024-12-26 09:09:00",
|
|
"leg_pct": 6.19
|
|
},
|
|
{
|
|
"gt_leg_id": 23,
|
|
"buy_datetime": "2024-12-31 00:12:00",
|
|
"sell_datetime": "2025-01-07 09:36:00",
|
|
"leg_pct": 11.03
|
|
},
|
|
{
|
|
"gt_leg_id": 24,
|
|
"buy_datetime": "2025-01-13 23:36:00",
|
|
"sell_datetime": "2025-01-19 20:21:00",
|
|
"leg_pct": 16.53
|
|
},
|
|
{
|
|
"gt_leg_id": 26,
|
|
"buy_datetime": "2025-01-21 10:30:00",
|
|
"sell_datetime": "2025-01-30 23:54:00",
|
|
"leg_pct": 6.35
|
|
},
|
|
{
|
|
"gt_leg_id": 30,
|
|
"buy_datetime": "2025-02-28 17:45:00",
|
|
"sell_datetime": "2025-03-03 08:18:00",
|
|
"leg_pct": 23.18
|
|
},
|
|
{
|
|
"gt_leg_id": 33,
|
|
"buy_datetime": "2025-03-11 09:51:00",
|
|
"sell_datetime": "2025-03-24 23:21:00",
|
|
"leg_pct": 13.97
|
|
},
|
|
{
|
|
"gt_leg_id": 34,
|
|
"buy_datetime": "2025-03-31 13:24:00",
|
|
"sell_datetime": "2025-04-03 05:15:00",
|
|
"leg_pct": 7.48
|
|
},
|
|
{
|
|
"gt_leg_id": 37,
|
|
"buy_datetime": "2025-04-11 01:00:00",
|
|
"sell_datetime": "2025-05-02 10:24:00",
|
|
"leg_pct": 20.31
|
|
},
|
|
{
|
|
"gt_leg_id": 38,
|
|
"buy_datetime": "2025-05-05 20:42:00",
|
|
"sell_datetime": "2025-05-23 02:33:00",
|
|
"leg_pct": 16.71
|
|
},
|
|
{
|
|
"gt_leg_id": 39,
|
|
"buy_datetime": "2025-06-06 06:00:00",
|
|
"sell_datetime": "2025-06-11 23:24:00",
|
|
"leg_pct": 7.81
|
|
},
|
|
{
|
|
"gt_leg_id": 40,
|
|
"buy_datetime": "2025-06-23 05:18:00",
|
|
"sell_datetime": "2025-07-14 16:36:00",
|
|
"leg_pct": 21.7
|
|
},
|
|
{
|
|
"gt_leg_id": 41,
|
|
"buy_datetime": "2025-08-03 09:39:00",
|
|
"sell_datetime": "2025-08-14 09:33:00",
|
|
"leg_pct": 8.41
|
|
},
|
|
{
|
|
"gt_leg_id": 42,
|
|
"buy_datetime": "2025-09-01 14:18:00",
|
|
"sell_datetime": "2025-10-09 22:00:00",
|
|
"leg_pct": 20.51
|
|
},
|
|
{
|
|
"gt_leg_id": 43,
|
|
"buy_datetime": "2025-10-17 19:24:00",
|
|
"sell_datetime": "2025-10-27 16:06:00",
|
|
"leg_pct": 7.34
|
|
},
|
|
{
|
|
"gt_leg_id": 44,
|
|
"buy_datetime": "2025-11-05 10:39:00",
|
|
"sell_datetime": "2025-11-11 10:21:00",
|
|
"leg_pct": 8.29
|
|
},
|
|
{
|
|
"gt_leg_id": 46,
|
|
"buy_datetime": "2025-11-21 21:27:00",
|
|
"sell_datetime": "2025-11-28 23:30:00",
|
|
"leg_pct": 14.42
|
|
},
|
|
{
|
|
"gt_leg_id": 47,
|
|
"buy_datetime": "2025-12-02 00:45:00",
|
|
"sell_datetime": "2025-12-03 15:33:00",
|
|
"leg_pct": 11.3
|
|
},
|
|
{
|
|
"gt_leg_id": 50,
|
|
"buy_datetime": "2025-12-19 05:00:00",
|
|
"sell_datetime": "2025-12-22 21:33:00",
|
|
"leg_pct": 6.65
|
|
},
|
|
{
|
|
"gt_leg_id": 51,
|
|
"buy_datetime": "2025-12-30 12:18:00",
|
|
"sell_datetime": "2026-01-15 05:09:00",
|
|
"leg_pct": 13.24
|
|
},
|
|
{
|
|
"gt_leg_id": 57,
|
|
"buy_datetime": "2026-02-13 03:30:00",
|
|
"sell_datetime": "2026-02-15 17:06:00",
|
|
"leg_pct": 9.62
|
|
},
|
|
{
|
|
"gt_leg_id": 59,
|
|
"buy_datetime": "2026-02-28 15:57:00",
|
|
"sell_datetime": "2026-03-05 19:54:00",
|
|
"leg_pct": 16.02
|
|
},
|
|
{
|
|
"gt_leg_id": 60,
|
|
"buy_datetime": "2026-03-09 07:24:00",
|
|
"sell_datetime": "2026-03-17 10:33:00",
|
|
"leg_pct": 15.17
|
|
},
|
|
{
|
|
"gt_leg_id": 61,
|
|
"buy_datetime": "2026-03-23 09:39:00",
|
|
"sell_datetime": "2026-03-25 20:30:00",
|
|
"leg_pct": 5.79
|
|
},
|
|
{
|
|
"gt_leg_id": 62,
|
|
"buy_datetime": "2026-03-28 02:42:00",
|
|
"sell_datetime": "2026-05-15 09:33:00",
|
|
"leg_pct": 21.22
|
|
}
|
|
]
|
|
},
|
|
"by_signal_type": {
|
|
"swing_low": {
|
|
"side": "buy",
|
|
"gt_count": 64,
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