Курнат Андрей
129 lines
3.5 KiB
JSON
129 lines
3.5 KiB
JSON
{
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"accepted": false,
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"reason": "candidate_has_too_few_full_replay_trades",
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"current": {
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"score": 3.097468,
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"recommended": {
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"edge": 0.1,
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"probability": 0.6,
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"confidence": 0.68,
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"trades": 16,
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"wins": 9,
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"win_rate": 0.5625,
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"total_net_percent": 7.917141995065847,
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"average_net_percent": 0.4948213746916154,
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"max_drawdown_percent": 1.812991648733242,
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"profit_factor": 3.629214989861449,
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"score": 0.5816887551556058
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},
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"full_replay": {
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"trades": 4,
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"wins": 4,
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"win_rate": 1.0,
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"total_net_percent": 9.8223,
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"avg_net_percent": 2.4556,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"trades_detail": [
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1779940800000,
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"exit_timestamp": 1779962400000,
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"net_percent": 0.1545,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 6,
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"entry_probability": 0.6036,
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"entry_expected_percent": 0.3223
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1780300800000,
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"exit_timestamp": 1780336800000,
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"net_percent": 0.1707,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 10,
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"entry_probability": 0.6181,
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"entry_expected_percent": 0.3255
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1781154000000,
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"exit_timestamp": 1781164800000,
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"net_percent": 0.4665,
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"reason": "forecast_weak_profit_lock",
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1781445600000,
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"exit_timestamp": 1781532000000,
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"net_percent": 9.0305,
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"reason": "max_hold",
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}
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]
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},
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"walk_forward_summary": {
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"max_drawdown_percent": 1.1326,
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"profit_factor": 4.7976,
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"status": "ok"
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}
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},
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"candidate": {
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"average_net_percent": 0.09543520096249036,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"score": 0.04938446142797822
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},
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"full_replay": {
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"trades": 1,
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"wins": 1,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"trades_detail": [
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1780462800000,
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"exit_timestamp": 1780470000000,
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"net_percent": 0.0113,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 2,
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"entry_probability": 0.5905,
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"entry_expected_percent": 0.3024
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}
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]
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},
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"walk_forward_summary": {
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"trades": 0,
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"wins": 0,
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"win_rate": 0.0,
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"total_net_percent": 0,
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"avg_net_percent": 0.0,
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"max_drawdown_percent": 0.0,
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"profit_factor": 0.0,
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"status": "warn"
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}
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}
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}
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