e8390f3096
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>
147 lines
3.8 KiB
JSON
147 lines
3.8 KiB
JSON
{
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"generated_at": "2026-06-09 21:32:57",
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"symbol": "BTC",
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"gt": {
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"leg_count": 64,
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"return_pct": 119097.37,
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"interval_label": "3분",
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"lookback_days": 730
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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": 254,
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"tech_return_pct": 334195.59,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.4375,
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"return_capture_ratio": 2.8061,
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"score": 0.8031,
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"avg_buy_offset": 7.1,
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"avg_sell_offset": 4.6
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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": 216,
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"tech_return_pct": 129079.59,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.4219,
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"return_capture_ratio": 1.0838,
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"score": 0.7977,
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"avg_buy_offset": 31.9,
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"avg_sell_offset": 21.6
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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": 206,
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"tech_return_pct": 98962.12,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.4375,
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"return_capture_ratio": 0.8309,
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"score": 0.7778,
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"avg_buy_offset": 4.8,
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"avg_sell_offset": 4.9
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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": 171,
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"tech_return_pct": 48521.83,
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"buy_recall": 0.9936,
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"sell_recall": 1.0,
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"leg_recall": 0.4062,
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"return_capture_ratio": 0.4074,
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"score": 0.7017,
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"avg_buy_offset": 16.5,
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"avg_sell_offset": 17.3
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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": 240,
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"tech_return_pct": 10605952.11,
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"buy_recall": 0.707,
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"sell_recall": 0.8627,
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"leg_recall": 0.375,
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"return_capture_ratio": 89.0528,
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"score": 0.6737,
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"avg_buy_offset": 59.4,
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"avg_sell_offset": 33.8
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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": 178,
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"tech_return_pct": 274921.07,
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"buy_recall": 0.7006,
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"sell_recall": 0.7157,
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"leg_recall": 0.4062,
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"return_capture_ratio": 2.3084,
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"score": 0.6462,
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"avg_buy_offset": 83.8,
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"avg_sell_offset": 71.7
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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": 111,
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"tech_return_pct": 8222.42,
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"buy_recall": 1.0,
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"sell_recall": 1.0,
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"leg_recall": 0.3594,
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"return_capture_ratio": 0.069,
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"score": 0.6361,
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"avg_buy_offset": 38.6,
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"avg_sell_offset": 38.6
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},
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{
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"technique_id": "composite_v3",
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"technique_name": "v3 통합 스코어링",
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"category": "composite",
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"causal": true,
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"leg_count": 79,
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"tech_return_pct": 3319.89,
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"buy_recall": 0.9809,
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"sell_recall": 0.9118,
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"leg_recall": 0.2031,
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"return_capture_ratio": 0.0279,
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"score": 0.5484,
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"avg_buy_offset": 105.0,
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"avg_sell_offset": 134.9
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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": 64,
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"tech_return_pct": 119483.03,
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"buy_recall": 0.4076,
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"sell_recall": 0.6176,
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"leg_recall": 0.2969,
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"return_capture_ratio": 1.0032,
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"score": 0.5102,
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"avg_buy_offset": 0.0,
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"avg_sell_offset": 6.4
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}
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]
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} |