7e305f480f
.gitignore에서 docs 하위 제외 규칙을 제거하고 최신 HTML·CSV·JSON 리포트를 원격에 공유한다. Co-authored-by: Cursor <cursoragent@cursor.com>
24 lines
1.1 KiB
HTML
24 lines
1.1 KiB
HTML
<!DOCTYPE html>
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<html lang="ko"><head><meta charset="utf-8"/>
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<title>04 Backtest Summary</title>
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<style>
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body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 24px; }
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table { border-collapse: collapse; width: 100%; }
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th, td { border: 1px solid #ccc; padding: 8px; text-align: left; }
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th { background: #e2e8f0; }
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</style></head><body>
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<h1>04 매칭 — 05 monitor_rules (holdout 우선) (valid 구간)</h1>
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<p>방법: gt_profile_plus_full_bar_ev_filter</p>
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<p></p>
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<h2>선별 규칙</h2>
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<table>
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<thead><tr><th>rule_id</th><th>side</th><th>valid_n</th><th>valid_ev</th>
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<th>holdout_n</th><th>holdout_ev</th><th>holdout_pf</th></tr></thead>
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<tbody><tr><td>buy_compound_tight</td><td>buy</td><td>620</td><td>6.6782</td><td>221</td><td>5.6633</td><td>3.1592</td></tr><tr><td>sell_mtf_cross_all_tf</td><td>sell</td><td>565</td><td>7.4984</td><td>624</td><td>7.1322</td><td>4450.4872</td></tr></tbody>
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</table>
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<h2>GT recall (±15분, 전체 발화 기준)</h2>
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<ul>
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<li>매수: {'gt_count': 306, 'matched': 266, 'recall': 0.8693}</li>
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<li>매도: {'gt_count': 150, 'matched': 134, 'recall': 0.8933}</li>
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</ul>
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</body></html> |