dsyoon
b7c4ec0de5
0~3단계 산출물을 docs/0_ground_truth~3_causal로 정리하고, sim 초기 40만원·총평가 구간별 매수 상한을 적용한다. MTF 상관 분석, composite+MTF, 워크포워드 인과 sim과 2·3단계 리포트를 추가·재생성한다. Co-authored-by: Cursor <cursoragent@cursor.com>
38265 lines
992 KiB
JSON
38265 lines
992 KiB
JSON
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|
|
"bars_held": 2655
|
|
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|
|
{
|
|
"leg_id": 72,
|
|
"buy_datetime": "2026-01-04 23:12:00",
|
|
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|
|
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|
|
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|
|
"sell_price": 140100000.0,
|
|
"sell_bar_index": 511087,
|
|
"leg_pct": 6.06,
|
|
"bars_held": 4561
|
|
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|
|
{
|
|
"leg_id": 73,
|
|
"buy_datetime": "2026-02-13 01:42:00",
|
|
"buy_price": 97389000.0,
|
|
"buy_bar_index": 525296,
|
|
"sell_datetime": "2026-02-17 06:33:00",
|
|
"sell_price": 101456000.0,
|
|
"sell_bar_index": 527313,
|
|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
"buy_price": 94343000.0,
|
|
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|
|
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|
|
"sell_price": 98647000.0,
|
|
"sell_bar_index": 531886,
|
|
"leg_pct": 4.56,
|
|
"bars_held": 793
|
|
},
|
|
{
|
|
"leg_id": 75,
|
|
"buy_datetime": "2026-02-28 03:54:00",
|
|
"buy_price": 95340000.0,
|
|
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|
|
"sell_datetime": "2026-03-04 23:24:00",
|
|
"sell_price": 104458000.0,
|
|
"sell_bar_index": 534850,
|
|
"leg_pct": 9.56,
|
|
"bars_held": 2310
|
|
},
|
|
{
|
|
"leg_id": 76,
|
|
"buy_datetime": "2026-03-09 04:03:00",
|
|
"buy_price": 99026000.0,
|
|
"buy_bar_index": 536863,
|
|
"sell_datetime": "2026-03-11 22:54:00",
|
|
"sell_price": 102634000.0,
|
|
"sell_bar_index": 538200,
|
|
"leg_pct": 3.64,
|
|
"bars_held": 1337
|
|
},
|
|
{
|
|
"leg_id": 77,
|
|
"buy_datetime": "2026-03-12 04:03:00",
|
|
"buy_price": 102921000.0,
|
|
"buy_bar_index": 538303,
|
|
"sell_datetime": "2026-03-18 03:24:00",
|
|
"sell_price": 109634000.0,
|
|
"sell_bar_index": 541170,
|
|
"leg_pct": 6.52,
|
|
"bars_held": 2867
|
|
},
|
|
{
|
|
"leg_id": 78,
|
|
"buy_datetime": "2026-04-02 12:18:00",
|
|
"buy_price": 101532000.0,
|
|
"buy_bar_index": 548408,
|
|
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|
|
"sell_price": 107309000.0,
|
|
"sell_bar_index": 552420,
|
|
"leg_pct": 5.69,
|
|
"bars_held": 4012
|
|
},
|
|
{
|
|
"leg_id": 79,
|
|
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|
|
"buy_price": 108294000.0,
|
|
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|
|
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|
|
"sell_price": 112890000.0,
|
|
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|
|
"leg_pct": 4.24,
|
|
"bars_held": 4040
|
|
},
|
|
{
|
|
"leg_id": 80,
|
|
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|
|
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|
|
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|
|
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|
|
"sell_price": 116400000.0,
|
|
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|
|
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|
|
"bars_held": 1158
|
|
},
|
|
{
|
|
"leg_id": 81,
|
|
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|
|
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|
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|
|
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|
|
"sell_price": 119319000.0,
|
|
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|
|
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|
|
"bars_held": 2738
|
|
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|
|
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|
|
"summary": {
|
|
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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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|
|
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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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|
|
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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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|
|
"btc_qty": 0.01853242
|
|
},
|
|
{
|
|
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|
|
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|
|
"sell_datetime": "2024-03-27 22:42:00",
|
|
"buy_price": 92426000.0,
|
|
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|
|
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|
|
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|
|
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|
|
"cumulative_return_pct": 396.89,
|
|
"btc_qty": 0.01971556
|
|
},
|
|
{
|
|
"leg_id": 26,
|
|
"buy_datetime": "2024-04-04 12:42:00",
|
|
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|
|
"buy_price": 95900000.0,
|
|
"sell_price": 99558000.0,
|
|
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