6f008012c2
2년 GT 시각화 HTML·데이터와 2단계 기법 비교 리포트를 저장소에 포함한다. Co-authored-by: Cursor <cursoragent@cursor.com>
132 lines
3.3 KiB
JSON
132 lines
3.3 KiB
JSON
{
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"generated_at": "2026-06-08 23:21:02",
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"symbol": "BTC",
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"gt": {
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"leg_count": 25,
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"return_pct": 1240.94,
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"interval_label": "3분",
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"lookback_days": 365
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},
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"ranking": [
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{
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"technique_id": "bb_reversal",
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"technique_name": "볼린저 역추세",
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"category": "indicator",
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"causal": true,
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"leg_count": 102,
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"tech_return_pct": 2467.57,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.48,
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"return_capture_ratio": 1.9885,
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"score": 0.818,
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"avg_buy_offset": 2.8,
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"avg_sell_offset": 3.2
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},
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{
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"technique_id": "rsi_swing",
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"technique_name": "RSI 스윙",
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"category": "indicator",
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"causal": true,
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"leg_count": 93,
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"tech_return_pct": 2015.17,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.48,
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"return_capture_ratio": 1.6239,
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"score": 0.818,
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"avg_buy_offset": 11.5,
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"avg_sell_offset": 7.3
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},
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{
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"technique_id": "macd_cross",
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"technique_name": "MACD 크로스",
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"category": "indicator",
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"causal": true,
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"leg_count": 82,
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"tech_return_pct": 1389.3,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.48,
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"return_capture_ratio": 1.1196,
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"score": 0.818,
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"avg_buy_offset": 4.0,
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"avg_sell_offset": 5.2
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},
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{
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"technique_id": "minor_swing",
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"technique_name": "소형 스윙 하이브리드",
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"category": "hybrid",
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"causal": true,
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"leg_count": 89,
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"tech_return_pct": 7521.83,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.32,
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"return_capture_ratio": 6.0614,
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"score": 0.762,
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"avg_buy_offset": 0.0,
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"avg_sell_offset": 0.0
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},
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{
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"technique_id": "donchian",
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"technique_name": "돈치안 채널",
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"category": "swing",
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"causal": true,
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"leg_count": 59,
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"tech_return_pct": 764.78,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.44,
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"return_capture_ratio": 0.6163,
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"score": 0.7464,
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"avg_buy_offset": 3.3,
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"avg_sell_offset": 9.0
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},
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{
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"technique_id": "local_extrema",
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"technique_name": "국소 극값",
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"category": "swing",
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"causal": true,
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"leg_count": 63,
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"tech_return_pct": 1633.57,
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"buy_recall": 0.92,
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"sell_recall": 0.76,
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"leg_recall": 0.44,
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"return_capture_ratio": 1.3164,
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"score": 0.724,
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"avg_buy_offset": 55.3,
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"avg_sell_offset": 17.8
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},
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{
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"technique_id": "zigzag_causal",
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"technique_name": "인과 ZigZag",
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"category": "swing",
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"causal": true,
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"leg_count": 24,
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"tech_return_pct": 1150.01,
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"buy_recall": 1.0,
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"sell_recall": 0.96,
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"leg_recall": 0.12,
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"return_capture_ratio": 0.9267,
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"score": 0.671,
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"avg_buy_offset": 0.0,
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"avg_sell_offset": 0.0
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},
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{
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"technique_id": "ma_cross",
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"technique_name": "EMA 크로스",
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"category": "indicator",
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"causal": true,
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"leg_count": 41,
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"tech_return_pct": 387.98,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.28,
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"return_capture_ratio": 0.3127,
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"score": 0.6449,
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"avg_buy_offset": 36.0,
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"avg_sell_offset": 35.4
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}
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]
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} |