Files
Bithumb/docs/2_analysis/spot/comparison_report.json
dsyoon b7c4ec0de5 feat: MTF·인과 전략 파이프라인 및 docs 단계별 폴더 재구성
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>
2026-06-10 19:30:16 +09:00

147 lines
3.9 KiB
JSON

{
"generated_at": "2026-06-10 15:21:34",
"symbol": "BTC",
"gt": {
"leg_count": 920,
"return_pct": 5.378466602660631e+43,
"interval_label": "3분",
"lookback_days": 3447
},
"ranking": [
{
"technique_id": "minor_swing",
"technique_name": "소형 스윙 하이브리드",
"category": "hybrid",
"causal": true,
"leg_count": 3055,
"tech_return_pct": 1.3567658215386816e+70,
"buy_recall": 0.8834,
"sell_recall": 0.9518,
"leg_recall": 0.737,
"return_capture_ratio": 2.5225885401380273e+26,
"score": 0.8668,
"avg_buy_offset": 42.6,
"avg_sell_offset": 11.0
},
{
"technique_id": "local_extrema",
"technique_name": "국소 극값",
"category": "swing",
"causal": true,
"leg_count": 2261,
"tech_return_pct": 6.962991401964204e+49,
"buy_recall": 0.8684,
"sell_recall": 0.9084,
"leg_recall": 0.7098,
"return_capture_ratio": 1294605.306,
"score": 0.8426,
"avg_buy_offset": 74.9,
"avg_sell_offset": 62.9
},
{
"technique_id": "zigzag_causal",
"technique_name": "인과 ZigZag",
"category": "swing",
"causal": true,
"leg_count": 944,
"tech_return_pct": 2.6972350332943655e+44,
"buy_recall": 0.6033,
"sell_recall": 0.8687,
"leg_recall": 0.7478,
"return_capture_ratio": 5.0149,
"score": 0.7797,
"avg_buy_offset": 46.0,
"avg_sell_offset": 0.9
},
{
"technique_id": "bb_reversal",
"technique_name": "볼린저 역추세",
"category": "indicator",
"causal": true,
"leg_count": 2060,
"tech_return_pct": 8.401219284705273e+31,
"buy_recall": 1.0,
"sell_recall": 1.0,
"leg_recall": 0.6348,
"return_capture_ratio": 0.0,
"score": 0.7222,
"avg_buy_offset": 8.9,
"avg_sell_offset": 7.7
},
{
"technique_id": "donchian",
"technique_name": "돈치안 채널",
"category": "swing",
"causal": true,
"leg_count": 1576,
"tech_return_pct": 1.3191365859452642e+28,
"buy_recall": 0.9993,
"sell_recall": 0.9962,
"leg_recall": 0.6207,
"return_capture_ratio": 0.0,
"score": 0.7161,
"avg_buy_offset": 14.7,
"avg_sell_offset": 27.0
},
{
"technique_id": "macd_cross",
"technique_name": "MACD 크로스",
"category": "indicator",
"causal": true,
"leg_count": 1663,
"tech_return_pct": 8.942664306548383e+28,
"buy_recall": 1.0,
"sell_recall": 1.0,
"leg_recall": 0.5924,
"return_capture_ratio": 0.0,
"score": 0.7073,
"avg_buy_offset": 8.7,
"avg_sell_offset": 10.1
},
{
"technique_id": "rsi_swing",
"technique_name": "RSI 스윙",
"category": "indicator",
"causal": true,
"leg_count": 1467,
"tech_return_pct": 1.694318577273707e+25,
"buy_recall": 0.9883,
"sell_recall": 0.9688,
"leg_recall": 0.5207,
"return_capture_ratio": 0.0,
"score": 0.6715,
"avg_buy_offset": 53.1,
"avg_sell_offset": 59.0
},
{
"technique_id": "ma_cross",
"technique_name": "EMA 크로스",
"category": "indicator",
"causal": true,
"leg_count": 780,
"tech_return_pct": 5.108854079133327e+17,
"buy_recall": 0.9466,
"sell_recall": 0.9273,
"leg_recall": 0.3065,
"return_capture_ratio": 0.0,
"score": 0.5757,
"avg_buy_offset": 65.9,
"avg_sell_offset": 78.0
},
{
"technique_id": "composite_v3",
"technique_name": "v3 통합 스코어링",
"category": "composite",
"causal": true,
"leg_count": 529,
"tech_return_pct": 1012809657458066.8,
"buy_recall": 0.9114,
"sell_recall": 0.8499,
"leg_recall": 0.187,
"return_capture_ratio": 0.0,
"score": 0.5058,
"avg_buy_offset": 123.0,
"avg_sell_offset": 146.9
}
]
}