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>
153 lines
4.3 KiB
HTML
153 lines
4.3 KiB
HTML
<!DOCTYPE html>
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<html lang="ko">
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<head>
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<meta charset="UTF-8">
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<title>DeepCoin 2단계 — 인과 GT 정합</title>
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<style>
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body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 24px; color: #333; background: #f5f5f5; }
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h1 { font-size: 20px; margin-bottom: 8px; }
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.meta { color: #666; margin-bottom: 20px; font-size: 14px; }
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table { border-collapse: collapse; width: 100%; background: #fff; }
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th, td { border: 1px solid #ddd; padding: 8px 10px; text-align: center; font-size: 13px; }
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th { background: #e8e8e8; }
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tr:nth-child(even) { background: #fafafa; }
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</style>
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</head>
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<body>
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<h1>DeepCoin 2단계 — 인과 기법 Ground Truth 정합</h1>
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<div class="meta">
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생성: 2026-06-10 15:21:34 |
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BTC |
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GT: 920레그, +53784666026606308982941521547380966706642944.0% |
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기간: 최근 3447일
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</div>
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<table>
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<thead>
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<tr>
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<th>순위</th><th>기법</th><th>유형</th><th>인과</th><th>레그</th>
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<th>수익률</th><th>매수 Recall</th><th>매도 Recall</th><th>레그 Recall</th>
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<th>수익 포착</th><th>종합 Score</th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<td>1</td>
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<td>소형 스윙 하이브리드</td>
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<td>hybrid</td>
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<td>Y</td>
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<td>3055</td>
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<td>+13567658215386816294883830076722547056179926694959317172783443448168448.0%</td>
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<td>88.3%</td>
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<td>95.2%</td>
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<td>73.7%</td>
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<td>25225885401380273513945890816.0%</td>
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<td><strong>86.7</strong></td>
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</tr>
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<tr>
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<td>2</td>
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<td>국소 극값</td>
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<td>swing</td>
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<td>Y</td>
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<td>2261</td>
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<td>+69629914019642035767833473280065241758305479557120.0%</td>
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<td>86.8%</td>
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<td>90.8%</td>
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<td>71.0%</td>
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<td>129460530.6%</td>
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<td><strong>84.3</strong></td>
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</tr>
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<tr>
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<td>3</td>
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<td>인과 ZigZag</td>
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<td>swing</td>
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<td>Y</td>
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<td>944</td>
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<td>+269723503329436547267081067994691499708121088.0%</td>
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<td>60.3%</td>
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<td>86.9%</td>
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<td>74.8%</td>
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<td>501.5%</td>
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<td><strong>78.0</strong></td>
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</tr>
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<tr>
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<td>4</td>
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<td>볼린저 역추세</td>
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<td>indicator</td>
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<td>Y</td>
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<td>2060</td>
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<td>+84012192847052727098130818924544.0%</td>
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<td>100.0%</td>
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<td>100.0%</td>
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<td>63.5%</td>
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<td>0.0%</td>
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<td><strong>72.2</strong></td>
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</tr>
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<tr>
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<td>5</td>
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<td>돈치안 채널</td>
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<td>swing</td>
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<td>Y</td>
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<td>1576</td>
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<td>+13191365859452642188138119168.0%</td>
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<td>99.9%</td>
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<td>99.6%</td>
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<td>62.1%</td>
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<td>0.0%</td>
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<td><strong>71.6</strong></td>
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</tr>
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<tr>
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<td>6</td>
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<td>MACD 크로스</td>
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<td>indicator</td>
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<td>Y</td>
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<td>1663</td>
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<td>+89426643065483833261760184320.0%</td>
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<td>100.0%</td>
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<td>100.0%</td>
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<td>59.2%</td>
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<td>0.0%</td>
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<td><strong>70.7</strong></td>
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</tr>
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<tr>
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<td>7</td>
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<td>RSI 스윙</td>
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<td>indicator</td>
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<td>Y</td>
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<td>1467</td>
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<td>+16943185772737070121353216.0%</td>
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<td>98.8%</td>
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<td>96.9%</td>
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<td>52.1%</td>
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<td>0.0%</td>
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<td><strong>67.2</strong></td>
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</tr>
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<tr>
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<td>8</td>
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<td>EMA 크로스</td>
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<td>indicator</td>
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<td>Y</td>
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<td>780</td>
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<td>+510885407913332672.0%</td>
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<td>94.7%</td>
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<td>92.7%</td>
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<td>30.6%</td>
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<td>0.0%</td>
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<td><strong>57.6</strong></td>
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</tr>
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<tr>
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<td>9</td>
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<td>v3 통합 스코어링</td>
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<td>composite</td>
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<td>Y</td>
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<td>529</td>
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<td>+1012809657458066.8%</td>
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<td>91.1%</td>
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<td>85.0%</td>
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<td>18.7%</td>
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<td>0.0%</td>
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<td><strong>50.6</strong></td>
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</tr>
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</tbody>
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</table>
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</body>
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</html> |