{ "meta": { "title": "Market Regime XYZ80, Sliding15, and Cross-Strategy Forward-to-Actual MECE Audit", "snapshot": "2026-10-12T11:15:32+09:00", "hypothesis": "Stability, discrimination, calibration, transfer, and execution parity require separate tests", "unit": "independently closed position per bot; correlated trades are not IID", "stage_policy": "FORWARD and ACTUAL exclusive, errors/pre-reset/validation excluded", "operational_L1": "15m, SLIDING_15_VOTE, 80 XYZ cells", "exploratory_L2": "15m XYZ × 1H XYZ, defined only in this analysis; NOT a deployed L2 execution gate", "report_status": "OBSERVATIONAL_RESEARCH_NOT_CAUSAL_PROOF", "analysis_script": "backtester/research_xyz_mece_20261012.py" }, "integrity": { "utc_created": "2026-10-12T02:15:39+00:00", "snapshot_kst": "2026-10-12T11:15:32+09:00", "paper_all": 239532, "actual_all": 105, "paper_partition": [ { "stage": "FORWARD", "error": "", "n": 111152, "closed": 110776, "bots": 765 }, { "stage": "ERROR", "error": "DATA_INCOMPLETE_SHORT_TF_QUANT", "n": 57334, "closed": 57334, "bots": 465 }, { "stage": "EXPERIMENT", "error": "", "n": 32175, "closed": 32175, "bots": 128 }, { "stage": "PRE_RESET_EXPERIMENT", "error": "", "n": 27040, "closed": 26930, "bots": 163 }, { "stage": "TIME_EXIT_SHADOW_B", "error": "", "n": 2742, "closed": 2732, "bots": 14 }, { "stage": "TIME_EXIT_SHADOW_A", "error": "", "n": 2736, "closed": 2726, "bots": 14 }, { "stage": "VALIDATION", "error": "", "n": 2704, "closed": 2704, "bots": 42 }, { "stage": "PRE_RESET_LEGACY_COUNTERFACTUAL_OVER_CAPACITY", "error": "", "n": 1600, "closed": 1600, "bots": 52 }, { "stage": "AUTO_DISCOVERY", "error": "", "n": 1091, "closed": 1087, "bots": 6 }, { "stage": "FEATURE_SHADOW", "error": "", "n": 472, "closed": 461, "bots": 11 }, { "stage": "LEAD_LAG_ROUTE_FORWARD", "error": "", "n": 219, "closed": 219, "bots": 74 }, { "stage": "EVENT_RESPONSE_FORWARD", "error": "", "n": 76, "closed": 76, "bots": 1 }, { "stage": "PRE_RESET_VALIDATION", "error": "", "n": 54, "closed": 54, "bots": 5 }, { "stage": "PRE_RESET_INVALID_PRE_FIX_20260929", "error": "", "n": 42, "closed": 42, "bots": 24 }, { "stage": "PRE_RESET_FEATURE_SHADOW", "error": "", "n": 28, "closed": 28, "bots": 18 }, { "stage": "PRE_RESET_UNKNOWN", "error": "", "n": 24, "closed": 24, "bots": 5 }, { "stage": "LEADER_EXIT_SHADOW", "error": "", "n": 20, "closed": 20, "bots": 1 }, { "stage": "PRE_RESET_FORWARD", "error": "", "n": 17, "closed": 17, "bots": 14 }, { "stage": "PRE_RESET_LEADER_EXIT_SHADOW", "error": "", "n": 5, "closed": 5, "bots": 1 }, { "stage": "DORMANT_PROBE", "error": "", "n": 1, "closed": 1, "bots": 1 } ], "actual_partition": [ { "status": "CLOSED", "error": "", "source": "UPBIT_FILL_BACKFILL_20261002", "n": 57, "reconciled": 57 }, { "status": "ERROR", "error": "DATA_INCOMPLETE_SHORT_TF_QUANT", "source": "UPBIT_FILL_BACKFILL_20261002", "n": 20, "reconciled": 20 }, { "status": "ERROR", "error": "DATA_INCOMPLETE_SHORT_TF_QUANT", "source": "UPBIT_CONFIRMED_FILLS", "n": 14, "reconciled": 14 }, { "status": "CLOSED", "error": "", "source": "UPBIT_CONFIRMED_FILLS", "n": 13, "reconciled": 13 }, { "status": "STALE", "error": "", "source": "NULL", "n": 1, "reconciled": 0 } ], "valid_closed_forward": 110776, "valid_closed_actual": 70, "audit_counters": { "primary_v1_schema": 110776, "strict_causal": 110776, "actual_entry_decision_available": 70, "actual_exit_decision_available": 70 }, "horizon_method_coverage": { "forward_l1": 110645, "forward_15m": 110754, "forward_1H": 110734, "forward_4H": 110776, "forward_1D": 110776, "forward_7D": 110776, "forward_shadow": 110645, "forward_rolling": 110645, "actual_l1": 32, "actual_15m": 32, "actual_1H": 32, "actual_4H": 32, "actual_1D": 32, "actual_7D": 32, "actual_shadow": 32, "actual_rolling": 32 }, "forward_bot_count": 764, "actual_bot_count": 12, "forward_date_range": [ "2026-09-29", "2026-10-12" ], "actual_date_range": [ "2026-05-18", "2026-10-12" ], "strategy_universe_config_count": 811, "missing_active_actual_regime_l1": 38, "error_population_count": 57334, "active_live_trading_policy_changed": false }, "group_stats": { "FORWARD": { "TOTAL": { "n": 110776, "wr": 26.378, "wr_ci": [ 26.12, 26.64 ], "avg": -0.38489, "median_net": -0.613, "sum_net_pct": -42636.477, "net_pnl_krw": -40842829.51, "fees_krw": 10630728.63, "pf": 0.3595, "days": 14, "trade_sequence_dd_ppt": 42653.176, "exit_top": [ [ "STOP_LOSS", 31966 ], [ "FAST_FAIL_BREAKOUT", 27920 ], [ "TRAILING_STOP", 16670 ], [ "TIME_STOP", 15501 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4272 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3739 ], [ "SMART_EXIT_A_FAILURE", 3422 ] ] }, "SCALP": { "n": 102162, "wr": 25.212, "wr_ci": [ 24.95, 25.48 ], "avg": -0.37866, "median_net": -0.61191, "sum_net_pct": -38685.125, "net_pnl_krw": -38586599.63, "fees_krw": 10180724.36, "pf": 0.3186, "days": 6, "trade_sequence_dd_ppt": 38693.679, "exit_top": [ [ "STOP_LOSS", 29884 ], [ "FAST_FAIL_BREAKOUT", 26981 ], [ "TRAILING_STOP", 15433 ], [ "TIME_STOP", 14779 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3109 ], [ "SMART_EXIT_A_FAILURE", 3073 ], [ "TAKE_PROFIT", 2799 ] ] }, "CORE": { "n": 3908, "wr": 38.639, "wr_ci": [ 37.12, 40.18 ], "avg": -0.32229, "median_net": -0.8829, "sum_net_pct": -1259.51, "net_pnl_krw": -1191979.98, "fees_krw": 270667.95, "pf": 0.671, "days": 8, "trade_sequence_dd_ppt": 1317.899, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 935 ], [ "TRAILING_STOP", 759 ], [ "STOP_LOSS", 679 ], [ "SMART_EXIT_B_PROFIT_LOCK", 434 ], [ "SMART_EXIT_C_PROFIT_LOCK", 375 ], [ "TAKE_PROFIT", 203 ], [ "TIME_STOP", 194 ] ] }, "ML": { "n": 360, "wr": 39.722, "wr_ci": [ 34.8, 44.86 ], "avg": -0.27163, "median_net": -0.3716, "sum_net_pct": -97.789, "net_pnl_krw": -134338.0, "fees_krw": 27871.37, "pf": 0.7427, "days": 9, "trade_sequence_dd_ppt": 147.292, "exit_top": [ [ "TIME_STOP", 103 ], [ "STOP_LOSS", 59 ], [ "SMART_EXIT_C_PROFIT_LOCK", 29 ], [ "SMART_EXIT_C_FAILURE", 28 ], [ "SMART_EXIT_B_PROFIT_LOCK", 27 ], [ "SMART_EXIT_A_FAILURE", 20 ], [ "SMART_EXIT_C_HARD_CAP", 20 ] ] }, "ADAPTIVE": { "n": 4310, "wr": 41.485, "wr_ci": [ 40.02, 42.96 ], "avg": -0.6034, "median_net": -0.82253, "sum_net_pct": -2600.659, "net_pnl_krw": -931893.65, "fees_krw": 150383.42, "pf": 0.5332, "days": 12, "trade_sequence_dd_ppt": 2602.098, "exit_top": [ [ "STOP_LOSS", 1337 ], [ "SMART_EXIT_B_PROFIT_LOCK", 702 ], [ "SMART_EXIT_C_PROFIT_LOCK", 695 ], [ "TRAILING_STOP", 456 ], [ "TIME_STOP", 420 ], [ "SMART_EXIT_C_HARD_CAP", 249 ], [ "SMART_EXIT_C_FAILURE", 249 ] ] }, "LEAD_LAG": { "n": 36, "wr": 61.111, "wr_ci": [ 44.86, 75.22 ], "avg": 0.1835, "median_net": 0.25114, "sum_net_pct": 6.606, "net_pnl_krw": 1981.75, "fees_krw": 1081.53, "pf": 1.8944, "days": 3, "trade_sequence_dd_ppt": 2.023, "exit_top": [ [ "TAKE_PROFIT", 19 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 5 ] ] } }, "ACTUAL": { "TOTAL": { "n": 70, "wr": 37.143, "wr_ci": [ 26.77, 48.85 ], "avg": -0.83815, "median_net": -1.22105, "sum_net_pct": -58.67, "net_pnl_krw": -96379.41, "fees_krw": 6639.97, "pf": 0.3479, "days": 17, "trade_sequence_dd_ppt": 61.555, "exit_top": [ [ "STOP_LOSS", 28 ], [ "TRAILING_STOP", 15 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_EXIT", 7 ], [ "TAKE_PROFIT", 6 ], [ "TAKE_PROFIT_NET_LOSS", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "SCALP": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "CORE": { "n": 58, "wr": 36.207, "wr_ci": [ 25.05, 49.07 ], "avg": -0.97833, "median_net": -1.28006, "sum_net_pct": -56.743, "net_pnl_krw": -91074.61, "fees_krw": 5652.7, "pf": 0.2904, "days": 15, "trade_sequence_dd_ppt": 59.628, "exit_top": [ [ "STOP_LOSS", 25 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 6 ], [ "TIME_EXIT", 4 ], [ "TAKE_PROFIT_NET_LOSS", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "ML": { "n": 12, "wr": 41.667, "wr_ci": [ 19.33, 68.05 ], "avg": -0.1606, "median_net": -0.48676, "sum_net_pct": -1.927, "net_pnl_krw": -5304.8, "fees_krw": 987.27, "pf": 0.8074, "days": 3, "trade_sequence_dd_ppt": 6.249, "exit_top": [ [ "TRAILING_STOP", 4 ], [ "TIME_EXIT", 3 ], [ "STOP_LOSS", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "ADAPTIVE": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "LEAD_LAG": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] } } }, "axis": { "FORWARD": { "XY": [ { "key": "SELECTIVE_INFLOW", "n": 34865, "wr": 25.343, "wr_ci": [ 24.89, 25.8 ], "avg": -0.39766, "median_net": -0.62166, "sum_net_pct": -13864.447, "net_pnl_krw": -13441281.26, "fees_krw": 3351372.49, "pf": 0.3388, "days": 14, "trade_sequence_dd_ppt": 13875.587, "exit_top": [ [ "STOP_LOSS", 10122 ], [ "FAST_FAIL_BREAKOUT", 8654 ], [ "TRAILING_STOP", 5312 ], [ "TIME_STOP", 5025 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1387 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1222 ], [ "SMART_EXIT_A_FAILURE", 1086 ] ] }, { "key": "DEAD_CAT_BOUNCE", "n": 26274, "wr": 25.375, "wr_ci": [ 24.85, 25.9 ], "avg": -0.41165, "median_net": -0.62686, "sum_net_pct": -10815.598, "net_pnl_krw": -10058320.83, "fees_krw": 2508541.71, "pf": 0.3403, "days": 13, "trade_sequence_dd_ppt": 10828.921, "exit_top": [ [ "STOP_LOSS", 7805 ], [ "FAST_FAIL_BREAKOUT", 6862 ], [ "TIME_STOP", 3950 ], [ "TRAILING_STOP", 3667 ], [ "SMART_EXIT_B_PROFIT_LOCK", 873 ], [ "SMART_EXIT_C_PROFIT_LOCK", 778 ], [ "SMART_EXIT_A_FAILURE", 768 ] ] }, { "key": "BROAD_RISK_ON", "n": 15699, "wr": 27.932, "wr_ci": [ 27.24, 28.64 ], "avg": -0.35339, "median_net": -0.60995, "sum_net_pct": -5547.836, "net_pnl_krw": -5469170.04, "fees_krw": 1514865.74, "pf": 0.3993, "days": 14, "trade_sequence_dd_ppt": 5560.598, "exit_top": [ [ "STOP_LOSS", 4669 ], [ "FAST_FAIL_BREAKOUT", 3821 ], [ "TRAILING_STOP", 2493 ], [ "TIME_STOP", 1993 ], [ "SMART_EXIT_B_PROFIT_LOCK", 691 ], [ "SMART_EXIT_C_PROFIT_LOCK", 602 ], [ "SMART_EXIT_A_FAILURE", 466 ] ] }, { "key": "PANIC_LIQUIDATION", "n": 14983, "wr": 27.311, "wr_ci": [ 26.6, 28.03 ], "avg": -0.37373, "median_net": -0.58402, "sum_net_pct": -5599.561, "net_pnl_krw": -5281087.12, "fees_krw": 1442930.74, "pf": 0.3704, "days": 13, "trade_sequence_dd_ppt": 5651.938, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4292 ], [ "STOP_LOSS", 3809 ], [ "TRAILING_STOP", 2167 ], [ "TIME_STOP", 1832 ], [ "TAKE_PROFIT", 679 ], [ "SMART_EXIT_B_PROFIT_LOCK", 622 ], [ "SMART_EXIT_C_PROFIT_LOCK", 534 ] ] }, { "key": "MIXED_REBOUND", "n": 9257, "wr": 25.354, "wr_ci": [ 24.48, 26.25 ], "avg": -0.4049, "median_net": -0.60822, "sum_net_pct": -3748.153, "net_pnl_krw": -3566981.79, "fees_krw": 888055.9, "pf": 0.3349, "days": 13, "trade_sequence_dd_ppt": 3750.546, "exit_top": [ [ "STOP_LOSS", 2746 ], [ "FAST_FAIL_BREAKOUT", 2222 ], [ "TRAILING_STOP", 1563 ], [ "TIME_STOP", 1235 ], [ "TAKE_PROFIT", 306 ], [ "SMART_EXIT_A_FAILURE", 290 ], [ "SMART_EXIT_B_PROFIT_LOCK", 290 ] ] }, { "key": "NARROW_LEADERSHIP", "n": 6730, "wr": 28.648, "wr_ci": [ 27.58, 29.74 ], "avg": -0.33123, "median_net": -0.58081, "sum_net_pct": -2229.154, "net_pnl_krw": -2217281.99, "fees_krw": 649565.02, "pf": 0.3978, "days": 9, "trade_sequence_dd_ppt": 2339.003, "exit_top": [ [ "STOP_LOSS", 1978 ], [ "FAST_FAIL_BREAKOUT", 1529 ], [ "TIME_STOP", 1089 ], [ "TRAILING_STOP", 1001 ], [ "SMART_EXIT_B_PROFIT_LOCK", 257 ], [ "SMART_EXIT_C_PROFIT_LOCK", 217 ], [ "SMART_EXIT_A_FAILURE", 207 ] ] }, { "key": "SPECULATIVE_EXPANSION", "n": 1482, "wr": 29.285, "wr_ci": [ 27.02, 31.65 ], "avg": -0.34843, "median_net": -0.63664, "sum_net_pct": -516.379, "net_pnl_krw": -522698.61, "fees_krw": 146413.2, "pf": 0.3887, "days": 5, "trade_sequence_dd_ppt": 544.412, "exit_top": [ [ "STOP_LOSS", 487 ], [ "FAST_FAIL_BREAKOUT", 359 ], [ "TRAILING_STOP", 252 ], [ "TIME_STOP", 124 ], [ "TAKE_PROFIT", 75 ], [ "SMART_EXIT_B_PROFIT_LOCK", 52 ], [ "SMART_EXIT_C_PROFIT_LOCK", 49 ] ] }, { "key": "THIN_INFLOW", "n": 1332, "wr": 36.862, "wr_ci": [ 34.31, 39.49 ], "avg": -0.14673, "median_net": -0.42367, "sum_net_pct": -195.451, "net_pnl_krw": -250297.65, "fees_krw": 121429.51, "pf": 0.7176, "days": 5, "trade_sequence_dd_ppt": 315.112, "exit_top": [ [ "STOP_LOSS", 313 ], [ "TIME_STOP", 236 ], [ "TRAILING_STOP", 203 ], [ "FAST_FAIL_BREAKOUT", 167 ], [ "TAKE_PROFIT", 96 ], [ "SMART_EXIT_B_PROFIT_LOCK", 84 ], [ "SMART_EXIT_C_FAILURE", 79 ] ] }, { "key": "HEALTHY_ROTATION", "n": 23, "wr": 26.087, "wr_ci": [ 12.55, 46.47 ], "avg": -0.37412, "median_net": -0.59809, "sum_net_pct": -8.605, "net_pnl_krw": -8596.76, "fees_krw": 2295.78, "pf": 0.3507, "days": 1, "trade_sequence_dd_ppt": 11.841, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] } ], "Z": [ { "key": "FLAT", "n": 28322, "wr": 25.065, "wr_ci": [ 24.56, 25.57 ], "avg": -0.41787, "median_net": -0.63024, "sum_net_pct": -11834.859, "net_pnl_krw": -11327740.04, "fees_krw": 2705655.55, "pf": 0.3241, "days": 13, "trade_sequence_dd_ppt": 11846.494, "exit_top": [ [ "STOP_LOSS", 8440 ], [ "FAST_FAIL_BREAKOUT", 7408 ], [ "TRAILING_STOP", 4077 ], [ "TIME_STOP", 3906 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1001 ], [ "SMART_EXIT_A_FAILURE", 899 ], [ "SMART_EXIT_C_PROFIT_LOCK", 848 ] ] }, { "key": "UP", "n": 27003, "wr": 24.205, "wr_ci": [ 23.7, 24.72 ], "avg": -0.41907, "median_net": -0.61521, "sum_net_pct": -11316.164, "net_pnl_krw": -10903376.62, "fees_krw": 2593047.19, "pf": 0.3145, "days": 14, "trade_sequence_dd_ppt": 11334.448, "exit_top": [ [ "STOP_LOSS", 7829 ], [ "FAST_FAIL_BREAKOUT", 6594 ], [ "TIME_STOP", 4259 ], [ "TRAILING_STOP", 3874 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1009 ], [ "SMART_EXIT_C_PROFIT_LOCK", 889 ], [ "SMART_EXIT_A_FAILURE", 831 ] ] }, { "key": "DOWN", "n": 22682, "wr": 28.468, "wr_ci": [ 27.88, 29.06 ], "avg": -0.33502, "median_net": -0.58756, "sum_net_pct": -7598.85, "net_pnl_krw": -7316179.97, "fees_krw": 2191615.82, "pf": 0.418, "days": 12, "trade_sequence_dd_ppt": 7608.843, "exit_top": [ [ "STOP_LOSS", 6349 ], [ "FAST_FAIL_BREAKOUT", 5565 ], [ "TRAILING_STOP", 3767 ], [ "TIME_STOP", 2933 ], [ "SMART_EXIT_B_PROFIT_LOCK", 893 ], [ "TAKE_PROFIT", 836 ], [ "SMART_EXIT_C_PROFIT_LOCK", 828 ] ] }, { "key": "STRONG_UP", "n": 19546, "wr": 26.159, "wr_ci": [ 25.55, 26.78 ], "avg": -0.36584, "median_net": -0.60967, "sum_net_pct": -7150.708, "net_pnl_krw": -7067238.07, "fees_krw": 1887353.21, "pf": 0.3779, "days": 12, "trade_sequence_dd_ppt": 7169.903, "exit_top": [ [ "STOP_LOSS", 5689 ], [ "FAST_FAIL_BREAKOUT", 5031 ], [ "TIME_STOP", 2937 ], [ "TRAILING_STOP", 2774 ], [ "SMART_EXIT_B_PROFIT_LOCK", 746 ], [ "SMART_EXIT_C_PROFIT_LOCK", 643 ], [ "SMART_EXIT_A_FAILURE", 630 ] ] }, { "key": "STRONG_DOWN", "n": 13092, "wr": 30.408, "wr_ci": [ 29.63, 31.2 ], "avg": -0.35324, "median_net": -0.58519, "sum_net_pct": -4624.603, "net_pnl_krw": -4201181.35, "fees_krw": 1247798.32, "pf": 0.4082, "days": 11, "trade_sequence_dd_ppt": 4637.382, "exit_top": [ [ "STOP_LOSS", 3626 ], [ "FAST_FAIL_BREAKOUT", 3319 ], [ "TRAILING_STOP", 2169 ], [ "TIME_STOP", 1450 ], [ "SMART_EXIT_B_PROFIT_LOCK", 608 ], [ "TAKE_PROFIT", 524 ], [ "SMART_EXIT_C_PROFIT_LOCK", 516 ] ] } ], "L1_XYZ80": [ { "key": "SELECTIVE_INFLOW__UP", "n": 11344, "wr": 22.646, "wr_ci": [ 21.89, 23.43 ], "avg": -0.41165, "median_net": -0.6255, "sum_net_pct": -4669.762, "net_pnl_krw": -4638963.86, "fees_krw": 1102664.46, "pf": 0.3181, "days": 13, "trade_sequence_dd_ppt": 4674.717, "exit_top": [ [ "STOP_LOSS", 3373 ], [ "FAST_FAIL_BREAKOUT", 2806 ], [ "TIME_STOP", 1697 ], [ "TRAILING_STOP", 1696 ], [ "SMART_EXIT_B_PROFIT_LOCK", 404 ], [ "SMART_EXIT_C_PROFIT_LOCK", 368 ], [ "SMART_EXIT_A_FAILURE", 339 ] ] }, { "key": "SELECTIVE_INFLOW__FLAT", "n": 9567, "wr": 26.299, "wr_ci": [ 25.43, 27.19 ], "avg": -0.43428, "median_net": -0.6172, "sum_net_pct": -4154.734, "net_pnl_krw": -3823332.72, "fees_krw": 906820.63, "pf": 0.3102, "days": 12, "trade_sequence_dd_ppt": 4161.114, "exit_top": [ [ "STOP_LOSS", 2595 ], [ "FAST_FAIL_BREAKOUT", 2503 ], [ "TRAILING_STOP", 1457 ], [ "TIME_STOP", 1358 ], [ "SMART_EXIT_B_PROFIT_LOCK", 375 ], [ "SMART_EXIT_A_FAILURE", 332 ], [ "SMART_EXIT_C_PROFIT_LOCK", 305 ] ] }, { "key": "DEAD_CAT_BOUNCE__FLAT", "n": 8936, "wr": 22.191, "wr_ci": [ 21.34, 23.06 ], "avg": -0.47263, "median_net": -0.66575, "sum_net_pct": -4223.416, "net_pnl_krw": -3997206.63, "fees_krw": 857630.89, "pf": 0.2664, "days": 11, "trade_sequence_dd_ppt": 4246.628, "exit_top": [ [ "STOP_LOSS", 2918 ], [ "FAST_FAIL_BREAKOUT", 2421 ], [ "TIME_STOP", 1180 ], [ "TRAILING_STOP", 1089 ], [ "SMART_EXIT_A_FAILURE", 289 ], [ "SMART_EXIT_C_FAILURE", 261 ], [ "SMART_EXIT_B_PROFIT_LOCK", 257 ] ] }, { "key": "SELECTIVE_INFLOW__STRONG_UP", "n": 7168, "wr": 25.893, "wr_ci": [ 24.89, 26.92 ], "avg": -0.35426, "median_net": -0.60995, "sum_net_pct": -2539.322, "net_pnl_krw": -2592795.73, "fees_krw": 690169.91, "pf": 0.3839, "days": 8, "trade_sequence_dd_ppt": 2550.045, "exit_top": [ [ "STOP_LOSS", 2073 ], [ "FAST_FAIL_BREAKOUT", 1921 ], [ "TIME_STOP", 1052 ], [ "TRAILING_STOP", 983 ], [ "SMART_EXIT_B_PROFIT_LOCK", 309 ], [ "SMART_EXIT_C_PROFIT_LOCK", 272 ], [ "SMART_EXIT_A_FAILURE", 228 ] ] }, { "key": "DEAD_CAT_BOUNCE__UP", "n": 6369, "wr": 24.635, "wr_ci": [ 23.59, 25.71 ], "avg": -0.45234, "median_net": -0.61559, "sum_net_pct": -2880.964, "net_pnl_krw": -2646947.16, "fees_krw": 606205.42, "pf": 0.3022, "days": 11, "trade_sequence_dd_ppt": 2883.571, "exit_top": [ [ "STOP_LOSS", 1785 ], [ "FAST_FAIL_BREAKOUT", 1716 ], [ "TIME_STOP", 1029 ], [ "TRAILING_STOP", 859 ], [ "SMART_EXIT_B_PROFIT_LOCK", 234 ], [ "SMART_EXIT_C_PROFIT_LOCK", 200 ], [ "SMART_EXIT_A_FAILURE", 178 ] ] }, { "key": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 5932, "wr": 26.635, "wr_ci": [ 25.53, 27.77 ], "avg": -0.41221, "median_net": -0.62786, "sum_net_pct": -2445.204, "net_pnl_krw": -2265446.9, "fees_krw": 569016.54, "pf": 0.332, "days": 10, "trade_sequence_dd_ppt": 2477.741, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1751 ], [ "STOP_LOSS", 1452 ], [ "TRAILING_STOP", 860 ], [ "TIME_STOP", 711 ], [ "TAKE_PROFIT", 283 ], [ "SMART_EXIT_B_PROFIT_LOCK", 258 ], [ "SMART_EXIT_C_PROFIT_LOCK", 205 ] ] }, { "key": "DEAD_CAT_BOUNCE__DOWN", "n": 5642, "wr": 26.994, "wr_ci": [ 25.85, 28.17 ], "avg": -0.33435, "median_net": -0.59975, "sum_net_pct": -1886.411, "net_pnl_krw": -1764297.95, "fees_krw": 536016.85, "pf": 0.4342, "days": 10, "trade_sequence_dd_ppt": 1889.787, "exit_top": [ [ "STOP_LOSS", 1576 ], [ "FAST_FAIL_BREAKOUT", 1449 ], [ "TIME_STOP", 936 ], [ "TRAILING_STOP", 827 ], [ "SMART_EXIT_B_PROFIT_LOCK", 204 ], [ "SMART_EXIT_C_PROFIT_LOCK", 204 ], [ "SMART_EXIT_A_FAILURE", 150 ] ] }, { "key": "SELECTIVE_INFLOW__DOWN", "n": 5515, "wr": 27.652, "wr_ci": [ 26.49, 28.85 ], "avg": -0.36866, "median_net": -0.62946, "sum_net_pct": -2033.187, "net_pnl_krw": -1972724.32, "fees_krw": 536145.24, "pf": 0.3632, "days": 10, "trade_sequence_dd_ppt": 2061.459, "exit_top": [ [ "STOP_LOSS", 1613 ], [ "FAST_FAIL_BREAKOUT", 1218 ], [ "TRAILING_STOP", 1007 ], [ "TIME_STOP", 758 ], [ "SMART_EXIT_B_PROFIT_LOCK", 226 ], [ "SMART_EXIT_C_PROFIT_LOCK", 210 ], [ "SMART_EXIT_A_FAILURE", 156 ] ] }, { "key": "PANIC_LIQUIDATION__DOWN", "n": 5087, "wr": 28.366, "wr_ci": [ 27.14, 29.62 ], "avg": -0.32947, "median_net": -0.56561, "sum_net_pct": -1676.021, "net_pnl_krw": -1593965.43, "fees_krw": 493013.16, "pf": 0.4237, "days": 11, "trade_sequence_dd_ppt": 1684.212, "exit_top": [ [ "STOP_LOSS", 1395 ], [ "FAST_FAIL_BREAKOUT", 1323 ], [ "TRAILING_STOP", 774 ], [ "TIME_STOP", 572 ], [ "TAKE_PROFIT", 251 ], [ "SMART_EXIT_B_PROFIT_LOCK", 220 ], [ "SMART_EXIT_C_PROFIT_LOCK", 203 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 3995, "wr": 29.762, "wr_ci": [ 28.36, 31.2 ], "avg": -0.31479, "median_net": -0.55849, "sum_net_pct": -1257.591, "net_pnl_krw": -1212243.14, "fees_krw": 390573.53, "pf": 0.4318, "days": 8, "trade_sequence_dd_ppt": 1258.811, "exit_top": [ [ "STOP_LOSS", 1078 ], [ "FAST_FAIL_BREAKOUT", 947 ], [ "TIME_STOP", 745 ], [ "TRAILING_STOP", 658 ], [ "SMART_EXIT_B_PROFIT_LOCK", 120 ], [ "SMART_EXIT_C_PROFIT_LOCK", 106 ], [ "SMART_EXIT_A_FAILURE", 106 ] ] }, { "key": "BROAD_RISK_ON__STRONG_UP", "n": 3730, "wr": 24.772, "wr_ci": [ 23.41, 26.18 ], "avg": -0.35797, "median_net": -0.60801, "sum_net_pct": -1335.238, "net_pnl_krw": -1299121.9, "fees_krw": 360336.21, "pf": 0.4083, "days": 8, "trade_sequence_dd_ppt": 1368.548, "exit_top": [ [ "STOP_LOSS", 1183 ], [ "FAST_FAIL_BREAKOUT", 840 ], [ "TIME_STOP", 519 ], [ "TRAILING_STOP", 498 ], [ "SMART_EXIT_B_PROFIT_LOCK", 174 ], [ "SMART_EXIT_A_FAILURE", 152 ], [ "SMART_EXIT_C_PROFIT_LOCK", 139 ] ] }, { "key": "BROAD_RISK_ON__UP", "n": 3371, "wr": 28.953, "wr_ci": [ 27.45, 30.51 ], "avg": -0.35177, "median_net": -0.54621, "sum_net_pct": -1185.807, "net_pnl_krw": -1126718.91, "fees_krw": 321471.65, "pf": 0.3683, "days": 9, "trade_sequence_dd_ppt": 1217.492, "exit_top": [ [ "STOP_LOSS", 853 ], [ "FAST_FAIL_BREAKOUT", 789 ], [ "TRAILING_STOP", 563 ], [ "TIME_STOP", 550 ], [ "SMART_EXIT_B_PROFIT_LOCK", 160 ], [ "SMART_EXIT_C_PROFIT_LOCK", 136 ], [ "SMART_EXIT_C_FAILURE", 110 ] ] }, { "key": "BROAD_RISK_ON__FLAT", "n": 3190, "wr": 24.984, "wr_ci": [ 23.51, 26.52 ], "avg": -0.39642, "median_net": -0.64822, "sum_net_pct": -1264.569, "net_pnl_krw": -1272546.52, "fees_krw": 305992.47, "pf": 0.3686, "days": 8, "trade_sequence_dd_ppt": 1278.695, "exit_top": [ [ "STOP_LOSS", 1043 ], [ "FAST_FAIL_BREAKOUT", 839 ], [ "TRAILING_STOP", 538 ], [ "TIME_STOP", 338 ], [ "SMART_EXIT_B_PROFIT_LOCK", 118 ], [ "SMART_EXIT_C_PROFIT_LOCK", 115 ], [ "SMART_EXIT_A_FAILURE", 68 ] ] }, { "key": "MIXED_REBOUND__FLAT", "n": 2978, "wr": 27.636, "wr_ci": [ 26.06, 29.27 ], "avg": -0.34559, "median_net": -0.54343, "sum_net_pct": -1029.164, "net_pnl_krw": -1020567.46, "fees_krw": 281234.22, "pf": 0.3918, "days": 10, "trade_sequence_dd_ppt": 1031.206, "exit_top": [ [ "STOP_LOSS", 850 ], [ "FAST_FAIL_BREAKOUT", 688 ], [ "TRAILING_STOP", 500 ], [ "TIME_STOP", 415 ], [ "SMART_EXIT_B_PROFIT_LOCK", 111 ], [ "SMART_EXIT_A_FAILURE", 104 ], [ "SMART_EXIT_C_PROFIT_LOCK", 96 ] ] }, { "key": "BROAD_RISK_ON__STRONG_DOWN", "n": 2762, "wr": 37.944, "wr_ci": [ 36.15, 39.77 ], "avg": -0.22529, "median_net": -0.51132, "sum_net_pct": -622.247, "net_pnl_krw": -597271.16, "fees_krw": 269627.5, "pf": 0.5548, "days": 8, "trade_sequence_dd_ppt": 626.222, "exit_top": [ [ "STOP_LOSS", 737 ], [ "TRAILING_STOP", 588 ], [ "FAST_FAIL_BREAKOUT", 547 ], [ "TIME_STOP", 349 ], [ "SMART_EXIT_B_PROFIT_LOCK", 150 ], [ "SMART_EXIT_C_PROFIT_LOCK", 130 ], [ "TAKE_PROFIT", 91 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 2718, "wr": 19.426, "wr_ci": [ 17.98, 20.96 ], "avg": -0.50323, "median_net": -0.63024, "sum_net_pct": -1367.79, "net_pnl_krw": -1305495.38, "fees_krw": 262197.41, "pf": 0.2149, "days": 10, "trade_sequence_dd_ppt": 1377.125, "exit_top": [ [ "STOP_LOSS", 874 ], [ "FAST_FAIL_BREAKOUT", 643 ], [ "TIME_STOP", 386 ], [ "TRAILING_STOP", 353 ], [ "TAKE_PROFIT", 126 ], [ "SMART_EXIT_A_FAILURE", 94 ], [ "SMART_EXIT_C_FAILURE", 82 ] ] }, { "key": "BROAD_RISK_ON__DOWN", "n": 2646, "wr": 24.187, "wr_ci": [ 22.59, 25.86 ], "avg": -0.43083, "median_net": -0.6916, "sum_net_pct": -1139.974, "net_pnl_krw": -1173511.55, "fees_krw": 257437.9, "pf": 0.33, "days": 8, "trade_sequence_dd_ppt": 1164.407, "exit_top": [ [ "STOP_LOSS", 853 ], [ "FAST_FAIL_BREAKOUT", 806 ], [ "TRAILING_STOP", 306 ], [ "TIME_STOP", 237 ], [ "TAKE_PROFIT", 92 ], [ "SMART_EXIT_B_PROFIT_LOCK", 89 ], [ "SMART_EXIT_C_PROFIT_LOCK", 82 ] ] }, { "key": "MIXED_REBOUND__DOWN", "n": 1629, "wr": 34.807, "wr_ci": [ 32.53, 37.15 ], "avg": -0.25421, "median_net": -0.52957, "sum_net_pct": -414.115, "net_pnl_krw": -335145.99, "fees_krw": 159032.03, "pf": 0.5274, "days": 6, "trade_sequence_dd_ppt": 501.21, "exit_top": [ [ "TRAILING_STOP", 450 ], [ "STOP_LOSS", 436 ], [ "FAST_FAIL_BREAKOUT", 321 ], [ "TIME_STOP", 198 ], [ "SMART_EXIT_C_PROFIT_LOCK", 62 ], [ "SMART_EXIT_B_PROFIT_LOCK", 60 ], [ "SMART_EXIT_A_FAILURE", 38 ] ] }, { "key": "NARROW_LEADERSHIP__UP", "n": 1597, "wr": 25.36, "wr_ci": [ 23.29, 27.55 ], "avg": -0.45349, "median_net": -0.64617, "sum_net_pct": -724.219, "net_pnl_krw": -682272.8, "fees_krw": 151207.9, "pf": 0.2817, "days": 6, "trade_sequence_dd_ppt": 737.755, "exit_top": [ [ "STOP_LOSS", 554 ], [ "TIME_STOP", 301 ], [ "FAST_FAIL_BREAKOUT", 277 ], [ "TRAILING_STOP", 190 ], [ "SMART_EXIT_B_PROFIT_LOCK", 66 ], [ "SMART_EXIT_A_FAILURE", 56 ], [ "SMART_EXIT_C_PROFIT_LOCK", 55 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 1576, "wr": 22.462, "wr_ci": [ 20.47, 24.59 ], "avg": -0.46061, "median_net": -0.70209, "sum_net_pct": -725.923, "net_pnl_krw": -732065.03, "fees_krw": 153184.32, "pf": 0.3038, "days": 10, "trade_sequence_dd_ppt": 837.264, "exit_top": [ [ "STOP_LOSS", 477 ], [ "FAST_FAIL_BREAKOUT", 443 ], [ "TIME_STOP", 223 ], [ "TRAILING_STOP", 210 ], [ "TAKE_PROFIT", 66 ], [ "SMART_EXIT_A_FAILURE", 41 ], [ "SMART_EXIT_C_FAILURE", 38 ] ] }, { "key": "NARROW_LEADERSHIP__DOWN", "n": 1515, "wr": 32.805, "wr_ci": [ 30.49, 35.21 ], "avg": -0.24416, "median_net": -0.51996, "sum_net_pct": -369.905, "net_pnl_krw": -394210.94, "fees_krw": 145499.74, "pf": 0.5317, "days": 7, "trade_sequence_dd_ppt": 508.953, "exit_top": [ [ "STOP_LOSS", 377 ], [ "FAST_FAIL_BREAKOUT", 345 ], [ "TRAILING_STOP", 280 ], [ "TIME_STOP", 172 ], [ "TAKE_PROFIT", 100 ], [ "SMART_EXIT_B_PROFIT_LOCK", 63 ], [ "SMART_EXIT_A_FAILURE", 58 ] ] }, { "key": "PANIC_LIQUIDATION__STRONG_UP", "n": 1510, "wr": 24.636, "wr_ci": [ 22.53, 26.87 ], "avg": -0.46179, "median_net": -0.65374, "sum_net_pct": -697.303, "net_pnl_krw": -629644.1, "fees_krw": 142542.6, "pf": 0.2862, "days": 4, "trade_sequence_dd_ppt": 699.686, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 549 ], [ "STOP_LOSS", 326 ], [ "TRAILING_STOP", 203 ], [ "TIME_STOP", 173 ], [ "SMART_EXIT_A_FAILURE", 54 ], [ "SMART_EXIT_C_FAILURE", 54 ], [ "TAKE_PROFIT", 52 ] ] }, { "key": "NARROW_LEADERSHIP__FLAT", "n": 1339, "wr": 23.6, "wr_ci": [ 21.4, 25.95 ], "avg": -0.36431, "median_net": -0.57775, "sum_net_pct": -487.806, "net_pnl_krw": -485340.45, "fees_krw": 130856.2, "pf": 0.3147, "days": 7, "trade_sequence_dd_ppt": 487.806, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 376 ], [ "STOP_LOSS", 345 ], [ "TIME_STOP", 317 ], [ "TRAILING_STOP", 142 ], [ "SMART_EXIT_A_FAILURE", 38 ], [ "SMART_EXIT_B_PROFIT_LOCK", 37 ], [ "SMART_EXIT_C_FAILURE", 34 ] ] }, { "key": "PANIC_LIQUIDATION__FLAT", "n": 1338, "wr": 26.607, "wr_ci": [ 24.31, 29.04 ], "avg": -0.3509, "median_net": -0.58402, "sum_net_pct": -469.507, "net_pnl_krw": -464138.38, "fees_krw": 131450.87, "pf": 0.3698, "days": 10, "trade_sequence_dd_ppt": 478.597, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 430 ], [ "STOP_LOSS", 365 ], [ "TRAILING_STOP", 192 ], [ "TIME_STOP", 186 ], [ "SMART_EXIT_B_PROFIT_LOCK", 43 ], [ "SMART_EXIT_C_PROFIT_LOCK", 33 ], [ "SMART_EXIT_A_FAILURE", 29 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 1332, "wr": 30.255, "wr_ci": [ 27.85, 32.78 ], "avg": -0.42584, "median_net": -0.66469, "sum_net_pct": -567.215, "net_pnl_krw": -437625.95, "fees_krw": 118115.02, "pf": 0.4108, "days": 7, "trade_sequence_dd_ppt": 620.724, "exit_top": [ [ "STOP_LOSS", 448 ], [ "FAST_FAIL_BREAKOUT", 329 ], [ "TRAILING_STOP", 234 ], [ "TIME_STOP", 60 ], [ "SMART_EXIT_B_PROFIT_LOCK", 58 ], [ "SMART_EXIT_C_PROFIT_LOCK", 52 ], [ "SMART_EXIT_A_FAILURE", 45 ] ] }, { "key": "NARROW_LEADERSHIP__STRONG_UP", "n": 1283, "wr": 27.592, "wr_ci": [ 25.22, 30.1 ], "avg": -0.38524, "median_net": -0.63954, "sum_net_pct": -494.258, "net_pnl_krw": -502044.9, "fees_krw": 122778.87, "pf": 0.319, "days": 6, "trade_sequence_dd_ppt": 521.246, "exit_top": [ [ "STOP_LOSS", 445 ], [ "FAST_FAIL_BREAKOUT", 277 ], [ "TIME_STOP", 192 ], [ "TRAILING_STOP", 182 ], [ "SMART_EXIT_B_PROFIT_LOCK", 55 ], [ "SMART_EXIT_C_PROFIT_LOCK", 47 ], [ "SMART_EXIT_A_FAILURE", 38 ] ] }, { "key": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 1271, "wr": 29.111, "wr_ci": [ 26.68, 31.67 ], "avg": -0.36777, "median_net": -0.61256, "sum_net_pct": -467.442, "net_pnl_krw": -413464.63, "fees_krw": 115572.26, "pf": 0.404, "days": 7, "trade_sequence_dd_ppt": 481.269, "exit_top": [ [ "STOP_LOSS", 468 ], [ "FAST_FAIL_BREAKOUT", 206 ], [ "TRAILING_STOP", 169 ], [ "TIME_STOP", 160 ], [ "SMART_EXIT_B_PROFIT_LOCK", 73 ], [ "SMART_EXIT_C_PROFIT_LOCK", 67 ], [ "TAKE_PROFIT", 46 ] ] }, { "key": "PANIC_LIQUIDATION__UP", "n": 1116, "wr": 30.556, "wr_ci": [ 27.92, 33.32 ], "avg": -0.27915, "median_net": -0.5204, "sum_net_pct": -311.526, "net_pnl_krw": -327892.31, "fees_krw": 106907.58, "pf": 0.4843, "days": 5, "trade_sequence_dd_ppt": 327.026, "exit_top": [ [ "STOP_LOSS", 271 ], [ "FAST_FAIL_BREAKOUT", 239 ], [ "TIME_STOP", 190 ], [ "TRAILING_STOP", 138 ], [ "TAKE_PROFIT", 66 ], [ "SMART_EXIT_B_PROFIT_LOCK", 58 ], [ "SMART_EXIT_C_PROFIT_LOCK", 55 ] ] }, { "key": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 996, "wr": 35.743, "wr_ci": [ 32.83, 38.77 ], "avg": -0.15358, "median_net": -0.55158, "sum_net_pct": -152.966, "net_pnl_krw": -153412.9, "fees_krw": 99222.31, "pf": 0.6716, "days": 5, "trade_sequence_dd_ppt": 236.884, "exit_top": [ [ "STOP_LOSS", 257 ], [ "FAST_FAIL_BREAKOUT", 254 ], [ "TRAILING_STOP", 207 ], [ "TIME_STOP", 107 ], [ "TAKE_PROFIT", 48 ], [ "SMART_EXIT_B_PROFIT_LOCK", 36 ], [ "SMART_EXIT_C_PROFIT_LOCK", 34 ] ] }, { "key": "THIN_INFLOW__FLAT", "n": 523, "wr": 31.358, "wr_ci": [ 27.53, 35.46 ], "avg": -0.22485, "median_net": -0.74651, "sum_net_pct": -117.595, "net_pnl_krw": -168160.19, "fees_krw": 47233.02, "pf": 0.6589, "days": 3, "trade_sequence_dd_ppt": 210.118, "exit_top": [ [ "STOP_LOSS", 179 ], [ "FAST_FAIL_BREAKOUT", 78 ], [ "TIME_STOP", 74 ], [ "TRAILING_STOP", 69 ], [ "SMART_EXIT_B_PROFIT_LOCK", 36 ], [ "SMART_EXIT_C_PROFIT_LOCK", 29 ], [ "SMART_EXIT_C_FAILURE", 26 ] ] }, { "key": "THIN_INFLOW__DOWN", "n": 458, "wr": 46.943, "wr_ci": [ 42.42, 51.52 ], "avg": 0.02594, "median_net": -0.1, "sum_net_pct": 11.882, "net_pnl_krw": 7800.71, "fees_krw": 45594.76, "pf": 1.0858, "days": 1, "trade_sequence_dd_ppt": 65.744, "exit_top": [ [ "TRAILING_STOP", 103 ], [ "TAKE_PROFIT", 91 ], [ "TIME_STOP", 54 ], [ "STOP_LOSS", 46 ], [ "SMART_EXIT_C_FAILURE", 44 ], [ "SMART_EXIT_A_FAILURE", 43 ], [ "FAST_FAIL_BREAKOUT", 35 ] ] }, { "key": "SPECULATIVE_EXPANSION__FLAT", "n": 451, "wr": 31.929, "wr_ci": [ 27.79, 36.37 ], "avg": -0.19527, "median_net": -0.54031, "sum_net_pct": -88.068, "net_pnl_krw": -96447.69, "fees_krw": 44437.24, "pf": 0.62, "days": 2, "trade_sequence_dd_ppt": 142.368, "exit_top": [ [ "STOP_LOSS", 145 ], [ "TRAILING_STOP", 90 ], [ "FAST_FAIL_BREAKOUT", 73 ], [ "TIME_STOP", 38 ], [ "TAKE_PROFIT", 28 ], [ "SMART_EXIT_B_PROFIT_LOCK", 24 ], [ "SMART_EXIT_C_PROFIT_LOCK", 24 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_DOWN", "n": 441, "wr": 33.56, "wr_ci": [ 29.31, 38.09 ], "avg": -0.36188, "median_net": -0.68679, "sum_net_pct": -159.59, "net_pnl_krw": -160496.3, "fees_krw": 43796.63, "pf": 0.3881, "days": 2, "trade_sequence_dd_ppt": 161.096, "exit_top": [ [ "STOP_LOSS", 155 ], [ "FAST_FAIL_BREAKOUT", 105 ], [ "TRAILING_STOP", 61 ], [ "TIME_STOP", 50 ], [ "TAKE_PROFIT", 18 ], [ "SMART_EXIT_C_PROFIT_LOCK", 17 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ] ] }, { "key": "MIXED_REBOUND__STRONG_DOWN", "n": 356, "wr": 21.067, "wr_ci": [ 17.15, 25.6 ], "avg": -0.59315, "median_net": -0.6233, "sum_net_pct": -211.161, "net_pnl_krw": -173707.94, "fees_krw": 32407.92, "pf": 0.2504, "days": 5, "trade_sequence_dd_ppt": 228.658, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 127 ], [ "STOP_LOSS", 109 ], [ "TRAILING_STOP", 50 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "SMART_EXIT_A_FAILURE", 13 ], [ "TIME_STOP", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ] ] }, { "key": "THIN_INFLOW__UP", "n": 279, "wr": 31.9, "wr_ci": [ 26.71, 37.58 ], "avg": -0.27851, "median_net": -0.23673, "sum_net_pct": -77.704, "net_pnl_krw": -76927.07, "fees_krw": 21564.71, "pf": 0.5544, "days": 4, "trade_sequence_dd_ppt": 93.569, "exit_top": [ [ "TIME_STOP", 103 ], [ "STOP_LOSS", 56 ], [ "FAST_FAIL_BREAKOUT", 49 ], [ "TRAILING_STOP", 19 ], [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "SMART_EXIT_C_PROFIT_LOCK", 17 ], [ "SMART_EXIT_A_FAILURE", 8 ] ] }, { "key": "SPECULATIVE_EXPANSION__UP", "n": 209, "wr": 28.23, "wr_ci": [ 22.56, 34.68 ], "avg": -0.47077, "median_net": -0.65605, "sum_net_pct": -98.39, "net_pnl_krw": -98159.13, "fees_krw": 20828.05, "pf": 0.2175, "days": 1, "trade_sequence_dd_ppt": 102.561, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 75 ], [ "STOP_LOSS", 63 ], [ "TRAILING_STOP", 56 ], [ "SMART_EXIT_C_FAILURE", 5 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_UP", "n": 191, "wr": 18.848, "wr_ci": [ 13.94, 24.99 ], "avg": -0.41473, "median_net": -0.65069, "sum_net_pct": -79.213, "net_pnl_krw": -77471.0, "fees_krw": 18475.13, "pf": 0.2931, "days": 3, "trade_sequence_dd_ppt": 84.454, "exit_top": [ [ "STOP_LOSS", 71 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TIME_STOP", 27 ], [ "TRAILING_STOP", 25 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ] ] }, { "key": "SPECULATIVE_EXPANSION__DOWN", "n": 190, "wr": 24.737, "wr_ci": [ 19.14, 31.33 ], "avg": -0.47957, "median_net": -0.57823, "sum_net_pct": -91.118, "net_pnl_krw": -90124.49, "fees_krw": 18876.15, "pf": 0.2032, "days": 2, "trade_sequence_dd_ppt": 98.517, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 68 ], [ "STOP_LOSS", 53 ], [ "TAKE_PROFIT", 25 ], [ "TRAILING_STOP", 20 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "TIME_STOP", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ] ] }, { "key": "THIN_INFLOW__STRONG_UP", "n": 70, "wr": 31.429, "wr_ci": [ 21.76, 43.03 ], "avg": -0.18936, "median_net": -0.67641, "sum_net_pct": -13.256, "net_pnl_krw": -13255.52, "fees_krw": 6996.87, "pf": 0.6029, "days": 1, "trade_sequence_dd_ppt": 14.393, "exit_top": [ [ "STOP_LOSS", 32 ], [ "TRAILING_STOP", 12 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 5 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_UP", "n": 23, "wr": 26.087, "wr_ci": [ 12.55, 46.47 ], "avg": -0.37412, "median_net": -0.59809, "sum_net_pct": -8.605, "net_pnl_krw": -8596.76, "fees_krw": 2295.78, "pf": 0.3507, "days": 1, "trade_sequence_dd_ppt": 11.841, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "key": "THIN_INFLOW__STRONG_DOWN", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.61105, "median_net": 0.61105, "sum_net_pct": 1.222, "net_pnl_krw": 244.42, "fees_krw": 40.14, "pf": 2.0524, "days": 1, "trade_sequence_dd_ppt": 1.161, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] } ], "H1": [ { "key": "FRAGILE_BREAKOUT__UP", "n": 8924, "wr": 23.969, "wr_ci": [ 23.09, 24.87 ], "avg": -0.43688, "median_net": -0.62675, "sum_net_pct": -3898.699, "net_pnl_krw": -3777026.76, "fees_krw": 851361.27, "pf": 0.2968, "days": 11, "trade_sequence_dd_ppt": 3925.438, "exit_top": [ [ "STOP_LOSS", 2786 ], [ "FAST_FAIL_BREAKOUT", 2225 ], [ "TIME_STOP", 1356 ], [ "TRAILING_STOP", 1081 ], [ "SMART_EXIT_B_PROFIT_LOCK", 368 ], [ "SMART_EXIT_C_PROFIT_LOCK", 326 ], [ "SMART_EXIT_A_FAILURE", 278 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 8899, "wr": 22.733, "wr_ci": [ 21.87, 23.62 ], "avg": -0.4251, "median_net": -0.59665, "sum_net_pct": -3782.989, "net_pnl_krw": -3558350.9, "fees_krw": 854100.32, "pf": 0.2977, "days": 9, "trade_sequence_dd_ppt": 3872.297, "exit_top": [ [ "STOP_LOSS", 2406 ], [ "FAST_FAIL_BREAKOUT", 2201 ], [ "TIME_STOP", 1326 ], [ "TRAILING_STOP", 1121 ], [ "TAKE_PROFIT", 390 ], [ "SMART_EXIT_B_PROFIT_LOCK", 353 ], [ "SMART_EXIT_A_FAILURE", 351 ] ] }, { "key": "FRAGILE_BREAKOUT__DOWN", "n": 7301, "wr": 26.161, "wr_ci": [ 25.17, 27.18 ], "avg": -0.37936, "median_net": -0.58441, "sum_net_pct": -2769.672, "net_pnl_krw": -2705516.66, "fees_krw": 702241.71, "pf": 0.3198, "days": 9, "trade_sequence_dd_ppt": 2769.672, "exit_top": [ [ "STOP_LOSS", 1948 ], [ "FAST_FAIL_BREAKOUT", 1848 ], [ "TIME_STOP", 1261 ], [ "TRAILING_STOP", 1100 ], [ "SMART_EXIT_B_PROFIT_LOCK", 275 ], [ "SMART_EXIT_C_PROFIT_LOCK", 244 ], [ "SMART_EXIT_A_FAILURE", 227 ] ] }, { "key": "PANIC_LIQUIDATION__UP", "n": 6240, "wr": 21.859, "wr_ci": [ 20.85, 22.9 ], "avg": -0.50108, "median_net": -0.70576, "sum_net_pct": -3126.717, "net_pnl_krw": -2961283.71, "fees_krw": 603781.33, "pf": 0.2785, "days": 9, "trade_sequence_dd_ppt": 3126.717, "exit_top": [ [ "STOP_LOSS", 2072 ], [ "FAST_FAIL_BREAKOUT", 1740 ], [ "TRAILING_STOP", 799 ], [ "TIME_STOP", 658 ], [ "SMART_EXIT_B_PROFIT_LOCK", 209 ], [ "SMART_EXIT_A_FAILURE", 198 ], [ "SMART_EXIT_C_PROFIT_LOCK", 193 ] ] }, { "key": "PANIC_LIQUIDATION__FLAT", "n": 6224, "wr": 23.731, "wr_ci": [ 22.69, 24.8 ], "avg": -0.47527, "median_net": -0.64173, "sum_net_pct": -2958.087, "net_pnl_krw": -2819520.91, "fees_krw": 602481.44, "pf": 0.2495, "days": 7, "trade_sequence_dd_ppt": 2969.822, "exit_top": [ [ "STOP_LOSS", 1840 ], [ "FAST_FAIL_BREAKOUT", 1776 ], [ "TIME_STOP", 890 ], [ "TRAILING_STOP", 739 ], [ "SMART_EXIT_B_PROFIT_LOCK", 226 ], [ "SMART_EXIT_C_PROFIT_LOCK", 185 ], [ "SMART_EXIT_A_FAILURE", 181 ] ] }, { "key": "FRAGILE_BREAKOUT__STRONG_UP", "n": 6160, "wr": 22.435, "wr_ci": [ 21.41, 23.49 ], "avg": -0.40849, "median_net": -0.64918, "sum_net_pct": -2516.286, "net_pnl_krw": -2509181.85, "fees_krw": 592866.78, "pf": 0.3302, "days": 12, "trade_sequence_dd_ppt": 2529.921, "exit_top": [ [ "STOP_LOSS", 1907 ], [ "FAST_FAIL_BREAKOUT", 1551 ], [ "TRAILING_STOP", 847 ], [ "TIME_STOP", 818 ], [ "SMART_EXIT_B_PROFIT_LOCK", 249 ], [ "SMART_EXIT_A_FAILURE", 233 ], [ "SMART_EXIT_C_FAILURE", 215 ] ] }, { "key": "THIN_INFLOW__STRONG_UP", "n": 6016, "wr": 22.174, "wr_ci": [ 21.14, 23.24 ], "avg": -0.42783, "median_net": -0.67074, "sum_net_pct": -2573.827, "net_pnl_krw": -2545479.9, "fees_krw": 585376.49, "pf": 0.3207, "days": 9, "trade_sequence_dd_ppt": 2603.793, "exit_top": [ [ "STOP_LOSS", 1964 ], [ "FAST_FAIL_BREAKOUT", 1425 ], [ "TIME_STOP", 1042 ], [ "TRAILING_STOP", 722 ], [ "SMART_EXIT_A_FAILURE", 198 ], [ "SMART_EXIT_B_PROFIT_LOCK", 170 ], [ "SMART_EXIT_C_FAILURE", 169 ] ] }, { "key": "PANIC_LIQUIDATION__STRONG_UP", "n": 5891, "wr": 27.313, "wr_ci": [ 26.19, 28.47 ], "avg": -0.38164, "median_net": -0.55639, "sum_net_pct": -2248.24, "net_pnl_krw": -2084945.84, "fees_krw": 566665.65, "pf": 0.3383, "days": 10, "trade_sequence_dd_ppt": 2284.229, "exit_top": [ [ "STOP_LOSS", 1569 ], [ "FAST_FAIL_BREAKOUT", 1474 ], [ "TRAILING_STOP", 911 ], [ "TIME_STOP", 812 ], [ "TAKE_PROFIT", 310 ], [ "SMART_EXIT_B_PROFIT_LOCK", 229 ], [ "SMART_EXIT_C_PROFIT_LOCK", 209 ] ] }, { "key": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 5741, "wr": 33.304, "wr_ci": [ 32.1, 34.53 ], "avg": -0.29205, "median_net": -0.57146, "sum_net_pct": -1676.657, "net_pnl_krw": -1429784.5, "fees_krw": 542676.19, "pf": 0.4954, "days": 7, "trade_sequence_dd_ppt": 1678.689, "exit_top": [ [ "STOP_LOSS", 1655 ], [ "FAST_FAIL_BREAKOUT", 1387 ], [ "TRAILING_STOP", 1159 ], [ "TIME_STOP", 502 ], [ "SMART_EXIT_B_PROFIT_LOCK", 249 ], [ "SMART_EXIT_C_PROFIT_LOCK", 215 ], [ "TAKE_PROFIT", 215 ] ] }, { "key": "DEAD_CAT_BOUNCE__UP", "n": 4229, "wr": 21.329, "wr_ci": [ 20.12, 22.59 ], "avg": -0.56174, "median_net": -0.64203, "sum_net_pct": -2375.597, "net_pnl_krw": -2100550.93, "fees_krw": 400581.27, "pf": 0.2227, "days": 10, "trade_sequence_dd_ppt": 2375.597, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1267 ], [ "STOP_LOSS", 1245 ], [ "TIME_STOP", 633 ], [ "TRAILING_STOP", 535 ], [ "SMART_EXIT_B_PROFIT_LOCK", 142 ], [ "SMART_EXIT_C_PROFIT_LOCK", 127 ], [ "SMART_EXIT_A_FAILURE", 102 ] ] }, { "key": "PANIC_LIQUIDATION__DOWN", "n": 3944, "wr": 34.381, "wr_ci": [ 32.91, 35.88 ], "avg": -0.21229, "median_net": -0.52989, "sum_net_pct": -837.27, "net_pnl_krw": -747507.7, "fees_krw": 379439.96, "pf": 0.6056, "days": 8, "trade_sequence_dd_ppt": 862.185, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1106 ], [ "STOP_LOSS", 922 ], [ "TRAILING_STOP", 709 ], [ "TIME_STOP", 453 ], [ "TAKE_PROFIT", 207 ], [ "SMART_EXIT_B_PROFIT_LOCK", 187 ], [ "SMART_EXIT_C_PROFIT_LOCK", 163 ] ] }, { "key": "FRAGILE_BREAKOUT__STRONG_DOWN", "n": 3659, "wr": 34.545, "wr_ci": [ 33.02, 36.1 ], "avg": -0.27018, "median_net": -0.57329, "sum_net_pct": -988.589, "net_pnl_krw": -1007167.53, "fees_krw": 335440.61, "pf": 0.5517, "days": 9, "trade_sequence_dd_ppt": 1059.156, "exit_top": [ [ "STOP_LOSS", 997 ], [ "FAST_FAIL_BREAKOUT", 848 ], [ "TRAILING_STOP", 663 ], [ "TIME_STOP", 423 ], [ "SMART_EXIT_B_PROFIT_LOCK", 199 ], [ "SMART_EXIT_C_PROFIT_LOCK", 188 ], [ "SMART_EXIT_A_FAILURE", 110 ] ] }, { "key": "THIN_INFLOW__DOWN", "n": 2936, "wr": 27.793, "wr_ci": [ 26.2, 29.44 ], "avg": -0.36542, "median_net": -0.61521, "sum_net_pct": -1072.859, "net_pnl_krw": -1080473.47, "fees_krw": 282969.9, "pf": 0.4019, "days": 7, "trade_sequence_dd_ppt": 1072.859, "exit_top": [ [ "STOP_LOSS", 848 ], [ "FAST_FAIL_BREAKOUT", 759 ], [ "TRAILING_STOP", 466 ], [ "TIME_STOP", 319 ], [ "SMART_EXIT_B_PROFIT_LOCK", 123 ], [ "SMART_EXIT_C_PROFIT_LOCK", 114 ], [ "TAKE_PROFIT", 104 ] ] }, { "key": "THIN_INFLOW__UP", "n": 2790, "wr": 29.176, "wr_ci": [ 27.52, 30.89 ], "avg": -0.33156, "median_net": -0.62605, "sum_net_pct": -925.058, "net_pnl_krw": -896018.16, "fees_krw": 262012.93, "pf": 0.4465, "days": 11, "trade_sequence_dd_ppt": 935.447, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 782 ], [ "STOP_LOSS", 726 ], [ "TRAILING_STOP", 474 ], [ "TIME_STOP", 435 ], [ "SMART_EXIT_B_PROFIT_LOCK", 93 ], [ "SMART_EXIT_C_PROFIT_LOCK", 76 ], [ "TAKE_PROFIT", 72 ] ] }, { "key": "DEAD_CAT_BOUNCE__FLAT", "n": 2788, "wr": 23.96, "wr_ci": [ 22.41, 25.58 ], "avg": -0.43209, "median_net": -0.64651, "sum_net_pct": -1204.675, "net_pnl_krw": -1161159.76, "fees_krw": 265998.35, "pf": 0.3407, "days": 9, "trade_sequence_dd_ppt": 1219.881, "exit_top": [ [ "STOP_LOSS", 776 ], [ "FAST_FAIL_BREAKOUT", 769 ], [ "TIME_STOP", 468 ], [ "TRAILING_STOP", 413 ], [ "SMART_EXIT_A_FAILURE", 86 ], [ "SMART_EXIT_B_PROFIT_LOCK", 80 ], [ "SMART_EXIT_C_PROFIT_LOCK", 77 ] ] }, { "key": "DEAD_CAT_BOUNCE__DOWN", "n": 2484, "wr": 33.655, "wr_ci": [ 31.82, 35.54 ], "avg": -0.18422, "median_net": -0.51646, "sum_net_pct": -457.602, "net_pnl_krw": -453626.6, "fees_krw": 235824.25, "pf": 0.6484, "days": 8, "trade_sequence_dd_ppt": 568.296, "exit_top": [ [ "STOP_LOSS", 641 ], [ "FAST_FAIL_BREAKOUT", 544 ], [ "TRAILING_STOP", 489 ], [ "TIME_STOP", 372 ], [ "SMART_EXIT_B_PROFIT_LOCK", 114 ], [ "TAKE_PROFIT", 95 ], [ "SMART_EXIT_C_PROFIT_LOCK", 93 ] ] }, { "key": "NARROW_LEADERSHIP__STRONG_UP", "n": 2130, "wr": 26.244, "wr_ci": [ 24.42, 28.15 ], "avg": -0.36864, "median_net": -0.6233, "sum_net_pct": -785.195, "net_pnl_krw": -789040.3, "fees_krw": 211320.68, "pf": 0.3253, "days": 4, "trade_sequence_dd_ppt": 811.723, "exit_top": [ [ "STOP_LOSS", 644 ], [ "FAST_FAIL_BREAKOUT", 460 ], [ "TIME_STOP", 308 ], [ "TRAILING_STOP", 278 ], [ "TAKE_PROFIT", 97 ], [ "SMART_EXIT_B_PROFIT_LOCK", 92 ], [ "SMART_EXIT_A_FAILURE", 89 ] ] }, { "key": "THIN_INFLOW__FLAT", "n": 2019, "wr": 18.177, "wr_ci": [ 16.56, 19.92 ], "avg": -0.57258, "median_net": -0.71634, "sum_net_pct": -1156.047, "net_pnl_krw": -1120017.52, "fees_krw": 193208.77, "pf": 0.2042, "days": 6, "trade_sequence_dd_ppt": 1156.526, "exit_top": [ [ "STOP_LOSS", 748 ], [ "FAST_FAIL_BREAKOUT", 510 ], [ "TIME_STOP", 263 ], [ "TRAILING_STOP", 207 ], [ "SMART_EXIT_A_FAILURE", 69 ], [ "SMART_EXIT_C_FAILURE", 66 ], [ "SMART_EXIT_B_PROFIT_LOCK", 60 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 2017, "wr": 28.557, "wr_ci": [ 26.63, 30.57 ], "avg": -0.27833, "median_net": -0.63236, "sum_net_pct": -561.39, "net_pnl_krw": -632491.87, "fees_krw": 188374.9, "pf": 0.5256, "days": 7, "trade_sequence_dd_ppt": 626.343, "exit_top": [ [ "STOP_LOSS", 634 ], [ "FAST_FAIL_BREAKOUT", 453 ], [ "TRAILING_STOP", 330 ], [ "TIME_STOP", 215 ], [ "SMART_EXIT_B_PROFIT_LOCK", 97 ], [ "SMART_EXIT_C_PROFIT_LOCK", 81 ], [ "SMART_EXIT_A_FAILURE", 72 ] ] }, { "key": "FRAGILE_BREAKOUT__FLAT", "n": 1890, "wr": 38.73, "wr_ci": [ 36.56, 40.95 ], "avg": -0.23403, "median_net": -0.47538, "sum_net_pct": -442.311, "net_pnl_krw": -342055.26, "fees_krw": 179740.2, "pf": 0.5692, "days": 8, "trade_sequence_dd_ppt": 665.722, "exit_top": [ [ "STOP_LOSS", 515 ], [ "TRAILING_STOP", 411 ], [ "TIME_STOP", 348 ], [ "FAST_FAIL_BREAKOUT", 282 ], [ "SMART_EXIT_B_PROFIT_LOCK", 80 ], [ "SMART_EXIT_C_PROFIT_LOCK", 64 ], [ "TAKE_PROFIT", 63 ] ] }, { "key": "THIN_INFLOW__STRONG_DOWN", "n": 1740, "wr": 34.77, "wr_ci": [ 32.57, 37.04 ], "avg": -0.20362, "median_net": -0.51908, "sum_net_pct": -354.306, "net_pnl_krw": -424225.27, "fees_krw": 167909.53, "pf": 0.5834, "days": 5, "trade_sequence_dd_ppt": 485.051, "exit_top": [ [ "STOP_LOSS", 568 ], [ "TRAILING_STOP", 307 ], [ "TIME_STOP", 261 ], [ "FAST_FAIL_BREAKOUT", 231 ], [ "SMART_EXIT_B_PROFIT_LOCK", 94 ], [ "SMART_EXIT_C_PROFIT_LOCK", 85 ], [ "SMART_EXIT_A_FAILURE", 74 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 1372, "wr": 23.834, "wr_ci": [ 21.65, 26.16 ], "avg": -0.45951, "median_net": -0.63449, "sum_net_pct": -630.453, "net_pnl_krw": -620349.83, "fees_krw": 134525.0, "pf": 0.2686, "days": 5, "trade_sequence_dd_ppt": 647.71, "exit_top": [ [ "STOP_LOSS", 416 ], [ "FAST_FAIL_BREAKOUT", 304 ], [ "TRAILING_STOP", 217 ], [ "TIME_STOP", 216 ], [ "SMART_EXIT_A_FAILURE", 51 ], [ "SMART_EXIT_B_PROFIT_LOCK", 44 ], [ "SMART_EXIT_C_FAILURE", 40 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 1150, "wr": 28.348, "wr_ci": [ 25.82, 31.02 ], "avg": -0.28864, "median_net": -0.54031, "sum_net_pct": -331.934, "net_pnl_krw": -314880.86, "fees_krw": 111767.81, "pf": 0.4365, "days": 7, "trade_sequence_dd_ppt": 343.674, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 331 ], [ "STOP_LOSS", 255 ], [ "TRAILING_STOP", 240 ], [ "TIME_STOP", 157 ], [ "SMART_EXIT_A_FAILURE", 43 ], [ "SMART_EXIT_C_FAILURE", 35 ], [ "TAKE_PROFIT", 30 ] ] }, { "key": "SELECTIVE_INFLOW__FLAT", "n": 1053, "wr": 22.412, "wr_ci": [ 20.0, 25.03 ], "avg": -0.47961, "median_net": -0.6679, "sum_net_pct": -505.03, "net_pnl_krw": -504270.1, "fees_krw": 102705.13, "pf": 0.2096, "days": 4, "trade_sequence_dd_ppt": 507.768, "exit_top": [ [ "STOP_LOSS", 345 ], [ "FAST_FAIL_BREAKOUT", 243 ], [ "TRAILING_STOP", 173 ], [ "TIME_STOP", 85 ], [ "TAKE_PROFIT", 71 ], [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "SMART_EXIT_C_PROFIT_LOCK", 29 ] ] }, { "key": "SELECTIVE_INFLOW__STRONG_UP", "n": 1024, "wr": 26.953, "wr_ci": [ 24.33, 29.75 ], "avg": -0.28535, "median_net": -0.50194, "sum_net_pct": -292.201, "net_pnl_krw": -303373.58, "fees_krw": 100934.26, "pf": 0.4348, "days": 6, "trade_sequence_dd_ppt": 302.751, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 268 ], [ "STOP_LOSS", 209 ], [ "TIME_STOP", 193 ], [ "TRAILING_STOP", 177 ], [ "TAKE_PROFIT", 44 ], [ "SMART_EXIT_B_PROFIT_LOCK", 40 ], [ "SMART_EXIT_C_PROFIT_LOCK", 36 ] ] }, { "key": "NARROW_LEADERSHIP__FLAT", "n": 1014, "wr": 20.809, "wr_ci": [ 18.42, 23.42 ], "avg": -0.47787, "median_net": -0.59091, "sum_net_pct": -484.565, "net_pnl_krw": -487996.78, "fees_krw": 100124.2, "pf": 0.2248, "days": 4, "trade_sequence_dd_ppt": 484.565, "exit_top": [ [ "STOP_LOSS", 278 ], [ "FAST_FAIL_BREAKOUT", 248 ], [ "TIME_STOP", 231 ], [ "TRAILING_STOP", 140 ], [ "SMART_EXIT_A_FAILURE", 32 ], [ "SMART_EXIT_C_FAILURE", 30 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ] ] }, { "key": "OUTFLOW_PRESSURE__UP", "n": 965, "wr": 23.109, "wr_ci": [ 20.56, 25.87 ], "avg": -0.37431, "median_net": -0.59913, "sum_net_pct": -361.211, "net_pnl_krw": -330982.76, "fees_krw": 93670.54, "pf": 0.3576, "days": 3, "trade_sequence_dd_ppt": 379.75, "exit_top": [ [ "STOP_LOSS", 258 ], [ "FAST_FAIL_BREAKOUT", 244 ], [ "TRAILING_STOP", 138 ], [ "TAKE_PROFIT", 86 ], [ "TIME_STOP", 55 ], [ "SMART_EXIT_B_PROFIT_LOCK", 53 ], [ "SMART_EXIT_C_PROFIT_LOCK", 47 ] ] }, { "key": "NARROW_LEADERSHIP__UP", "n": 786, "wr": 35.751, "wr_ci": [ 32.48, 39.16 ], "avg": -0.1706, "median_net": -0.53036, "sum_net_pct": -134.091, "net_pnl_krw": -129350.69, "fees_krw": 77594.72, "pf": 0.6313, "days": 5, "trade_sequence_dd_ppt": 158.723, "exit_top": [ [ "STOP_LOSS", 203 ], [ "FAST_FAIL_BREAKOUT", 185 ], [ "TRAILING_STOP", 166 ], [ "TIME_STOP", 110 ], [ "SMART_EXIT_B_PROFIT_LOCK", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 34 ], [ "SMART_EXIT_A_FAILURE", 18 ] ] }, { "key": "OUTFLOW_PRESSURE__STRONG_UP", "n": 764, "wr": 40.707, "wr_ci": [ 37.28, 44.23 ], "avg": -0.18694, "median_net": -0.50796, "sum_net_pct": -142.822, "net_pnl_krw": -124547.25, "fees_krw": 73555.38, "pf": 0.6387, "days": 4, "trade_sequence_dd_ppt": 184.885, "exit_top": [ [ "STOP_LOSS", 212 ], [ "TRAILING_STOP", 171 ], [ "FAST_FAIL_BREAKOUT", 139 ], [ "TIME_STOP", 101 ], [ "TAKE_PROFIT", 41 ], [ "SMART_EXIT_B_PROFIT_LOCK", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 33 ] ] }, { "key": "BROAD_RISK_ON__UP", "n": 673, "wr": 27.935, "wr_ci": [ 24.68, 31.44 ], "avg": -0.32213, "median_net": -0.51359, "sum_net_pct": -216.793, "net_pnl_krw": -215000.75, "fees_krw": 66765.68, "pf": 0.3564, "days": 2, "trade_sequence_dd_ppt": 222.775, "exit_top": [ [ "STOP_LOSS", 234 ], [ "TIME_STOP", 133 ], [ "FAST_FAIL_BREAKOUT", 113 ], [ "TRAILING_STOP", 87 ], [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "SMART_EXIT_A_FAILURE", 24 ], [ "SMART_EXIT_C_PROFIT_LOCK", 24 ] ] }, { "key": "MIXED_REBOUND__FLAT", "n": 610, "wr": 20.492, "wr_ci": [ 17.48, 23.87 ], "avg": -0.54905, "median_net": -0.62482, "sum_net_pct": -334.922, "net_pnl_krw": -261226.13, "fees_krw": 50790.96, "pf": 0.1969, "days": 7, "trade_sequence_dd_ppt": 334.922, "exit_top": [ [ "STOP_LOSS", 175 ], [ "FAST_FAIL_BREAKOUT", 172 ], [ "TRAILING_STOP", 81 ], [ "TIME_STOP", 61 ], [ "SMART_EXIT_A_FAILURE", 29 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "SMART_EXIT_C_FAILURE", 25 ] ] }, { "key": "MIXED_REBOUND__STRONG_DOWN", "n": 592, "wr": 31.757, "wr_ci": [ 28.13, 35.61 ], "avg": -0.32073, "median_net": -0.56381, "sum_net_pct": -189.872, "net_pnl_krw": -205551.37, "fees_krw": 58381.92, "pf": 0.4276, "days": 4, "trade_sequence_dd_ppt": 201.459, "exit_top": [ [ "STOP_LOSS", 167 ], [ "FAST_FAIL_BREAKOUT", 164 ], [ "TRAILING_STOP", 135 ], [ "TIME_STOP", 36 ], [ "SMART_EXIT_B_PROFIT_LOCK", 23 ], [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "SMART_EXIT_A_FAILURE", 18 ] ] }, { "key": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 576, "wr": 32.812, "wr_ci": [ 29.1, 36.75 ], "avg": -0.30894, "median_net": -0.58285, "sum_net_pct": -177.949, "net_pnl_krw": -175865.5, "fees_krw": 57105.69, "pf": 0.4033, "days": 4, "trade_sequence_dd_ppt": 209.995, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 216 ], [ "TRAILING_STOP", 105 ], [ "STOP_LOSS", 97 ], [ "TIME_STOP", 88 ], [ "SMART_EXIT_B_PROFIT_LOCK", 24 ], [ "SMART_EXIT_C_PROFIT_LOCK", 18 ], [ "SMART_EXIT_A_FAILURE", 12 ] ] }, { "key": "SELECTIVE_INFLOW__UP", "n": 559, "wr": 14.49, "wr_ci": [ 11.81, 17.65 ], "avg": -0.55532, "median_net": -0.67924, "sum_net_pct": -310.423, "net_pnl_krw": -308675.17, "fees_krw": 54900.79, "pf": 0.1569, "days": 6, "trade_sequence_dd_ppt": 311.242, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 212 ], [ "STOP_LOSS", 167 ], [ "TRAILING_STOP", 60 ], [ "TIME_STOP", 51 ], [ "SMART_EXIT_A_FAILURE", 24 ], [ "SMART_EXIT_C_FAILURE", 16 ], [ "SMART_EXIT_C_HARD_CAP", 10 ] ] }, { "key": "BROAD_RISK_ON__STRONG_UP", "n": 549, "wr": 27.505, "wr_ci": [ 23.94, 31.39 ], "avg": -0.34142, "median_net": -0.63205, "sum_net_pct": -187.44, "net_pnl_krw": -188995.48, "fees_krw": 54072.07, "pf": 0.3353, "days": 3, "trade_sequence_dd_ppt": 194.044, "exit_top": [ [ "STOP_LOSS", 155 ], [ "TRAILING_STOP", 128 ], [ "TIME_STOP", 112 ], [ "FAST_FAIL_BREAKOUT", 97 ], [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "SMART_EXIT_C_FAILURE", 12 ] ] }, { "key": "BROAD_RISK_ON__STRONG_DOWN", "n": 545, "wr": 38.532, "wr_ci": [ 34.54, 42.68 ], "avg": -0.02814, "median_net": -0.49043, "sum_net_pct": -15.339, "net_pnl_krw": -25846.73, "fees_krw": 53348.87, "pf": 0.9395, "days": 3, "trade_sequence_dd_ppt": 84.044, "exit_top": [ [ "TRAILING_STOP", 147 ], [ "FAST_FAIL_BREAKOUT", 128 ], [ "STOP_LOSS", 126 ], [ "TAKE_PROFIT", 37 ], [ "SMART_EXIT_B_PROFIT_LOCK", 35 ], [ "SMART_EXIT_C_PROFIT_LOCK", 32 ], [ "TIME_STOP", 15 ] ] }, { "key": "NARROW_LEADERSHIP__DOWN", "n": 508, "wr": 36.417, "wr_ci": [ 32.35, 40.69 ], "avg": -0.20782, "median_net": -0.50384, "sum_net_pct": -105.571, "net_pnl_krw": -102565.97, "fees_krw": 50242.48, "pf": 0.5324, "days": 6, "trade_sequence_dd_ppt": 130.79, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 145 ], [ "STOP_LOSS", 117 ], [ "TRAILING_STOP", 102 ], [ "TIME_STOP", 99 ], [ "SMART_EXIT_C_PROFIT_LOCK", 16 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "SMART_EXIT_C_FAILURE", 7 ] ] }, { "key": "OUTFLOW_PRESSURE__FLAT", "n": 492, "wr": 31.911, "wr_ci": [ 27.95, 36.16 ], "avg": -0.30624, "median_net": -0.49715, "sum_net_pct": -150.668, "net_pnl_krw": -127779.89, "fees_krw": 46074.82, "pf": 0.3726, "days": 4, "trade_sequence_dd_ppt": 156.001, "exit_top": [ [ "TIME_STOP", 127 ], [ "FAST_FAIL_BREAKOUT", 114 ], [ "TRAILING_STOP", 105 ], [ "STOP_LOSS", 100 ], [ "SMART_EXIT_A_FAILURE", 15 ], [ "SMART_EXIT_C_FAILURE", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 8 ] ] }, { "key": "BROAD_RISK_ON__DOWN", "n": 473, "wr": 28.753, "wr_ci": [ 24.86, 32.99 ], "avg": -0.30939, "median_net": -0.51791, "sum_net_pct": -146.344, "net_pnl_krw": -140690.84, "fees_krw": 45766.42, "pf": 0.3924, "days": 4, "trade_sequence_dd_ppt": 150.283, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 178 ], [ "TIME_STOP", 76 ], [ "STOP_LOSS", 72 ], [ "TRAILING_STOP", 64 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "TAKE_PROFIT", 19 ] ] }, { "key": "ROTATION_RECOVERY__STRONG_DOWN", "n": 381, "wr": 23.097, "wr_ci": [ 19.15, 27.59 ], "avg": -0.36532, "median_net": -0.65528, "sum_net_pct": -139.186, "net_pnl_krw": -139734.94, "fees_krw": 37755.68, "pf": 0.3243, "days": 3, "trade_sequence_dd_ppt": 163.594, "exit_top": [ [ "STOP_LOSS", 129 ], [ "FAST_FAIL_BREAKOUT", 110 ], [ "TRAILING_STOP", 75 ], [ "TIME_STOP", 30 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "TAKE_PROFIT", 6 ] ] }, { "key": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 352, "wr": 34.091, "wr_ci": [ 29.33, 39.19 ], "avg": -0.33323, "median_net": -0.57258, "sum_net_pct": -117.296, "net_pnl_krw": -111383.96, "fees_krw": 34931.91, "pf": 0.3779, "days": 3, "trade_sequence_dd_ppt": 119.073, "exit_top": [ [ "STOP_LOSS", 151 ], [ "TRAILING_STOP", 103 ], [ "FAST_FAIL_BREAKOUT", 58 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "TIME_STOP", 10 ], [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "SMART_EXIT_C_FAILURE", 4 ] ] }, { "key": "BROAD_RISK_ON__FLAT", "n": 283, "wr": 27.915, "wr_ci": [ 23.01, 33.41 ], "avg": -0.37996, "median_net": -0.54161, "sum_net_pct": -107.529, "net_pnl_krw": -103535.09, "fees_krw": 27858.07, "pf": 0.2989, "days": 2, "trade_sequence_dd_ppt": 117.098, "exit_top": [ [ "TIME_STOP", 79 ], [ "FAST_FAIL_BREAKOUT", 68 ], [ "STOP_LOSS", 64 ], [ "TRAILING_STOP", 48 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "SMART_EXIT_A_FAILURE", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, { "key": "HEALTHY_ROTATION__FLAT", "n": 235, "wr": 31.064, "wr_ci": [ 25.49, 37.25 ], "avg": -0.34664, "median_net": -0.67886, "sum_net_pct": -81.461, "net_pnl_krw": -80971.68, "fees_krw": 23413.33, "pf": 0.4053, "days": 1, "trade_sequence_dd_ppt": 116.032, "exit_top": [ [ "STOP_LOSS", 84 ], [ "FAST_FAIL_BREAKOUT", 35 ], [ "TRAILING_STOP", 34 ], [ "TAKE_PROFIT", 31 ], [ "SMART_EXIT_A_FAILURE", 15 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "SMART_EXIT_C_HARD_CAP", 11 ] ] }, { "key": "SPECULATIVE_EXPANSION__UP", "n": 229, "wr": 17.031, "wr_ci": [ 12.72, 22.43 ], "avg": -0.51154, "median_net": -0.77081, "sum_net_pct": -117.142, "net_pnl_krw": -117031.01, "fees_krw": 22682.23, "pf": 0.3061, "days": 2, "trade_sequence_dd_ppt": 130.656, "exit_top": [ [ "STOP_LOSS", 92 ], [ "FAST_FAIL_BREAKOUT", 77 ], [ "TRAILING_STOP", 24 ], [ "TIME_STOP", 16 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_DOWN", "n": 181, "wr": 25.414, "wr_ci": [ 19.63, 32.22 ], "avg": -0.22152, "median_net": -0.70454, "sum_net_pct": -40.095, "net_pnl_krw": -41960.27, "fees_krw": 17879.96, "pf": 0.6548, "days": 2, "trade_sequence_dd_ppt": 70.158, "exit_top": [ [ "STOP_LOSS", 71 ], [ "FAST_FAIL_BREAKOUT", 54 ], [ "TRAILING_STOP", 30 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "key": "ROTATION_RECOVERY__DOWN", "n": 170, "wr": 34.706, "wr_ci": [ 27.96, 42.13 ], "avg": -0.08621, "median_net": -0.38115, "sum_net_pct": -14.656, "net_pnl_krw": -17057.84, "fees_krw": 16608.93, "pf": 0.7748, "days": 1, "trade_sequence_dd_ppt": 50.385, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 52 ], [ "TIME_STOP", 42 ], [ "STOP_LOSS", 23 ], [ "TRAILING_STOP", 22 ], [ "TAKE_PROFIT", 10 ], [ "SMART_EXIT_A_FAILURE", 8 ], [ "SMART_EXIT_C_FAILURE", 6 ] ] }, { "key": "SELECTIVE_INFLOW__DOWN", "n": 144, "wr": 13.194, "wr_ci": [ 8.61, 19.69 ], "avg": -0.5616, "median_net": -0.71445, "sum_net_pct": -80.87, "net_pnl_krw": -80338.17, "fees_krw": 14295.22, "pf": 0.1259, "days": 1, "trade_sequence_dd_ppt": 80.87, "exit_top": [ [ "TIME_STOP", 51 ], [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 37 ], [ "TRAILING_STOP", 8 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION__DOWN", "n": 137, "wr": 10.949, "wr_ci": [ 6.75, 17.28 ], "avg": -0.56409, "median_net": -0.56888, "sum_net_pct": -77.281, "net_pnl_krw": -75232.54, "fees_krw": 13362.67, "pf": 0.0555, "days": 2, "trade_sequence_dd_ppt": 77.281, "exit_top": [ [ "TIME_STOP", 65 ], [ "STOP_LOSS", 32 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_A_FAILURE", 8 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_DOWN", "n": 137, "wr": 13.139, "wr_ci": [ 8.47, 19.81 ], "avg": -0.60155, "median_net": -0.75327, "sum_net_pct": -82.412, "net_pnl_krw": -81777.96, "fees_krw": 13593.76, "pf": 0.1205, "days": 1, "trade_sequence_dd_ppt": 83.751, "exit_top": [ [ "STOP_LOSS", 65 ], [ "FAST_FAIL_BREAKOUT", 41 ], [ "TRAILING_STOP", 12 ], [ "TIME_STOP", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "MIXED_REBOUND__DOWN", "n": 121, "wr": 9.917, "wr_ci": [ 5.76, 16.54 ], "avg": -0.68194, "median_net": -0.74002, "sum_net_pct": -82.514, "net_pnl_krw": -82375.54, "fees_krw": 12051.31, "pf": 0.0859, "days": 2, "trade_sequence_dd_ppt": 89.553, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 60 ], [ "STOP_LOSS", 45 ], [ "TRAILING_STOP", 12 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "key": "FADING_BREADTH__DOWN", "n": 100, "wr": 50.0, "wr_ci": [ 40.38, 59.62 ], "avg": 0.08491, "median_net": 0.03359, "sum_net_pct": 8.491, "net_pnl_krw": 6897.25, "fees_krw": 9667.53, "pf": 1.2581, "days": 1, "trade_sequence_dd_ppt": 30.117, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 25 ], [ "TIME_STOP", 19 ], [ "TAKE_PROFIT", 18 ], [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 12 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, { "key": "HEALTHY_ROTATION__DOWN", "n": 92, "wr": 25.0, "wr_ci": [ 17.28, 34.73 ], "avg": -0.4181, "median_net": -0.65069, "sum_net_pct": -38.465, "net_pnl_krw": -39352.84, "fees_krw": 8734.57, "pf": 0.2571, "days": 1, "trade_sequence_dd_ppt": 40.54, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 29 ], [ "STOP_LOSS", 26 ], [ "TRAILING_STOP", 18 ], [ "TIME_STOP", 9 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 2 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_UP", "n": 82, "wr": 54.878, "wr_ci": [ 44.13, 65.19 ], "avg": -0.18422, "median_net": 0.11943, "sum_net_pct": -15.106, "net_pnl_krw": -4182.57, "fees_krw": 7599.92, "pf": 0.7322, "days": 2, "trade_sequence_dd_ppt": 21.654, "exit_top": [ [ "TRAILING_STOP", 36 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "STOP_LOSS", 13 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TIME_STOP", 1 ] ] }, { "key": "HEALTHY_ROTATION__UP", "n": 80, "wr": 38.75, "wr_ci": [ 28.82, 49.71 ], "avg": -0.27867, "median_net": -0.39289, "sum_net_pct": -22.294, "net_pnl_krw": -22293.67, "fees_krw": 7992.85, "pf": 0.2155, "days": 1, "trade_sequence_dd_ppt": 24.164, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 27 ], [ "TRAILING_STOP", 20 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ], [ "TAKE_PROFIT", 3 ] ] }, { "key": "OUTFLOW_PRESSURE__STRONG_DOWN", "n": 75, "wr": 14.667, "wr_ci": [ 8.39, 24.38 ], "avg": -0.46058, "median_net": -0.71539, "sum_net_pct": -34.544, "net_pnl_krw": -37026.88, "fees_krw": 7320.92, "pf": 0.2681, "days": 2, "trade_sequence_dd_ppt": 36.288, "exit_top": [ [ "STOP_LOSS", 33 ], [ "FAST_FAIL_BREAKOUT", 26 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ] ] }, { "key": "OUTFLOW_PRESSURE__DOWN", "n": 52, "wr": 7.692, "wr_ci": [ 3.03, 18.17 ], "avg": -0.71725, "median_net": -0.68394, "sum_net_pct": -37.297, "net_pnl_krw": -24740.36, "fees_krw": 4227.69, "pf": 0.0716, "days": 2, "trade_sequence_dd_ppt": 37.297, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "TIME_STOP", 15 ], [ "STOP_LOSS", 6 ], [ "TRAILING_STOP", 4 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "key": "BROAD_CAPITULATION__STRONG_DOWN", "n": 50, "wr": 0.0, "wr_ci": [ 0.0, 7.14 ], "avg": -0.79954, "median_net": -0.81557, "sum_net_pct": -39.977, "net_pnl_krw": -39947.0, "fees_krw": 4978.33, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 39.977, "exit_top": [ [ "STOP_LOSS", 37 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "key": "BROAD_RECOVERY__STRONG_DOWN", "n": 50, "wr": 24.0, "wr_ci": [ 14.3, 37.41 ], "avg": -0.55178, "median_net": -0.62828, "sum_net_pct": -27.589, "net_pnl_krw": -27546.86, "fees_krw": 4982.17, "pf": 0.0071, "days": 1, "trade_sequence_dd_ppt": 27.589, "exit_top": [ [ "TIME_STOP", 22 ], [ "STOP_LOSS", 13 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "key": "ROTATION_RECOVERY__FLAT", "n": 44, "wr": 38.636, "wr_ci": [ 25.72, 53.38 ], "avg": -0.69418, "median_net": -1.29557, "sum_net_pct": -30.544, "net_pnl_krw": -6326.64, "fees_krw": 1637.35, "pf": 0.3023, "days": 2, "trade_sequence_dd_ppt": 34.033, "exit_top": [ [ "STOP_LOSS", 14 ], [ "TIME_STOP", 7 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ], [ "TRAILING_STOP", 5 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, { "key": "FADING_BREADTH__STRONG_DOWN", "n": 5, "wr": 0.0, "wr_ci": [ -0.0, 43.45 ], "avg": -0.18806, "median_net": -0.1, "sum_net_pct": -0.94, "net_pnl_krw": -939.27, "fees_krw": 499.23, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.94, "exit_top": [ [ "TIME_STOP", 4 ], [ "STOP_LOSS", 1 ] ] }, { "key": "BROAD_EXPANSION__STRONG_DOWN", "n": 3, "wr": 0.0, "wr_ci": [ 0.0, 56.15 ], "avg": -1.29766, "median_net": -1.40654, "sum_net_pct": -3.893, "net_pnl_krw": -3880.29, "fees_krw": 297.23, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.893, "exit_top": [ [ "STOP_LOSS", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "key": "FADING_BREADTH__STRONG_UP", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 0.47833, "median_net": 0.47833, "sum_net_pct": 0.957, "net_pnl_krw": 287.0, "fees_krw": 60.17, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 2 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.01532, "median_net": 0.01532, "sum_net_pct": 0.031, "net_pnl_krw": 9.19, "fees_krw": 60.03, "pf": 1.0492, "days": 2, "trade_sequence_dd_ppt": 0.623, "exit_top": [ [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ] ] } ], "H4": [ { "key": "BROAD_RISK_ON__STRONG_UP", "n": 9909, "wr": 22.525, "wr_ci": [ 21.71, 23.36 ], "avg": -0.50286, "median_net": -0.68089, "sum_net_pct": -4982.808, "net_pnl_krw": -4803535.17, "fees_krw": 959236.5, "pf": 0.2546, "days": 4, "trade_sequence_dd_ppt": 4982.808, "exit_top": [ [ "STOP_LOSS", 3037 ], [ "FAST_FAIL_BREAKOUT", 2473 ], [ "TIME_STOP", 1507 ], [ "TRAILING_STOP", 1238 ], [ "SMART_EXIT_B_PROFIT_LOCK", 346 ], [ "SMART_EXIT_A_FAILURE", 321 ], [ "SMART_EXIT_C_PROFIT_LOCK", 293 ] ] }, { "key": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9186, "wr": 33.083, "wr_ci": [ 32.13, 34.05 ], "avg": -0.24902, "median_net": -0.56488, "sum_net_pct": -2287.472, "net_pnl_krw": -2229816.76, "fees_krw": 889030.43, "pf": 0.5387, "days": 3, "trade_sequence_dd_ppt": 2369.555, "exit_top": [ [ "STOP_LOSS", 2535 ], [ "FAST_FAIL_BREAKOUT", 2321 ], [ "TRAILING_STOP", 1724 ], [ "TIME_STOP", 723 ], [ "TAKE_PROFIT", 513 ], [ "SMART_EXIT_B_PROFIT_LOCK", 432 ], [ "SMART_EXIT_C_PROFIT_LOCK", 404 ] ] }, { "key": "OUTFLOW_PRESSURE__FLAT", "n": 7832, "wr": 33.287, "wr_ci": [ 32.25, 34.34 ], "avg": -0.23114, "median_net": -0.50963, "sum_net_pct": -1810.298, "net_pnl_krw": -1782215.13, "fees_krw": 748277.91, "pf": 0.5469, "days": 11, "trade_sequence_dd_ppt": 1939.273, "exit_top": [ [ "STOP_LOSS", 1842 ], [ "FAST_FAIL_BREAKOUT", 1781 ], [ "TIME_STOP", 1672 ], [ "TRAILING_STOP", 1267 ], [ "SMART_EXIT_B_PROFIT_LOCK", 379 ], [ "SMART_EXIT_C_PROFIT_LOCK", 320 ], [ "SMART_EXIT_A_FAILURE", 190 ] ] }, { "key": "SPECULATIVE_EXPANSION__FLAT", "n": 7563, "wr": 22.901, "wr_ci": [ 21.97, 23.86 ], "avg": -0.46675, "median_net": -0.6631, "sum_net_pct": -3529.999, "net_pnl_krw": -3401800.2, "fees_krw": 736377.29, "pf": 0.2704, "days": 3, "trade_sequence_dd_ppt": 3531.055, "exit_top": [ [ "STOP_LOSS", 2434 ], [ "FAST_FAIL_BREAKOUT", 1951 ], [ "TIME_STOP", 971 ], [ "TRAILING_STOP", 964 ], [ "SMART_EXIT_A_FAILURE", 285 ], [ "SMART_EXIT_C_FAILURE", 266 ], [ "SMART_EXIT_B_PROFIT_LOCK", 228 ] ] }, { "key": "SELECTIVE_INFLOW__UP", "n": 7421, "wr": 26.506, "wr_ci": [ 25.51, 27.52 ], "avg": -0.34381, "median_net": -0.54798, "sum_net_pct": -2551.417, "net_pnl_krw": -2476329.67, "fees_krw": 719849.79, "pf": 0.3755, "days": 4, "trade_sequence_dd_ppt": 2551.417, "exit_top": [ [ "STOP_LOSS", 1945 ], [ "FAST_FAIL_BREAKOUT", 1667 ], [ "TIME_STOP", 1655 ], [ "TRAILING_STOP", 1075 ], [ "SMART_EXIT_B_PROFIT_LOCK", 252 ], [ "SMART_EXIT_A_FAILURE", 248 ], [ "SMART_EXIT_C_FAILURE", 215 ] ] }, { "key": "SPECULATIVE_EXPANSION__UP", "n": 5784, "wr": 25.294, "wr_ci": [ 24.19, 26.43 ], "avg": -0.37739, "median_net": -0.53838, "sum_net_pct": -2182.805, "net_pnl_krw": -2156410.68, "fees_krw": 568365.42, "pf": 0.3165, "days": 2, "trade_sequence_dd_ppt": 2246.132, "exit_top": [ [ "STOP_LOSS", 1405 ], [ "FAST_FAIL_BREAKOUT", 1164 ], [ "TIME_STOP", 931 ], [ "TRAILING_STOP", 607 ], [ "TAKE_PROFIT", 535 ], [ "SMART_EXIT_B_PROFIT_LOCK", 278 ], [ "SMART_EXIT_A_FAILURE", 264 ] ] }, { "key": "ROTATION_RECOVERY__STRONG_DOWN", "n": 5530, "wr": 31.664, "wr_ci": [ 30.45, 32.9 ], "avg": -0.23739, "median_net": -0.51996, "sum_net_pct": -1312.755, "net_pnl_krw": -1378169.53, "fees_krw": 544600.05, "pf": 0.5112, "days": 1, "trade_sequence_dd_ppt": 1392.3, "exit_top": [ [ "STOP_LOSS", 1443 ], [ "FAST_FAIL_BREAKOUT", 1344 ], [ "TRAILING_STOP", 1065 ], [ "TIME_STOP", 776 ], [ "SMART_EXIT_B_PROFIT_LOCK", 249 ], [ "SMART_EXIT_C_PROFIT_LOCK", 215 ], [ "SMART_EXIT_A_FAILURE", 158 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_DOWN", "n": 4573, "wr": 25.585, "wr_ci": [ 24.34, 26.87 ], "avg": -0.3508, "median_net": -0.60058, "sum_net_pct": -1604.193, "net_pnl_krw": -1608299.85, "fees_krw": 445840.13, "pf": 0.3791, "days": 1, "trade_sequence_dd_ppt": 1611.64, "exit_top": [ [ "STOP_LOSS", 1497 ], [ "FAST_FAIL_BREAKOUT", 991 ], [ "TIME_STOP", 816 ], [ "TRAILING_STOP", 636 ], [ "SMART_EXIT_B_PROFIT_LOCK", 144 ], [ "SMART_EXIT_A_FAILURE", 137 ], [ "SMART_EXIT_C_FAILURE", 136 ] ] }, { "key": "BROAD_EXPANSION__STRONG_DOWN", "n": 4287, "wr": 29.484, "wr_ci": [ 28.14, 30.87 ], "avg": -0.32858, "median_net": -0.55226, "sum_net_pct": -1408.614, "net_pnl_krw": -1330424.17, "fees_krw": 417784.39, "pf": 0.4101, "days": 2, "trade_sequence_dd_ppt": 1415.998, "exit_top": [ [ "STOP_LOSS", 1187 ], [ "FAST_FAIL_BREAKOUT", 1000 ], [ "TRAILING_STOP", 729 ], [ "TIME_STOP", 608 ], [ "TAKE_PROFIT", 161 ], [ "SMART_EXIT_B_PROFIT_LOCK", 156 ], [ "SMART_EXIT_A_FAILURE", 146 ] ] }, { "key": "NARROW_LEADERSHIP__UP", "n": 3590, "wr": 26.407, "wr_ci": [ 24.99, 27.87 ], "avg": -0.33764, "median_net": -0.5941, "sum_net_pct": -1212.11, "net_pnl_krw": -1207443.79, "fees_krw": 347222.67, "pf": 0.3664, "days": 1, "trade_sequence_dd_ppt": 1243.217, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 987 ], [ "STOP_LOSS", 854 ], [ "TIME_STOP", 703 ], [ "TRAILING_STOP", 604 ], [ "SMART_EXIT_B_PROFIT_LOCK", 109 ], [ "SMART_EXIT_A_FAILURE", 98 ], [ "SMART_EXIT_C_PROFIT_LOCK", 95 ] ] }, { "key": "BROAD_RECOVERY__STRONG_DOWN", "n": 3435, "wr": 28.763, "wr_ci": [ 27.27, 30.3 ], "avg": -0.35498, "median_net": -0.57595, "sum_net_pct": -1219.36, "net_pnl_krw": -1163775.67, "fees_krw": 335330.53, "pf": 0.3825, "days": 2, "trade_sequence_dd_ppt": 1240.287, "exit_top": [ [ "STOP_LOSS", 1059 ], [ "FAST_FAIL_BREAKOUT", 909 ], [ "TRAILING_STOP", 562 ], [ "TIME_STOP", 446 ], [ "SMART_EXIT_B_PROFIT_LOCK", 108 ], [ "SMART_EXIT_C_PROFIT_LOCK", 100 ], [ "SMART_EXIT_A_FAILURE", 78 ] ] }, { "key": "ROTATION_RECOVERY__STRONG_UP", "n": 3225, "wr": 19.504, "wr_ci": [ 18.17, 20.91 ], "avg": -0.51502, "median_net": -0.64918, "sum_net_pct": -1660.949, "net_pnl_krw": -1600902.46, "fees_krw": 313427.54, "pf": 0.2143, "days": 2, "trade_sequence_dd_ppt": 1660.949, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 988 ], [ "STOP_LOSS", 849 ], [ "TIME_STOP", 589 ], [ "TRAILING_STOP", 409 ], [ "SMART_EXIT_B_PROFIT_LOCK", 90 ], [ "SMART_EXIT_C_PROFIT_LOCK", 83 ], [ "SMART_EXIT_A_FAILURE", 82 ] ] }, { "key": "MIXED_REBOUND__FLAT", "n": 3191, "wr": 27.233, "wr_ci": [ 25.72, 28.8 ], "avg": -0.36889, "median_net": -0.58402, "sum_net_pct": -1177.112, "net_pnl_krw": -1156134.22, "fees_krw": 312096.47, "pf": 0.3488, "days": 3, "trade_sequence_dd_ppt": 1311.066, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 908 ], [ "STOP_LOSS", 885 ], [ "TRAILING_STOP", 483 ], [ "TIME_STOP", 404 ], [ "TAKE_PROFIT", 112 ], [ "SMART_EXIT_A_FAILURE", 106 ], [ "SMART_EXIT_B_PROFIT_LOCK", 103 ] ] }, { "key": "HEALTHY_ROTATION__FLAT", "n": 3133, "wr": 16.757, "wr_ci": [ 15.49, 18.11 ], "avg": -0.55765, "median_net": -0.65221, "sum_net_pct": -1747.106, "net_pnl_krw": -1594740.12, "fees_krw": 300063.82, "pf": 0.1693, "days": 3, "trade_sequence_dd_ppt": 1765.261, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 990 ], [ "STOP_LOSS", 916 ], [ "TIME_STOP", 379 ], [ "TRAILING_STOP", 343 ], [ "SMART_EXIT_B_PROFIT_LOCK", 114 ], [ "SMART_EXIT_C_PROFIT_LOCK", 97 ], [ "TAKE_PROFIT", 93 ] ] }, { "key": "MIXED_REBOUND__STRONG_DOWN", "n": 2799, "wr": 29.546, "wr_ci": [ 27.88, 31.26 ], "avg": -0.28538, "median_net": -0.63165, "sum_net_pct": -798.786, "net_pnl_krw": -790680.83, "fees_krw": 276560.61, "pf": 0.4687, "days": 1, "trade_sequence_dd_ppt": 815.441, "exit_top": [ [ "STOP_LOSS", 910 ], [ "FAST_FAIL_BREAKOUT", 775 ], [ "TRAILING_STOP", 586 ], [ "TIME_STOP", 186 ], [ "SMART_EXIT_B_PROFIT_LOCK", 80 ], [ "SMART_EXIT_C_PROFIT_LOCK", 79 ], [ "SMART_EXIT_A_FAILURE", 61 ] ] }, { "key": "FADING_BREADTH__UP", "n": 2708, "wr": 17.91, "wr_ci": [ 16.51, 19.4 ], "avg": -0.64881, "median_net": -0.74903, "sum_net_pct": -1756.985, "net_pnl_krw": -1637385.43, "fees_krw": 257377.31, "pf": 0.1641, "days": 5, "trade_sequence_dd_ppt": 1803.664, "exit_top": [ [ "STOP_LOSS", 1084 ], [ "FAST_FAIL_BREAKOUT", 715 ], [ "TRAILING_STOP", 333 ], [ "TIME_STOP", 274 ], [ "SMART_EXIT_A_FAILURE", 69 ], [ "SMART_EXIT_C_FAILURE", 65 ], [ "SMART_EXIT_B_PROFIT_LOCK", 55 ] ] }, { "key": "NARROW_LEADERSHIP__DOWN", "n": 2671, "wr": 29.277, "wr_ci": [ 27.58, 31.03 ], "avg": -0.31571, "median_net": -0.58899, "sum_net_pct": -843.268, "net_pnl_krw": -786463.41, "fees_krw": 254030.45, "pf": 0.45, "days": 2, "trade_sequence_dd_ppt": 936.757, "exit_top": [ [ "STOP_LOSS", 770 ], [ "FAST_FAIL_BREAKOUT", 693 ], [ "TRAILING_STOP", 514 ], [ "TIME_STOP", 258 ], [ "SMART_EXIT_B_PROFIT_LOCK", 99 ], [ "TAKE_PROFIT", 94 ], [ "SMART_EXIT_C_PROFIT_LOCK", 91 ] ] }, { "key": "FRAGILE_BREAKOUT__UP", "n": 2573, "wr": 21.687, "wr_ci": [ 20.14, 23.32 ], "avg": -0.46504, "median_net": -0.58441, "sum_net_pct": -1196.54, "net_pnl_krw": -1135501.45, "fees_krw": 245736.08, "pf": 0.2905, "days": 1, "trade_sequence_dd_ppt": 1197.343, "exit_top": [ [ "STOP_LOSS", 743 ], [ "FAST_FAIL_BREAKOUT", 650 ], [ "TIME_STOP", 407 ], [ "TRAILING_STOP", 347 ], [ "SMART_EXIT_B_PROFIT_LOCK", 102 ], [ "SMART_EXIT_A_FAILURE", 98 ], [ "SMART_EXIT_C_FAILURE", 93 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 2570, "wr": 34.358, "wr_ci": [ 32.55, 36.22 ], "avg": -0.29229, "median_net": -0.57146, "sum_net_pct": -751.194, "net_pnl_krw": -674484.35, "fees_krw": 246250.88, "pf": 0.451, "days": 1, "trade_sequence_dd_ppt": 751.194, "exit_top": [ [ "STOP_LOSS", 751 ], [ "FAST_FAIL_BREAKOUT", 591 ], [ "TRAILING_STOP", 449 ], [ "TIME_STOP", 323 ], [ "SMART_EXIT_B_PROFIT_LOCK", 135 ], [ "SMART_EXIT_C_PROFIT_LOCK", 111 ], [ "SMART_EXIT_C_FAILURE", 72 ] ] }, { "key": "ROTATION_RECOVERY__DOWN", "n": 2542, "wr": 28.482, "wr_ci": [ 26.76, 30.27 ], "avg": -0.29858, "median_net": -0.66469, "sum_net_pct": -758.988, "net_pnl_krw": -747330.45, "fees_krw": 232670.51, "pf": 0.5206, "days": 7, "trade_sequence_dd_ppt": 864.519, "exit_top": [ [ "STOP_LOSS", 829 ], [ "FAST_FAIL_BREAKOUT", 650 ], [ "TRAILING_STOP", 418 ], [ "TIME_STOP", 166 ], [ "SMART_EXIT_B_PROFIT_LOCK", 132 ], [ "SMART_EXIT_C_PROFIT_LOCK", 124 ], [ "SMART_EXIT_A_FAILURE", 79 ] ] }, { "key": "PANIC_LIQUIDATION__UP", "n": 2284, "wr": 21.366, "wr_ci": [ 19.73, 23.09 ], "avg": -0.54792, "median_net": -0.70996, "sum_net_pct": -1251.459, "net_pnl_krw": -1201816.32, "fees_krw": 218776.57, "pf": 0.2193, "days": 5, "trade_sequence_dd_ppt": 1290.764, "exit_top": [ [ "STOP_LOSS", 746 ], [ "FAST_FAIL_BREAKOUT", 689 ], [ "TRAILING_STOP", 377 ], [ "TIME_STOP", 143 ], [ "SMART_EXIT_A_FAILURE", 75 ], [ "SMART_EXIT_C_FAILURE", 62 ], [ "TAKE_PROFIT", 54 ] ] }, { "key": "FADING_BREADTH__STRONG_UP", "n": 2007, "wr": 23.916, "wr_ci": [ 22.1, 25.83 ], "avg": -0.45387, "median_net": -0.74277, "sum_net_pct": -910.924, "net_pnl_krw": -866901.11, "fees_krw": 191787.55, "pf": 0.3435, "days": 1, "trade_sequence_dd_ppt": 921.978, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 681 ], [ "STOP_LOSS", 646 ], [ "TRAILING_STOP", 256 ], [ "TIME_STOP", 206 ], [ "SMART_EXIT_B_PROFIT_LOCK", 64 ], [ "SMART_EXIT_C_PROFIT_LOCK", 53 ], [ "SMART_EXIT_A_FAILURE", 34 ] ] }, { "key": "FADING_BREADTH__DOWN", "n": 1885, "wr": 14.164, "wr_ci": [ 12.66, 15.81 ], "avg": -0.52197, "median_net": -0.7076, "sum_net_pct": -983.919, "net_pnl_krw": -987595.75, "fees_krw": 177436.65, "pf": 0.2431, "days": 5, "trade_sequence_dd_ppt": 1080.095, "exit_top": [ [ "STOP_LOSS", 624 ], [ "FAST_FAIL_BREAKOUT", 528 ], [ "TIME_STOP", 243 ], [ "TRAILING_STOP", 228 ], [ "SMART_EXIT_A_FAILURE", 75 ], [ "SMART_EXIT_B_PROFIT_LOCK", 58 ], [ "SMART_EXIT_C_FAILURE", 58 ] ] }, { "key": "FRAGILE_BREAKOUT__FLAT", "n": 1295, "wr": 25.405, "wr_ci": [ 23.11, 27.85 ], "avg": -0.37398, "median_net": -0.60226, "sum_net_pct": -484.308, "net_pnl_krw": -539940.56, "fees_krw": 124317.07, "pf": 0.386, "days": 1, "trade_sequence_dd_ppt": 559.169, "exit_top": [ [ "STOP_LOSS", 401 ], [ "FAST_FAIL_BREAKOUT", 339 ], [ "TRAILING_STOP", 213 ], [ "TIME_STOP", 177 ], [ "SMART_EXIT_B_PROFIT_LOCK", 49 ], [ "SMART_EXIT_C_PROFIT_LOCK", 39 ], [ "SMART_EXIT_A_FAILURE", 31 ] ] }, { "key": "SELECTIVE_INFLOW__FLAT", "n": 1129, "wr": 21.878, "wr_ci": [ 19.56, 24.38 ], "avg": -0.39185, "median_net": -0.71889, "sum_net_pct": -442.394, "net_pnl_krw": -453788.71, "fees_krw": 108411.26, "pf": 0.4027, "days": 2, "trade_sequence_dd_ppt": 467.672, "exit_top": [ [ "STOP_LOSS", 356 ], [ "FAST_FAIL_BREAKOUT", 264 ], [ "TRAILING_STOP", 178 ], [ "TIME_STOP", 119 ], [ "SMART_EXIT_C_FAILURE", 50 ], [ "SMART_EXIT_A_FAILURE", 49 ], [ "SMART_EXIT_B_PROFIT_LOCK", 42 ] ] }, { "key": "PANIC_LIQUIDATION__FLAT", "n": 1104, "wr": 33.877, "wr_ci": [ 31.15, 36.72 ], "avg": -0.57075, "median_net": -0.70332, "sum_net_pct": -630.11, "net_pnl_krw": -416302.59, "fees_krw": 80853.15, "pf": 0.3637, "days": 6, "trade_sequence_dd_ppt": 653.795, "exit_top": [ [ "STOP_LOSS", 280 ], [ "TRAILING_STOP", 228 ], [ "FAST_FAIL_BREAKOUT", 216 ], [ "SMART_EXIT_B_PROFIT_LOCK", 83 ], [ "TIME_STOP", 81 ], [ "SMART_EXIT_C_PROFIT_LOCK", 79 ], [ "SMART_EXIT_C_HARD_CAP", 41 ] ] }, { "key": "BROAD_EXPANSION__FLAT", "n": 1081, "wr": 20.814, "wr_ci": [ 18.5, 23.34 ], "avg": -0.41691, "median_net": -0.57482, "sum_net_pct": -450.68, "net_pnl_krw": -463589.12, "fees_krw": 105311.76, "pf": 0.2796, "days": 3, "trade_sequence_dd_ppt": 473.929, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 327 ], [ "STOP_LOSS", 242 ], [ "TIME_STOP", 233 ], [ "TRAILING_STOP", 96 ], [ "SMART_EXIT_B_PROFIT_LOCK", 48 ], [ "SMART_EXIT_A_FAILURE", 47 ], [ "SMART_EXIT_C_PROFIT_LOCK", 42 ] ] }, { "key": "OUTFLOW_PRESSURE__DOWN", "n": 872, "wr": 20.757, "wr_ci": [ 18.2, 23.57 ], "avg": -0.50468, "median_net": -0.67537, "sum_net_pct": -440.083, "net_pnl_krw": -375549.3, "fees_krw": 75965.73, "pf": 0.281, "days": 6, "trade_sequence_dd_ppt": 442.202, "exit_top": [ [ "STOP_LOSS", 259 ], [ "FAST_FAIL_BREAKOUT", 257 ], [ "TRAILING_STOP", 106 ], [ "TIME_STOP", 76 ], [ "SMART_EXIT_C_PROFIT_LOCK", 54 ], [ "SMART_EXIT_B_PROFIT_LOCK", 49 ], [ "SMART_EXIT_A_FAILURE", 30 ] ] }, { "key": "BROAD_RISK_ON__UP", "n": 791, "wr": 21.239, "wr_ci": [ 18.53, 24.22 ], "avg": -0.53545, "median_net": -0.72665, "sum_net_pct": -423.542, "net_pnl_krw": -406941.63, "fees_krw": 75522.48, "pf": 0.2238, "days": 2, "trade_sequence_dd_ppt": 437.32, "exit_top": [ [ "STOP_LOSS", 251 ], [ "FAST_FAIL_BREAKOUT", 196 ], [ "TRAILING_STOP", 77 ], [ "TAKE_PROFIT", 49 ], [ "TIME_STOP", 46 ], [ "SMART_EXIT_B_PROFIT_LOCK", 42 ], [ "SMART_EXIT_A_FAILURE", 35 ] ] }, { "key": "OUTFLOW_PRESSURE__STRONG_DOWN", "n": 449, "wr": 30.958, "wr_ci": [ 26.86, 35.38 ], "avg": -0.28339, "median_net": -0.53646, "sum_net_pct": -127.244, "net_pnl_krw": -109383.88, "fees_krw": 41605.98, "pf": 0.5738, "days": 1, "trade_sequence_dd_ppt": 167.187, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 132 ], [ "STOP_LOSS", 118 ], [ "TRAILING_STOP", 85 ], [ "TIME_STOP", 39 ], [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "SMART_EXIT_B_PROFIT_LOCK", 22 ], [ "SMART_EXIT_A_FAILURE", 11 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_UP", "n": 424, "wr": 22.877, "wr_ci": [ 19.13, 27.11 ], "avg": -0.37291, "median_net": -0.48295, "sum_net_pct": -158.114, "net_pnl_krw": -160516.38, "fees_krw": 42080.11, "pf": 0.237, "days": 1, "trade_sequence_dd_ppt": 162.006, "exit_top": [ [ "STOP_LOSS", 108 ], [ "TRAILING_STOP", 102 ], [ "TAKE_PROFIT", 79 ], [ "FAST_FAIL_BREAKOUT", 75 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ] ] }, { "key": "SPECULATIVE_EXPANSION__DOWN", "n": 399, "wr": 17.293, "wr_ci": [ 13.9, 21.31 ], "avg": -0.55907, "median_net": -0.63737, "sum_net_pct": -223.068, "net_pnl_krw": -221003.64, "fees_krw": 39611.13, "pf": 0.092, "days": 1, "trade_sequence_dd_ppt": 228.685, "exit_top": [ [ "STOP_LOSS", 156 ], [ "FAST_FAIL_BREAKOUT", 131 ], [ "TIME_STOP", 49 ], [ "TRAILING_STOP", 19 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "SMART_EXIT_A_FAILURE", 11 ] ] }, { "key": "BROAD_RISK_ON__FLAT", "n": 344, "wr": 20.64, "wr_ci": [ 16.7, 25.23 ], "avg": -0.57266, "median_net": -0.82559, "sum_net_pct": -196.995, "net_pnl_krw": -182975.88, "fees_krw": 31201.76, "pf": 0.2886, "days": 1, "trade_sequence_dd_ppt": 216.043, "exit_top": [ [ "STOP_LOSS", 133 ], [ "FAST_FAIL_BREAKOUT", 68 ], [ "TRAILING_STOP", 47 ], [ "TIME_STOP", 34 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "SMART_EXIT_A_FAILURE", 15 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ] ] }, { "key": "HEALTHY_ROTATION__UP", "n": 312, "wr": 18.59, "wr_ci": [ 14.66, 23.28 ], "avg": -0.70052, "median_net": -0.68794, "sum_net_pct": -218.563, "net_pnl_krw": -208673.11, "fees_krw": 29615.68, "pf": 0.1281, "days": 3, "trade_sequence_dd_ppt": 230.51, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 98 ], [ "STOP_LOSS", 90 ], [ "TIME_STOP", 81 ], [ "TRAILING_STOP", 19 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, { "key": "PANIC_LIQUIDATION__DOWN", "n": 245, "wr": 38.776, "wr_ci": [ 32.89, 45.01 ], "avg": -0.45442, "median_net": -0.69672, "sum_net_pct": -111.333, "net_pnl_krw": -62863.4, "fees_krw": 19030.77, "pf": 0.3994, "days": 5, "trade_sequence_dd_ppt": 124.691, "exit_top": [ [ "STOP_LOSS", 76 ], [ "TRAILING_STOP", 50 ], [ "FAST_FAIL_BREAKOUT", 30 ], [ "SMART_EXIT_C_PROFIT_LOCK", 24 ], [ "SMART_EXIT_B_PROFIT_LOCK", 22 ], [ "SMART_EXIT_A_FAILURE", 16 ], [ "SMART_EXIT_C_FAILURE", 13 ] ] }, { "key": "BROAD_RISK_ON__STRONG_DOWN", "n": 236, "wr": 24.153, "wr_ci": [ 19.13, 30.0 ], "avg": -0.45218, "median_net": -0.75327, "sum_net_pct": -106.716, "net_pnl_krw": -110819.53, "fees_krw": 22364.67, "pf": 0.3272, "days": 1, "trade_sequence_dd_ppt": 110.15, "exit_top": [ [ "STOP_LOSS", 89 ], [ "FAST_FAIL_BREAKOUT", 63 ], [ "TRAILING_STOP", 25 ], [ "SMART_EXIT_B_PROFIT_LOCK", 18 ], [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "TIME_STOP", 8 ] ] }, { "key": "BROAD_EXPANSION__UP", "n": 234, "wr": 9.829, "wr_ci": [ 6.64, 14.32 ], "avg": -0.8432, "median_net": -0.85292, "sum_net_pct": -197.308, "net_pnl_krw": -198154.56, "fees_krw": 22777.54, "pf": 0.0834, "days": 2, "trade_sequence_dd_ppt": 205.772, "exit_top": [ [ "STOP_LOSS", 109 ], [ "FAST_FAIL_BREAKOUT", 84 ], [ "TIME_STOP", 24 ], [ "TRAILING_STOP", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, { "key": "ROTATION_RECOVERY__FLAT", "n": 178, "wr": 28.652, "wr_ci": [ 22.52, 35.69 ], "avg": -0.1892, "median_net": -0.54422, "sum_net_pct": -33.678, "net_pnl_krw": -22482.46, "fees_krw": 8830.25, "pf": 0.7549, "days": 3, "trade_sequence_dd_ppt": 87.894, "exit_top": [ [ "TRAILING_STOP", 43 ], [ "FAST_FAIL_BREAKOUT", 40 ], [ "STOP_LOSS", 21 ], [ "SMART_EXIT_B_PROFIT_LOCK", 19 ], [ "SMART_EXIT_C_PROFIT_LOCK", 19 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_A_FAILURE", 9 ] ] }, { "key": "FADING_BREADTH__STRONG_DOWN", "n": 135, "wr": 45.185, "wr_ci": [ 37.04, 53.6 ], "avg": 0.04095, "median_net": -0.49821, "sum_net_pct": 5.528, "net_pnl_krw": 5527.91, "fees_krw": 13509.52, "pf": 1.1064, "days": 1, "trade_sequence_dd_ppt": 22.574, "exit_top": [ [ "STOP_LOSS", 48 ], [ "TRAILING_STOP", 46 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "TIME_STOP", 5 ], [ "SMART_EXIT_C_HARD_CAP", 4 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 115, "wr": 20.87, "wr_ci": [ 14.44, 29.18 ], "avg": -0.45152, "median_net": -0.59881, "sum_net_pct": -51.925, "net_pnl_krw": -46734.3, "fees_krw": 10057.64, "pf": 0.2754, "days": 1, "trade_sequence_dd_ppt": 55.212, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 56 ], [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "FADING_BREADTH__FLAT", "n": 109, "wr": 47.706, "wr_ci": [ 38.57, 57.0 ], "avg": -0.08878, "median_net": -0.1, "sum_net_pct": -9.677, "net_pnl_krw": 6835.41, "fees_krw": 3558.2, "pf": 0.9025, "days": 5, "trade_sequence_dd_ppt": 49.454, "exit_top": [ [ "TIME_STOP", 27 ], [ "STOP_LOSS", 26 ], [ "TRAILING_STOP", 19 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_FAILURE", 2 ] ] }, { "key": "OUTFLOW_PRESSURE__UP", "n": 107, "wr": 27.103, "wr_ci": [ 19.58, 36.21 ], "avg": -1.81839, "median_net": -2.01928, "sum_net_pct": -194.568, "net_pnl_krw": -60191.72, "fees_krw": 3321.56, "pf": 0.2357, "days": 4, "trade_sequence_dd_ppt": 194.788, "exit_top": [ [ "STOP_LOSS", 63 ], [ "TIME_STOP", 21 ], [ "TRAILING_STOP", 20 ], [ "TAKE_PROFIT", 3 ] ] }, { "key": "DEAD_CAT_BOUNCE__FLAT", "n": 103, "wr": 32.039, "wr_ci": [ 23.81, 41.56 ], "avg": -0.67882, "median_net": -0.79562, "sum_net_pct": -69.918, "net_pnl_krw": -10353.6, "fees_krw": 3008.33, "pf": 0.4048, "days": 2, "trade_sequence_dd_ppt": 72.847, "exit_top": [ [ "STOP_LOSS", 23 ], [ "TIME_STOP", 15 ], [ "SMART_EXIT_B_PROFIT_LOCK", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "SMART_EXIT_C_FAILURE", 9 ], [ "SMART_EXIT_C_HARD_CAP", 8 ] ] }, { "key": "SELECTIVE_INFLOW__DOWN", "n": 86, "wr": 44.186, "wr_ci": [ 34.16, 54.71 ], "avg": -0.08753, "median_net": -0.40045, "sum_net_pct": -7.527, "net_pnl_krw": -7540.26, "fees_krw": 8588.98, "pf": 0.787, "days": 1, "trade_sequence_dd_ppt": 29.717, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 25 ], [ "STOP_LOSS", 16 ], [ "TIME_STOP", 15 ], [ "TAKE_PROFIT", 14 ], [ "TRAILING_STOP", 8 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, { "key": "BROAD_CAPITULATION__STRONG_DOWN", "n": 82, "wr": 42.683, "wr_ci": [ 32.54, 53.48 ], "avg": -0.17118, "median_net": -0.54009, "sum_net_pct": -14.037, "net_pnl_krw": -14644.3, "fees_krw": 8148.75, "pf": 0.6435, "days": 1, "trade_sequence_dd_ppt": 25.99, "exit_top": [ [ "TRAILING_STOP", 26 ], [ "STOP_LOSS", 24 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "TIME_STOP", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "key": "MIXED_REBOUND__DOWN", "n": 78, "wr": 43.59, "wr_ci": [ 33.14, 54.64 ], "avg": -0.14816, "median_net": -0.53144, "sum_net_pct": -11.556, "net_pnl_krw": -17849.07, "fees_krw": 6193.41, "pf": 0.7936, "days": 4, "trade_sequence_dd_ppt": 41.092, "exit_top": [ [ "TIME_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 12 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 9 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "SMART_EXIT_C_FAILURE", 4 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 48, "wr": 16.667, "wr_ci": [ 8.7, 29.58 ], "avg": -0.76036, "median_net": -0.86885, "sum_net_pct": -36.497, "net_pnl_krw": -29081.25, "fees_krw": 4115.44, "pf": 0.1987, "days": 3, "trade_sequence_dd_ppt": 36.497, "exit_top": [ [ "STOP_LOSS", 16 ], [ "TIME_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 4 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "TAKE_PROFIT", 2 ] ] }, { "key": "BROAD_RECOVERY__DOWN", "n": 38, "wr": 34.211, "wr_ci": [ 21.21, 50.11 ], "avg": -0.74003, "median_net": -1.21495, "sum_net_pct": -28.121, "net_pnl_krw": -7981.93, "fees_krw": 1046.53, "pf": 0.3298, "days": 1, "trade_sequence_dd_ppt": 36.382, "exit_top": [ [ "STOP_LOSS", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "key": "BROAD_RECOVERY__FLAT", "n": 32, "wr": 50.0, "wr_ci": [ 33.63, 66.37 ], "avg": -0.13245, "median_net": -0.19162, "sum_net_pct": -4.239, "net_pnl_krw": 3274.5, "fees_krw": 1437.36, "pf": 0.8602, "days": 1, "trade_sequence_dd_ppt": 15.292, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "STOP_LOSS", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "TRAILING_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, { "key": "BROAD_CAPITULATION__FLAT", "n": 23, "wr": 17.391, "wr_ci": [ 6.98, 37.14 ], "avg": -0.90642, "median_net": -1.28109, "sum_net_pct": -20.848, "net_pnl_krw": -6254.33, "fees_krw": 687.22, "pf": 0.2326, "days": 2, "trade_sequence_dd_ppt": 21.066, "exit_top": [ [ "STOP_LOSS", 11 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "TRAILING_STOP", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "key": "NARROW_LEADERSHIP__FLAT", "n": 8, "wr": 0.0, "wr_ci": [ 0.0, 32.44 ], "avg": -0.66598, "median_net": -0.54982, "sum_net_pct": -5.328, "net_pnl_krw": -5324.82, "fees_krw": 797.18, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 5.328, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 8 ] ] }, { "key": "BROAD_CAPITULATION__UP", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.51127, "median_net": -0.48516, "sum_net_pct": -3.068, "net_pnl_krw": -920.29, "fees_krw": 179.63, "pf": 0.1611, "days": 2, "trade_sequence_dd_ppt": 3.183, "exit_top": [ [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ] ] }, { "key": "BROAD_RECOVERY__STRONG_UP", "n": 5, "wr": 40.0, "wr_ci": [ 11.76, 76.93 ], "avg": -0.94072, "median_net": -1.28831, "sum_net_pct": -4.704, "net_pnl_krw": -1411.07, "fees_krw": 149.37, "pf": 0.299, "days": 1, "trade_sequence_dd_ppt": 6.104, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 2 ] ] }, { "key": "BROAD_EXPANSION__DOWN", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.4664, "median_net": -0.81906, "sum_net_pct": -1.399, "net_pnl_krw": -419.76, "fees_krw": 89.84, "pf": 0.3085, "days": 1, "trade_sequence_dd_ppt": 2.023, "exit_top": [ [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "BROAD_RECOVERY__UP", "n": 3, "wr": 100.0, "wr_ci": [ 43.85, 100.0 ], "avg": 0.53668, "median_net": 0.63493, "sum_net_pct": 1.61, "net_pnl_krw": 483.01, "fees_krw": 90.29, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 3 ] ] }, { "key": "HEALTHY_ROTATION__DOWN", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 1.33149, "median_net": 1.33149, "sum_net_pct": 2.663, "net_pnl_krw": 798.89, "fees_krw": 60.43, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 2 ] ] }, { "key": "NARROW_LEADERSHIP__STRONG_UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.16451, "median_net": 0.16451, "sum_net_pct": 0.329, "net_pnl_krw": 98.71, "fees_krw": 60.08, "pf": 1.115, "days": 1, "trade_sequence_dd_ppt": 2.861, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] } ], "D1": [ { "key": "DEAD_CAT_BOUNCE__UP", "n": 19873, "wr": 31.092, "wr_ci": [ 30.45, 31.74 ], "avg": -0.28917, "median_net": -0.55143, "sum_net_pct": -5746.743, "net_pnl_krw": -5487310.95, "fees_krw": 1931138.76, "pf": 0.4695, "days": 6, "trade_sequence_dd_ppt": 5752.01, "exit_top": [ [ "STOP_LOSS", 5484 ], [ "FAST_FAIL_BREAKOUT", 5191 ], [ "TRAILING_STOP", 3723 ], [ "TIME_STOP", 2085 ], [ "SMART_EXIT_B_PROFIT_LOCK", 824 ], [ "SMART_EXIT_C_PROFIT_LOCK", 751 ], [ "TAKE_PROFIT", 728 ] ] }, { "key": "HEALTHY_ROTATION__DOWN", "n": 15281, "wr": 22.662, "wr_ci": [ 22.01, 23.33 ], "avg": -0.45747, "median_net": -0.63286, "sum_net_pct": -6990.525, "net_pnl_krw": -6704948.48, "fees_krw": 1484469.8, "pf": 0.2792, "days": 3, "trade_sequence_dd_ppt": 6991.606, "exit_top": [ [ "STOP_LOSS", 4426 ], [ "FAST_FAIL_BREAKOUT", 3713 ], [ "TIME_STOP", 2291 ], [ "TRAILING_STOP", 1825 ], [ "TAKE_PROFIT", 651 ], [ "SMART_EXIT_A_FAILURE", 583 ], [ "SMART_EXIT_B_PROFIT_LOCK", 579 ] ] }, { "key": "SELECTIVE_INFLOW__DOWN", "n": 14182, "wr": 23.579, "wr_ci": [ 22.89, 24.28 ], "avg": -0.44353, "median_net": -0.67443, "sum_net_pct": -6290.161, "net_pnl_krw": -6250250.46, "fees_krw": 1375103.72, "pf": 0.2903, "days": 4, "trade_sequence_dd_ppt": 6314.481, "exit_top": [ [ "STOP_LOSS", 4443 ], [ "FAST_FAIL_BREAKOUT", 3910 ], [ "TRAILING_STOP", 2059 ], [ "TIME_STOP", 1774 ], [ "SMART_EXIT_A_FAILURE", 429 ], [ "SMART_EXIT_B_PROFIT_LOCK", 418 ], [ "SMART_EXIT_C_PROFIT_LOCK", 366 ] ] }, { "key": "THIN_INFLOW__DOWN", "n": 13218, "wr": 26.986, "wr_ci": [ 26.24, 27.75 ], "avg": -0.38329, "median_net": -0.60801, "sum_net_pct": -5066.341, "net_pnl_krw": -4952978.72, "fees_krw": 1278689.99, "pf": 0.3665, "days": 2, "trade_sequence_dd_ppt": 5067.011, "exit_top": [ [ "STOP_LOSS", 3833 ], [ "FAST_FAIL_BREAKOUT", 3287 ], [ "TIME_STOP", 2195 ], [ "TRAILING_STOP", 1900 ], [ "SMART_EXIT_B_PROFIT_LOCK", 497 ], [ "SMART_EXIT_C_PROFIT_LOCK", 424 ], [ "SMART_EXIT_A_FAILURE", 401 ] ] }, { "key": "BROAD_RISK_ON__DOWN", "n": 9798, "wr": 20.912, "wr_ci": [ 20.12, 21.73 ], "avg": -0.49717, "median_net": -0.65575, "sum_net_pct": -4871.295, "net_pnl_krw": -4760051.8, "fees_krw": 954481.17, "pf": 0.2298, "days": 2, "trade_sequence_dd_ppt": 4881.289, "exit_top": [ [ "STOP_LOSS", 2820 ], [ "FAST_FAIL_BREAKOUT", 2520 ], [ "TIME_STOP", 1400 ], [ "TRAILING_STOP", 1205 ], [ "TAKE_PROFIT", 377 ], [ "SMART_EXIT_B_PROFIT_LOCK", 354 ], [ "SMART_EXIT_A_FAILURE", 349 ] ] }, { "key": "THIN_INFLOW__FLAT", "n": 8627, "wr": 26.243, "wr_ci": [ 25.33, 27.18 ], "avg": -0.34055, "median_net": -0.59236, "sum_net_pct": -2937.948, "net_pnl_krw": -2892920.82, "fees_krw": 841363.47, "pf": 0.3974, "days": 1, "trade_sequence_dd_ppt": 2955.813, "exit_top": [ [ "STOP_LOSS", 2562 ], [ "FAST_FAIL_BREAKOUT", 2050 ], [ "TIME_STOP", 1357 ], [ "TRAILING_STOP", 1289 ], [ "SMART_EXIT_B_PROFIT_LOCK", 301 ], [ "SMART_EXIT_A_FAILURE", 290 ], [ "SMART_EXIT_C_FAILURE", 277 ] ] }, { "key": "MIXED_REBOUND__DOWN", "n": 7815, "wr": 26.308, "wr_ci": [ 25.34, 27.3 ], "avg": -0.33515, "median_net": -0.57638, "sum_net_pct": -2619.213, "net_pnl_krw": -2601336.82, "fees_krw": 756164.96, "pf": 0.3922, "days": 1, "trade_sequence_dd_ppt": 2625.749, "exit_top": [ [ "STOP_LOSS", 2009 ], [ "FAST_FAIL_BREAKOUT", 1989 ], [ "TIME_STOP", 1510 ], [ "TRAILING_STOP", 1275 ], [ "SMART_EXIT_B_PROFIT_LOCK", 253 ], [ "SMART_EXIT_A_FAILURE", 224 ], [ "SMART_EXIT_C_PROFIT_LOCK", 223 ] ] }, { "key": "THIN_INFLOW__STRONG_UP", "n": 7191, "wr": 29.69, "wr_ci": [ 28.64, 30.76 ], "avg": -0.32721, "median_net": -0.61151, "sum_net_pct": -2352.975, "net_pnl_krw": -2166322.63, "fees_krw": 680378.49, "pf": 0.4165, "days": 1, "trade_sequence_dd_ppt": 2358.271, "exit_top": [ [ "STOP_LOSS", 2191 ], [ "FAST_FAIL_BREAKOUT", 1821 ], [ "TRAILING_STOP", 1246 ], [ "TIME_STOP", 697 ], [ "SMART_EXIT_B_PROFIT_LOCK", 325 ], [ "SMART_EXIT_C_PROFIT_LOCK", 298 ], [ "SMART_EXIT_A_FAILURE", 222 ] ] }, { "key": "ROTATION_RECOVERY__DOWN", "n": 5664, "wr": 28.672, "wr_ci": [ 27.51, 29.86 ], "avg": -0.32426, "median_net": -0.57482, "sum_net_pct": -1836.596, "net_pnl_krw": -1844373.6, "fees_krw": 547484.84, "pf": 0.4103, "days": 1, "trade_sequence_dd_ppt": 1965.342, "exit_top": [ [ "STOP_LOSS", 1470 ], [ "FAST_FAIL_BREAKOUT", 1373 ], [ "TIME_STOP", 1123 ], [ "TRAILING_STOP", 759 ], [ "SMART_EXIT_B_PROFIT_LOCK", 264 ], [ "SMART_EXIT_C_PROFIT_LOCK", 219 ], [ "SMART_EXIT_A_FAILURE", 151 ] ] }, { "key": "MIXED_REBOUND__FLAT", "n": 3526, "wr": 24.816, "wr_ci": [ 23.42, 26.27 ], "avg": -0.44305, "median_net": -0.62884, "sum_net_pct": -1562.187, "net_pnl_krw": -1448646.7, "fees_krw": 335319.28, "pf": 0.3098, "days": 2, "trade_sequence_dd_ppt": 1637.812, "exit_top": [ [ "STOP_LOSS", 1054 ], [ "FAST_FAIL_BREAKOUT", 856 ], [ "TRAILING_STOP", 509 ], [ "TIME_STOP", 438 ], [ "SMART_EXIT_B_PROFIT_LOCK", 177 ], [ "SMART_EXIT_C_PROFIT_LOCK", 143 ], [ "SMART_EXIT_A_FAILURE", 112 ] ] }, { "key": "BROAD_RECOVERY__DOWN", "n": 2481, "wr": 22.773, "wr_ci": [ 21.17, 24.46 ], "avg": -0.43563, "median_net": -0.63449, "sum_net_pct": -1080.792, "net_pnl_krw": -1032491.86, "fees_krw": 240312.53, "pf": 0.284, "days": 1, "trade_sequence_dd_ppt": 1083.65, "exit_top": [ [ "STOP_LOSS", 747 ], [ "FAST_FAIL_BREAKOUT", 718 ], [ "TRAILING_STOP", 389 ], [ "TIME_STOP", 306 ], [ "TAKE_PROFIT", 68 ], [ "SMART_EXIT_A_FAILURE", 65 ], [ "SMART_EXIT_C_FAILURE", 64 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 1936, "wr": 35.899, "wr_ci": [ 33.79, 38.06 ], "avg": -0.32317, "median_net": -0.57981, "sum_net_pct": -625.663, "net_pnl_krw": -426060.26, "fees_krw": 154079.64, "pf": 0.5401, "days": 4, "trade_sequence_dd_ppt": 736.196, "exit_top": [ [ "STOP_LOSS", 547 ], [ "FAST_FAIL_BREAKOUT", 377 ], [ "TRAILING_STOP", 334 ], [ "TIME_STOP", 147 ], [ "SMART_EXIT_B_PROFIT_LOCK", 128 ], [ "TAKE_PROFIT", 122 ], [ "SMART_EXIT_C_PROFIT_LOCK", 122 ] ] }, { "key": "OUTFLOW_PRESSURE__STRONG_UP", "n": 459, "wr": 40.305, "wr_ci": [ 35.92, 44.85 ], "avg": -0.41704, "median_net": -1.18347, "sum_net_pct": -191.423, "net_pnl_krw": -68496.38, "fees_krw": 14630.28, "pf": 0.6327, "days": 2, "trade_sequence_dd_ppt": 240.99, "exit_top": [ [ "STOP_LOSS", 126 ], [ "SMART_EXIT_B_PROFIT_LOCK", 64 ], [ "SMART_EXIT_C_PROFIT_LOCK", 64 ], [ "TIME_STOP", 46 ], [ "TRAILING_STOP", 39 ], [ "SMART_EXIT_A_FAILURE", 32 ], [ "SMART_EXIT_C_FAILURE", 29 ] ] }, { "key": "PANIC_LIQUIDATION__STRONG_UP", "n": 212, "wr": 38.679, "wr_ci": [ 32.38, 45.38 ], "avg": -0.69957, "median_net": -1.53797, "sum_net_pct": -148.308, "net_pnl_krw": -50436.66, "fees_krw": 6674.12, "pf": 0.4707, "days": 1, "trade_sequence_dd_ppt": 149.087, "exit_top": [ [ "STOP_LOSS", 57 ], [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "SMART_EXIT_C_PROFIT_LOCK", 29 ], [ "FAST_FAIL_BREAKOUT", 26 ], [ "TRAILING_STOP", 21 ], [ "SMART_EXIT_C_HARD_CAP", 19 ], [ "SMART_EXIT_A_FAILURE", 8 ] ] }, { "key": "PANIC_LIQUIDATION__UP", "n": 155, "wr": 18.065, "wr_ci": [ 12.8, 24.87 ], "avg": -0.48184, "median_net": -0.71105, "sum_net_pct": -74.686, "net_pnl_krw": -62541.8, "fees_krw": 14335.48, "pf": 0.2777, "days": 4, "trade_sequence_dd_ppt": 92.95, "exit_top": [ [ "STOP_LOSS", 53 ], [ "FAST_FAIL_BREAKOUT", 37 ], [ "TIME_STOP", 30 ], [ "TAKE_PROFIT", 13 ], [ "TRAILING_STOP", 13 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "SMART_EXIT_C_FAILURE", 4 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 67, "wr": 29.851, "wr_ci": [ 20.23, 41.66 ], "avg": -1.23875, "median_net": -1.03411, "sum_net_pct": -82.996, "net_pnl_krw": -26000.55, "fees_krw": 2008.0, "pf": 0.2921, "days": 4, "trade_sequence_dd_ppt": 100.238, "exit_top": [ [ "STOP_LOSS", 30 ], [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 16 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__FLAT", "n": 54, "wr": 16.667, "wr_ci": [ 9.02, 28.74 ], "avg": -0.15345, "median_net": -0.69142, "sum_net_pct": -8.286, "net_pnl_krw": -13213.87, "fees_krw": 5279.76, "pf": 0.7281, "days": 2, "trade_sequence_dd_ppt": 25.413, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 19 ], [ "TIME_STOP", 13 ], [ "STOP_LOSS", 8 ], [ "TRAILING_STOP", 8 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "key": "FADING_BREADTH__FLAT", "n": 40, "wr": 47.5, "wr_ci": [ 32.94, 62.5 ], "avg": -0.46455, "median_net": -0.31617, "sum_net_pct": -18.582, "net_pnl_krw": -5574.55, "fees_krw": 1197.81, "pf": 0.6981, "days": 1, "trade_sequence_dd_ppt": 28.002, "exit_top": [ [ "TRAILING_STOP", 16 ], [ "STOP_LOSS", 16 ], [ "TIME_STOP", 8 ] ] }, { "key": "SELECTIVE_INFLOW__UP", "n": 34, "wr": 38.235, "wr_ci": [ 23.9, 54.96 ], "avg": -0.29622, "median_net": -0.1, "sum_net_pct": -10.071, "net_pnl_krw": -1316.29, "fees_krw": 1069.88, "pf": 0.7506, "days": 2, "trade_sequence_dd_ppt": 19.697, "exit_top": [ [ "STOP_LOSS", 15 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 8 ], [ "TAKE_PROFIT", 2 ] ] }, { "key": "NARROW_LEADERSHIP__UP", "n": 31, "wr": 19.355, "wr_ci": [ 9.19, 36.28 ], "avg": -1.59675, "median_net": -2.04078, "sum_net_pct": -49.499, "net_pnl_krw": -15515.63, "fees_krw": 932.71, "pf": 0.1909, "days": 2, "trade_sequence_dd_ppt": 55.201, "exit_top": [ [ "STOP_LOSS", 18 ], [ "TIME_STOP", 10 ], [ "TRAILING_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "FRAGILE_BREAKOUT__FLAT", "n": 23, "wr": 52.174, "wr_ci": [ 32.96, 70.76 ], "avg": 1.47425, "median_net": 0.52547, "sum_net_pct": 33.908, "net_pnl_krw": 10172.3, "fees_krw": 695.43, "pf": 3.18, "days": 1, "trade_sequence_dd_ppt": 8.139, "exit_top": [ [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 8 ], [ "STOP_LOSS", 4 ] ] }, { "key": "HEALTHY_ROTATION__UP", "n": 23, "wr": 34.783, "wr_ci": [ 18.81, 55.11 ], "avg": -1.29618, "median_net": -1.75663, "sum_net_pct": -29.812, "net_pnl_krw": -8943.61, "fees_krw": 685.87, "pf": 0.3951, "days": 1, "trade_sequence_dd_ppt": 41.553, "exit_top": [ [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, { "key": "SELECTIVE_INFLOW__FLAT", "n": 23, "wr": 8.696, "wr_ci": [ 2.42, 26.8 ], "avg": -0.49307, "median_net": -0.54687, "sum_net_pct": -11.341, "net_pnl_krw": -11329.8, "fees_krw": 2292.64, "pf": 0.1013, "days": 1, "trade_sequence_dd_ppt": 11.54, "exit_top": [ [ "STOP_LOSS", 9 ], [ "TIME_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 21, "wr": 14.286, "wr_ci": [ 4.98, 34.64 ], "avg": -2.23925, "median_net": -2.55276, "sum_net_pct": -47.024, "net_pnl_krw": -16564.75, "fees_krw": 682.06, "pf": 0.1219, "days": 1, "trade_sequence_dd_ppt": 47.024, "exit_top": [ [ "STOP_LOSS", 12 ], [ "TIME_STOP", 6 ], [ "TRAILING_STOP", 3 ] ] }, { "key": "OUTFLOW_PRESSURE__UP", "n": 17, "wr": 41.176, "wr_ci": [ 21.61, 63.99 ], "avg": -0.52386, "median_net": -0.83063, "sum_net_pct": -8.906, "net_pnl_krw": -2671.67, "fees_krw": 508.92, "pf": 0.4723, "days": 2, "trade_sequence_dd_ppt": 13.691, "exit_top": [ [ "STOP_LOSS", 8 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, { "key": "ROTATION_RECOVERY__UP", "n": 16, "wr": 37.5, "wr_ci": [ 18.48, 61.36 ], "avg": -0.11639, "median_net": -0.27011, "sum_net_pct": -1.862, "net_pnl_krw": -558.68, "fees_krw": 479.96, "pf": 0.8128, "days": 2, "trade_sequence_dd_ppt": 6.673, "exit_top": [ [ "TIME_STOP", 7 ], [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 4 ] ] }, { "key": "ROTATION_RECOVERY__FLAT", "n": 5, "wr": 40.0, "wr_ci": [ 11.76, 76.93 ], "avg": -0.94072, "median_net": -1.28831, "sum_net_pct": -4.704, "net_pnl_krw": -1411.07, "fees_krw": 149.37, "pf": 0.299, "days": 1, "trade_sequence_dd_ppt": 6.104, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 2 ] ] }, { "key": "BROAD_RECOVERY__UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.39983, "median_net": -0.39983, "sum_net_pct": -0.8, "net_pnl_krw": -239.9, "fees_krw": 59.91, "pf": 0.0435, "days": 1, "trade_sequence_dd_ppt": 0.836, "exit_top": [ [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.82252, "median_net": -0.82252, "sum_net_pct": -1.645, "net_pnl_krw": -493.51, "fees_krw": 59.78, "pf": 0.4486, "days": 1, "trade_sequence_dd_ppt": 2.983, "exit_top": [ [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ] ] } ], "D7": [ { "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 61463, "wr": 27.306, "wr_ci": [ 26.96, 27.66 ], "avg": -0.36038, "median_net": -0.59562, "sum_net_pct": -22149.845, "net_pnl_krw": -21666116.68, "fees_krw": 5944859.16, "pf": 0.3794, "days": 7, "trade_sequence_dd_ppt": 22259.57, "exit_top": [ [ "STOP_LOSS", 17267 ], [ "FAST_FAIL_BREAKOUT", 16009 ], [ "TRAILING_STOP", 9780 ], [ "TIME_STOP", 8841 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2311 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1996 ], [ "SMART_EXIT_A_FAILURE", 1729 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 40750, "wr": 25.09, "wr_ci": [ 24.67, 25.51 ], "avg": -0.41912, "median_net": -0.62814, "sum_net_pct": -17079.042, "net_pnl_krw": -16234008.44, "fees_krw": 3940100.42, "pf": 0.3171, "days": 9, "trade_sequence_dd_ppt": 17092.181, "exit_top": [ [ "STOP_LOSS", 11934 ], [ "FAST_FAIL_BREAKOUT", 9996 ], [ "TRAILING_STOP", 5701 ], [ "TIME_STOP", 5606 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1544 ], [ "TAKE_PROFIT", 1464 ], [ "SMART_EXIT_A_FAILURE", 1398 ] ] }, { "key": "THIN_INFLOW__STRONG_UP", "n": 7126, "wr": 23.576, "wr_ci": [ 22.6, 24.58 ], "avg": -0.37831, "median_net": -0.65631, "sum_net_pct": -2695.843, "net_pnl_krw": -2700910.56, "fees_krw": 697130.98, "pf": 0.3615, "days": 1, "trade_sequence_dd_ppt": 2756.601, "exit_top": [ [ "STOP_LOSS", 2407 ], [ "FAST_FAIL_BREAKOUT", 1767 ], [ "TRAILING_STOP", 1059 ], [ "TIME_STOP", 924 ], [ "SMART_EXIT_B_PROFIT_LOCK", 226 ], [ "SMART_EXIT_C_PROFIT_LOCK", 209 ], [ "SMART_EXIT_A_FAILURE", 208 ] ] }, { "key": "ROTATION_RECOVERY__STRONG_UP", "n": 1435, "wr": 37.073, "wr_ci": [ 34.61, 39.6 ], "avg": -0.49543, "median_net": -1.07039, "sum_net_pct": -710.947, "net_pnl_krw": -241553.93, "fees_krw": 48578.16, "pf": 0.5659, "days": 6, "trade_sequence_dd_ppt": 716.174, "exit_top": [ [ "STOP_LOSS", 357 ], [ "SMART_EXIT_B_PROFIT_LOCK", 191 ], [ "SMART_EXIT_C_PROFIT_LOCK", 191 ], [ "FAST_FAIL_BREAKOUT", 148 ], [ "TRAILING_STOP", 130 ], [ "TIME_STOP", 129 ], [ "SMART_EXIT_A_FAILURE", 87 ] ] }, { "key": "BROAD_RECOVERY__STRONG_UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.39983, "median_net": -0.39983, "sum_net_pct": -0.8, "net_pnl_krw": -239.9, "fees_krw": 59.91, "pf": 0.0435, "days": 1, "trade_sequence_dd_ppt": 0.836, "exit_top": [ [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ] ] } ], "VOTE_BAND": [ { "key": "MID_7_9_15", "n": 43860, "wr": 26.487, "wr_ci": [ 26.08, 26.9 ], "avg": -0.3831, "median_net": -0.61627, "sum_net_pct": -16802.975, "net_pnl_krw": -16089864.55, "fees_krw": 4206428.57, "pf": 0.3614, "days": 14, "trade_sequence_dd_ppt": 16808.497, "exit_top": [ [ "STOP_LOSS", 12933 ], [ "FAST_FAIL_BREAKOUT", 10763 ], [ "TRAILING_STOP", 6688 ], [ "TIME_STOP", 6065 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1678 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1497 ], [ "SMART_EXIT_A_FAILURE", 1354 ] ] }, { "key": "HIGH_10_15", "n": 43131, "wr": 25.921, "wr_ci": [ 25.51, 26.34 ], "avg": -0.40239, "median_net": -0.6222, "sum_net_pct": -17355.312, "net_pnl_krw": -16662340.1, "fees_krw": 4149786.63, "pf": 0.339, "days": 14, "trade_sequence_dd_ppt": 17357.103, "exit_top": [ [ "STOP_LOSS", 12254 ], [ "FAST_FAIL_BREAKOUT", 11108 ], [ "TRAILING_STOP", 6398 ], [ "TIME_STOP", 6097 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1655 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1410 ], [ "SMART_EXIT_A_FAILURE", 1364 ] ] }, { "key": "LOW_LE_6_15", "n": 23785, "wr": 27.004, "wr_ci": [ 26.44, 27.57 ], "avg": -0.35645, "median_net": -0.59176, "sum_net_pct": -8478.19, "net_pnl_krw": -8090624.86, "fees_krw": 2274513.43, "pf": 0.3943, "days": 14, "trade_sequence_dd_ppt": 8504.588, "exit_top": [ [ "STOP_LOSS", 6779 ], [ "FAST_FAIL_BREAKOUT", 6049 ], [ "TRAILING_STOP", 3584 ], [ "TIME_STOP", 3339 ], [ "SMART_EXIT_B_PROFIT_LOCK", 939 ], [ "SMART_EXIT_C_PROFIT_LOCK", 832 ], [ "SMART_EXIT_A_FAILURE", 704 ] ] } ], "MARGIN_BAND": [ { "key": "LOW_1_3", "n": 39950, "wr": 25.792, "wr_ci": [ 25.37, 26.22 ], "avg": -0.39082, "median_net": -0.61388, "sum_net_pct": -15613.235, "net_pnl_krw": -14857091.76, "fees_krw": 3821842.44, "pf": 0.3503, "days": 11, "trade_sequence_dd_ppt": 15644.933, "exit_top": [ [ "STOP_LOSS", 11678 ], [ "FAST_FAIL_BREAKOUT", 10086 ], [ "TRAILING_STOP", 5722 ], [ "TIME_STOP", 5553 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1483 ], [ "SMART_EXIT_A_FAILURE", 1300 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1295 ] ] }, { "key": "MED_4_8", "n": 36765, "wr": 27.714, "wr_ci": [ 27.26, 28.17 ], "avg": -0.35891, "median_net": -0.60038, "sum_net_pct": -13195.285, "net_pnl_krw": -12809659.38, "fees_krw": 3530500.89, "pf": 0.3913, "days": 11, "trade_sequence_dd_ppt": 13198.097, "exit_top": [ [ "STOP_LOSS", 10297 ], [ "FAST_FAIL_BREAKOUT", 9143 ], [ "TRAILING_STOP", 5932 ], [ "TIME_STOP", 5201 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1504 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1338 ], [ "SMART_EXIT_A_FAILURE", 1057 ] ] }, { "key": "HIGH_9_15", "n": 26273, "wr": 24.934, "wr_ci": [ 24.41, 25.46 ], "avg": -0.4155, "median_net": -0.62421, "sum_net_pct": -10916.394, "net_pnl_krw": -10451515.51, "fees_krw": 2539120.38, "pf": 0.3211, "days": 11, "trade_sequence_dd_ppt": 10919.54, "exit_top": [ [ "STOP_LOSS", 7592 ], [ "FAST_FAIL_BREAKOUT", 6887 ], [ "TIME_STOP", 3710 ], [ "TRAILING_STOP", 3691 ], [ "SMART_EXIT_B_PROFIT_LOCK", 994 ], [ "SMART_EXIT_A_FAILURE", 849 ], [ "SMART_EXIT_C_PROFIT_LOCK", 838 ] ] }, { "key": "TIE_0", "n": 7653, "wr": 27.649, "wr_ci": [ 26.66, 28.66 ], "avg": -0.3626, "median_net": -0.6233, "sum_net_pct": -2775.002, "net_pnl_krw": -2683594.52, "fees_krw": 735233.39, "pf": 0.3905, "days": 10, "trade_sequence_dd_ppt": 2784.087, "exit_top": [ [ "STOP_LOSS", 2336 ], [ "FAST_FAIL_BREAKOUT", 1804 ], [ "TRAILING_STOP", 1293 ], [ "TIME_STOP", 1016 ], [ "SMART_EXIT_B_PROFIT_LOCK", 291 ], [ "SMART_EXIT_C_PROFIT_LOCK", 268 ], [ "SMART_EXIT_A_FAILURE", 216 ] ] } ] }, "ACTUAL": { "XY": [ { "key": "SELECTIVE_INFLOW", "n": 9, "wr": 55.556, "wr_ci": [ 26.66, 81.12 ], "avg": -0.14564, "median_net": 0.33917, "sum_net_pct": -1.311, "net_pnl_krw": 264.9, "fees_krw": 171.93, "pf": 0.8445, "days": 5, "trade_sequence_dd_ppt": 4.275, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND", "n": 8, "wr": 37.5, "wr_ci": [ 13.68, 69.43 ], "avg": -0.83796, "median_net": -0.5133, "sum_net_pct": -6.704, "net_pnl_krw": -698.29, "fees_krw": 339.63, "pf": 0.4164, "days": 2, "trade_sequence_dd_ppt": 6.704, "exit_top": [ [ "TIME_EXIT", 3 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE", "n": 7, "wr": 14.286, "wr_ci": [ 2.57, 51.31 ], "avg": -0.87743, "median_net": -0.87437, "sum_net_pct": -6.142, "net_pnl_krw": -593.43, "fees_krw": 67.33, "pf": 0.0076, "days": 4, "trade_sequence_dd_ppt": 6.142, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ], [ "TIME_EXIT", 1 ] ] }, { "key": "BROAD_RISK_ON", "n": 6, "wr": 66.667, "wr_ci": [ 30.0, 90.32 ], "avg": -0.44111, "median_net": 0.50049, "sum_net_pct": -2.647, "net_pnl_krw": -287.17, "fees_krw": 34.87, "pf": 0.4996, "days": 2, "trade_sequence_dd_ppt": 3.463, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TRAILING_STOP", 2 ], [ "TAKE_PROFIT", 1 ], [ "TIME_EXIT", 1 ] ] }, { "key": "PANIC_LIQUIDATION", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.82915, "median_net": -0.82915, "sum_net_pct": -0.829, "net_pnl_krw": -49.77, "fees_krw": 5.98, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.829, "exit_top": [ [ "TAKE_PROFIT_NET_LOSS", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.63138, "median_net": 0.63138, "sum_net_pct": 0.631, "net_pnl_krw": 31.58, "fees_krw": 5.02, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] } ], "Z": [ { "key": "FLAT", "n": 10, "wr": 40.0, "wr_ci": [ 16.82, 68.73 ], "avg": -0.01644, "median_net": -0.27043, "sum_net_pct": -0.164, "net_pnl_krw": 2377.73, "fees_krw": 165.75, "pf": 0.9749, "days": 6, "trade_sequence_dd_ppt": 6.491, "exit_top": [ [ "TRAILING_STOP", 3 ], [ "STOP_LOSS", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT_NET_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_EXIT", 1 ] ] }, { "key": "STRONG_UP", "n": 10, "wr": 70.0, "wr_ci": [ 39.68, 89.22 ], "avg": -0.25792, "median_net": 0.54194, "sum_net_pct": -2.579, "net_pnl_krw": -403.34, "fees_krw": 212.5, "pf": 0.63, "days": 2, "trade_sequence_dd_ppt": 5.945, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_EXIT", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ] ] }, { "key": "UP", "n": 7, "wr": 42.857, "wr_ci": [ 15.82, 74.95 ], "avg": -0.56745, "median_net": -1.27294, "sum_net_pct": -3.972, "net_pnl_krw": -368.59, "fees_krw": 111.69, "pf": 0.5287, "days": 4, "trade_sequence_dd_ppt": 4.798, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "key": "STRONG_DOWN", "n": 3, "wr": 0.0, "wr_ci": [ 0.0, 56.15 ], "avg": -2.37866, "median_net": -2.24067, "sum_net_pct": -7.136, "net_pnl_krw": -1718.03, "fees_krw": 77.22, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 7.136, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 1 ] ] }, { "key": "DOWN", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -1.57461, "median_net": -1.57461, "sum_net_pct": -3.149, "net_pnl_krw": -1219.94, "fees_krw": 57.6, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 3.149, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] } ], "L1_XYZ80": [ { "key": "DEAD_CAT_BOUNCE__FLAT", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.75314, "median_net": -0.44091, "sum_net_pct": -3.766, "net_pnl_krw": -253.33, "fees_krw": 41.75, "pf": 0.0124, "days": 3, "trade_sequence_dd_ppt": 3.766, "exit_top": [ [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ], [ "TIME_EXIT", 1 ] ] }, { "key": "SELECTIVE_INFLOW__UP", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.95959, "median_net": -1.33474, "sum_net_pct": -4.798, "net_pnl_krw": -409.9, "fees_krw": 101.67, "pf": 0.4308, "days": 3, "trade_sequence_dd_ppt": 4.798, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -1.62982, "median_net": -0.5133, "sum_net_pct": -6.519, "net_pnl_krw": -600.44, "fees_krw": 182.38, "pf": 0.0649, "days": 2, "trade_sequence_dd_ppt": 6.972, "exit_top": [ [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 1 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ] ] }, { "key": "BROAD_RISK_ON__STRONG_UP", "n": 3, "wr": 100.0, "wr_ci": [ 43.85, 100.0 ], "avg": 0.60868, "median_net": 0.7189, "sum_net_pct": 1.826, "net_pnl_krw": 91.35, "fees_krw": 15.05, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "SELECTIVE_INFLOW__FLAT", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 1.00226, "median_net": 1.00226, "sum_net_pct": 2.005, "net_pnl_krw": 600.63, "fees_krw": 60.22, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "key": "SELECTIVE_INFLOW__STRONG_UP", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 0.74132, "median_net": 0.74132, "sum_net_pct": 1.483, "net_pnl_krw": 74.17, "fees_krw": 10.04, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 2 ] ] }, { "key": "BROAD_RISK_ON__FLAT", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.89591, "median_net": -1.89591, "sum_net_pct": -1.896, "net_pnl_krw": -113.81, "fees_krw": 5.95, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.896, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "BROAD_RISK_ON__STRONG_DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.39336, "median_net": -3.39336, "sum_net_pct": -3.393, "net_pnl_krw": -305.55, "fees_krw": 8.85, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.393, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "BROAD_RISK_ON__UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.81656, "median_net": 0.81656, "sum_net_pct": 0.817, "net_pnl_krw": 40.85, "fees_krw": 5.02, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TIME_EXIT", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.87437, "median_net": -0.87437, "sum_net_pct": -0.874, "net_pnl_krw": -65.11, "fees_krw": 7.41, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.874, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.50195, "median_net": -1.50195, "sum_net_pct": -1.502, "net_pnl_krw": -274.99, "fees_krw": 18.17, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.502, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "MIXED_REBOUND__DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.27484, "median_net": -2.27484, "sum_net_pct": -2.275, "net_pnl_krw": -1154.84, "fees_krw": 50.19, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.275, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND__FLAT", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 4.32186, "median_net": 4.32186, "sum_net_pct": 4.322, "net_pnl_krw": 2194.01, "fees_krw": 51.86, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.24067, "median_net": -2.24067, "sum_net_pct": -2.241, "net_pnl_krw": -1137.49, "fees_krw": 50.2, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.241, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.00923, "median_net": 0.00923, "sum_net_pct": 0.009, "net_pnl_krw": 0.46, "fees_krw": 5.0, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TIME_EXIT", 1 ] ] }, { "key": "PANIC_LIQUIDATION__FLAT", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.82915, "median_net": -0.82915, "sum_net_pct": -0.829, "net_pnl_krw": -49.77, "fees_krw": 5.98, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.829, "exit_top": [ [ "TAKE_PROFIT_NET_LOSS", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.63138, "median_net": 0.63138, "sum_net_pct": 0.631, "net_pnl_krw": 31.58, "fees_krw": 5.02, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] } ], "H1": [ { "key": "BROAD_RISK_ON__STRONG_UP", "n": 4, "wr": 100.0, "wr_ci": [ 51.01, 100.0 ], "avg": 0.61223, "median_net": 0.67514, "sum_net_pct": 2.449, "net_pnl_krw": 122.51, "fees_krw": 20.07, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "TRAILING_STOP", 1 ], [ "TIME_EXIT", 1 ] ] }, { "key": "FRAGILE_BREAKOUT__STRONG_UP", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.72135, "median_net": -0.2855, "sum_net_pct": -2.885, "net_pnl_krw": 430.89, "fees_krw": 70.18, "pf": 0.6036, "days": 2, "trade_sequence_dd_ppt": 5.945, "exit_top": [ [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ], [ "TAKE_PROFIT", 1 ], [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "BROAD_RISK_ON__DOWN", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.19137, "median_net": -0.04567, "sum_net_pct": -0.574, "net_pnl_krw": -303.04, "fees_krw": 177.53, "pf": 0.4408, "days": 1, "trade_sequence_dd_ppt": 1.027, "exit_top": [ [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_UP", "n": 3, "wr": 100.0, "wr_ci": [ 43.85, 100.0 ], "avg": 0.51773, "median_net": 0.7189, "sum_net_pct": 1.553, "net_pnl_krw": 77.7, "fees_krw": 15.05, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "TAKE_PROFIT", 1 ], [ "TIME_EXIT", 1 ] ] }, { "key": "FRAGILE_BREAKOUT__DOWN", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.68645, "median_net": -0.68645, "sum_net_pct": -1.373, "net_pnl_krw": -91.17, "fees_krw": 20.86, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 1.373, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "PANIC_LIQUIDATION__DOWN", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -1.87131, "median_net": -1.87131, "sum_net_pct": -3.743, "net_pnl_krw": -1412.48, "fees_krw": 68.37, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 3.743, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "PANIC_LIQUIDATION__FLAT", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -1.42961, "median_net": -1.42961, "sum_net_pct": -2.859, "net_pnl_krw": -184.26, "fees_krw": 13.36, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 2.859, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "SELECTIVE_INFLOW__STRONG_UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.92436, "median_net": -0.92436, "sum_net_pct": -1.849, "net_pnl_krw": -110.28, "fees_krw": 13.43, "pf": 0.0249, "days": 2, "trade_sequence_dd_ppt": 1.896, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__DOWN", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 1.66535, "median_net": 1.66535, "sum_net_pct": 1.665, "net_pnl_krw": 499.05, "fees_krw": 30.22, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.44091, "median_net": -0.44091, "sum_net_pct": -0.441, "net_pnl_krw": -26.38, "fees_krw": 5.97, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.441, "exit_top": [ [ "TIME_EXIT", 1 ] ] }, { "key": "FRAGILE_BREAKOUT__STRONG_DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.00161, "median_net": -3.00161, "sum_net_pct": -3.002, "net_pnl_krw": -180.19, "fees_krw": 5.91, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.002, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.39336, "median_net": -3.39336, "sum_net_pct": -3.393, "net_pnl_krw": -305.55, "fees_krw": 8.85, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.393, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 4.32186, "median_net": 4.32186, "sum_net_pct": 4.322, "net_pnl_krw": 2194.01, "fees_krw": 51.86, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 1 ] ] }, { "key": "NARROW_LEADERSHIP__FLAT", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.81941, "median_net": -2.81941, "sum_net_pct": -2.819, "net_pnl_krw": -843.54, "fees_krw": 29.5, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.819, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "OUTFLOW_PRESSURE__STRONG_UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.82915, "median_net": -0.82915, "sum_net_pct": -0.829, "net_pnl_krw": -49.77, "fees_krw": 5.98, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.829, "exit_top": [ [ "TAKE_PROFIT_NET_LOSS", 1 ] ] }, { "key": "PANIC_LIQUIDATION__UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.28718, "median_net": -1.28718, "sum_net_pct": -1.287, "net_pnl_krw": -96.42, "fees_krw": 7.44, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.287, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION__DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.27484, "median_net": -2.27484, "sum_net_pct": -2.275, "net_pnl_krw": -1154.84, "fees_krw": 50.19, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.275, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "THIN_INFLOW__UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.33917, "median_net": 0.33917, "sum_net_pct": 0.339, "net_pnl_krw": 101.58, "fees_krw": 30.0, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] } ], "H4": [ { "key": "BROAD_RECOVERY__UP", "n": 5, "wr": 100.0, "wr_ci": [ 56.55, 100.0 ], "avg": 0.49163, "median_net": 0.63138, "sum_net_pct": 2.458, "net_pnl_krw": 122.97, "fees_krw": 25.07, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "PANIC_LIQUIDATION__UP", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -1.97662, "median_net": -1.36253, "sum_net_pct": -7.906, "net_pnl_krw": -422.79, "fees_krw": 21.8, "pf": 0.0881, "days": 1, "trade_sequence_dd_ppt": 8.67, "exit_top": [ [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ], [ "TAKE_PROFIT", 1 ], [ "TAKE_PROFIT_NET_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "SPECULATIVE_EXPANSION__STRONG_UP", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.71224, "median_net": -0.5133, "sum_net_pct": -2.849, "net_pnl_krw": -1457.87, "fees_krw": 227.72, "pf": 0.1371, "days": 1, "trade_sequence_dd_ppt": 2.849, "exit_top": [ [ "TIME_EXIT", 2 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "SELECTIVE_INFLOW__FLAT", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": 0.47388, "median_net": -0.87437, "sum_net_pct": 1.422, "net_pnl_krw": 624.99, "fees_krw": 67.72, "pf": 1.6435, "days": 2, "trade_sequence_dd_ppt": 1.335, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "BROAD_EXPANSION__DOWN", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 0.77198, "median_net": 0.77198, "sum_net_pct": 1.544, "net_pnl_krw": 77.24, "fees_krw": 10.04, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.75122, "median_net": 0.75122, "sum_net_pct": 1.502, "net_pnl_krw": 1350.47, "fees_krw": 81.36, "pf": 1.5329, "days": 2, "trade_sequence_dd_ppt": 2.819, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "key": "OUTFLOW_PRESSURE__FLAT", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.66813, "median_net": -0.66813, "sum_net_pct": -1.336, "net_pnl_krw": 318.87, "fees_krw": 36.13, "pf": 0.5548, "days": 2, "trade_sequence_dd_ppt": 3.002, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "key": "OUTFLOW_PRESSURE__UP", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.27043, "median_net": -0.27043, "sum_net_pct": -0.541, "net_pnl_krw": -41.29, "fees_krw": 20.88, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 0.541, "exit_top": [ [ "TIME_EXIT", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.50195, "median_net": -1.50195, "sum_net_pct": -1.502, "net_pnl_krw": -274.99, "fees_krw": 18.17, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.502, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "DEAD_CAT_BOUNCE__UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.24067, "median_net": -2.24067, "sum_net_pct": -2.241, "net_pnl_krw": -1137.49, "fees_krw": 50.2, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.241, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "FADING_BREADTH__STRONG_UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.33917, "median_net": 0.33917, "sum_net_pct": 0.339, "net_pnl_krw": 101.58, "fees_krw": 30.0, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "key": "FADING_BREADTH__UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.28718, "median_net": -1.28718, "sum_net_pct": -1.287, "net_pnl_krw": -96.42, "fees_krw": 7.44, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.287, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.39336, "median_net": -3.39336, "sum_net_pct": -3.393, "net_pnl_krw": -305.55, "fees_krw": 8.85, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.393, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "OUTFLOW_PRESSURE__DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.98486, "median_net": -1.98486, "sum_net_pct": -1.985, "net_pnl_krw": -119.15, "fees_krw": 5.94, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.985, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "ROTATION_RECOVERY__DOWN", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.27294, "median_net": -1.27294, "sum_net_pct": -1.273, "net_pnl_krw": -76.27, "fees_krw": 5.95, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.273, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "ROTATION_RECOVERY__UP", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.04718, "median_net": 0.04718, "sum_net_pct": 0.047, "net_pnl_krw": 3.53, "fees_krw": 7.48, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 1 ] ] } ], "D1": [ { "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 13, "wr": 61.538, "wr_ci": [ 35.52, 82.29 ], "avg": -0.6769, "median_net": 0.28208, "sum_net_pct": -8.8, "net_pnl_krw": -803.13, "fees_krw": 83.94, "pf": 0.3513, "days": 2, "trade_sequence_dd_ppt": 8.8, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 2 ], [ "TIME_EXIT", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ], [ "TAKE_PROFIT_NET_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.12796, "median_net": -0.5133, "sum_net_pct": -0.768, "net_pnl_krw": -401.35, "fees_krw": 329.78, "pf": 0.8615, "days": 1, "trade_sequence_dd_ppt": 5.09, "exit_top": [ [ "STOP_LOSS", 2 ], [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 2 ] ] }, { "key": "HEALTHY_ROTATION__DOWN", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.04605, "median_net": -0.49778, "sum_net_pct": -0.184, "net_pnl_krw": -51.87, "fees_krw": 119.8, "pf": 0.9557, "days": 2, "trade_sequence_dd_ppt": 4.154, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "STOP_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND__UP", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.30905, "median_net": -0.09995, "sum_net_pct": -0.927, "net_pnl_krw": -76.49, "fees_krw": 29.81, "pf": 0.0484, "days": 2, "trade_sequence_dd_ppt": 0.974, "exit_top": [ [ "TRAILING_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "NARROW_LEADERSHIP__UP", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -1.6289, "median_net": -1.6289, "sum_net_pct": -3.258, "net_pnl_krw": -195.42, "fees_krw": 11.9, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.258, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "OUTFLOW_PRESSURE__STRONG_UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.00161, "median_net": -3.00161, "sum_net_pct": -3.002, "net_pnl_krw": -180.19, "fees_krw": 5.91, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.002, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "key": "ROTATION_RECOVERY__UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.28718, "median_net": -1.28718, "sum_net_pct": -1.287, "net_pnl_krw": -96.42, "fees_krw": 7.44, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.287, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "key": "SELECTIVE_INFLOW__UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.44091, "median_net": -0.44091, "sum_net_pct": -0.441, "net_pnl_krw": -26.38, "fees_krw": 5.97, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.441, "exit_top": [ [ "TIME_EXIT", 1 ] ] }, { "key": "THIN_INFLOW__DOWN", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 1.66535, "median_net": 1.66535, "sum_net_pct": 1.665, "net_pnl_krw": 499.05, "fees_krw": 30.22, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] } ], "D7": [ { "key": "ROTATION_RECOVERY__STRONG_UP", "n": 13, "wr": 61.538, "wr_ci": [ 35.52, 82.29 ], "avg": -0.79226, "median_net": 0.28208, "sum_net_pct": -10.299, "net_pnl_krw": -708.32, "fees_krw": 71.68, "pf": 0.3163, "days": 3, "trade_sequence_dd_ppt": 10.846, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 2 ], [ "TIME_EXIT", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ], [ "TAKE_PROFIT_NET_LOSS", 1 ] ] }, { "key": "MIXED_REBOUND__STRONG_UP", "n": 8, "wr": 50.0, "wr_ci": [ 21.52, 78.48 ], "avg": 0.06925, "median_net": -0.02639, "sum_net_pct": 0.554, "net_pnl_krw": 370.7, "fees_krw": 179.82, "pf": 1.108, "days": 4, "trade_sequence_dd_ppt": 4.154, "exit_top": [ [ "TRAILING_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "STOP_LOSS", 1 ] ] }, { "key": "BROAD_EXPANSION__STRONG_UP", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.12796, "median_net": -0.5133, "sum_net_pct": -0.768, "net_pnl_krw": -401.35, "fees_krw": 329.78, "pf": 0.8615, "days": 1, "trade_sequence_dd_ppt": 5.09, "exit_top": [ [ "STOP_LOSS", 2 ], [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 2 ] ] }, { "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -1.24647, "median_net": -1.28006, "sum_net_pct": -4.986, "net_pnl_krw": -318.21, "fees_krw": 25.31, "pf": 0.0, "days": 2, "trade_sequence_dd_ppt": 4.986, "exit_top": [ [ "STOP_LOSS", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_EXIT", 1 ] ] }, { "key": "HEALTHY_ROTATION__STRONG_UP", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.50195, "median_net": -1.50195, "sum_net_pct": -1.502, "net_pnl_krw": -274.99, "fees_krw": 18.17, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.502, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] } ], "VOTE_BAND": [ { "key": "HIGH_10_15", "n": 15, "wr": 40.0, "wr_ci": [ 19.82, 64.25 ], "avg": -0.44121, "median_net": -0.44091, "sum_net_pct": -6.618, "net_pnl_krw": -1035.59, "fees_krw": 273.51, "pf": 0.2688, "days": 6, "trade_sequence_dd_ppt": 7.151, "exit_top": [ [ "TIME_EXIT", 5 ], [ "TRAILING_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 1 ], [ "TAKE_PROFIT_NET_LOSS", 1 ] ] }, { "key": "MID_7_9_15", "n": 11, "wr": 54.545, "wr_ci": [ 28.01, 78.73 ], "avg": -0.7068, "median_net": 0.33917, "sum_net_pct": -7.775, "net_pnl_krw": -975.74, "fees_krw": 148.68, "pf": 0.3836, "days": 5, "trade_sequence_dd_ppt": 7.775, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "key": "LOW_LE_6_15", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.43467, "median_net": -1.17031, "sum_net_pct": -2.608, "net_pnl_krw": 679.15, "fees_krw": 202.57, "pf": 0.753, "days": 4, "trade_sequence_dd_ppt": 6.239, "exit_top": [ [ "TRAILING_STOP", 3 ], [ "STOP_LOSS", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ] ] } ], "MARGIN_BAND": [ { "key": "MED_4_8", "n": 13, "wr": 30.769, "wr_ci": [ 12.68, 57.63 ], "avg": -1.41621, "median_net": -1.27294, "sum_net_pct": -18.411, "net_pnl_krw": -2223.51, "fees_krw": 298.24, "pf": 0.0907, "days": 8, "trade_sequence_dd_ppt": 18.863, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_EXIT", 2 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ], [ "TAKE_PROFIT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "key": "LOW_1_3", "n": 9, "wr": 66.667, "wr_ci": [ 35.42, 87.94 ], "avg": 0.42546, "median_net": 0.63138, "sum_net_pct": 3.829, "net_pnl_krw": 1530.83, "fees_krw": 173.19, "pf": 1.9038, "days": 4, "trade_sequence_dd_ppt": 2.241, "exit_top": [ [ "TRAILING_STOP", 3 ], [ "TAKE_PROFIT", 2 ], [ "STOP_LOSS", 1 ], [ "TIME_EXIT", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "key": "HIGH_9_15", "n": 8, "wr": 37.5, "wr_ci": [ 13.68, 69.43 ], "avg": -0.4719, "median_net": -0.63503, "sum_net_pct": -3.775, "net_pnl_krw": -574.44, "fees_krw": 72.58, "pf": 0.3091, "days": 5, "trade_sequence_dd_ppt": 4.6, "exit_top": [ [ "TIME_EXIT", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "TAKE_PROFIT_NET_LOSS", 1 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "key": "TIE_0", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.67796, "median_net": 0.67796, "sum_net_pct": 1.356, "net_pnl_krw": -65.06, "fees_krw": 80.75, "pf": 1.596, "days": 2, "trade_sequence_dd_ppt": 2.275, "exit_top": [ [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ] ] } ] } }, "higher_level": { "FORWARD": { "H1": { "groups_with_any": 15157, "groups_ge30_ge5days": 505, "supported_trades": 27319, "trade_coverage_pct": 24.661, "selected_by_sample": [ { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "FRAGILE_BREAKOUT__UP", "n": 135, "wr": 17.778, "wr_ci": [ 12.25, 25.09 ], "avg": -0.52882, "median_net": -0.6233, "sum_net_pct": -71.391, "net_pnl_krw": -71257.37, "fees_krw": 13452.59, "pf": 0.1507, "days": 5, "trade_sequence_dd_ppt": 71.816, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 65 ], [ "STOP_LOSS", 33 ], [ "TIME_STOP", 21 ], [ "TRAILING_STOP", 16 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "FRAGILE_BREAKOUT__UP", "n": 130, "wr": 18.462, "wr_ci": [ 12.73, 26.0 ], "avg": -0.50986, "median_net": -0.63165, "sum_net_pct": -66.282, "net_pnl_krw": -66174.06, "fees_krw": 12955.3, "pf": 0.163, "days": 5, "trade_sequence_dd_ppt": 66.707, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 62 ], [ "STOP_LOSS", 35 ], [ "TRAILING_STOP", 17 ], [ "TIME_STOP", 16 ] ] }, { "bot": "scalp_1m_ema_trend_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 119, "wr": 22.689, "wr_ci": [ 16.09, 31.0 ], "avg": -0.44464, "median_net": -0.69494, "sum_net_pct": -52.912, "net_pnl_krw": -52814.05, "fees_krw": 11859.18, "pf": 0.2035, "days": 5, "trade_sequence_dd_ppt": 53.513, "exit_top": [ [ "STOP_LOSS", 42 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "TIME_STOP", 24 ], [ "TRAILING_STOP", 21 ] ] }, { "bot": "scalp_1m_macd_impulse_macro", "key": "FRAGILE_BREAKOUT__UP", "n": 112, "wr": 21.429, "wr_ci": [ 14.84, 29.91 ], "avg": -0.45691, "median_net": -0.70561, "sum_net_pct": -51.174, "net_pnl_krw": -51125.22, "fees_krw": 11166.13, "pf": 0.2273, "days": 5, "trade_sequence_dd_ppt": 51.705, "exit_top": [ [ "STOP_LOSS", 52 ], [ "FAST_FAIL_BREAKOUT", 24 ], [ "TRAILING_STOP", 19 ], [ "TIME_STOP", 17 ] ] }, { "bot": "scalp_1m_macd_impulse_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 112, "wr": 21.429, "wr_ci": [ 14.84, 29.91 ], "avg": -0.40261, "median_net": -0.7093, "sum_net_pct": -45.092, "net_pnl_krw": -45021.79, "fees_krw": 11167.89, "pf": 0.3056, "days": 5, "trade_sequence_dd_ppt": 47.778, "exit_top": [ [ "STOP_LOSS", 60 ], [ "TIME_STOP", 21 ], [ "TRAILING_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 12 ] ] }, { "bot": "scalp_1m_macd_impulse_macro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 109, "wr": 24.771, "wr_ci": [ 17.62, 33.64 ], "avg": -0.4518, "median_net": -0.71487, "sum_net_pct": -49.246, "net_pnl_krw": -49162.56, "fees_krw": 10864.41, "pf": 0.2322, "days": 5, "trade_sequence_dd_ppt": 49.99, "exit_top": [ [ "STOP_LOSS", 50 ], [ "TIME_STOP", 22 ], [ "TRAILING_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 18 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 109, "wr": 22.936, "wr_ci": [ 16.05, 31.67 ], "avg": -0.36125, "median_net": -0.5813, "sum_net_pct": -39.377, "net_pnl_krw": -39324.13, "fees_krw": 10871.69, "pf": 0.2854, "days": 5, "trade_sequence_dd_ppt": 41.892, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 41 ], [ "TIME_STOP", 25 ], [ "STOP_LOSS", 24 ], [ "TRAILING_STOP", 19 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 107, "wr": 23.364, "wr_ci": [ 16.36, 32.22 ], "avg": -0.3714, "median_net": -0.6031, "sum_net_pct": -39.74, "net_pnl_krw": -39665.94, "fees_krw": 10669.87, "pf": 0.2809, "days": 5, "trade_sequence_dd_ppt": 40.031, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 43 ], [ "STOP_LOSS", 23 ], [ "TIME_STOP", 22 ], [ "TRAILING_STOP", 19 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "PANIC_LIQUIDATION__UP", "n": 106, "wr": 21.698, "wr_ci": [ 14.92, 30.46 ], "avg": -0.37782, "median_net": -0.61935, "sum_net_pct": -40.049, "net_pnl_krw": -39999.75, "fees_krw": 10570.48, "pf": 0.2961, "days": 5, "trade_sequence_dd_ppt": 40.81, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 45 ], [ "STOP_LOSS", 25 ], [ "TIME_STOP", 19 ], [ "TRAILING_STOP", 17 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "PANIC_LIQUIDATION__FLAT", "n": 106, "wr": 20.755, "wr_ci": [ 14.12, 29.43 ], "avg": -0.51557, "median_net": -0.69556, "sum_net_pct": -54.651, "net_pnl_krw": -54551.15, "fees_krw": 10563.33, "pf": 0.1585, "days": 5, "trade_sequence_dd_ppt": 54.672, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 49 ], [ "TIME_STOP", 22 ], [ "STOP_LOSS", 22 ], [ "TRAILING_STOP", 13 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 106, "wr": 20.755, "wr_ci": [ 14.12, 29.43 ], "avg": -0.41217, "median_net": -0.63047, "sum_net_pct": -43.69, "net_pnl_krw": -43572.19, "fees_krw": 10563.9, "pf": 0.2779, "days": 5, "trade_sequence_dd_ppt": 43.69, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 42 ], [ "STOP_LOSS", 27 ], [ "TRAILING_STOP", 22 ], [ "TIME_STOP", 15 ] ] }, { "bot": "scalp_1m_ema_trend_macro", "key": "FRAGILE_BREAKOUT__UP", "n": 105, "wr": 20.0, "wr_ci": [ 13.47, 28.65 ], "avg": -0.54209, "median_net": -0.71028, "sum_net_pct": -56.92, "net_pnl_krw": -56808.6, "fees_krw": 10461.86, "pf": 0.1372, "days": 5, "trade_sequence_dd_ppt": 56.95, "exit_top": [ [ "STOP_LOSS", 45 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TIME_STOP", 18 ], [ "TRAILING_STOP", 15 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "PANIC_LIQUIDATION__UP", "n": 103, "wr": 22.33, "wr_ci": [ 15.37, 31.28 ], "avg": -0.43538, "median_net": -0.68587, "sum_net_pct": -44.844, "net_pnl_krw": -44705.16, "fees_krw": 10258.75, "pf": 0.2727, "days": 5, "trade_sequence_dd_ppt": 45.141, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 43 ], [ "STOP_LOSS", 26 ], [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 14 ] ] }, { "bot": "scalp_1m_macd_impulse_micro", "key": "PANIC_LIQUIDATION__UP", "n": 102, "wr": 20.588, "wr_ci": [ 13.88, 29.43 ], "avg": -0.50878, "median_net": -0.76523, "sum_net_pct": -51.896, "net_pnl_krw": -51781.51, "fees_krw": 10160.85, "pf": 0.2567, "days": 5, "trade_sequence_dd_ppt": 53.571, "exit_top": [ [ "STOP_LOSS", 59 ], [ "TRAILING_STOP", 21 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 8 ] ] }, { "bot": "scalp_1m_ema_trend_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 100, "wr": 20.0, "wr_ci": [ 13.34, 28.88 ], "avg": -0.43647, "median_net": -0.6292, "sum_net_pct": -43.647, "net_pnl_krw": -43584.8, "fees_krw": 9969.61, "pf": 0.2053, "days": 5, "trade_sequence_dd_ppt": 43.647, "exit_top": [ [ "STOP_LOSS", 36 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TIME_STOP", 22 ], [ "TRAILING_STOP", 15 ] ] }, { "bot": "scalp_1m_range_breakout_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 100, "wr": 24.0, "wr_ci": [ 16.69, 33.23 ], "avg": -0.35998, "median_net": -0.56561, "sum_net_pct": -35.998, "net_pnl_krw": -35928.23, "fees_krw": 9971.07, "pf": 0.3032, "days": 5, "trade_sequence_dd_ppt": 39.41, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 46 ], [ "TRAILING_STOP", 22 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 14 ] ] }, { "bot": "scalp_1m_macd_impulse_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 98, "wr": 24.49, "wr_ci": [ 17.04, 33.86 ], "avg": -0.4162, "median_net": -0.70576, "sum_net_pct": -40.788, "net_pnl_krw": -40714.31, "fees_krw": 9770.57, "pf": 0.2408, "days": 5, "trade_sequence_dd_ppt": 41.299, "exit_top": [ [ "STOP_LOSS", 47 ], [ "TIME_STOP", 22 ], [ "TRAILING_STOP", 15 ], [ "FAST_FAIL_BREAKOUT", 14 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 98, "wr": 23.469, "wr_ci": [ 16.18, 32.76 ], "avg": -0.40412, "median_net": -0.61305, "sum_net_pct": -39.603, "net_pnl_krw": -39542.71, "fees_krw": 9771.38, "pf": 0.2428, "days": 5, "trade_sequence_dd_ppt": 42.925, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 35 ], [ "STOP_LOSS", 28 ], [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 15 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 94, "wr": 26.596, "wr_ci": [ 18.71, 36.32 ], "avg": -0.28965, "median_net": -0.60474, "sum_net_pct": -27.228, "net_pnl_krw": -27194.14, "fees_krw": 9377.81, "pf": 0.4093, "days": 5, "trade_sequence_dd_ppt": 30.581, "exit_top": [ [ "STOP_LOSS", 35 ], [ "TIME_STOP", 25 ], [ "TRAILING_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 15 ] ] }, { "bot": "scalp_1m_ema_trend_micro", "key": "PANIC_LIQUIDATION__UP", "n": 93, "wr": 13.978, "wr_ci": [ 8.35, 22.46 ], "avg": -0.51481, "median_net": -0.72961, "sum_net_pct": -47.878, "net_pnl_krw": -47809.79, "fees_krw": 9268.81, "pf": 0.23, "days": 5, "trade_sequence_dd_ppt": 50.816, "exit_top": [ [ "STOP_LOSS", 39 ], [ "FAST_FAIL_BREAKOUT", 30 ], [ "TIME_STOP", 12 ], [ "TRAILING_STOP", 12 ] ] }, { "bot": "scalp_1m_rsi_momentum_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 93, "wr": 20.43, "wr_ci": [ 13.49, 29.72 ], "avg": -0.40662, "median_net": -0.65888, "sum_net_pct": -37.816, "net_pnl_krw": -37773.37, "fees_krw": 9274.81, "pf": 0.2485, "days": 5, "trade_sequence_dd_ppt": 41.483, "exit_top": [ [ "STOP_LOSS", 45 ], [ "TIME_STOP", 23 ], [ "TRAILING_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 11 ] ] }, { "bot": "scalp_1m_macd_impulse_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 93, "wr": 16.129, "wr_ci": [ 10.02, 24.92 ], "avg": -0.49299, "median_net": -0.74173, "sum_net_pct": -45.848, "net_pnl_krw": -45792.76, "fees_krw": 9269.68, "pf": 0.2324, "days": 5, "trade_sequence_dd_ppt": 49.61, "exit_top": [ [ "STOP_LOSS", 53 ], [ "TRAILING_STOP", 16 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 9 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "FRAGILE_BREAKOUT__STRONG_UP", "n": 92, "wr": 23.913, "wr_ci": [ 16.36, 33.56 ], "avg": -0.32876, "median_net": -0.57671, "sum_net_pct": -30.246, "net_pnl_krw": -30200.54, "fees_krw": 9177.48, "pf": 0.3702, "days": 5, "trade_sequence_dd_ppt": 31.857, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 37 ], [ "STOP_LOSS", 26 ], [ "TRAILING_STOP", 19 ], [ "TIME_STOP", 10 ] ] }, { "bot": "scalp_1m_ema_trend_macro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 91, "wr": 17.582, "wr_ci": [ 11.12, 26.67 ], "avg": -0.40833, "median_net": -0.60058, "sum_net_pct": -37.158, "net_pnl_krw": -37058.12, "fees_krw": 9069.15, "pf": 0.2452, "days": 5, "trade_sequence_dd_ppt": 37.158, "exit_top": [ [ "STOP_LOSS", 29 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TRAILING_STOP", 18 ], [ "TIME_STOP", 17 ] ] }, { "bot": "scalp_1m_macd_impulse_micro", "key": "FRAGILE_BREAKOUT__STRONG_UP", "n": 91, "wr": 19.78, "wr_ci": [ 12.89, 29.11 ], "avg": -0.46872, "median_net": -0.71069, "sum_net_pct": -42.654, "net_pnl_krw": -42604.31, "fees_krw": 9072.47, "pf": 0.2429, "days": 5, "trade_sequence_dd_ppt": 43.79, "exit_top": [ [ "STOP_LOSS", 55 ], [ "TRAILING_STOP", 17 ], [ "TIME_STOP", 12 ], [ "FAST_FAIL_BREAKOUT", 7 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "key": "PANIC_LIQUIDATION__FLAT", "n": 90, "wr": 24.444, "wr_ci": [ 16.73, 34.25 ], "avg": -0.48907, "median_net": -0.68289, "sum_net_pct": -44.016, "net_pnl_krw": -43972.17, "fees_krw": 8974.37, "pf": 0.1549, "days": 6, "trade_sequence_dd_ppt": 44.037, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 41 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 17 ], [ "TRAILING_STOP", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "FRAGILE_BREAKOUT__STRONG_UP", "n": 90, "wr": 18.889, "wr_ci": [ 12.14, 28.18 ], "avg": -0.3651, "median_net": -0.60865, "sum_net_pct": -32.859, "net_pnl_krw": -32783.55, "fees_krw": 8973.07, "pf": 0.3077, "days": 5, "trade_sequence_dd_ppt": 32.859, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 41 ], [ "STOP_LOSS", 20 ], [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 13 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "THIN_INFLOW__STRONG_UP", "n": 90, "wr": 20.0, "wr_ci": [ 13.04, 29.41 ], "avg": -0.3537, "median_net": -0.54149, "sum_net_pct": -31.833, "net_pnl_krw": -31780.4, "fees_krw": 8977.13, "pf": 0.3307, "days": 5, "trade_sequence_dd_ppt": 32.287, "exit_top": [ [ "TIME_STOP", 30 ], [ "FAST_FAIL_BREAKOUT", 28 ], [ "STOP_LOSS", 25 ], [ "TRAILING_STOP", 7 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "key": "PANIC_LIQUIDATION__FLAT", "n": 89, "wr": 24.719, "wr_ci": [ 16.93, 34.6 ], "avg": -0.49904, "median_net": -0.7147, "sum_net_pct": -44.415, "net_pnl_krw": -44361.12, "fees_krw": 8873.43, "pf": 0.1548, "days": 6, "trade_sequence_dd_ppt": 44.436, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 40 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 17 ], [ "TRAILING_STOP", 11 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "key": "FRAGILE_BREAKOUT__UP", "n": 89, "wr": 16.854, "wr_ci": [ 10.49, 25.96 ], "avg": -0.51522, "median_net": -0.65221, "sum_net_pct": -45.855, "net_pnl_krw": -45776.4, "fees_krw": 8868.89, "pf": 0.1714, "days": 5, "trade_sequence_dd_ppt": 45.855, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 40 ], [ "STOP_LOSS", 26 ], [ "TIME_STOP", 15 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "TRAILING_STOP", 3 ] ] }, { "bot": "scalp_1m_ema_pullback_reclaim_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 89, "wr": 31.461, "wr_ci": [ 22.75, 41.7 ], "avg": -0.28724, "median_net": -0.6244, "sum_net_pct": -25.564, "net_pnl_krw": -25515.76, "fees_krw": 8879.59, "pf": 0.4171, "days": 5, "trade_sequence_dd_ppt": 30.182, "exit_top": [ [ "STOP_LOSS", 36 ], [ "TRAILING_STOP", 21 ], [ "TIME_STOP", 17 ], [ "FAST_FAIL_BREAKOUT", 15 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "PANIC_LIQUIDATION__FLAT", "n": 89, "wr": 19.101, "wr_ci": [ 12.28, 28.48 ], "avg": -0.49581, "median_net": -0.62057, "sum_net_pct": -44.127, "net_pnl_krw": -44057.22, "fees_krw": 8870.98, "pf": 0.1259, "days": 5, "trade_sequence_dd_ppt": 44.148, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 46 ], [ "TIME_STOP", 17 ], [ "STOP_LOSS", 15 ], [ "TRAILING_STOP", 11 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "key": "PANIC_LIQUIDATION__FLAT", "n": 88, "wr": 21.591, "wr_ci": [ 14.28, 31.28 ], "avg": -0.50352, "median_net": -0.68289, "sum_net_pct": -44.309, "net_pnl_krw": -44253.76, "fees_krw": 8773.1, "pf": 0.1306, "days": 6, "trade_sequence_dd_ppt": 44.309, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 42 ], [ "TIME_STOP", 19 ], [ "STOP_LOSS", 18 ], [ "TRAILING_STOP", 9 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "key": "FRAGILE_BREAKOUT__UP", "n": 88, "wr": 17.045, "wr_ci": [ 10.61, 26.24 ], "avg": -0.53532, "median_net": -0.68405, "sum_net_pct": -47.108, "net_pnl_krw": -47029.01, "fees_krw": 8768.66, "pf": 0.1556, "days": 5, "trade_sequence_dd_ppt": 47.108, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 27 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 8 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "key": "FRAGILE_BREAKOUT__UP", "n": 88, "wr": 17.045, "wr_ci": [ 10.61, 26.24 ], "avg": -0.52212, "median_net": -0.65199, "sum_net_pct": -45.946, "net_pnl_krw": -45869.11, "fees_krw": 8769.24, "pf": 0.1669, "days": 5, "trade_sequence_dd_ppt": 45.946, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 27 ], [ "TIME_STOP", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ], [ "TRAILING_STOP", 3 ] ] }, { "bot": "scalp_1m_stochastic_reversal_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 87, "wr": 25.287, "wr_ci": [ 17.33, 35.33 ], "avg": -0.39095, "median_net": -0.54621, "sum_net_pct": -34.013, "net_pnl_krw": -33962.27, "fees_krw": 8677.96, "pf": 0.2635, "days": 5, "trade_sequence_dd_ppt": 37.789, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 23 ], [ "TRAILING_STOP", 15 ], [ "TIME_STOP", 15 ] ] }, { "bot": "scalp_1m_ema_pullback_reclaim_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 86, "wr": 17.442, "wr_ci": [ 10.86, 26.8 ], "avg": -0.49874, "median_net": -0.73004, "sum_net_pct": -42.892, "net_pnl_krw": -42829.98, "fees_krw": 8572.36, "pf": 0.2078, "days": 5, "trade_sequence_dd_ppt": 44.374, "exit_top": [ [ "STOP_LOSS", 36 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "TIME_STOP", 19 ], [ "TRAILING_STOP", 10 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 86, "wr": 19.767, "wr_ci": [ 12.72, 29.4 ], "avg": -0.4281, "median_net": -0.60978, "sum_net_pct": -36.816, "net_pnl_krw": -36750.93, "fees_krw": 8573.38, "pf": 0.2235, "days": 5, "trade_sequence_dd_ppt": 38.866, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 37 ], [ "TIME_STOP", 19 ], [ "STOP_LOSS", 17 ], [ "TRAILING_STOP", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_range_breakout_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 85, "wr": 23.529, "wr_ci": [ 15.78, 33.57 ], "avg": -0.33979, "median_net": -0.52897, "sum_net_pct": -28.883, "net_pnl_krw": -28808.72, "fees_krw": 8475.77, "pf": 0.3057, "days": 5, "trade_sequence_dd_ppt": 30.003, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 36 ], [ "TIME_STOP", 17 ], [ "TRAILING_STOP", 16 ], [ "STOP_LOSS", 16 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 85, "wr": 22.353, "wr_ci": [ 14.8, 32.29 ], "avg": -0.38348, "median_net": -0.63165, "sum_net_pct": -32.595, "net_pnl_krw": -32544.0, "fees_krw": 8476.02, "pf": 0.274, "days": 5, "trade_sequence_dd_ppt": 35.118, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 32 ], [ "TIME_STOP", 20 ], [ "STOP_LOSS", 18 ], [ "TRAILING_STOP", 15 ] ] } ], "best_by_avg_descriptive": [ { "bot": "scalp_1m_bb_squeeze_breakout_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 52, "wr": 32.692, "wr_ci": [ 21.52, 46.24 ], "avg": -0.19893, "median_net": -0.49064, "sum_net_pct": -10.344, "net_pnl_krw": -10321.17, "fees_krw": 5189.5, "pf": 0.4889, "days": 5, "trade_sequence_dd_ppt": 11.215, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 15 ], [ "TRAILING_STOP", 12 ], [ "STOP_LOSS", 10 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 57, "wr": 29.825, "wr_ci": [ 19.53, 42.66 ], "avg": -0.23868, "median_net": -0.42451, "sum_net_pct": -13.605, "net_pnl_krw": -13578.34, "fees_krw": 5687.83, "pf": 0.4489, "days": 5, "trade_sequence_dd_ppt": 16.757, "exit_top": [ [ "TIME_STOP", 19 ], [ "STOP_LOSS", 18 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_ema_pullback_reclaim_macro", "key": "FRAGILE_BREAKOUT__STRONG_UP", "n": 52, "wr": 30.769, "wr_ci": [ 19.91, 44.27 ], "avg": -0.24963, "median_net": -0.69515, "sum_net_pct": -12.981, "net_pnl_krw": -12954.2, "fees_krw": 5187.27, "pf": 0.5123, "days": 5, "trade_sequence_dd_ppt": 13.283, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 8 ] ] }, { "bot": "scalp_1m_stochastic_reversal_micro", "key": "PANIC_LIQUIDATION__UP", "n": 63, "wr": 28.571, "wr_ci": [ 18.9, 40.7 ], "avg": -0.25805, "median_net": -0.63052, "sum_net_pct": -16.257, "net_pnl_krw": -16234.33, "fees_krw": 6287.35, "pf": 0.483, "days": 5, "trade_sequence_dd_ppt": 16.631, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 22 ], [ "STOP_LOSS", 16 ], [ "TRAILING_STOP", 14 ], [ "TIME_STOP", 11 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 59, "wr": 23.729, "wr_ci": [ 14.69, 35.98 ], "avg": -0.26275, "median_net": -0.42451, "sum_net_pct": -15.502, "net_pnl_krw": -15471.1, "fees_krw": 5887.09, "pf": 0.3484, "days": 5, "trade_sequence_dd_ppt": 17.118, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 21 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 65, "wr": 24.615, "wr_ci": [ 15.76, 36.31 ], "avg": -0.26576, "median_net": -0.44113, "sum_net_pct": -17.274, "net_pnl_krw": -17245.76, "fees_krw": 6484.51, "pf": 0.3686, "days": 5, "trade_sequence_dd_ppt": 18.89, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 20 ], [ "TIME_STOP", 15 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 8 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "THIN_INFLOW__UP", "n": 52, "wr": 28.846, "wr_ci": [ 18.33, 42.27 ], "avg": -0.27405, "median_net": -0.5197, "sum_net_pct": -14.251, "net_pnl_krw": -14207.56, "fees_krw": 5189.11, "pf": 0.4373, "days": 5, "trade_sequence_dd_ppt": 15.423, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "TRAILING_STOP", 12 ], [ "TIME_STOP", 10 ], [ "STOP_LOSS", 9 ] ] }, { "bot": "scalp_1m_stochastic_reversal_macro", "key": "THIN_INFLOW__STRONG_UP", "n": 63, "wr": 33.333, "wr_ci": [ 22.95, 45.63 ], "avg": -0.27763, "median_net": -0.53331, "sum_net_pct": -17.491, "net_pnl_krw": -17473.91, "fees_krw": 6289.18, "pf": 0.3911, "days": 5, "trade_sequence_dd_ppt": 17.491, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 20 ], [ "TIME_STOP", 17 ], [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 12 ] ] }, { "bot": "scalp_1m_donchian_breakout_micro", "key": "FRAGILE_BREAKOUT__DOWN", "n": 69, "wr": 31.884, "wr_ci": [ 22.09, 43.58 ], "avg": -0.2784, "median_net": -0.52412, "sum_net_pct": -19.209, "net_pnl_krw": -19189.8, "fees_krw": 6886.19, "pf": 0.3861, "days": 5, "trade_sequence_dd_ppt": 19.77, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 16 ], [ "TRAILING_STOP", 14 ] ] }, { "bot": "scalp_1m_donchian_breakout_micro", "key": "THIN_INFLOW__STRONG_UP", "n": 69, "wr": 26.087, "wr_ci": [ 17.19, 37.51 ], "avg": -0.27957, "median_net": -0.5702, "sum_net_pct": -19.29, "net_pnl_krw": -19263.77, "fees_krw": 6886.07, "pf": 0.4658, "days": 5, "trade_sequence_dd_ppt": 20.313, "exit_top": [ [ "STOP_LOSS", 26 ], [ "TIME_STOP", 17 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 13 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro", "key": "THIN_INFLOW__STRONG_UP", "n": 62, "wr": 22.581, "wr_ci": [ 13.96, 34.41 ], "avg": -0.27972, "median_net": -0.57804, "sum_net_pct": -17.343, "net_pnl_krw": -17323.87, "fees_krw": 6188.64, "pf": 0.4203, "days": 5, "trade_sequence_dd_ppt": 19.008, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TIME_STOP", 18 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TRAILING_STOP", 10 ] ] }, { "bot": "scalp_1m_macd_impulse_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 72, "wr": 30.556, "wr_ci": [ 21.13, 41.95 ], "avg": -0.28688, "median_net": -0.61035, "sum_net_pct": -20.656, "net_pnl_krw": -20631.47, "fees_krw": 7183.22, "pf": 0.4363, "days": 5, "trade_sequence_dd_ppt": 24.244, "exit_top": [ [ "STOP_LOSS", 31 ], [ "TIME_STOP", 15 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ] ] } ], "worst_by_avg_descriptive": [ { "bot": "scalp_1m_ema_trend_micro__smart_exit_a", "key": "PANIC_LIQUIDATION__FLAT", "n": 51, "wr": 11.765, "wr_ci": [ 5.5, 23.38 ], "avg": -0.61841, "median_net": -0.71319, "sum_net_pct": -31.539, "net_pnl_krw": -31463.03, "fees_krw": 5077.39, "pf": 0.0837, "days": 6, "trade_sequence_dd_ppt": 31.539, "exit_top": [ [ "STOP_LOSS", 21 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 6 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_b", "key": "PANIC_LIQUIDATION__FLAT", "n": 50, "wr": 12.0, "wr_ci": [ 5.62, 23.81 ], "avg": -0.61675, "median_net": -0.71826, "sum_net_pct": -30.837, "net_pnl_krw": -30764.52, "fees_krw": 4977.69, "pf": 0.0855, "days": 6, "trade_sequence_dd_ppt": 30.837, "exit_top": [ [ "STOP_LOSS", 22 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 7 ], [ "TRAILING_STOP", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "key": "FRAGILE_BREAKOUT__UP", "n": 81, "wr": 17.284, "wr_ci": [ 10.58, 26.95 ], "avg": -0.61403, "median_net": -0.73476, "sum_net_pct": -49.736, "net_pnl_krw": -49643.73, "fees_krw": 8069.13, "pf": 0.1024, "days": 5, "trade_sequence_dd_ppt": 50.161, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 33 ], [ "STOP_LOSS", 28 ], [ "TIME_STOP", 13 ], [ "TRAILING_STOP", 7 ] ] }, { "bot": "scalp_1m_rsi_momentum_micro", "key": "PANIC_LIQUIDATION__FLAT", "n": 60, "wr": 13.333, "wr_ci": [ 6.91, 24.17 ], "avg": -0.6111, "median_net": -0.74803, "sum_net_pct": -36.666, "net_pnl_krw": -36605.35, "fees_krw": 5975.77, "pf": 0.1334, "days": 5, "trade_sequence_dd_ppt": 36.666, "exit_top": [ [ "STOP_LOSS", 39 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 6 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_a", "key": "THIN_INFLOW__STRONG_UP", "n": 53, "wr": 9.434, "wr_ci": [ 4.1, 20.25 ], "avg": -0.60242, "median_net": -0.7076, "sum_net_pct": -31.928, "net_pnl_krw": -31880.08, "fees_krw": 5279.07, "pf": 0.1014, "days": 5, "trade_sequence_dd_ppt": 32.86, "exit_top": [ [ "STOP_LOSS", 24 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 3 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_c", "key": "PANIC_LIQUIDATION__FLAT", "n": 50, "wr": 12.0, "wr_ci": [ 5.62, 23.81 ], "avg": -0.60078, "median_net": -0.71826, "sum_net_pct": -30.039, "net_pnl_krw": -29967.01, "fees_krw": 4978.26, "pf": 0.0857, "days": 6, "trade_sequence_dd_ppt": 30.039, "exit_top": [ [ "STOP_LOSS", 22 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_ema_trend_macro__smart_exit_a", "key": "FRAGILE_BREAKOUT__UP", "n": 77, "wr": 15.584, "wr_ci": [ 9.15, 25.29 ], "avg": -0.57796, "median_net": -0.73082, "sum_net_pct": -44.503, "net_pnl_krw": -44411.38, "fees_krw": 7668.83, "pf": 0.1571, "days": 5, "trade_sequence_dd_ppt": 44.503, "exit_top": [ [ "STOP_LOSS", 31 ], [ "FAST_FAIL_BREAKOUT", 23 ], [ "TIME_STOP", 13 ], [ "TRAILING_STOP", 10 ] ] }, { "bot": "scalp_1m_rsi_momentum_macro", "key": "PANIC_LIQUIDATION__FLAT", "n": 56, "wr": 14.286, "wr_ci": [ 7.42, 25.74 ], "avg": -0.57565, "median_net": -0.73262, "sum_net_pct": -32.236, "net_pnl_krw": -32172.83, "fees_krw": 5578.25, "pf": 0.1305, "days": 5, "trade_sequence_dd_ppt": 32.236, "exit_top": [ [ "STOP_LOSS", 31 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 7 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_c", "key": "THIN_INFLOW__STRONG_UP", "n": 54, "wr": 14.815, "wr_ci": [ 7.7, 26.6 ], "avg": -0.573, "median_net": -0.71149, "sum_net_pct": -30.942, "net_pnl_krw": -30893.53, "fees_krw": 5379.15, "pf": 0.1129, "days": 5, "trade_sequence_dd_ppt": 31.874, "exit_top": [ [ "STOP_LOSS", 24 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "TIME_STOP", 10 ], [ "TRAILING_STOP", 4 ] ] }, { "bot": "scalp_1m_macd_impulse_macro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 65, "wr": 13.846, "wr_ci": [ 7.46, 24.27 ], "avg": -0.56838, "median_net": -0.74973, "sum_net_pct": -36.945, "net_pnl_krw": -36905.46, "fees_krw": 6476.39, "pf": 0.1591, "days": 5, "trade_sequence_dd_ppt": 39.066, "exit_top": [ [ "STOP_LOSS", 39 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 7 ], [ "TRAILING_STOP", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, { "bot": "scalp_1m_macd_impulse_micro__smart_exit_c", "key": "PANIC_LIQUIDATION__FLAT", "n": 58, "wr": 20.69, "wr_ci": [ 12.25, 32.77 ], "avg": -0.56383, "median_net": -0.72681, "sum_net_pct": -32.702, "net_pnl_krw": -32654.42, "fees_krw": 5779.81, "pf": 0.1702, "days": 6, "trade_sequence_dd_ppt": 32.723, "exit_top": [ [ "STOP_LOSS", 37 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_b", "key": "THIN_INFLOW__STRONG_UP", "n": 54, "wr": 12.963, "wr_ci": [ 6.42, 24.42 ], "avg": -0.56376, "median_net": -0.71857, "sum_net_pct": -30.443, "net_pnl_krw": -30396.59, "fees_krw": 5379.86, "pf": 0.1168, "days": 5, "trade_sequence_dd_ppt": 31.375, "exit_top": [ [ "STOP_LOSS", 25 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 4 ] ] } ] }, "H4": { "groups_with_any": 12674, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "D1": { "groups_with_any": 5869, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "D7": { "groups_with_any": 1782, "groups_ge30_ge5days": 152, "supported_trades": 45404, "trade_coverage_pct": 40.987, "selected_by_sample": [ { "bot": "scalp_1m_macd_impulse_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 976, "wr": 27.971, "wr_ci": [ 25.25, 30.87 ], "avg": -0.34124, "median_net": -0.70302, "sum_net_pct": -333.054, "net_pnl_krw": -332483.66, "fees_krw": 97356.32, "pf": 0.3875, "days": 5, "trade_sequence_dd_ppt": 335.118, "exit_top": [ [ "STOP_LOSS", 476 ], [ "TRAILING_STOP", 236 ], [ "TIME_STOP", 138 ], [ "FAST_FAIL_BREAKOUT", 126 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 963, "wr": 22.326, "wr_ci": [ 19.81, 25.06 ], "avg": -0.37101, "median_net": -0.58899, "sum_net_pct": -357.281, "net_pnl_krw": -356565.07, "fees_krw": 96039.3, "pf": 0.3069, "days": 5, "trade_sequence_dd_ppt": 363.119, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 455 ], [ "STOP_LOSS", 191 ], [ "TRAILING_STOP", 173 ], [ "TIME_STOP", 144 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 954, "wr": 23.585, "wr_ci": [ 21.0, 26.38 ], "avg": -0.35144, "median_net": -0.60017, "sum_net_pct": -335.272, "net_pnl_krw": -334590.09, "fees_krw": 95146.35, "pf": 0.3423, "days": 5, "trade_sequence_dd_ppt": 341.632, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 388 ], [ "STOP_LOSS", 224 ], [ "TRAILING_STOP", 187 ], [ "TIME_STOP", 155 ] ] }, { "bot": "scalp_1m_ema_trend_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 937, "wr": 26.574, "wr_ci": [ 23.85, 29.49 ], "avg": -0.34838, "median_net": -0.62716, "sum_net_pct": -326.43, "net_pnl_krw": -325828.03, "fees_krw": 93454.55, "pf": 0.347, "days": 5, "trade_sequence_dd_ppt": 327.218, "exit_top": [ [ "STOP_LOSS", 321 ], [ "FAST_FAIL_BREAKOUT", 241 ], [ "TRAILING_STOP", 207 ], [ "TIME_STOP", 168 ] ] }, { "bot": "scalp_1m_macd_impulse_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 898, "wr": 26.503, "wr_ci": [ 23.72, 29.49 ], "avg": -0.37838, "median_net": -0.70344, "sum_net_pct": -339.783, "net_pnl_krw": -339193.75, "fees_krw": 89558.61, "pf": 0.3302, "days": 5, "trade_sequence_dd_ppt": 342.018, "exit_top": [ [ "STOP_LOSS", 413 ], [ "TRAILING_STOP", 205 ], [ "FAST_FAIL_BREAKOUT", 146 ], [ "TIME_STOP", 134 ] ] }, { "bot": "scalp_1m_rsi_momentum_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 770, "wr": 27.403, "wr_ci": [ 24.37, 30.66 ], "avg": -0.35546, "median_net": -0.70576, "sum_net_pct": -273.705, "net_pnl_krw": -273241.47, "fees_krw": 76811.09, "pf": 0.3599, "days": 5, "trade_sequence_dd_ppt": 275.425, "exit_top": [ [ "STOP_LOSS", 388 ], [ "TRAILING_STOP", 181 ], [ "TIME_STOP", 113 ], [ "FAST_FAIL_BREAKOUT", 88 ] ] }, { "bot": "scalp_1m_range_breakout_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 767, "wr": 21.773, "wr_ci": [ 19.0, 24.83 ], "avg": -0.40722, "median_net": -0.59753, "sum_net_pct": -312.336, "net_pnl_krw": -311677.4, "fees_krw": 76471.57, "pf": 0.2661, "days": 5, "trade_sequence_dd_ppt": 313.524, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 361 ], [ "STOP_LOSS", 158 ], [ "TRAILING_STOP", 139 ], [ "TIME_STOP", 109 ] ] }, { "bot": "scalp_1m_ema_trend_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 758, "wr": 25.989, "wr_ci": [ 22.99, 29.23 ], "avg": -0.35677, "median_net": -0.63485, "sum_net_pct": -270.431, "net_pnl_krw": -269902.54, "fees_krw": 75591.66, "pf": 0.3479, "days": 5, "trade_sequence_dd_ppt": 276.804, "exit_top": [ [ "STOP_LOSS", 250 ], [ "FAST_FAIL_BREAKOUT", 217 ], [ "TRAILING_STOP", 179 ], [ "TIME_STOP", 112 ] ] }, { "bot": "scalp_1m_stochastic_reversal_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 711, "wr": 26.02, "wr_ci": [ 22.93, 29.37 ], "avg": -0.30678, "median_net": -0.55919, "sum_net_pct": -218.122, "net_pnl_krw": -217721.48, "fees_krw": 70942.21, "pf": 0.372, "days": 5, "trade_sequence_dd_ppt": 222.773, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 287 ], [ "STOP_LOSS", 162 ], [ "TRAILING_STOP", 138 ], [ "TIME_STOP", 124 ] ] }, { "bot": "scalp_1m_ema_pullback_reclaim_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 703, "wr": 27.169, "wr_ci": [ 24.01, 30.58 ], "avg": -0.34545, "median_net": -0.6707, "sum_net_pct": -242.849, "net_pnl_krw": -242472.01, "fees_krw": 70133.17, "pf": 0.3626, "days": 5, "trade_sequence_dd_ppt": 243.382, "exit_top": [ [ "STOP_LOSS", 291 ], [ "TRAILING_STOP", 148 ], [ "FAST_FAIL_BREAKOUT", 132 ], [ "TIME_STOP", 132 ] ] }, { "bot": "scalp_1m_rsi_momentum_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 684, "wr": 26.462, "wr_ci": [ 23.29, 29.89 ], "avg": -0.3738, "median_net": -0.70296, "sum_net_pct": -255.677, "net_pnl_krw": -255304.38, "fees_krw": 68225.15, "pf": 0.343, "days": 5, "trade_sequence_dd_ppt": 263.261, "exit_top": [ [ "STOP_LOSS", 334 ], [ "TRAILING_STOP", 160 ], [ "FAST_FAIL_BREAKOUT", 102 ], [ "TIME_STOP", 88 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 673, "wr": 27.489, "wr_ci": [ 24.25, 30.98 ], "avg": -0.29948, "median_net": -0.59156, "sum_net_pct": -201.553, "net_pnl_krw": -201310.77, "fees_krw": 67165.7, "pf": 0.3992, "days": 5, "trade_sequence_dd_ppt": 205.483, "exit_top": [ [ "STOP_LOSS", 224 ], [ "FAST_FAIL_BREAKOUT", 186 ], [ "TRAILING_STOP", 137 ], [ "TIME_STOP", 126 ] ] }, { "bot": "scalp_1m_vwap_reclaim_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 666, "wr": 23.123, "wr_ci": [ 20.08, 26.47 ], "avg": -0.37538, "median_net": -0.62522, "sum_net_pct": -250.002, "net_pnl_krw": -249637.22, "fees_krw": 66434.22, "pf": 0.3044, "days": 5, "trade_sequence_dd_ppt": 250.416, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 221 ], [ "STOP_LOSS", 220 ], [ "TRAILING_STOP", 119 ], [ "TIME_STOP", 106 ] ] }, { "bot": "scalp_1m_range_breakout_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 652, "wr": 22.699, "wr_ci": [ 19.65, 26.07 ], "avg": -0.40067, "median_net": -0.60481, "sum_net_pct": -261.234, "net_pnl_krw": -260622.95, "fees_krw": 64998.03, "pf": 0.2908, "days": 5, "trade_sequence_dd_ppt": 263.958, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 327 ], [ "STOP_LOSS", 126 ], [ "TRAILING_STOP", 124 ], [ "TIME_STOP", 75 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 622, "wr": 22.99, "wr_ci": [ 19.86, 26.46 ], "avg": -0.36815, "median_net": -0.58737, "sum_net_pct": -228.987, "net_pnl_krw": -228470.86, "fees_krw": 62022.66, "pf": 0.3102, "days": 5, "trade_sequence_dd_ppt": 236.076, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 288 ], [ "STOP_LOSS", 122 ], [ "TIME_STOP", 101 ], [ "TRAILING_STOP", 69 ], [ "SMART_EXIT_B_PROFIT_LOCK", 42 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 621, "wr": 21.739, "wr_ci": [ 18.67, 25.15 ], "avg": -0.38855, "median_net": -0.5948, "sum_net_pct": -241.291, "net_pnl_krw": -240779.44, "fees_krw": 61918.54, "pf": 0.286, "days": 5, "trade_sequence_dd_ppt": 248.887, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 291 ], [ "STOP_LOSS", 122 ], [ "TRAILING_STOP", 108 ], [ "TIME_STOP", 100 ] ] }, { "bot": "scalp_1m_donchian_breakout_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 617, "wr": 27.391, "wr_ci": [ 24.02, 31.04 ], "avg": -0.33081, "median_net": -0.6233, "sum_net_pct": -204.112, "net_pnl_krw": -203738.87, "fees_krw": 61549.49, "pf": 0.3846, "days": 5, "trade_sequence_dd_ppt": 208.637, "exit_top": [ [ "STOP_LOSS", 201 ], [ "FAST_FAIL_BREAKOUT", 182 ], [ "TRAILING_STOP", 143 ], [ "TIME_STOP", 91 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 614, "wr": 22.313, "wr_ci": [ 19.2, 25.77 ], "avg": -0.36523, "median_net": -0.5794, "sum_net_pct": -224.253, "net_pnl_krw": -223760.5, "fees_krw": 61227.77, "pf": 0.3089, "days": 5, "trade_sequence_dd_ppt": 229.933, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 289 ], [ "STOP_LOSS", 115 ], [ "TIME_STOP", 98 ], [ "TRAILING_STOP", 69 ], [ "SMART_EXIT_C_PROFIT_LOCK", 43 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 579, "wr": 25.216, "wr_ci": [ 21.85, 28.91 ], "avg": -0.34368, "median_net": -0.59726, "sum_net_pct": -198.99, "net_pnl_krw": -198623.47, "fees_krw": 57754.55, "pf": 0.3365, "days": 5, "trade_sequence_dd_ppt": 202.612, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 220 ], [ "STOP_LOSS", 139 ], [ "TRAILING_STOP", 114 ], [ "TIME_STOP", 106 ] ] }, { "bot": "scalp_1m_stochastic_reversal_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 577, "wr": 25.65, "wr_ci": [ 22.26, 29.37 ], "avg": -0.32139, "median_net": -0.55999, "sum_net_pct": -185.442, "net_pnl_krw": -185145.22, "fees_krw": 57563.38, "pf": 0.3474, "days": 5, "trade_sequence_dd_ppt": 185.94, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 226 ], [ "STOP_LOSS", 127 ], [ "TRAILING_STOP", 114 ], [ "TIME_STOP", 110 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 573, "wr": 23.909, "wr_ci": [ 20.6, 27.57 ], "avg": -0.35569, "median_net": -0.58935, "sum_net_pct": -203.809, "net_pnl_krw": -203401.51, "fees_krw": 57149.12, "pf": 0.3212, "days": 5, "trade_sequence_dd_ppt": 207.432, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 222 ], [ "STOP_LOSS", 135 ], [ "TIME_STOP", 107 ], [ "TRAILING_STOP", 107 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 573, "wr": 23.735, "wr_ci": [ 20.43, 27.39 ], "avg": -0.36175, "median_net": -0.60038, "sum_net_pct": -207.284, "net_pnl_krw": -206874.29, "fees_krw": 57146.87, "pf": 0.3156, "days": 5, "trade_sequence_dd_ppt": 210.78, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 224 ], [ "STOP_LOSS", 137 ], [ "TRAILING_STOP", 110 ], [ "TIME_STOP", 101 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 567, "wr": 25.573, "wr_ci": [ 22.15, 29.32 ], "avg": -0.38074, "median_net": -0.64918, "sum_net_pct": -215.882, "net_pnl_krw": -215510.03, "fees_krw": 56538.47, "pf": 0.2972, "days": 5, "trade_sequence_dd_ppt": 216.931, "exit_top": [ [ "STOP_LOSS", 209 ], [ "FAST_FAIL_BREAKOUT", 138 ], [ "TIME_STOP", 110 ], [ "TRAILING_STOP", 70 ], [ "SMART_EXIT_B_PROFIT_LOCK", 40 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 566, "wr": 24.912, "wr_ci": [ 21.53, 28.64 ], "avg": -0.37108, "median_net": -0.64395, "sum_net_pct": -210.034, "net_pnl_krw": -209656.21, "fees_krw": 56440.98, "pf": 0.3081, "days": 5, "trade_sequence_dd_ppt": 212.943, "exit_top": [ [ "STOP_LOSS", 203 ], [ "FAST_FAIL_BREAKOUT", 138 ], [ "TIME_STOP", 123 ], [ "TRAILING_STOP", 102 ] ] }, { "bot": "scalp_1m_ema_trend_micro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 563, "wr": 25.577, "wr_ci": [ 22.15, 29.34 ], "avg": -0.37925, "median_net": -0.64797, "sum_net_pct": -213.515, "net_pnl_krw": -213131.68, "fees_krw": 56139.92, "pf": 0.2972, "days": 5, "trade_sequence_dd_ppt": 214.565, "exit_top": [ [ "STOP_LOSS", 203 ], [ "FAST_FAIL_BREAKOUT", 138 ], [ "TIME_STOP", 111 ], [ "TRAILING_STOP", 72 ], [ "SMART_EXIT_C_PROFIT_LOCK", 39 ] ] }, { "bot": "scalp_1m_ema_pullback_reclaim_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 561, "wr": 24.777, "wr_ci": [ 21.38, 28.51 ], "avg": -0.38559, "median_net": -0.70484, "sum_net_pct": -216.315, "net_pnl_krw": -215920.03, "fees_krw": 55941.36, "pf": 0.3359, "days": 5, "trade_sequence_dd_ppt": 216.628, "exit_top": [ [ "STOP_LOSS", 232 ], [ "TRAILING_STOP", 122 ], [ "FAST_FAIL_BREAKOUT", 120 ], [ "TIME_STOP", 87 ] ] }, { "bot": "scalp_1m_macd_impulse_macro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 554, "wr": 23.105, "wr_ci": [ 19.79, 26.79 ], "avg": -0.39799, "median_net": -0.62475, "sum_net_pct": -220.488, "net_pnl_krw": -220107.29, "fees_krw": 55241.18, "pf": 0.2837, "days": 5, "trade_sequence_dd_ppt": 220.488, "exit_top": [ [ "STOP_LOSS", 189 ], [ "TRAILING_STOP", 110 ], [ "SMART_EXIT_A_FAILURE", 101 ], [ "FAST_FAIL_BREAKOUT", 92 ], [ "TIME_STOP", 62 ] ] }, { "bot": "scalp_1m_macd_impulse_macro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 549, "wr": 23.497, "wr_ci": [ 20.14, 27.22 ], "avg": -0.39216, "median_net": -0.62605, "sum_net_pct": -215.297, "net_pnl_krw": -214933.29, "fees_krw": 54744.5, "pf": 0.2995, "days": 5, "trade_sequence_dd_ppt": 215.392, "exit_top": [ [ "STOP_LOSS", 194 ], [ "SMART_EXIT_C_FAILURE", 97 ], [ "FAST_FAIL_BREAKOUT", 87 ], [ "TRAILING_STOP", 69 ], [ "TIME_STOP", 62 ], [ "SMART_EXIT_C_PROFIT_LOCK", 40 ] ] }, { "bot": "scalp_1m_macd_impulse_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 548, "wr": 28.102, "wr_ci": [ 24.5, 32.01 ], "avg": -0.33473, "median_net": -0.70256, "sum_net_pct": -183.431, "net_pnl_krw": -183142.21, "fees_krw": 54665.39, "pf": 0.3838, "days": 5, "trade_sequence_dd_ppt": 183.431, "exit_top": [ [ "STOP_LOSS", 258 ], [ "TRAILING_STOP", 132 ], [ "TIME_STOP", 92 ], [ "FAST_FAIL_BREAKOUT", 66 ] ] }, { "bot": "scalp_1m_macd_impulse_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 547, "wr": 28.702, "wr_ci": [ 25.07, 32.63 ], "avg": -0.32584, "median_net": -0.7012, "sum_net_pct": -178.233, "net_pnl_krw": -177966.51, "fees_krw": 54568.18, "pf": 0.3964, "days": 5, "trade_sequence_dd_ppt": 178.233, "exit_top": [ [ "STOP_LOSS", 255 ], [ "TIME_STOP", 90 ], [ "TRAILING_STOP", 81 ], [ "FAST_FAIL_BREAKOUT", 66 ], [ "SMART_EXIT_B_PROFIT_LOCK", 55 ] ] }, { "bot": "scalp_1m_macd_impulse_micro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 546, "wr": 28.205, "wr_ci": [ 24.59, 32.12 ], "avg": -0.33412, "median_net": -0.69865, "sum_net_pct": -182.429, "net_pnl_krw": -182145.58, "fees_krw": 54464.06, "pf": 0.3833, "days": 5, "trade_sequence_dd_ppt": 182.429, "exit_top": [ [ "STOP_LOSS", 254 ], [ "TIME_STOP", 92 ], [ "TRAILING_STOP", 79 ], [ "FAST_FAIL_BREAKOUT", 68 ], [ "SMART_EXIT_C_PROFIT_LOCK", 53 ] ] }, { "bot": "scalp_1m_macd_impulse_macro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 533, "wr": 25.891, "wr_ci": [ 22.35, 29.77 ], "avg": -0.38381, "median_net": -0.70356, "sum_net_pct": -204.569, "net_pnl_krw": -204209.94, "fees_krw": 53150.53, "pf": 0.3194, "days": 5, "trade_sequence_dd_ppt": 204.663, "exit_top": [ [ "STOP_LOSS", 246 ], [ "FAST_FAIL_BREAKOUT", 88 ], [ "TIME_STOP", 84 ], [ "TRAILING_STOP", 72 ], [ "SMART_EXIT_B_PROFIT_LOCK", 43 ] ] }, { "bot": "scalp_1m_donchian_breakout_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 498, "wr": 26.908, "wr_ci": [ 23.2, 30.97 ], "avg": -0.34448, "median_net": -0.59123, "sum_net_pct": -171.549, "net_pnl_krw": -171226.93, "fees_krw": 49673.63, "pf": 0.3612, "days": 5, "trade_sequence_dd_ppt": 178.099, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 162 ], [ "STOP_LOSS", 158 ], [ "TRAILING_STOP", 119 ], [ "TIME_STOP", 59 ] ] }, { "bot": "scalp_1m_ema_trend_macro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 470, "wr": 25.106, "wr_ci": [ 21.4, 29.22 ], "avg": -0.36444, "median_net": -0.62629, "sum_net_pct": -171.287, "net_pnl_krw": -170934.09, "fees_krw": 46867.29, "pf": 0.3386, "days": 5, "trade_sequence_dd_ppt": 176.544, "exit_top": [ [ "STOP_LOSS", 152 ], [ "FAST_FAIL_BREAKOUT", 140 ], [ "TRAILING_STOP", 107 ], [ "TIME_STOP", 71 ] ] }, { "bot": "scalp_1m_ema_trend_macro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 468, "wr": 25.855, "wr_ci": [ 22.1, 30.01 ], "avg": -0.36345, "median_net": -0.62884, "sum_net_pct": -170.093, "net_pnl_krw": -169731.22, "fees_krw": 46667.82, "pf": 0.3389, "days": 5, "trade_sequence_dd_ppt": 175.245, "exit_top": [ [ "STOP_LOSS", 148 ], [ "FAST_FAIL_BREAKOUT", 139 ], [ "TRAILING_STOP", 110 ], [ "TIME_STOP", 71 ] ] }, { "bot": "scalp_1m_ema_trend_macro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 465, "wr": 26.022, "wr_ci": [ 22.24, 30.19 ], "avg": -0.35982, "median_net": -0.62956, "sum_net_pct": -167.319, "net_pnl_krw": -166959.54, "fees_krw": 46369.29, "pf": 0.3473, "days": 5, "trade_sequence_dd_ppt": 172.466, "exit_top": [ [ "STOP_LOSS", 148 ], [ "FAST_FAIL_BREAKOUT", 139 ], [ "TRAILING_STOP", 110 ], [ "TIME_STOP", 68 ] ] }, { "bot": "scalp_1m_range_breakout_micro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 436, "wr": 25.0, "wr_ci": [ 21.17, 29.27 ], "avg": -0.3534, "median_net": -0.55622, "sum_net_pct": -154.081, "net_pnl_krw": -153773.3, "fees_krw": 43485.67, "pf": 0.3138, "days": 5, "trade_sequence_dd_ppt": 156.763, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 188 ], [ "STOP_LOSS", 87 ], [ "TIME_STOP", 74 ], [ "TRAILING_STOP", 73 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ] ] }, { "bot": "scalp_1m_rsi_momentum_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 430, "wr": 25.349, "wr_ci": [ 21.47, 29.67 ], "avg": -0.37573, "median_net": -0.6991, "sum_net_pct": -161.563, "net_pnl_krw": -161316.71, "fees_krw": 42887.69, "pf": 0.3164, "days": 5, "trade_sequence_dd_ppt": 164.019, "exit_top": [ [ "STOP_LOSS", 210 ], [ "TIME_STOP", 72 ], [ "TRAILING_STOP", 63 ], [ "FAST_FAIL_BREAKOUT", 50 ], [ "SMART_EXIT_B_PROFIT_LOCK", 35 ] ] }, { "bot": "scalp_1m_range_breakout_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 427, "wr": 24.59, "wr_ci": [ 20.74, 28.89 ], "avg": -0.36453, "median_net": -0.56561, "sum_net_pct": -155.653, "net_pnl_krw": -155342.13, "fees_krw": 42582.6, "pf": 0.3038, "days": 5, "trade_sequence_dd_ppt": 158.336, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 186 ], [ "STOP_LOSS", 86 ], [ "TRAILING_STOP", 85 ], [ "TIME_STOP", 70 ] ] }, { "bot": "scalp_1m_range_breakout_micro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 425, "wr": 24.941, "wr_ci": [ 21.06, 29.27 ], "avg": -0.3614, "median_net": -0.5606, "sum_net_pct": -153.596, "net_pnl_krw": -153292.01, "fees_krw": 42384.44, "pf": 0.3062, "days": 5, "trade_sequence_dd_ppt": 156.279, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 185 ], [ "STOP_LOSS", 86 ], [ "TRAILING_STOP", 72 ], [ "TIME_STOP", 69 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ] ] } ], "best_by_avg_descriptive": [ { "bot": "af_relative_strength_rotation_v0001", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 71, "wr": 42.254, "wr_ci": [ 31.45, 53.85 ], "avg": -0.20598, "median_net": -1.23723, "sum_net_pct": -14.624, "net_pnl_krw": -4387.32, "fees_krw": 2128.87, "pf": 0.8593, "days": 6, "trade_sequence_dd_ppt": 41.954, "exit_top": [ [ "STOP_LOSS", 33 ], [ "TRAILING_STOP", 22 ], [ "TIME_STOP", 16 ] ] }, { "bot": "scalp_5m_bb_mean_reversion_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 73, "wr": 36.986, "wr_ci": [ 26.82, 48.45 ], "avg": -0.24165, "median_net": -0.71032, "sum_net_pct": -17.64, "net_pnl_krw": -17623.05, "fees_krw": 7290.62, "pf": 0.5961, "days": 5, "trade_sequence_dd_ppt": 22.833, "exit_top": [ [ "TIME_STOP", 26 ], [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 13 ] ] }, { "bot": "scalp_5m_rsi_momentum_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 239, "wr": 36.402, "wr_ci": [ 30.56, 42.67 ], "avg": -0.26087, "median_net": -0.9335, "sum_net_pct": -62.347, "net_pnl_krw": -62130.51, "fees_krw": 23844.13, "pf": 0.6434, "days": 5, "trade_sequence_dd_ppt": 76.589, "exit_top": [ [ "STOP_LOSS", 111 ], [ "TRAILING_STOP", 70 ], [ "TIME_STOP", 42 ], [ "FAST_FAIL_BREAKOUT", 16 ] ] }, { "bot": "scalp_1m_bb_mean_reversion_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 109, "wr": 29.358, "wr_ci": [ 21.63, 38.49 ], "avg": -0.26239, "median_net": -0.54554, "sum_net_pct": -28.601, "net_pnl_krw": -28560.81, "fees_krw": 10882.96, "pf": 0.4337, "days": 5, "trade_sequence_dd_ppt": 30.92, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 54 ], [ "TRAILING_STOP", 24 ], [ "STOP_LOSS", 19 ], [ "TIME_STOP", 12 ] ] }, { "bot": "scalp_5m_donchian_breakout_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 201, "wr": 36.318, "wr_ci": [ 29.98, 43.17 ], "avg": -0.26574, "median_net": -0.91062, "sum_net_pct": -53.414, "net_pnl_krw": -53239.18, "fees_krw": 20053.47, "pf": 0.6255, "days": 5, "trade_sequence_dd_ppt": 65.443, "exit_top": [ [ "STOP_LOSS", 66 ], [ "TRAILING_STOP", 52 ], [ "FAST_FAIL_BREAKOUT", 50 ], [ "TIME_STOP", 33 ] ] }, { "bot": "scalp_1m_stochastic_reversal_macro__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 416, "wr": 26.442, "wr_ci": [ 22.43, 30.88 ], "avg": -0.2808, "median_net": -0.55124, "sum_net_pct": -116.812, "net_pnl_krw": -116570.95, "fees_krw": 41509.06, "pf": 0.4069, "days": 5, "trade_sequence_dd_ppt": 125.47, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 161 ], [ "STOP_LOSS", 97 ], [ "TRAILING_STOP", 75 ], [ "TIME_STOP", 70 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ] ] }, { "bot": "scalp_5m_lower_wick_reversal_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 135, "wr": 31.852, "wr_ci": [ 24.59, 40.12 ], "avg": -0.2869, "median_net": -0.80887, "sum_net_pct": -38.732, "net_pnl_krw": -38668.41, "fees_krw": 13469.48, "pf": 0.5432, "days": 5, "trade_sequence_dd_ppt": 38.996, "exit_top": [ [ "TIME_STOP", 46 ], [ "FAST_FAIL_BREAKOUT", 40 ], [ "STOP_LOSS", 29 ], [ "TRAILING_STOP", 20 ] ] }, { "bot": "scalp_1m_bb_mean_reversion_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 83, "wr": 28.916, "wr_ci": [ 20.27, 39.43 ], "avg": -0.28791, "median_net": -0.54888, "sum_net_pct": -23.897, "net_pnl_krw": -23883.5, "fees_krw": 8287.79, "pf": 0.3929, "days": 5, "trade_sequence_dd_ppt": 26.95, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "TRAILING_STOP", 16 ], [ "STOP_LOSS", 16 ], [ "TIME_STOP", 12 ] ] }, { "bot": "scalp_1m_lower_wick_reversal_macro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 286, "wr": 28.322, "wr_ci": [ 23.41, 33.8 ], "avg": -0.29019, "median_net": -0.5334, "sum_net_pct": -82.995, "net_pnl_krw": -82826.22, "fees_krw": 28541.29, "pf": 0.3868, "days": 5, "trade_sequence_dd_ppt": 85.343, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 121 ], [ "STOP_LOSS", 63 ], [ "TRAILING_STOP", 61 ], [ "TIME_STOP", 41 ] ] }, { "bot": "scalp_5m_lower_wick_reversal_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 113, "wr": 31.858, "wr_ci": [ 23.99, 40.92 ], "avg": -0.2939, "median_net": -0.81038, "sum_net_pct": -33.211, "net_pnl_krw": -33149.13, "fees_krw": 11276.18, "pf": 0.5625, "days": 5, "trade_sequence_dd_ppt": 38.931, "exit_top": [ [ "TIME_STOP", 33 ], [ "STOP_LOSS", 32 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "TRAILING_STOP", 23 ] ] }, { "bot": "scalp_1m_stochastic_reversal_macro__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 425, "wr": 25.647, "wr_ci": [ 21.73, 30.0 ], "avg": -0.29849, "median_net": -0.55779, "sum_net_pct": -126.857, "net_pnl_krw": -126616.43, "fees_krw": 42404.52, "pf": 0.3839, "days": 5, "trade_sequence_dd_ppt": 135.515, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 168 ], [ "STOP_LOSS", 101 ], [ "TRAILING_STOP", 73 ], [ "TIME_STOP", 70 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ] ] }, { "bot": "scalp_1m_vwap_reclaim_micro", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 673, "wr": 27.489, "wr_ci": [ 24.25, 30.98 ], "avg": -0.29948, "median_net": -0.59156, "sum_net_pct": -201.553, "net_pnl_krw": -201310.77, "fees_krw": 67165.7, "pf": 0.3992, "days": 5, "trade_sequence_dd_ppt": 205.483, "exit_top": [ [ "STOP_LOSS", 224 ], [ "FAST_FAIL_BREAKOUT", 186 ], [ "TRAILING_STOP", 137 ], [ "TIME_STOP", 126 ] ] } ], "worst_by_avg_descriptive": [ { "bot": "af_liquidity_inflow_v0001", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 95, "wr": 27.368, "wr_ci": [ 19.41, 37.08 ], "avg": -1.21837, "median_net": -2.02227, "sum_net_pct": -115.745, "net_pnl_krw": -34723.64, "fees_krw": 2834.06, "pf": 0.4002, "days": 6, "trade_sequence_dd_ppt": 115.745, "exit_top": [ [ "STOP_LOSS", 58 ], [ "TRAILING_STOP", 23 ], [ "TIME_STOP", 14 ] ] }, { "bot": "af_relative_strength_rotation_v0001", "key": "MIXED_REBOUND__STRONG_UP", "n": 67, "wr": 32.836, "wr_ci": [ 22.79, 44.74 ], "avg": -1.16267, "median_net": -1.76583, "sum_net_pct": -77.899, "net_pnl_krw": -23369.61, "fees_krw": 1999.31, "pf": 0.4022, "days": 9, "trade_sequence_dd_ppt": 77.899, "exit_top": [ [ "STOP_LOSS", 40 ], [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 11 ] ] }, { "bot": "af_liquidity_inflow_v0001", "key": "MIXED_REBOUND__STRONG_UP", "n": 97, "wr": 37.113, "wr_ci": [ 28.16, 47.05 ], "avg": -0.99187, "median_net": -1.49199, "sum_net_pct": -96.212, "net_pnl_krw": -28863.54, "fees_krw": 2897.02, "pf": 0.4359, "days": 9, "trade_sequence_dd_ppt": 96.212, "exit_top": [ [ "STOP_LOSS", 54 ], [ "TRAILING_STOP", 32 ], [ "TIME_STOP", 11 ] ] }, { "bot": "af_momentum_v0001", "key": "MIXED_REBOUND__STRONG_UP", "n": 83, "wr": 30.12, "wr_ci": [ 21.31, 40.69 ], "avg": -0.81765, "median_net": -1.42677, "sum_net_pct": -67.865, "net_pnl_krw": -20359.46, "fees_krw": 2481.06, "pf": 0.4248, "days": 9, "trade_sequence_dd_ppt": 68.518, "exit_top": [ [ "STOP_LOSS", 52 ], [ "TRAILING_STOP", 25 ], [ "TIME_STOP", 6 ] ] }, { "bot": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 64, "wr": 12.5, "wr_ci": [ 6.47, 22.77 ], "avg": -0.55707, "median_net": -0.65677, "sum_net_pct": -35.652, "net_pnl_krw": -35614.24, "fees_krw": 6377.72, "pf": 0.2089, "days": 5, "trade_sequence_dd_ppt": 35.652, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 34 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 8 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 6 ] ] }, { "bot": "af_six_pct_upside_prediction_v0001__smart_exit_c", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 105, "wr": 38.095, "wr_ci": [ 29.38, 47.65 ], "avg": -0.54538, "median_net": -1.61118, "sum_net_pct": -57.265, "net_pnl_krw": -57193.75, "fees_krw": 10461.49, "pf": 0.5338, "days": 5, "trade_sequence_dd_ppt": 69.977, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 43 ], [ "SMART_EXIT_C_PROFIT_LOCK", 40 ], [ "SMART_EXIT_C_HARD_CAP", 20 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ] ] }, { "bot": "af_momentum_v0001", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 88, "wr": 38.636, "wr_ci": [ 29.14, 49.08 ], "avg": -0.54359, "median_net": -1.25115, "sum_net_pct": -47.836, "net_pnl_krw": -14350.79, "fees_krw": 2634.14, "pf": 0.6279, "days": 6, "trade_sequence_dd_ppt": 47.836, "exit_top": [ [ "STOP_LOSS", 43 ], [ "TRAILING_STOP", 30 ], [ "TIME_STOP", 15 ] ] }, { "bot": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_b", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 55, "wr": 21.818, "wr_ci": [ 12.95, 34.37 ], "avg": -0.5184, "median_net": -0.63506, "sum_net_pct": -28.512, "net_pnl_krw": -28450.14, "fees_krw": 5479.04, "pf": 0.1524, "days": 5, "trade_sequence_dd_ppt": 28.872, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "STOP_LOSS", 17 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ] ] }, { "bot": "scalp_5m_macd_impulse_macro__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 147, "wr": 21.088, "wr_ci": [ 15.27, 28.38 ], "avg": -0.5169, "median_net": -0.79283, "sum_net_pct": -75.985, "net_pnl_krw": -75914.54, "fees_krw": 14652.69, "pf": 0.2945, "days": 5, "trade_sequence_dd_ppt": 77.594, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 60 ], [ "STOP_LOSS", 35 ], [ "TRAILING_STOP", 24 ], [ "TIME_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, { "bot": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 81, "wr": 13.58, "wr_ci": [ 7.76, 22.7 ], "avg": -0.48023, "median_net": -0.74903, "sum_net_pct": -38.899, "net_pnl_krw": -38895.0, "fees_krw": 8069.67, "pf": 0.3441, "days": 5, "trade_sequence_dd_ppt": 43.414, "exit_top": [ [ "STOP_LOSS", 36 ], [ "SMART_EXIT_A_FAILURE", 32 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "bot": "af_pullback_reclaim_v0001", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 58, "wr": 31.034, "wr_ci": [ 20.62, 43.8 ], "avg": -0.47219, "median_net": -0.93222, "sum_net_pct": -27.387, "net_pnl_krw": -8216.16, "fees_krw": 1736.76, "pf": 0.6059, "days": 6, "trade_sequence_dd_ppt": 47.132, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TIME_STOP", 21 ], [ "TRAILING_STOP", 13 ] ] }, { "bot": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_a", "key": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 55, "wr": 10.909, "wr_ci": [ 5.1, 21.83 ], "avg": -0.46795, "median_net": -0.65069, "sum_net_pct": -25.737, "net_pnl_krw": -25688.64, "fees_krw": 5480.42, "pf": 0.3228, "days": 5, "trade_sequence_dd_ppt": 29.527, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "STOP_LOSS", 15 ], [ "SMART_EXIT_A_FAILURE", 11 ], [ "TRAILING_STOP", 6 ] ] } ] }, "L1_X_H1": { "groups_with_any": 52654, "groups_ge30_ge5days": 4, "supported_trades": 142, "trade_coverage_pct": 0.128, "selected_by_sample": [ { "bot": "scalp_1m_bullish_candle_impulse_macro", "key": "SELECTIVE_INFLOW__STRONG_UP | 1H=FRAGILE_BREAKOUT__UP", "n": 40, "wr": 12.5, "wr_ci": [ 5.46, 26.11 ], "avg": -0.4805, "median_net": -0.57277, "sum_net_pct": -19.22, "net_pnl_krw": -19203.96, "fees_krw": 3990.06, "pf": 0.166, "days": 5, "trade_sequence_dd_ppt": 20.383, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 11 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 3 ] ] }, { "bot": "scalp_1m_bullish_candle_impulse_micro", "key": "SELECTIVE_INFLOW__STRONG_UP | 1H=FRAGILE_BREAKOUT__UP", "n": 37, "wr": 18.919, "wr_ci": [ 9.48, 34.21 ], "avg": -0.45953, "median_net": -0.58441, "sum_net_pct": -17.003, "net_pnl_krw": -16994.3, "fees_krw": 3691.73, "pf": 0.2257, "days": 5, "trade_sequence_dd_ppt": 18.264, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 8 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 4 ] ] }, { "bot": "scalp_1m_macd_impulse_macro", "key": "SELECTIVE_INFLOW__STRONG_UP | 1H=FRAGILE_BREAKOUT__UP", "n": 35, "wr": 14.286, "wr_ci": [ 6.26, 29.38 ], "avg": -0.54113, "median_net": -0.7174, "sum_net_pct": -18.94, "net_pnl_krw": -18938.57, "fees_krw": 3491.62, "pf": 0.1218, "days": 5, "trade_sequence_dd_ppt": 18.94, "exit_top": [ [ "STOP_LOSS", 19 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 3 ] ] }, { "bot": "scalp_1m_ema_trend_macro", "key": "SELECTIVE_INFLOW__STRONG_UP | 1H=FRAGILE_BREAKOUT__UP", "n": 30, "wr": 23.333, "wr_ci": [ 11.79, 40.93 ], "avg": -0.48249, "median_net": -0.62951, "sum_net_pct": -14.475, "net_pnl_krw": -14455.96, "fees_krw": 2991.79, "pf": 0.1861, "days": 5, "trade_sequence_dd_ppt": 14.505, "exit_top": [ [ "STOP_LOSS", 11 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 5 ] ] } ], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "L1_X_H1_X_H4": { "groups_with_any": 69511, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] } }, "ACTUAL": { "H1": { "groups_with_any": 23, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "H4": { "groups_with_any": 21, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "D1": { "groups_with_any": 14, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "D7": { "groups_with_any": 11, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "L1_X_H1": { "groups_with_any": 28, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] }, "L1_X_H1_X_H4": { "groups_with_any": 28, "groups_ge30_ge5days": 0, "supported_trades": 0, "trade_coverage_pct": 0.0, "selected_by_sample": [], "best_by_avg_descriptive": [], "worst_by_avg_descriptive": [] } } }, "vote_comparison": { "matched_forward_n": 110645, "primary_vs_fixed_agreement_pct": 58.857, "primary_vs_rolling_agreement_pct": 48.995, "fixed_vs_rolling_agreement_pct": 23.746, "disagreement_n": 45523, "concordant": { "n": 65122, "wr": 26.358, "wr_ci": [ 26.02, 26.7 ], "avg": -0.38334, "median_net": -0.61227, "sum_net_pct": -24963.555, "net_pnl_krw": -23969604.13, "fees_krw": 6232327.32, "pf": 0.3628, "days": 14, "trade_sequence_dd_ppt": 24998.268, "exit_top": [ [ "STOP_LOSS", 18613 ], [ "FAST_FAIL_BREAKOUT", 16616 ], [ "TRAILING_STOP", 9831 ], [ "TIME_STOP", 8964 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2586 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2272 ], [ "SMART_EXIT_A_FAILURE", 1950 ] ] }, "discordant": { "n": 45523, "wr": 26.406, "wr_ci": [ 26.0, 26.81 ], "avg": -0.38577, "median_net": -0.61788, "sum_net_pct": -17561.629, "net_pnl_krw": -16846111.92, "fees_krw": 4393142.77, "pf": 0.3544, "days": 14, "trade_sequence_dd_ppt": 17570.49, "exit_top": [ [ "STOP_LOSS", 13320 ], [ "FAST_FAIL_BREAKOUT", 11301 ], [ "TRAILING_STOP", 6830 ], [ "TIME_STOP", 6521 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1671 ], [ "SMART_EXIT_A_FAILURE", 1457 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1452 ] ] }, "method_tag_coverage": { "SLIDING_15_VOTE": 110776 } }, "oos_predictive": { "cutoff_kst": "2026-10-11 06:27", "training_policy": "exit strictly before cutoff", "test_policy": "entry >= cutoff", "mode": "chronological 70/30, day block bootstrap", "matched_sample_n": 110645, "methods": { "l1": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 85.12, "train_cell_median_when_seen": 21, "brier_bot": 0.180474, "brier_with_regime": 0.181032, "brier_gain_baseline_minus_regime": -0.000558, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.548111, "logloss_gain_baseline_minus_regime": -0.00137, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 }, "shadow": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 85.19, "train_cell_median_when_seen": 21, "brier_bot": 0.180474, "brier_with_regime": 0.1813, "brier_gain_baseline_minus_regime": -0.000825, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.548917, "logloss_gain_baseline_minus_regime": -0.002176, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 }, "rolling": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 84.63, "train_cell_median_when_seen": 18.0, "brier_bot": 0.180474, "brier_with_regime": 0.180626, "brier_gain_baseline_minus_regime": -0.000152, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.547009, "logloss_gain_baseline_minus_regime": -0.000268, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 }, "1H": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 79.37, "train_cell_median_when_seen": 14, "brier_bot": 0.180474, "brier_with_regime": 0.181538, "brier_gain_baseline_minus_regime": -0.001063, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.549393, "logloss_gain_baseline_minus_regime": -0.002652, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 }, "4H": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 59.27, "train_cell_median_when_seen": 11, "brier_bot": 0.180474, "brier_with_regime": 0.180187, "brier_gain_baseline_minus_regime": 0.000287, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.545868, "logloss_gain_baseline_minus_regime": 0.000873, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 }, "1D": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 46.06, "train_cell_median_when_seen": 15, "brier_bot": 0.180474, "brier_with_regime": 0.180464, "brier_gain_baseline_minus_regime": 1.1e-05, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.546615, "logloss_gain_baseline_minus_regime": 0.000126, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 }, "7D": { "status": "EVALUATED", "train": 77178, "test": 33194, "test_days": 2, "seen_bot_regime_pct": 87.78, "train_cell_median_when_seen": 136.0, "brier_bot": 0.180474, "brier_with_regime": 0.181378, "brier_gain_baseline_minus_regime": -0.000904, "day_bootstrap_brier_gain_ci95": null, "logloss_bot": 0.546741, "logloss_with_regime": 0.549034, "logloss_gain_baseline_minus_regime": -0.002293, "alpha_bot": 30, "alpha_bot_regime": 30, "test_win_pct": 23.745 } } }, "stage_transfer": { "forward": { "n": 110776, "wr": 26.378, "wr_ci": [ 26.12, 26.64 ], "avg": -0.38489, "median_net": -0.613, "sum_net_pct": -42636.477, "net_pnl_krw": -40842829.51, "fees_krw": 10630728.63, "pf": 0.3595, "days": 14, "trade_sequence_dd_ppt": 42653.176, "exit_top": [ [ "STOP_LOSS", 31966 ], [ "FAST_FAIL_BREAKOUT", 27920 ], [ "TRAILING_STOP", 16670 ], [ "TIME_STOP", 15501 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4272 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3739 ], [ "SMART_EXIT_A_FAILURE", 3422 ] ] }, "actual": { "n": 70, "wr": 37.143, "wr_ci": [ 26.77, 48.85 ], "avg": -0.83815, "median_net": -1.22105, "sum_net_pct": -58.67, "net_pnl_krw": -96379.41, "fees_krw": 6639.97, "pf": 0.3479, "days": 17, "trade_sequence_dd_ppt": 61.555, "exit_top": [ [ "STOP_LOSS", 28 ], [ "TRAILING_STOP", 15 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_EXIT", 7 ], [ "TAKE_PROFIT", 6 ], [ "TAKE_PROFIT_NET_LOSS", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "actual_bots": 12, "forward_bots_with_actual_overlap": 10, "actual_trades_on_bots_with_forward": 67, "expected_forward_avg_at_actual_bot_mix": -0.40906, "actual_avg_minus_mix_adjusted_forward": -0.42909, "entry_execution_drift_pct": 0.17611, "entry_execution_drift_median_pct": 0.07624, "exit_execution_drift_pct": -0.05768, "exit_execution_drift_median_pct": 0.0, "actual_fee_krw_total": 6639.97 }, "stage_gaps": [ { "bot": "ma20_reclaim_micro", "group": "CORE", "actual": { "n": 21, "wr": 61.905, "wr_ci": [ 40.88, 79.25 ], "avg": -0.28908, "median_net": 0.27692, "sum_net_pct": -6.071, "net_pnl_krw": -1508.86, "fees_krw": 314.55, "pf": 0.5451, "days": 5, "trade_sequence_dd_ppt": 8.374, "exit_top": [ [ "TAKE_PROFIT", 6 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 4 ], [ "TIME_EXIT", 4 ], [ "TAKE_PROFIT_NET_LOSS", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ] ] }, "forward_all": { "n": 259, "wr": 40.541, "wr_ci": [ 34.74, 46.62 ], "avg": -0.36169, "median_net": -0.69112, "sum_net_pct": -93.678, "net_pnl_krw": -61855.92, "fees_krw": 12310.48, "pf": 0.4006, "days": 6, "trade_sequence_dd_ppt": 99.809, "exit_top": [ [ "TAKE_PROFIT", 72 ], [ "STOP_LOSS", 69 ], [ "FAST_FAIL_BREAKOUT", 67 ], [ "TRAILING_STOP", 42 ], [ "TIME_STOP", 9 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-05-24 20:29", "2026-10-04 04:21" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "quant_breakout_1h", "group": "ML", "actual": { "n": 12, "wr": 41.667, "wr_ci": [ 19.33, 68.05 ], "avg": -0.1606, "median_net": -0.48676, "sum_net_pct": -1.927, "net_pnl_krw": -5304.8, "fees_krw": 987.27, "pf": 0.8074, "days": 3, "trade_sequence_dd_ppt": 6.249, "exit_top": [ [ "TRAILING_STOP", 4 ], [ "TIME_EXIT", 3 ], [ "STOP_LOSS", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "forward_all": { "n": 15, "wr": 26.667, "wr_ci": [ 10.9, 51.95 ], "avg": -0.42131, "median_net": -0.83313, "sum_net_pct": -6.32, "net_pnl_krw": -6304.26, "fees_krw": 1493.9, "pf": 0.3376, "days": 3, "trade_sequence_dd_ppt": 6.32, "exit_top": [ [ "TIME_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 1 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-09-25 23:12", "2026-09-27 22:26" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "ignition_breakout_1h", "group": "CORE", "actual": { "n": 10, "wr": 10.0, "wr_ci": [ 1.79, 40.42 ], "avg": -1.6842, "median_net": -1.6872, "sum_net_pct": -16.842, "net_pnl_krw": -39245.4, "fees_krw": 2276.81, "pf": 0.0454, "days": 2, "trade_sequence_dd_ppt": 17.643, "exit_top": [ [ "STOP_LOSS", 9 ], [ "TRAILING_STOP", 1 ] ] }, "forward_all": { "n": 88, "wr": 48.864, "wr_ci": [ 38.69, 59.13 ], "avg": 0.2573, "median_net": -0.18198, "sum_net_pct": 22.642, "net_pnl_krw": 7965.57, "fees_krw": 3721.55, "pf": 1.3822, "days": 6, "trade_sequence_dd_ppt": 14.701, "exit_top": [ [ "TRAILING_STOP", 39 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 10 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-05-24 19:40", "2026-09-25 20:12" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "bearish_relative_rebound_1h", "group": "CORE", "actual": { "n": 8, "wr": 25.0, "wr_ci": [ 7.15, 59.07 ], "avg": -1.34318, "median_net": -3.18094, "sum_net_pct": -10.745, "net_pnl_krw": -21374.85, "fees_krw": 1554.1, "pf": 0.4194, "days": 4, "trade_sequence_dd_ppt": 17.435, "exit_top": [ [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "forward_all": { "n": 26, "wr": 57.692, "wr_ci": [ 38.95, 74.46 ], "avg": -0.0106, "median_net": 0.92757, "sum_net_pct": -0.276, "net_pnl_krw": -160.68, "fees_krw": 910.06, "pf": 0.9912, "days": 6, "trade_sequence_dd_ppt": 16.868, "exit_top": [ [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 9 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-05-19 11:37", "2026-09-28 10:50" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "bearish_relative_rebound_4h", "group": "CORE", "actual": { "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -1.87557, "median_net": -2.80127, "sum_net_pct": -7.502, "net_pnl_krw": -13746.21, "fees_krw": 740.78, "pf": 0.1852, "days": 2, "trade_sequence_dd_ppt": 7.502, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 1 ] ] }, "forward_all": { "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.13534, "median_net": -3.13534, "sum_net_pct": -3.135, "net_pnl_krw": -1724.44, "fees_krw": 54.16, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.135, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-05-20 05:02", "2026-05-23 15:55" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "ignition_breakout_1h_persistent", "group": "CORE", "actual": { "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.55358, "median_net": -0.48716, "sum_net_pct": -2.214, "net_pnl_krw": -172.91, "fees_krw": 37.25, "pf": 0.0209, "days": 2, "trade_sequence_dd_ppt": 2.214, "exit_top": [ [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "forward_all": { "n": 114, "wr": 31.579, "wr_ci": [ 23.77, 40.59 ], "avg": -0.5183, "median_net": -0.75547, "sum_net_pct": -59.086, "net_pnl_krw": -58979.02, "fees_krw": 11354.62, "pf": 0.2709, "days": 6, "trade_sequence_dd_ppt": 59.086, "exit_top": [ [ "TRAILING_STOP", 43 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "STOP_LOSS", 22 ], [ "TAKE_PROFIT", 16 ], [ "TIME_STOP", 1 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-10-04 09:55", "2026-10-05 01:51" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "runner_continuation_confirmation", "group": "CORE", "actual": { "n": 3, "wr": 0.0, "wr_ci": [ 0.0, 56.15 ], "avg": -2.76363, "median_net": -3.00161, "sum_net_pct": -8.291, "net_pnl_krw": -599.55, "fees_krw": 20.71, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 8.291, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "forward_all": { "n": 78, "wr": 43.59, "wr_ci": [ 33.14, 54.64 ], "avg": -0.20842, "median_net": -1.42595, "sum_net_pct": -16.257, "net_pnl_krw": -16225.84, "fees_krw": 7779.57, "pf": 0.8373, "days": 6, "trade_sequence_dd_ppt": 31.995, "exit_top": [ [ "TRAILING_STOP", 32 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 6 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-09-28 17:27", "2026-10-05 15:01" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "adaptive_breakout", "group": "CORE", "actual": { "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -2.64284, "median_net": -2.64284, "sum_net_pct": -5.286, "net_pnl_krw": -14797.75, "fees_krw": 552.52, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 5.286, "exit_top": [ [ "STOP_LOSS", 2 ] ] }, "forward_all": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-05-18 01:26", "2026-05-18 18:57" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "runner_elevated_liquidity__smart_exit_b", "group": "CORE", "actual": { "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 1.00226, "median_net": 1.00226, "sum_net_pct": 2.005, "net_pnl_krw": 600.63, "fees_krw": 60.22, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "forward_all": { "n": 142, "wr": 44.366, "wr_ci": [ 36.45, 52.58 ], "avg": -0.40871, "median_net": -1.50117, "sum_net_pct": -58.037, "net_pnl_krw": -42230.4, "fees_krw": 12393.01, "pf": 0.6659, "days": 8, "trade_sequence_dd_ppt": 62.43, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 62 ], [ "STOP_LOSS", 35 ], [ "FAST_FAIL_BREAKOUT", 35 ], [ "TIME_STOP", 10 ] ] }, "forward_within_actual_window": { "n": 19, "wr": 21.053, "wr_ci": [ 8.51, 43.33 ], "avg": -1.74481, "median_net": -2.3785, "sum_net_pct": -33.151, "net_pnl_krw": -33093.19, "fees_krw": 1880.46, "pf": 0.1586, "days": 1, "trade_sequence_dd_ppt": 35.726, "exit_top": [ [ "STOP_LOSS", 9 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ], [ "TIME_STOP", 1 ] ] }, "actual_window": [ "2026-10-11 09:24", "2026-10-11 23:32" ], "forward_matched_n": 19, "gap_actual_minus_forward_avg_ppt": 2.7471, "gap_actual_minus_forward_wr_pp": 78.947 }, { "bot": "runner_elevated_liquidity__smart_exit_a", "group": "CORE", "actual": { "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 1.14801, "median_net": 1.14801, "sum_net_pct": 2.296, "net_pnl_krw": 690.09, "fees_krw": 60.3, "pf": 2.7202, "days": 1, "trade_sequence_dd_ppt": 1.335, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "forward_all": { "n": 142, "wr": 33.099, "wr_ci": [ 25.89, 41.19 ], "avg": -0.41352, "median_net": -1.57986, "sum_net_pct": -58.72, "net_pnl_krw": -43100.18, "fees_krw": 12473.25, "pf": 0.6915, "days": 8, "trade_sequence_dd_ppt": 64.534, "exit_top": [ [ "TRAILING_STOP", 41 ], [ "FAST_FAIL_BREAKOUT", 36 ], [ "STOP_LOSS", 26 ], [ "SMART_EXIT_A_FAILURE", 25 ], [ "TIME_STOP", 14 ] ] }, "forward_within_actual_window": { "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.39423, "median_net": -1.39423, "sum_net_pct": -1.394, "net_pnl_krw": -1390.96, "fees_krw": 99.12, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.394, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "actual_window": [ "2026-10-12 05:08", "2026-10-12 05:47" ], "forward_matched_n": 1, "gap_actual_minus_forward_avg_ppt": 2.5422, "gap_actual_minus_forward_wr_pp": 50.0 }, { "bot": "auto_ma20_reclaim_micro_b118e62c84", "group": "CORE", "actual": { "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.27294, "median_net": -1.27294, "sum_net_pct": -1.273, "net_pnl_krw": -76.27, "fees_krw": 5.95, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.273, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "forward_all": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-10-03 21:04", "2026-10-03 21:04" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null }, { "bot": "runner_elevated_liquidity", "group": "CORE", "actual": { "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.81941, "median_net": -2.81941, "sum_net_pct": -2.819, "net_pnl_krw": -843.54, "fees_krw": 29.5, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.819, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, "forward_all": { "n": 109, "wr": 34.862, "wr_ci": [ 26.57, 44.19 ], "avg": -0.35949, "median_net": -1.52786, "sum_net_pct": -39.185, "net_pnl_krw": -39102.56, "fees_krw": 10864.61, "pf": 0.7396, "days": 6, "trade_sequence_dd_ppt": 49.517, "exit_top": [ [ "TRAILING_STOP", 34 ], [ "STOP_LOSS", 31 ], [ "FAST_FAIL_BREAKOUT", 30 ], [ "TIME_STOP", 14 ] ] }, "forward_within_actual_window": { "n": 0, "wr": null, "wr_ci": null, "avg": null, "median_net": null, "sum_net_pct": 0, "net_pnl_krw": 0, "fees_krw": 0, "pf": null, "days": 0, "trade_sequence_dd_ppt": null, "exit_top": [] }, "actual_window": [ "2026-10-12 09:08", "2026-10-12 09:08" ], "forward_matched_n": 0, "gap_actual_minus_forward_avg_ppt": null, "gap_actual_minus_forward_wr_pp": null } ], "trends": [ { "stage": "FORWARD", "bot": "fibonacci_retracement_core__smart_entry__smart_exit_a", "group": "CORE", "n": 53, "early": { "n": 26, "wr": 19.231, "wr_ci": [ 8.51, 37.88 ], "avg": -1.31297, "median_net": -1.67321, "sum_net_pct": -34.137, "net_pnl_krw": -29135.59, "fees_krw": 1818.06, "pf": 0.2727, "days": 5, "trade_sequence_dd_ppt": 34.137, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 9 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 27, "wr": 51.852, "wr_ci": [ 33.99, 69.26 ], "avg": 1.14222, "median_net": 2.28541, "sum_net_pct": 30.84, "net_pnl_krw": 11887.78, "fees_krw": 1825.15, "pf": 2.1591, "days": 3, "trade_sequence_dd_ppt": 5.579, "exit_top": [ [ "TRAILING_STOP", 14 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "STOP_LOSS", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, "delta_wr_pp": 32.621, "delta_avg_pnl_pp": 2.45519, "mix_effect_pp": 0.13655, "within_or_new_cell_pp": 2.10267, "effect_residual_pp": 0.21597, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 19.23, "last_pct": 51.85 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 34.62, "last_pct": 18.52 }, { "reason": "STOP_LOSS", "first_pct": 23.08, "last_pct": 14.81 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_predictive_model_c0005", "group": "ADAPTIVE", "n": 73, "early": { "n": 36, "wr": 41.667, "wr_ci": [ 27.14, 57.8 ], "avg": -0.29101, "median_net": -0.67113, "sum_net_pct": -10.476, "net_pnl_krw": -3142.95, "fees_krw": 1078.97, "pf": 0.8088, "days": 5, "trade_sequence_dd_ppt": 23.943, "exit_top": [ [ "TIME_STOP", 15 ], [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 7 ] ] }, "late": { "n": 37, "wr": 64.865, "wr_ci": [ 48.76, 78.17 ], "avg": 1.43765, "median_net": 0.9096, "sum_net_pct": 53.193, "net_pnl_krw": 15957.93, "fees_krw": 1118.54, "pf": 3.0517, "days": 4, "trade_sequence_dd_ppt": 9.283, "exit_top": [ [ "TIME_STOP", 16 ], [ "TRAILING_STOP", 13 ], [ "STOP_LOSS", 8 ] ] }, "delta_wr_pp": 23.198, "delta_avg_pnl_pp": 1.72866, "mix_effect_pp": 0.43416, "within_or_new_cell_pp": 1.43801, "effect_residual_pp": -0.14351, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 38.89, "last_pct": 21.62 }, { "reason": "TRAILING_STOP", "first_pct": 19.44, "last_pct": 35.14 }, { "reason": "TIME_STOP", "first_pct": 41.67, "last_pct": 43.24 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.77 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": 1.679 } ] }, { "stage": "FORWARD", "bot": "af_predictive_model_v0001", "group": "ADAPTIVE", "n": 53, "early": { "n": 26, "wr": 61.538, "wr_ci": [ 42.53, 77.57 ], "avg": 1.1385, "median_net": 0.72312, "sum_net_pct": 29.601, "net_pnl_krw": 8880.3, "fees_krw": 784.83, "pf": 1.7425, "days": 8, "trade_sequence_dd_ppt": 19.015, "exit_top": [ [ "TIME_STOP", 18 ], [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 2 ] ] }, "late": { "n": 27, "wr": 40.741, "wr_ci": [ 24.51, 59.27 ], "avg": -0.46176, "median_net": -0.6997, "sum_net_pct": -12.468, "net_pnl_krw": -3740.29, "fees_krw": 808.53, "pf": 0.7321, "days": 4, "trade_sequence_dd_ppt": 27.301, "exit_top": [ [ "TIME_STOP", 14 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 6 ] ] }, "delta_wr_pp": -20.797, "delta_avg_pnl_pp": -1.60026, "mix_effect_pp": -0.39721, "within_or_new_cell_pp": -1.20306, "effect_residual_pp": 0.0, "earliest": "2026-10-01", "latest": "2026-10-11", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 7.69, "last_pct": 25.93 }, { "reason": "TIME_STOP", "first_pct": 69.23, "last_pct": 51.85 }, { "reason": "TRAILING_STOP", "first_pct": 23.08, "last_pct": 22.22 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "fibonacci_retracement_core__smart_exit_a", "group": "CORE", "n": 54, "early": { "n": 27, "wr": 18.519, "wr_ci": [ 8.18, 36.7 ], "avg": -1.39537, "median_net": -1.61727, "sum_net_pct": -37.675, "net_pnl_krw": -34808.0, "fees_krw": 2521.81, "pf": 0.2395, "days": 6, "trade_sequence_dd_ppt": 37.675, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "STOP_LOSS", 6 ], [ "TRAILING_STOP", 5 ] ] }, "late": { "n": 27, "wr": 37.037, "wr_ci": [ 21.53, 55.77 ], "avg": -0.05117, "median_net": -1.6699, "sum_net_pct": -1.382, "net_pnl_krw": -1387.88, "fees_krw": 2694.03, "pf": 0.9651, "days": 3, "trade_sequence_dd_ppt": 10.487, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 9 ], [ "STOP_LOSS", 4 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 18.518, "delta_avg_pnl_pp": 1.3442, "mix_effect_pp": 0.07286, "within_or_new_cell_pp": 1.0816, "effect_residual_pp": 0.18975, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 18.52, "last_pct": 33.33 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 25.93, "last_pct": 14.81 }, { "reason": "STOP_LOSS", "first_pct": 22.22, "last_pct": 14.81 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_six_pct_upside_prediction_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 66, "early": { "n": 33, "wr": 63.636, "wr_ci": [ 46.62, 77.81 ], "avg": -1.73552, "median_net": 0.58582, "sum_net_pct": -57.272, "net_pnl_krw": -40547.45, "fees_krw": 2740.02, "pf": 0.3229, "days": 4, "trade_sequence_dd_ppt": 62.115, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 22 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 33, "wr": 69.697, "wr_ci": [ 52.66, 82.62 ], "avg": -0.39166, "median_net": 0.77675, "sum_net_pct": -12.925, "net_pnl_krw": -12886.61, "fees_krw": 3288.34, "pf": 0.7255, "days": 5, "trade_sequence_dd_ppt": 32.17, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "TIME_STOP", 4 ], [ "STOP_LOSS", 4 ] ] }, "delta_wr_pp": 6.061, "delta_avg_pnl_pp": 1.34386, "mix_effect_pp": 0.08067, "within_or_new_cell_pp": 0.81072, "effect_residual_pp": 0.45248, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 27.27, "last_pct": 12.12 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 66.67, "last_pct": 75.76 }, { "reason": "TIME_STOP", "first_pct": 6.06, "last_pct": 12.12 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "elliott_wave3_core__smart_entry__smart_exit_a", "group": "CORE", "n": 58, "early": { "n": 29, "wr": 17.241, "wr_ci": [ 7.6, 34.55 ], "avg": -1.06247, "median_net": -1.85472, "sum_net_pct": -30.812, "net_pnl_krw": -17364.87, "fees_krw": 1563.5, "pf": 0.4003, "days": 4, "trade_sequence_dd_ppt": 32.147, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 9 ], [ "TRAILING_STOP", 5 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 29, "wr": 31.034, "wr_ci": [ 17.28, 49.23 ], "avg": -0.03369, "median_net": -1.56271, "sum_net_pct": -0.977, "net_pnl_krw": -11091.93, "fees_krw": 1643.0, "pf": 0.9736, "days": 4, "trade_sequence_dd_ppt": 14.496, "exit_top": [ [ "TRAILING_STOP", 9 ], [ "STOP_LOSS", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": 13.793, "delta_avg_pnl_pp": 1.02878, "mix_effect_pp": -0.16424, "within_or_new_cell_pp": 1.14203, "effect_residual_pp": 0.05099, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 17.24, "last_pct": 31.03 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 31.03, "last_pct": 20.69 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 17.24, "last_pct": 13.79 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "elliott_wave3_core", "group": "CORE", "n": 57, "early": { "n": 28, "wr": 10.714, "wr_ci": [ 3.71, 27.2 ], "avg": -1.34399, "median_net": -1.76722, "sum_net_pct": -37.632, "net_pnl_krw": -37606.51, "fees_krw": 2780.69, "pf": 0.2626, "days": 4, "trade_sequence_dd_ppt": 38.066, "exit_top": [ [ "STOP_LOSS", 13 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 29, "wr": 27.586, "wr_ci": [ 14.7, 45.72 ], "avg": -0.32693, "median_net": -1.83826, "sum_net_pct": -9.481, "net_pnl_krw": -9463.7, "fees_krw": 2891.05, "pf": 0.8013, "days": 3, "trade_sequence_dd_ppt": 20.306, "exit_top": [ [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 8 ] ] }, "delta_wr_pp": 16.872, "delta_avg_pnl_pp": 1.01706, "mix_effect_pp": -0.36315, "within_or_new_cell_pp": 1.38021, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 10.71, "last_pct": 27.59 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 39.29, "last_pct": 31.03 }, { "reason": "STOP_LOSS", "first_pct": 46.43, "last_pct": 41.38 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_breakout_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 55, "early": { "n": 27, "wr": 59.259, "wr_ci": [ 40.73, 75.49 ], "avg": -0.33679, "median_net": 0.50332, "sum_net_pct": -9.093, "net_pnl_krw": -2728.02, "fees_krw": 809.04, "pf": 0.7815, "days": 6, "trade_sequence_dd_ppt": 25.084, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 28, "wr": 57.143, "wr_ci": [ 39.07, 73.49 ], "avg": -1.27114, "median_net": 0.33156, "sum_net_pct": -35.592, "net_pnl_krw": -10677.59, "fees_krw": 835.08, "pf": 0.3367, "days": 3, "trade_sequence_dd_ppt": 40.988, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "STOP_LOSS", 11 ] ] }, "delta_wr_pp": -2.116, "delta_avg_pnl_pp": -0.93435, "mix_effect_pp": -0.06807, "within_or_new_cell_pp": -0.86628, "effect_residual_pp": -0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 33.33, "last_pct": 39.29 }, { "reason": "TIME_STOP", "first_pct": 3.7, "last_pct": 0.0 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 62.96, "last_pct": 60.71 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "fibonacci_retracement_core__smart_entry__smart_exit_b", "group": "CORE", "n": 54, "early": { "n": 27, "wr": 48.148, "wr_ci": [ 30.74, 66.01 ], "avg": -0.71608, "median_net": -1.17069, "sum_net_pct": -19.334, "net_pnl_krw": -20072.65, "fees_krw": 1794.45, "pf": 0.5059, "days": 5, "trade_sequence_dd_ppt": 20.822, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 27, "wr": 59.259, "wr_ci": [ 40.73, 75.49 ], "avg": 0.21693, "median_net": 0.60229, "sum_net_pct": 5.857, "net_pnl_krw": 22.45, "fees_krw": 1696.03, "pf": 1.2886, "days": 3, "trade_sequence_dd_ppt": 13.492, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "STOP_LOSS", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": 11.111, "delta_avg_pnl_pp": 0.93301, "mix_effect_pp": 0.02474, "within_or_new_cell_pp": 0.76032, "effect_residual_pp": 0.14795, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 55.56, "last_pct": 62.96 }, { "reason": "STOP_LOSS", "first_pct": 22.22, "last_pct": 14.81 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 18.52, "last_pct": 14.81 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "fibonacci_retracement_core__smart_exit_b", "group": "CORE", "n": 55, "early": { "n": 27, "wr": 40.741, "wr_ci": [ 24.51, 59.27 ], "avg": -1.01521, "median_net": -1.51399, "sum_net_pct": -27.411, "net_pnl_krw": -21869.58, "fees_krw": 2528.18, "pf": 0.3631, "days": 5, "trade_sequence_dd_ppt": 27.448, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 8 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 28, "wr": 46.429, "wr_ci": [ 29.53, 64.19 ], "avg": -0.08628, "median_net": -0.57796, "sum_net_pct": -2.416, "net_pnl_krw": -2392.76, "fees_krw": 2793.44, "pf": 0.9194, "days": 3, "trade_sequence_dd_ppt": 16.962, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 14 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 5.688, "delta_avg_pnl_pp": 0.92893, "mix_effect_pp": -0.14504, "within_or_new_cell_pp": 0.75772, "effect_residual_pp": 0.31625, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 29.63, "last_pct": 10.71 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 37.04, "last_pct": 50.0 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 29.63, "last_pct": 35.71 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_pullback_reclaim_v0001__smart_exit_a", "group": "ADAPTIVE", "n": 87, "early": { "n": 43, "wr": 16.279, "wr_ci": [ 8.12, 29.97 ], "avg": -1.02267, "median_net": -1.07039, "sum_net_pct": -43.975, "net_pnl_krw": -13192.47, "fees_krw": 1284.05, "pf": 0.2308, "days": 4, "trade_sequence_dd_ppt": 47.416, "exit_top": [ [ "STOP_LOSS", 17 ], [ "TIME_STOP", 12 ], [ "SMART_EXIT_A_FAILURE", 8 ], [ "TRAILING_STOP", 6 ] ] }, "late": { "n": 44, "wr": 29.545, "wr_ci": [ 18.16, 44.22 ], "avg": -0.09382, "median_net": -0.95977, "sum_net_pct": -4.128, "net_pnl_krw": -1238.42, "fees_krw": 1320.04, "pf": 0.9007, "days": 4, "trade_sequence_dd_ppt": 11.169, "exit_top": [ [ "TIME_STOP", 13 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "TRAILING_STOP", 11 ], [ "STOP_LOSS", 8 ] ] }, "delta_wr_pp": 13.266, "delta_avg_pnl_pp": 0.92885, "mix_effect_pp": -0.28244, "within_or_new_cell_pp": 1.20336, "effect_residual_pp": 0.00793, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 39.53, "last_pct": 18.18 }, { "reason": "TRAILING_STOP", "first_pct": 13.95, "last_pct": 25.0 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 18.6, "last_pct": 27.27 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -1.355 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_volatility_expansion_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 95, "early": { "n": 47, "wr": 59.574, "wr_ci": [ 45.34, 72.36 ], "avg": -0.49703, "median_net": 0.41788, "sum_net_pct": -23.36, "net_pnl_krw": -7008.13, "fees_krw": 1407.2, "pf": 0.552, "days": 6, "trade_sequence_dd_ppt": 27.942, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "STOP_LOSS", 15 ] ] }, "late": { "n": 48, "wr": 39.583, "wr_ci": [ 27.02, 53.69 ], "avg": -1.39996, "median_net": -0.36495, "sum_net_pct": -67.198, "net_pnl_krw": -20159.36, "fees_krw": 1430.64, "pf": 0.2058, "days": 3, "trade_sequence_dd_ppt": 71.721, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 24 ], [ "STOP_LOSS", 23 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -19.991, "delta_avg_pnl_pp": -0.90293, "mix_effect_pp": 0.03088, "within_or_new_cell_pp": -0.92191, "effect_residual_pp": -0.0119, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 68.09, "last_pct": 50.0 }, { "reason": "STOP_LOSS", "first_pct": 31.91, "last_pct": 47.92 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 2.08 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_relative_strength_rotation_v0001", "group": "ADAPTIVE", "n": 180, "early": { "n": 90, "wr": 26.667, "wr_ci": [ 18.62, 36.62 ], "avg": -1.23327, "median_net": -1.79042, "sum_net_pct": -110.995, "net_pnl_krw": -33298.42, "fees_krw": 2684.69, "pf": 0.3455, "days": 7, "trade_sequence_dd_ppt": 113.891, "exit_top": [ [ "STOP_LOSS", 57 ], [ "TRAILING_STOP", 19 ], [ "TIME_STOP", 14 ] ] }, "late": { "n": 90, "wr": 42.222, "wr_ci": [ 32.54, 52.54 ], "avg": -0.36831, "median_net": -1.34395, "sum_net_pct": -33.148, "net_pnl_krw": -9944.41, "fees_krw": 2696.38, "pf": 0.758, "days": 6, "trade_sequence_dd_ppt": 44.013, "exit_top": [ [ "STOP_LOSS", 45 ], [ "TRAILING_STOP", 27 ], [ "TIME_STOP", 18 ] ] }, "delta_wr_pp": 15.555, "delta_avg_pnl_pp": 0.86496, "mix_effect_pp": -0.12165, "within_or_new_cell_pp": 0.9283, "effect_residual_pp": 0.05831, "earliest": "2026-10-01", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 63.33, "last_pct": 50.0 }, { "reason": "TRAILING_STOP", "first_pct": 21.11, "last_pct": 30.0 }, { "reason": "TIME_STOP", "first_pct": 15.56, "last_pct": 20.0 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": 0.018 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -1.088 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -1.145 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -1.311 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.941 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 13, "avg": -0.386 } ] }, { "stage": "FORWARD", "bot": "af_liquidity_inflow_v0001", "group": "ADAPTIVE", "n": 233, "early": { "n": 116, "wr": 40.517, "wr_ci": [ 32.03, 49.62 ], "avg": -0.56451, "median_net": -1.15401, "sum_net_pct": -65.483, "net_pnl_krw": -19644.94, "fees_krw": 3471.91, "pf": 0.6343, "days": 8, "trade_sequence_dd_ppt": 88.119, "exit_top": [ [ "STOP_LOSS", 56 ], [ "TRAILING_STOP", 39 ], [ "TIME_STOP", 21 ] ] }, "late": { "n": 117, "wr": 27.35, "wr_ci": [ 20.09, 36.05 ], "avg": -1.42721, "median_net": -2.02227, "sum_net_pct": -166.984, "net_pnl_krw": -50095.12, "fees_krw": 3486.7, "pf": 0.3283, "days": 5, "trade_sequence_dd_ppt": 166.984, "exit_top": [ [ "STOP_LOSS", 76 ], [ "TRAILING_STOP", 28 ], [ "TIME_STOP", 13 ] ] }, "delta_wr_pp": -13.167, "delta_avg_pnl_pp": -0.8627, "mix_effect_pp": 0.77779, "within_or_new_cell_pp": -1.73293, "effect_residual_pp": 0.09244, "earliest": "2026-10-01", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 48.28, "last_pct": 64.96 }, { "reason": "TRAILING_STOP", "first_pct": 33.62, "last_pct": 23.93 }, { "reason": "TIME_STOP", "first_pct": 18.1, "last_pct": 11.11 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 12, "avg": -0.571 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.689 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -1.077 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 16, "avg": -2.549 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 18, "avg": -1.953 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 12, "avg": -0.862 } ] }, { "stage": "FORWARD", "bot": "fibonacci_retracement_core__smart_entry__smart_exit_c", "group": "CORE", "n": 55, "early": { "n": 27, "wr": 37.037, "wr_ci": [ 21.53, 55.77 ], "avg": -0.55146, "median_net": -1.54967, "sum_net_pct": -14.889, "net_pnl_krw": -16268.11, "fees_krw": 1796.77, "pf": 0.5035, "days": 5, "trade_sequence_dd_ppt": 17.023, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_C_FAILURE", 4 ] ] }, "late": { "n": 28, "wr": 57.143, "wr_ci": [ 39.07, 73.49 ], "avg": 0.28543, "median_net": 0.53249, "sum_net_pct": 7.992, "net_pnl_krw": 638.24, "fees_krw": 1726.19, "pf": 1.4321, "days": 3, "trade_sequence_dd_ppt": 11.444, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 18 ], [ "SMART_EXIT_C_FAILURE", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, "delta_wr_pp": 20.106, "delta_avg_pnl_pp": 0.83689, "mix_effect_pp": 0.06004, "within_or_new_cell_pp": 0.6457, "effect_residual_pp": 0.13115, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 44.44, "last_pct": 64.29 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 22.22, "last_pct": 7.14 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 18.52, "last_pct": 10.71 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_breakout_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 57, "early": { "n": 28, "wr": 53.571, "wr_ci": [ 35.81, 70.47 ], "avg": -0.38061, "median_net": 0.23601, "sum_net_pct": -10.657, "net_pnl_krw": -3197.12, "fees_krw": 838.82, "pf": 0.7498, "days": 6, "trade_sequence_dd_ppt": 28.17, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "STOP_LOSS", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 29, "wr": 48.276, "wr_ci": [ 31.39, 65.57 ], "avg": -1.19613, "median_net": -0.1, "sum_net_pct": -34.688, "net_pnl_krw": -10406.3, "fees_krw": 865.23, "pf": 0.3266, "days": 3, "trade_sequence_dd_ppt": 40.084, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "SMART_EXIT_C_HARD_CAP", 9 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": -5.295, "delta_avg_pnl_pp": -0.81552, "mix_effect_pp": 0.03838, "within_or_new_cell_pp": -0.85389, "effect_residual_pp": -0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 21.43, "last_pct": 31.03 }, { "reason": "STOP_LOSS", "first_pct": 10.71, "last_pct": 3.45 }, { "reason": "TIME_STOP", "first_pct": 3.57, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "runner_elevated_liquidity", "group": "CORE", "n": 109, "early": { "n": 54, "wr": 38.889, "wr_ci": [ 27.04, 52.21 ], "avg": 0.02447, "median_net": -0.96899, "sum_net_pct": 1.322, "net_pnl_krw": 1278.6, "fees_krw": 5395.89, "pf": 1.0232, "days": 4, "trade_sequence_dd_ppt": 16.166, "exit_top": [ [ "TRAILING_STOP", 18 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 11 ], [ "STOP_LOSS", 10 ] ] }, "late": { "n": 55, "wr": 30.909, "wr_ci": [ 20.28, 44.03 ], "avg": -0.73648, "median_net": -1.80855, "sum_net_pct": -40.506, "net_pnl_krw": -40381.17, "fees_krw": 5468.72, "pf": 0.567, "days": 3, "trade_sequence_dd_ppt": 43.652, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 16 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -7.98, "delta_avg_pnl_pp": -0.76095, "mix_effect_pp": -0.26234, "within_or_new_cell_pp": -0.49862, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 18.52, "last_pct": 38.18 }, { "reason": "TIME_STOP", "first_pct": 20.37, "last_pct": 5.45 }, { "reason": "TRAILING_STOP", "first_pct": 33.33, "last_pct": 29.09 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": 0.473 } ] }, { "stage": "FORWARD", "bot": "fibonacci_retracement_core__smart_exit_c", "group": "CORE", "n": 55, "early": { "n": 27, "wr": 33.333, "wr_ci": [ 18.64, 52.18 ], "avg": -0.69949, "median_net": -1.55089, "sum_net_pct": -18.886, "net_pnl_krw": -15282.88, "fees_krw": 2531.47, "pf": 0.4144, "days": 5, "trade_sequence_dd_ppt": 19.355, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 28, "wr": 46.429, "wr_ci": [ 29.53, 64.19 ], "avg": 0.04441, "median_net": -0.66515, "sum_net_pct": 1.244, "net_pnl_krw": 1248.11, "fees_krw": 2795.26, "pf": 1.0479, "days": 3, "trade_sequence_dd_ppt": 15.058, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 14 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, "delta_wr_pp": 13.096, "delta_avg_pnl_pp": 0.7439, "mix_effect_pp": 0.01408, "within_or_new_cell_pp": 0.56413, "effect_residual_pp": 0.16569, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 33.33, "last_pct": 50.0 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 22.22, "last_pct": 7.14 }, { "reason": "STOP_LOSS", "first_pct": 3.7, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_volatility_expansion_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 97, "early": { "n": 48, "wr": 50.0, "wr_ci": [ 36.39, 63.61 ], "avg": -0.56785, "median_net": 0.0077, "sum_net_pct": -27.257, "net_pnl_krw": -8177.05, "fees_krw": 1436.63, "pf": 0.4884, "days": 6, "trade_sequence_dd_ppt": 27.257, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 27 ], [ "SMART_EXIT_C_HARD_CAP", 12 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "STOP_LOSS", 3 ] ] }, "late": { "n": 49, "wr": 32.653, "wr_ci": [ 21.21, 46.62 ], "avg": -1.24236, "median_net": -1.53371, "sum_net_pct": -60.876, "net_pnl_krw": -18262.66, "fees_krw": 1461.6, "pf": 0.2083, "days": 3, "trade_sequence_dd_ppt": 63.343, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 21 ], [ "SMART_EXIT_C_HARD_CAP", 16 ], [ "STOP_LOSS", 7 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -17.347, "delta_avg_pnl_pp": -0.67451, "mix_effect_pp": -0.5776, "within_or_new_cell_pp": -0.08526, "effect_residual_pp": -0.01165, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 56.25, "last_pct": 42.86 }, { "reason": "STOP_LOSS", "first_pct": 6.25, "last_pct": 14.29 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 25.0, "last_pct": 32.65 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "bottom_impulse_first_rebreak__smart_exit_a", "group": "CORE", "n": 57, "early": { "n": 28, "wr": 46.429, "wr_ci": [ 29.53, 64.19 ], "avg": -0.10302, "median_net": -0.46679, "sum_net_pct": -2.885, "net_pnl_krw": 1501.26, "fees_krw": 2259.88, "pf": 0.8785, "days": 5, "trade_sequence_dd_ppt": 8.253, "exit_top": [ [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, "late": { "n": 29, "wr": 31.034, "wr_ci": [ 17.28, 49.23 ], "avg": -0.62366, "median_net": -1.55558, "sum_net_pct": -18.086, "net_pnl_krw": -18024.48, "fees_krw": 2885.38, "pf": 0.4209, "days": 3, "trade_sequence_dd_ppt": 20.867, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": -15.395, "delta_avg_pnl_pp": -0.52064, "mix_effect_pp": -0.25687, "within_or_new_cell_pp": -0.22969, "effect_residual_pp": -0.03408, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.57, "last_pct": 51.72 }, { "reason": "TRAILING_STOP", "first_pct": 46.43, "last_pct": 31.03 }, { "reason": "STOP_LOSS", "first_pct": 10.71, "last_pct": 3.45 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_momentum_v0001", "group": "ADAPTIVE", "n": 210, "early": { "n": 105, "wr": 28.571, "wr_ci": [ 20.81, 37.85 ], "avg": -0.94693, "median_net": -1.58074, "sum_net_pct": -99.428, "net_pnl_krw": -29828.38, "fees_krw": 3136.65, "pf": 0.3911, "days": 7, "trade_sequence_dd_ppt": 105.13, "exit_top": [ [ "STOP_LOSS", 67 ], [ "TRAILING_STOP", 27 ], [ "TIME_STOP", 11 ] ] }, "late": { "n": 105, "wr": 36.19, "wr_ci": [ 27.64, 45.72 ], "avg": -0.4826, "median_net": -1.26048, "sum_net_pct": -50.673, "net_pnl_krw": -15201.96, "fees_krw": 3143.97, "pf": 0.6481, "days": 6, "trade_sequence_dd_ppt": 59.295, "exit_top": [ [ "STOP_LOSS", 57 ], [ "TRAILING_STOP", 36 ], [ "TIME_STOP", 12 ] ] }, "delta_wr_pp": 7.619, "delta_avg_pnl_pp": 0.46433, "mix_effect_pp": -0.03916, "within_or_new_cell_pp": 0.50349, "effect_residual_pp": -0.0, "earliest": "2026-10-01", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 63.81, "last_pct": 54.29 }, { "reason": "TRAILING_STOP", "first_pct": 25.71, "last_pct": 34.29 }, { "reason": "TIME_STOP", "first_pct": 10.48, "last_pct": 11.43 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": 0.226 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.549 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -1.189 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 10, "avg": -1.8 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 18, "avg": -1.054 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": 0.267 } ] }, { "stage": "FORWARD", "bot": "runner_elevated_liquidity__smart_exit_b", "group": "CORE", "n": 142, "early": { "n": 71, "wr": 47.887, "wr_ci": [ 36.68, 59.31 ], "avg": -0.19147, "median_net": -0.1, "sum_net_pct": -13.594, "net_pnl_krw": 2105.7, "fees_krw": 5329.03, "pf": 0.8087, "days": 5, "trade_sequence_dd_ppt": 23.639, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 34 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 8 ] ] }, "late": { "n": 71, "wr": 40.845, "wr_ci": [ 30.17, 52.46 ], "avg": -0.62596, "median_net": -1.60678, "sum_net_pct": -44.443, "net_pnl_krw": -44336.1, "fees_krw": 7063.98, "pf": 0.567, "days": 4, "trade_sequence_dd_ppt": 52.771, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 28 ], [ "STOP_LOSS", 22 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -7.042, "delta_avg_pnl_pp": -0.43449, "mix_effect_pp": -0.3038, "within_or_new_cell_pp": -0.07686, "effect_residual_pp": -0.05383, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 18.31, "last_pct": 30.99 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 47.89, "last_pct": 39.44 }, { "reason": "TIME_STOP", "first_pct": 11.27, "last_pct": 2.82 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -1.026 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": 0.221 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": 0.502 } ] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_entry_b", "group": "CORE", "n": 91, "early": { "n": 45, "wr": 55.556, "wr_ci": [ 41.18, 69.06 ], "avg": 0.04915, "median_net": 0.07413, "sum_net_pct": 2.212, "net_pnl_krw": 861.71, "fees_krw": 2035.26, "pf": 1.1568, "days": 4, "trade_sequence_dd_ppt": 8.704, "exit_top": [ [ "TRAILING_STOP", 22 ], [ "TAKE_PROFIT", 13 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 46, "wr": 34.783, "wr_ci": [ 22.68, 49.23 ], "avg": -0.38097, "median_net": -0.53528, "sum_net_pct": -17.525, "net_pnl_krw": -12050.65, "fees_krw": 2171.42, "pf": 0.3612, "days": 3, "trade_sequence_dd_ppt": 19.477, "exit_top": [ [ "TRAILING_STOP", 17 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -20.773, "delta_avg_pnl_pp": -0.43012, "mix_effect_pp": -0.09005, "within_or_new_cell_pp": -0.34008, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 4.44, "last_pct": 19.57 }, { "reason": "TRAILING_STOP", "first_pct": 48.89, "last_pct": 36.96 }, { "reason": "TAKE_PROFIT", "first_pct": 28.89, "last_pct": 17.39 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.401 } ] }, { "stage": "FORWARD", "bot": "af_liquidity_inflow_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 237, "early": { "n": 118, "wr": 62.712, "wr_ci": [ 53.72, 70.91 ], "avg": -0.11116, "median_net": 0.17485, "sum_net_pct": -13.117, "net_pnl_krw": -3935.14, "fees_krw": 3539.8, "pf": 0.8463, "days": 6, "trade_sequence_dd_ppt": 33.409, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 86 ], [ "STOP_LOSS", 30 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 119, "wr": 48.739, "wr_ci": [ 39.94, 57.62 ], "avg": -0.51693, "median_net": -0.1, "sum_net_pct": -61.515, "net_pnl_krw": -18454.54, "fees_krw": 3562.55, "pf": 0.4168, "days": 3, "trade_sequence_dd_ppt": 68.089, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 79 ], [ "STOP_LOSS", 39 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -13.973, "delta_avg_pnl_pp": -0.40577, "mix_effect_pp": 0.04576, "within_or_new_cell_pp": -0.47391, "effect_residual_pp": 0.02238, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 25.42, "last_pct": 32.77 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 72.88, "last_pct": 66.39 }, { "reason": "TIME_STOP", "first_pct": 1.69, "last_pct": 0.84 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 8, "avg": -0.171 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 12, "avg": -0.284 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 13, "avg": -0.565 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -1.565 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 11, "avg": -1.169 }, { "l1": "NARROW_LEADERSHIP__UP", "n": 9, "avg": -1.067 } ] }, { "stage": "FORWARD", "bot": "bottom_impulse_first_rebreak__smart_exit_c", "group": "CORE", "n": 57, "early": { "n": 28, "wr": 53.571, "wr_ci": [ 35.81, 70.47 ], "avg": -0.09677, "median_net": 0.71221, "sum_net_pct": -2.71, "net_pnl_krw": -873.4, "fees_krw": 2258.69, "pf": 0.8589, "days": 5, "trade_sequence_dd_ppt": 7.374, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, "late": { "n": 29, "wr": 41.379, "wr_ci": [ 25.51, 59.26 ], "avg": -0.49903, "median_net": -1.0995, "sum_net_pct": -14.472, "net_pnl_krw": -14428.03, "fees_krw": 2887.18, "pf": 0.434, "days": 3, "trade_sequence_dd_ppt": 18.635, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, "delta_wr_pp": -12.192, "delta_avg_pnl_pp": -0.40226, "mix_effect_pp": -0.33499, "within_or_new_cell_pp": -0.09442, "effect_residual_pp": 0.02715, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 17.86, "last_pct": 44.83 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 53.57, "last_pct": 44.83 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 17.86, "last_pct": 10.34 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_predictive_model_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 62, "early": { "n": 31, "wr": 80.645, "wr_ci": [ 63.72, 90.81 ], "avg": 0.42974, "median_net": 0.55613, "sum_net_pct": 13.322, "net_pnl_krw": 3996.61, "fees_krw": 932.46, "pf": 2.0233, "days": 6, "trade_sequence_dd_ppt": 10.733, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 28 ], [ "STOP_LOSS", 3 ] ] }, "late": { "n": 31, "wr": 67.742, "wr_ci": [ 50.14, 81.43 ], "avg": 0.82189, "median_net": 0.33886, "sum_net_pct": 25.479, "net_pnl_krw": 7643.58, "fees_krw": 934.29, "pf": 10.5375, "days": 3, "trade_sequence_dd_ppt": 1.871, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -12.903, "delta_avg_pnl_pp": 0.39215, "mix_effect_pp": 0.10916, "within_or_new_cell_pp": 0.28299, "effect_residual_pp": 0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 9.68, "last_pct": 0.0 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 6.45 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 90.32, "last_pct": 93.55 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 67, "early": { "n": 33, "wr": 30.303, "wr_ci": [ 17.38, 47.34 ], "avg": -0.1781, "median_net": -0.1, "sum_net_pct": -5.877, "net_pnl_krw": -5873.12, "fees_krw": 3296.68, "pf": 0.2695, "days": 3, "trade_sequence_dd_ppt": 6.05, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "STOP_LOSS", 7 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 34, "wr": 11.765, "wr_ci": [ 4.67, 26.62 ], "avg": -0.55502, "median_net": -0.65786, "sum_net_pct": -18.871, "net_pnl_krw": -18844.28, "fees_krw": 3387.38, "pf": 0.0513, "days": 4, "trade_sequence_dd_ppt": 19.263, "exit_top": [ [ "STOP_LOSS", 23 ], [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -18.538, "delta_avg_pnl_pp": -0.37692, "mix_effect_pp": -0.05464, "within_or_new_cell_pp": -0.32228, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 21.21, "last_pct": 67.65 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 48.48, "last_pct": 23.53 }, { "reason": "TAKE_PROFIT", "first_pct": 15.15, "last_pct": 5.88 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_micro__smart_exit_a", "group": "SCALP", "n": 87, "early": { "n": 43, "wr": 23.256, "wr_ci": [ 13.15, 37.74 ], "avg": -0.22743, "median_net": -0.52129, "sum_net_pct": -9.78, "net_pnl_krw": -9791.07, "fees_krw": 4291.58, "pf": 0.5957, "days": 4, "trade_sequence_dd_ppt": 13.303, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 23 ], [ "TRAILING_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 5 ], [ "STOP_LOSS", 2 ] ] }, "late": { "n": 44, "wr": 9.091, "wr_ci": [ 3.59, 21.16 ], "avg": -0.60241, "median_net": -0.7075, "sum_net_pct": -26.506, "net_pnl_krw": -26461.54, "fees_krw": 4380.46, "pf": 0.2476, "days": 3, "trade_sequence_dd_ppt": 26.506, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 18 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -14.165, "delta_avg_pnl_pp": -0.37498, "mix_effect_pp": 0.04772, "within_or_new_cell_pp": -0.42269, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 4.65, "last_pct": 22.73 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 53.49, "last_pct": 40.91 }, { "reason": "TIME_STOP", "first_pct": 11.63, "last_pct": 2.27 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.523 } ] }, { "stage": "FORWARD", "bot": "af_breakout_v0001", "group": "ADAPTIVE", "n": 64, "early": { "n": 32, "wr": 31.25, "wr_ci": [ 17.95, 48.57 ], "avg": -2.04756, "median_net": -3.33779, "sum_net_pct": -65.522, "net_pnl_krw": -19656.58, "fees_krw": 950.65, "pf": 0.314, "days": 7, "trade_sequence_dd_ppt": 65.522, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 32, "wr": 37.5, "wr_ci": [ 22.93, 54.75 ], "avg": -1.67572, "median_net": -3.60916, "sum_net_pct": -53.623, "net_pnl_krw": -16086.89, "fees_krw": 952.43, "pf": 0.4938, "days": 5, "trade_sequence_dd_ppt": 56.413, "exit_top": [ [ "STOP_LOSS", 20 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 6.25, "delta_avg_pnl_pp": 0.37184, "mix_effect_pp": 0.45395, "within_or_new_cell_pp": -0.08211, "effect_residual_pp": -0.0, "earliest": "2026-10-01", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 28.12, "last_pct": 34.38 }, { "reason": "TIME_STOP", "first_pct": 6.25, "last_pct": 3.12 }, { "reason": "STOP_LOSS", "first_pct": 65.62, "last_pct": 62.5 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_macro__smart_exit_c", "group": "SCALP", "n": 236, "early": { "n": 118, "wr": 37.288, "wr_ci": [ 29.09, 46.28 ], "avg": -0.22352, "median_net": -0.66142, "sum_net_pct": -26.375, "net_pnl_krw": -27044.28, "fees_krw": 11742.33, "pf": 0.6461, "days": 3, "trade_sequence_dd_ppt": 27.088, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 34 ], [ "STOP_LOSS", 32 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "SMART_EXIT_C_FAILURE", 18 ], [ "TIME_STOP", 15 ] ] }, "late": { "n": 118, "wr": 22.034, "wr_ci": [ 15.5, 30.33 ], "avg": -0.57651, "median_net": -1.01279, "sum_net_pct": -68.029, "net_pnl_krw": -67876.66, "fees_krw": 11749.39, "pf": 0.3124, "days": 4, "trade_sequence_dd_ppt": 69.258, "exit_top": [ [ "STOP_LOSS", 37 ], [ "FAST_FAIL_BREAKOUT", 33 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "SMART_EXIT_C_FAILURE", 19 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -15.254, "delta_avg_pnl_pp": -0.35299, "mix_effect_pp": -0.03425, "within_or_new_cell_pp": -0.31875, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 16.1, "last_pct": 27.97 }, { "reason": "TIME_STOP", "first_pct": 12.71, "last_pct": 3.39 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 28.81, "last_pct": 21.19 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 12, "avg": 0.09 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.136 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.762 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 12, "avg": -0.931 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -0.735 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.616 } ] }, { "stage": "FORWARD", "bot": "af_volatility_expansion_v0001", "group": "ADAPTIVE", "n": 108, "early": { "n": 54, "wr": 25.926, "wr_ci": [ 16.12, 38.93 ], "avg": -2.40554, "median_net": -3.05383, "sum_net_pct": -129.899, "net_pnl_krw": -38969.74, "fees_krw": 1601.32, "pf": 0.1878, "days": 8, "trade_sequence_dd_ppt": 129.899, "exit_top": [ [ "STOP_LOSS", 36 ], [ "TRAILING_STOP", 12 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 54, "wr": 20.37, "wr_ci": [ 11.77, 32.9 ], "avg": -2.06887, "median_net": -2.84245, "sum_net_pct": -111.719, "net_pnl_krw": -33515.73, "fees_krw": 1604.04, "pf": 0.2879, "days": 5, "trade_sequence_dd_ppt": 133.101, "exit_top": [ [ "STOP_LOSS", 37 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 8 ] ] }, "delta_wr_pp": -5.556, "delta_avg_pnl_pp": 0.33667, "mix_effect_pp": 0.70708, "within_or_new_cell_pp": -0.41294, "effect_residual_pp": 0.04253, "earliest": "2026-10-01", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 22.22, "last_pct": 16.67 }, { "reason": "TIME_STOP", "first_pct": 11.11, "last_pct": 14.81 }, { "reason": "STOP_LOSS", "first_pct": 66.67, "last_pct": 68.52 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -2.873 } ] }, { "stage": "FORWARD", "bot": "af_liquidity_inflow_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 251, "early": { "n": 125, "wr": 56.0, "wr_ci": [ 47.25, 64.39 ], "avg": -0.22642, "median_net": 0.04258, "sum_net_pct": -28.303, "net_pnl_krw": -8490.91, "fees_krw": 3747.63, "pf": 0.711, "days": 6, "trade_sequence_dd_ppt": 41.463, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 79 ], [ "SMART_EXIT_C_HARD_CAP", 32 ], [ "SMART_EXIT_C_FAILURE", 8 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 126, "wr": 44.444, "wr_ci": [ 36.06, 53.16 ], "avg": -0.54968, "median_net": -0.1, "sum_net_pct": -69.259, "net_pnl_krw": -20777.78, "fees_krw": 3771.5, "pf": 0.3876, "days": 3, "trade_sequence_dd_ppt": 75.011, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 74 ], [ "SMART_EXIT_C_HARD_CAP", 27 ], [ "SMART_EXIT_C_FAILURE", 13 ], [ "STOP_LOSS", 12 ] ] }, "delta_wr_pp": -11.556, "delta_avg_pnl_pp": -0.32326, "mix_effect_pp": -0.10552, "within_or_new_cell_pp": -0.23886, "effect_residual_pp": 0.02112, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 4.0, "last_pct": 9.52 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 63.2, "last_pct": 58.73 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 25.6, "last_pct": 21.43 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 8, "avg": 0.313 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 15, "avg": -0.519 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 12, "avg": -0.593 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -1.663 }, { "l1": "NARROW_LEADERSHIP__UP", "n": 9, "avg": -1.153 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 12, "avg": -0.845 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_micro__smart_exit_b", "group": "SCALP", "n": 78, "early": { "n": 39, "wr": 51.282, "wr_ci": [ 36.2, 66.14 ], "avg": -0.24753, "median_net": 0.09871, "sum_net_pct": -9.654, "net_pnl_krw": -9628.22, "fees_krw": 3892.72, "pf": 0.4384, "days": 4, "trade_sequence_dd_ppt": 10.846, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 39, "wr": 30.769, "wr_ci": [ 18.57, 46.42 ], "avg": -0.56154, "median_net": -0.8659, "sum_net_pct": -21.9, "net_pnl_krw": -21863.35, "fees_krw": 3885.0, "pf": 0.1212, "days": 3, "trade_sequence_dd_ppt": 21.9, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 19 ], [ "STOP_LOSS", 11 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -20.513, "delta_avg_pnl_pp": -0.31401, "mix_effect_pp": -0.12657, "within_or_new_cell_pp": -0.18744, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 64.1, "last_pct": 48.72 }, { "reason": "STOP_LOSS", "first_pct": 15.38, "last_pct": 28.21 }, { "reason": "TIME_STOP", "first_pct": 2.56, "last_pct": 5.13 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 51, "early": { "n": 25, "wr": 40.0, "wr_ci": [ 23.4, 59.26 ], "avg": -0.20181, "median_net": -0.1, "sum_net_pct": -5.045, "net_pnl_krw": -5041.68, "fees_krw": 2497.11, "pf": 0.2236, "days": 3, "trade_sequence_dd_ppt": 5.045, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_FAILURE", 5 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 26, "wr": 7.692, "wr_ci": [ 2.14, 24.14 ], "avg": -0.5054, "median_net": -0.49834, "sum_net_pct": -13.14, "net_pnl_krw": -13127.71, "fees_krw": 2591.91, "pf": 0.0227, "days": 4, "trade_sequence_dd_ppt": 13.14, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_C_FAILURE", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, "delta_wr_pp": -32.308, "delta_avg_pnl_pp": -0.30359, "mix_effect_pp": -0.04704, "within_or_new_cell_pp": -0.25655, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 36.0, "last_pct": 15.38 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.0, "last_pct": 42.31 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 20.0, "last_pct": 34.62 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_macro__smart_exit_b", "group": "SCALP", "n": 92, "early": { "n": 46, "wr": 47.826, "wr_ci": [ 34.12, 61.86 ], "avg": -0.1296, "median_net": -0.01761, "sum_net_pct": -5.961, "net_pnl_krw": -5962.43, "fees_krw": 4597.08, "pf": 0.5472, "days": 3, "trade_sequence_dd_ppt": 9.457, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 35 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 46, "wr": 26.087, "wr_ci": [ 15.6, 40.26 ], "avg": -0.4226, "median_net": -0.28704, "sum_net_pct": -19.44, "net_pnl_krw": -19397.92, "fees_krw": 4584.73, "pf": 0.1673, "days": 4, "trade_sequence_dd_ppt": 19.791, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 27 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -21.739, "delta_avg_pnl_pp": -0.293, "mix_effect_pp": 0.04653, "within_or_new_cell_pp": -0.33954, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 76.09, "last_pct": 58.7 }, { "reason": "STOP_LOSS", "first_pct": 8.7, "last_pct": 21.74 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.04, "last_pct": 17.39 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "persistent_expansion_runner__smart_entry", "group": "CORE", "n": 85, "early": { "n": 42, "wr": 42.857, "wr_ci": [ 29.12, 57.79 ], "avg": -0.18834, "median_net": -1.51375, "sum_net_pct": -7.91, "net_pnl_krw": -12919.31, "fees_krw": 2311.08, "pf": 0.8598, "days": 4, "trade_sequence_dd_ppt": 19.589, "exit_top": [ [ "TRAILING_STOP", 18 ], [ "STOP_LOSS", 14 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 43, "wr": 44.186, "wr_ci": [ 30.43, 58.89 ], "avg": 0.10412, "median_net": -1.50775, "sum_net_pct": 4.477, "net_pnl_krw": -13820.85, "fees_krw": 2525.31, "pf": 1.0832, "days": 3, "trade_sequence_dd_ppt": 25.512, "exit_top": [ [ "TRAILING_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 10 ] ] }, "delta_wr_pp": 1.329, "delta_avg_pnl_pp": 0.29246, "mix_effect_pp": -0.07169, "within_or_new_cell_pp": 0.36416, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.43, "last_pct": 32.56 }, { "reason": "STOP_LOSS", "first_pct": 33.33, "last_pct": 23.26 }, { "reason": "TIME_STOP", "first_pct": 2.38, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_macro", "group": "SCALP", "n": 416, "early": { "n": 208, "wr": 38.942, "wr_ci": [ 32.57, 45.71 ], "avg": -0.19353, "median_net": -0.86044, "sum_net_pct": -40.254, "net_pnl_krw": -40187.18, "fees_krw": 20768.39, "pf": 0.7265, "days": 4, "trade_sequence_dd_ppt": 48.225, "exit_top": [ [ "STOP_LOSS", 96 ], [ "TRAILING_STOP", 65 ], [ "TIME_STOP", 34 ], [ "FAST_FAIL_BREAKOUT", 13 ] ] }, "late": { "n": 208, "wr": 28.365, "wr_ci": [ 22.67, 34.84 ], "avg": -0.48551, "median_net": -1.11244, "sum_net_pct": -100.986, "net_pnl_krw": -100656.57, "fees_krw": 20722.31, "pf": 0.4276, "days": 3, "trade_sequence_dd_ppt": 103.466, "exit_top": [ [ "STOP_LOSS", 112 ], [ "TRAILING_STOP", 48 ], [ "TIME_STOP", 31 ], [ "FAST_FAIL_BREAKOUT", 17 ] ] }, "delta_wr_pp": -10.577, "delta_avg_pnl_pp": -0.29198, "mix_effect_pp": 0.06894, "within_or_new_cell_pp": -0.36093, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 31.25, "last_pct": 23.08 }, { "reason": "STOP_LOSS", "first_pct": 46.15, "last_pct": 53.85 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 6.25, "last_pct": 8.17 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__DOWN", "n": 8, "avg": 1.209 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 11, "avg": 0.758 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": 0.307 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 17, "avg": -0.875 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 25, "avg": -0.715 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 25, "avg": -0.434 } ] }, { "stage": "FORWARD", "bot": "af_volatility_expansion_v0001__smart_exit_a", "group": "ADAPTIVE", "n": 79, "early": { "n": 39, "wr": 20.513, "wr_ci": [ 10.78, 35.53 ], "avg": -1.97224, "median_net": -2.63496, "sum_net_pct": -76.918, "net_pnl_krw": -23075.26, "fees_krw": 1159.04, "pf": 0.2135, "days": 6, "trade_sequence_dd_ppt": 76.918, "exit_top": [ [ "STOP_LOSS", 20 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 40, "wr": 22.5, "wr_ci": [ 12.32, 37.5 ], "avg": -1.68768, "median_net": -2.35356, "sum_net_pct": -67.507, "net_pnl_krw": -20252.19, "fees_krw": 1190.47, "pf": 0.3615, "days": 3, "trade_sequence_dd_ppt": 86.86, "exit_top": [ [ "STOP_LOSS", 23 ], [ "TRAILING_STOP", 8 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": 1.987, "delta_avg_pnl_pp": 0.28456, "mix_effect_pp": -0.45601, "within_or_new_cell_pp": 0.68168, "effect_residual_pp": 0.05889, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 51.28, "last_pct": 57.5 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 17.95, "last_pct": 12.5 }, { "reason": "TIME_STOP", "first_pct": 15.38, "last_pct": 10.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_macro__smart_exit_a", "group": "SCALP", "n": 270, "early": { "n": 135, "wr": 28.148, "wr_ci": [ 21.25, 36.26 ], "avg": -0.27494, "median_net": -0.51996, "sum_net_pct": -37.117, "net_pnl_krw": -37099.04, "fees_krw": 13479.01, "pf": 0.5222, "days": 4, "trade_sequence_dd_ppt": 39.574, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 43 ], [ "TIME_STOP", 29 ], [ "TRAILING_STOP", 23 ], [ "STOP_LOSS", 22 ], [ "FAST_FAIL_BREAKOUT", 18 ] ] }, "late": { "n": 135, "wr": 17.037, "wr_ci": [ 11.63, 24.27 ], "avg": -0.55585, "median_net": -0.73626, "sum_net_pct": -75.04, "net_pnl_krw": -74886.66, "fees_krw": 13441.37, "pf": 0.253, "days": 3, "trade_sequence_dd_ppt": 77.442, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 53 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "STOP_LOSS", 19 ], [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 15 ] ] }, "delta_wr_pp": -11.111, "delta_avg_pnl_pp": -0.28091, "mix_effect_pp": -0.06662, "within_or_new_cell_pp": -0.21429, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.33, "last_pct": 23.7 }, { "reason": "TIME_STOP", "first_pct": 21.48, "last_pct": 11.11 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 31.85, "last_pct": 39.26 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": 0.055 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 26, "avg": -0.235 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": -0.282 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -1.103 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.728 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.691 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_micro_fast_discovery", "group": "SCALP", "n": 128, "early": { "n": 64, "wr": 42.188, "wr_ci": [ 30.87, 54.39 ], "avg": -0.16963, "median_net": -0.1, "sum_net_pct": -10.856, "net_pnl_krw": -10839.08, "fees_krw": 6392.27, "pf": 0.4311, "days": 3, "trade_sequence_dd_ppt": 11.683, "exit_top": [ [ "TAKE_PROFIT", 24 ], [ "STOP_LOSS", 21 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "late": { "n": 64, "wr": 23.438, "wr_ci": [ 14.75, 35.13 ], "avg": -0.44709, "median_net": -0.60289, "sum_net_pct": -28.614, "net_pnl_krw": -28549.51, "fees_krw": 6378.74, "pf": 0.1264, "days": 4, "trade_sequence_dd_ppt": 29.065, "exit_top": [ [ "STOP_LOSS", 32 ], [ "TAKE_PROFIT", 15 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "delta_wr_pp": -18.75, "delta_avg_pnl_pp": -0.27746, "mix_effect_pp": -0.07808, "within_or_new_cell_pp": -0.19938, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 32.81, "last_pct": 50.0 }, { "reason": "TAKE_PROFIT", "first_pct": 37.5, "last_pct": 23.44 }, { "reason": "TRAILING_STOP", "first_pct": 10.94, "last_pct": 9.38 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.324 } ] }, { "stage": "FORWARD", "bot": "elliott_wave3_core__smart_exit_a", "group": "CORE", "n": 67, "early": { "n": 33, "wr": 12.121, "wr_ci": [ 4.82, 27.33 ], "avg": -1.32167, "median_net": -1.73258, "sum_net_pct": -43.615, "net_pnl_krw": -31815.85, "fees_krw": 2734.16, "pf": 0.2366, "days": 4, "trade_sequence_dd_ppt": 44.951, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "STOP_LOSS", 10 ], [ "TRAILING_STOP", 4 ], [ "SMART_EXIT_A_FAILURE", 3 ] ] }, "late": { "n": 34, "wr": 17.647, "wr_ci": [ 8.35, 33.51 ], "avg": -1.0458, "median_net": -1.83826, "sum_net_pct": -35.557, "net_pnl_krw": -35513.91, "fees_krw": 3377.85, "pf": 0.3971, "days": 4, "trade_sequence_dd_ppt": 35.557, "exit_top": [ [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TRAILING_STOP", 6 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 5.526, "delta_avg_pnl_pp": 0.27587, "mix_effect_pp": -0.34419, "within_or_new_cell_pp": 0.57525, "effect_residual_pp": 0.04481, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 48.48, "last_pct": 32.35 }, { "reason": "TRAILING_STOP", "first_pct": 12.12, "last_pct": 17.65 }, { "reason": "STOP_LOSS", "first_pct": 30.3, "last_pct": 35.29 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_micro__smart_exit_b", "group": "SCALP", "n": 65, "early": { "n": 32, "wr": 34.375, "wr_ci": [ 20.41, 51.69 ], "avg": -0.16691, "median_net": -0.1, "sum_net_pct": -5.341, "net_pnl_krw": -5265.59, "fees_krw": 3125.82, "pf": 0.5498, "days": 4, "trade_sequence_dd_ppt": 7.791, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 23 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "STOP_LOSS", 3 ] ] }, "late": { "n": 33, "wr": 24.242, "wr_ci": [ 12.83, 41.02 ], "avg": -0.43833, "median_net": -0.36977, "sum_net_pct": -14.465, "net_pnl_krw": -14440.66, "fees_krw": 3290.71, "pf": 0.2192, "days": 3, "trade_sequence_dd_ppt": 14.465, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "TIME_STOP", 9 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, "delta_wr_pp": -10.133, "delta_avg_pnl_pp": -0.27142, "mix_effect_pp": 0.10591, "within_or_new_cell_pp": -0.37733, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 71.88, "last_pct": 39.39 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 27.27 }, { "reason": "STOP_LOSS", "first_pct": 9.38, "last_pct": 18.18 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.596 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_macro__smart_exit_b", "group": "SCALP", "n": 219, "early": { "n": 109, "wr": 38.532, "wr_ci": [ 29.93, 47.91 ], "avg": -0.26438, "median_net": -0.83628, "sum_net_pct": -28.817, "net_pnl_krw": -27308.33, "fees_krw": 10772.34, "pf": 0.6041, "days": 4, "trade_sequence_dd_ppt": 29.686, "exit_top": [ [ "STOP_LOSS", 41 ], [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "TIME_STOP", 21 ], [ "FAST_FAIL_BREAKOUT", 15 ] ] }, "late": { "n": 110, "wr": 26.364, "wr_ci": [ 19.03, 35.29 ], "avg": -0.53504, "median_net": -1.04186, "sum_net_pct": -58.855, "net_pnl_krw": -58706.26, "fees_krw": 10955.25, "pf": 0.357, "days": 3, "trade_sequence_dd_ppt": 58.855, "exit_top": [ [ "STOP_LOSS", 42 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "SMART_EXIT_B_PROFIT_LOCK", 26 ], [ "TIME_STOP", 10 ] ] }, "delta_wr_pp": -12.168, "delta_avg_pnl_pp": -0.27066, "mix_effect_pp": -0.10163, "within_or_new_cell_pp": -0.16903, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.76, "last_pct": 29.09 }, { "reason": "TIME_STOP", "first_pct": 19.27, "last_pct": 9.09 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 29.36, "last_pct": 23.64 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.34 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.37 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 14, "avg": -0.888 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.806 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 20, "avg": -0.532 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 57, "early": { "n": 28, "wr": 25.0, "wr_ci": [ 12.68, 43.36 ], "avg": -0.26205, "median_net": -0.37849, "sum_net_pct": -7.337, "net_pnl_krw": -7334.48, "fees_krw": 2796.41, "pf": 0.1662, "days": 3, "trade_sequence_dd_ppt": 7.337, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 29, "wr": 3.448, "wr_ci": [ 0.61, 17.18 ], "avg": -0.52604, "median_net": -0.50384, "sum_net_pct": -15.255, "net_pnl_krw": -15237.42, "fees_krw": 2890.38, "pf": 0.0069, "days": 4, "trade_sequence_dd_ppt": 15.255, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 12 ], [ "SMART_EXIT_C_FAILURE", 11 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -21.552, "delta_avg_pnl_pp": -0.26399, "mix_effect_pp": -0.02425, "within_or_new_cell_pp": -0.23974, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.43, "last_pct": 41.38 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 25.0, "last_pct": 13.79 }, { "reason": "TAKE_PROFIT", "first_pct": 10.71, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 90, "early": { "n": 45, "wr": 31.111, "wr_ci": [ 19.53, 45.67 ], "avg": -0.28491, "median_net": -0.41585, "sum_net_pct": -12.821, "net_pnl_krw": -12806.8, "fees_krw": 4491.21, "pf": 0.2171, "days": 3, "trade_sequence_dd_ppt": 13.631, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 13 ], [ "TAKE_PROFIT", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 45, "wr": 8.889, "wr_ci": [ 3.51, 20.73 ], "avg": -0.54085, "median_net": -0.60801, "sum_net_pct": -24.338, "net_pnl_krw": -24298.67, "fees_krw": 4483.79, "pf": 0.0571, "days": 4, "trade_sequence_dd_ppt": 24.698, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 15 ], [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TAKE_PROFIT", 6 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -22.222, "delta_avg_pnl_pp": -0.25594, "mix_effect_pp": 0.05666, "within_or_new_cell_pp": -0.3126, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 11.11, "last_pct": 26.67 }, { "reason": "TAKE_PROFIT", "first_pct": 24.44, "last_pct": 13.33 }, { "reason": "TRAILING_STOP", "first_pct": 13.33, "last_pct": 4.44 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_macro__smart_exit_a", "group": "SCALP", "n": 86, "early": { "n": 43, "wr": 30.233, "wr_ci": [ 18.6, 45.11 ], "avg": -0.3172, "median_net": -0.6233, "sum_net_pct": -13.64, "net_pnl_krw": -13626.75, "fees_krw": 4292.92, "pf": 0.4717, "days": 3, "trade_sequence_dd_ppt": 16.084, "exit_top": [ [ "TIME_STOP", 10 ], [ "STOP_LOSS", 10 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "TRAILING_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "late": { "n": 43, "wr": 16.279, "wr_ci": [ 8.12, 29.97 ], "avg": -0.57286, "median_net": -0.82735, "sum_net_pct": -24.633, "net_pnl_krw": -24578.85, "fees_krw": 4282.51, "pf": 0.2572, "days": 4, "trade_sequence_dd_ppt": 24.633, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 16 ], [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -13.954, "delta_avg_pnl_pp": -0.25566, "mix_effect_pp": 0.30497, "within_or_new_cell_pp": -0.56063, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 20.93, "last_pct": 37.21 }, { "reason": "TIME_STOP", "first_pct": 23.26, "last_pct": 9.3 }, { "reason": "TRAILING_STOP", "first_pct": 18.6, "last_pct": 11.63 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_macro__smart_exit_c", "group": "SCALP", "n": 93, "early": { "n": 46, "wr": 39.13, "wr_ci": [ 26.39, 53.54 ], "avg": -0.18903, "median_net": -0.1, "sum_net_pct": -8.696, "net_pnl_krw": -8697.17, "fees_krw": 4595.71, "pf": 0.3959, "days": 3, "trade_sequence_dd_ppt": 11.347, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 26 ], [ "SMART_EXIT_C_FAILURE", 14 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, "late": { "n": 47, "wr": 19.149, "wr_ci": [ 10.42, 32.54 ], "avg": -0.44452, "median_net": -0.42339, "sum_net_pct": -20.893, "net_pnl_krw": -20849.43, "fees_krw": 4683.9, "pf": 0.1025, "days": 4, "trade_sequence_dd_ppt": 20.893, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 21 ], [ "SMART_EXIT_C_FAILURE", 17 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_C_HARD_CAP", 4 ] ] }, "delta_wr_pp": -19.981, "delta_avg_pnl_pp": -0.25549, "mix_effect_pp": -0.00846, "within_or_new_cell_pp": -0.24703, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 56.52, "last_pct": 44.68 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 2.17, "last_pct": 8.51 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 30.43, "last_pct": 36.17 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_micro__smart_exit_b", "group": "SCALP", "n": 85, "early": { "n": 42, "wr": 30.952, "wr_ci": [ 19.07, 46.03 ], "avg": -0.25584, "median_net": -0.1, "sum_net_pct": -10.745, "net_pnl_krw": -10736.13, "fees_krw": 4191.31, "pf": 0.32, "days": 4, "trade_sequence_dd_ppt": 11.079, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 30 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 43, "wr": 34.884, "wr_ci": [ 22.42, 49.83 ], "avg": -0.50899, "median_net": -0.50466, "sum_net_pct": -21.886, "net_pnl_krw": -21829.04, "fees_krw": 4282.93, "pf": 0.1425, "days": 3, "trade_sequence_dd_ppt": 21.886, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 3.932, "delta_avg_pnl_pp": -0.25315, "mix_effect_pp": -0.03542, "within_or_new_cell_pp": -0.21773, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 14.29, "last_pct": 27.91 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 71.43, "last_pct": 58.14 }, { "reason": "STOP_LOSS", "first_pct": 11.9, "last_pct": 11.63 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.595 } ] }, { "stage": "FORWARD", "bot": "elliott_wave3_core__smart_exit_b", "group": "CORE", "n": 71, "early": { "n": 35, "wr": 37.143, "wr_ci": [ 23.17, 53.66 ], "avg": -0.64688, "median_net": -1.5007, "sum_net_pct": -22.641, "net_pnl_krw": -14415.31, "fees_krw": 2942.68, "pf": 0.4818, "days": 4, "trade_sequence_dd_ppt": 30.638, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "STOP_LOSS", 8 ] ] }, "late": { "n": 36, "wr": 41.667, "wr_ci": [ 27.14, 57.8 ], "avg": -0.39701, "median_net": -1.21415, "sum_net_pct": -14.292, "net_pnl_krw": -14263.2, "fees_krw": 3587.98, "pf": 0.6288, "days": 4, "trade_sequence_dd_ppt": 17.86, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 9 ] ] }, "delta_wr_pp": 4.524, "delta_avg_pnl_pp": 0.24987, "mix_effect_pp": -0.00011, "within_or_new_cell_pp": 0.20773, "effect_residual_pp": 0.04224, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 40.0, "last_pct": 30.56 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 37.14, "last_pct": 44.44 }, { "reason": "STOP_LOSS", "first_pct": 22.86, "last_pct": 25.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 56, "early": { "n": 28, "wr": 21.429, "wr_ci": [ 10.21, 39.54 ], "avg": -0.29194, "median_net": -0.41843, "sum_net_pct": -8.174, "net_pnl_krw": -8170.75, "fees_krw": 2795.99, "pf": 0.1774, "days": 3, "trade_sequence_dd_ppt": 8.174, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 4 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 28, "wr": 7.143, "wr_ci": [ 1.98, 22.65 ], "avg": -0.53881, "median_net": -0.49421, "sum_net_pct": -15.087, "net_pnl_krw": -15070.72, "fees_krw": 2790.87, "pf": 0.0096, "days": 4, "trade_sequence_dd_ppt": 15.087, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 12 ], [ "SMART_EXIT_A_FAILURE", 10 ], [ "TIME_STOP", 3 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": -14.286, "delta_avg_pnl_pp": -0.24687, "mix_effect_pp": -0.00955, "within_or_new_cell_pp": -0.23733, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.43, "last_pct": 42.86 }, { "reason": "TAKE_PROFIT", "first_pct": 14.29, "last_pct": 0.0 }, { "reason": "TRAILING_STOP", "first_pct": 14.29, "last_pct": 7.14 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 51, "early": { "n": 25, "wr": 28.0, "wr_ci": [ 14.28, 47.58 ], "avg": -0.26508, "median_net": -0.37733, "sum_net_pct": -6.627, "net_pnl_krw": -6622.09, "fees_krw": 2496.32, "pf": 0.184, "days": 3, "trade_sequence_dd_ppt": 6.627, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "TRAILING_STOP", 5 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 3 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 26, "wr": 15.385, "wr_ci": [ 6.15, 33.53 ], "avg": -0.51017, "median_net": -0.52863, "sum_net_pct": -13.264, "net_pnl_krw": -13250.71, "fees_krw": 2591.84, "pf": 0.0278, "days": 4, "trade_sequence_dd_ppt": 13.264, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, "delta_wr_pp": -12.615, "delta_avg_pnl_pp": -0.24509, "mix_effect_pp": -0.0136, "within_or_new_cell_pp": -0.23149, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 20.0, "last_pct": 34.62 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.0, "last_pct": 42.31 }, { "reason": "TRAILING_STOP", "first_pct": 20.0, "last_pct": 7.69 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 51, "early": { "n": 25, "wr": 44.0, "wr_ci": [ 26.67, 62.93 ], "avg": -0.22972, "median_net": -0.1, "sum_net_pct": -5.743, "net_pnl_krw": -5739.68, "fees_krw": 2496.76, "pf": 0.2038, "days": 3, "trade_sequence_dd_ppt": 5.743, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 11 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 26, "wr": 7.692, "wr_ci": [ 2.14, 24.14 ], "avg": -0.47177, "median_net": -0.54422, "sum_net_pct": -12.266, "net_pnl_krw": -12254.37, "fees_krw": 2592.34, "pf": 0.0243, "days": 4, "trade_sequence_dd_ppt": 12.266, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 13 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, "delta_wr_pp": -36.308, "delta_avg_pnl_pp": -0.24205, "mix_effect_pp": 0.04019, "within_or_new_cell_pp": -0.28224, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 44.0, "last_pct": 23.08 }, { "reason": "STOP_LOSS", "first_pct": 0.0, "last_pct": 15.38 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 36.0, "last_pct": 50.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_macro__smart_exit_a", "group": "SCALP", "n": 80, "early": { "n": 40, "wr": 20.0, "wr_ci": [ 10.5, 34.76 ], "avg": -0.2305, "median_net": -0.49945, "sum_net_pct": -9.22, "net_pnl_krw": -8881.64, "fees_krw": 3922.98, "pf": 0.5736, "days": 3, "trade_sequence_dd_ppt": 9.22, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 21 ], [ "TIME_STOP", 6 ], [ "TRAILING_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "STOP_LOSS", 3 ] ] }, "late": { "n": 40, "wr": 17.5, "wr_ci": [ 8.75, 31.95 ], "avg": -0.4687, "median_net": -0.51664, "sum_net_pct": -18.748, "net_pnl_krw": -18697.34, "fees_krw": 3985.3, "pf": 0.1752, "days": 3, "trade_sequence_dd_ppt": 18.748, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 17 ], [ "TIME_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": -2.5, "delta_avg_pnl_pp": -0.2382, "mix_effect_pp": 0.27825, "within_or_new_cell_pp": -0.51646, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 15.0, "last_pct": 27.5 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 52.5, "last_pct": 42.5 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 12.5, "last_pct": 22.5 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_micro__smart_exit_b", "group": "SCALP", "n": 209, "early": { "n": 104, "wr": 29.808, "wr_ci": [ 21.86, 39.19 ], "avg": -0.29222, "median_net": -0.1, "sum_net_pct": -30.391, "net_pnl_krw": -29468.91, "fees_krw": 10301.41, "pf": 0.2177, "days": 4, "trade_sequence_dd_ppt": 30.649, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 71 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 105, "wr": 30.476, "wr_ci": [ 22.49, 39.84 ], "avg": -0.52913, "median_net": -0.52897, "sum_net_pct": -55.558, "net_pnl_krw": -55431.28, "fees_krw": 10458.28, "pf": 0.1588, "days": 3, "trade_sequence_dd_ppt": 55.558, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 53 ], [ "FAST_FAIL_BREAKOUT", 31 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": 0.668, "delta_avg_pnl_pp": -0.23691, "mix_effect_pp": 0.01644, "within_or_new_cell_pp": -0.25335, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 68.27, "last_pct": 50.48 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 19.23, "last_pct": 29.52 }, { "reason": "STOP_LOSS", "first_pct": 10.58, "last_pct": 17.14 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.261 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.388 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.412 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.886 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 20, "avg": -0.641 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.608 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_micro__smart_exit_c", "group": "SCALP", "n": 131, "early": { "n": 65, "wr": 40.0, "wr_ci": [ 28.97, 52.14 ], "avg": -0.24207, "median_net": -0.42242, "sum_net_pct": -15.735, "net_pnl_krw": -15686.85, "fees_krw": 6449.96, "pf": 0.3535, "days": 4, "trade_sequence_dd_ppt": 16.699, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 30 ], [ "SMART_EXIT_C_FAILURE", 29 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 66, "wr": 22.727, "wr_ci": [ 14.29, 34.17 ], "avg": -0.47803, "median_net": -0.53927, "sum_net_pct": -31.55, "net_pnl_krw": -31483.13, "fees_krw": 6576.21, "pf": 0.1714, "days": 3, "trade_sequence_dd_ppt": 31.55, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 35 ], [ "SMART_EXIT_C_PROFIT_LOCK", 22 ], [ "SMART_EXIT_C_HARD_CAP", 9 ] ] }, "delta_wr_pp": -17.273, "delta_avg_pnl_pp": -0.23596, "mix_effect_pp": -0.00635, "within_or_new_cell_pp": -0.22961, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 46.15, "last_pct": 33.33 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 44.62, "last_pct": 53.03 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 6.15, "last_pct": 13.64 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.471 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "bottom_impulse_first_rebreak__smart_exit_b", "group": "CORE", "n": 57, "early": { "n": 28, "wr": 53.571, "wr_ci": [ 35.81, 70.47 ], "avg": -0.20224, "median_net": 0.56331, "sum_net_pct": -5.663, "net_pnl_krw": -2974.77, "fees_krw": 2257.64, "pf": 0.7393, "days": 5, "trade_sequence_dd_ppt": 8.589, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 29, "wr": 44.828, "wr_ci": [ 28.41, 62.45 ], "avg": -0.43575, "median_net": -0.77916, "sum_net_pct": -12.637, "net_pnl_krw": -12592.09, "fees_krw": 2888.1, "pf": 0.4636, "days": 3, "trade_sequence_dd_ppt": 16.919, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 14 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -8.743, "delta_avg_pnl_pp": -0.23351, "mix_effect_pp": -0.31609, "within_or_new_cell_pp": 0.03901, "effect_residual_pp": 0.04356, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 25.0, "last_pct": 48.28 }, { "reason": "STOP_LOSS", "first_pct": 10.71, "last_pct": 0.0 }, { "reason": "TIME_STOP", "first_pct": 10.71, "last_pct": 3.45 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 132, "early": { "n": 66, "wr": 31.818, "wr_ci": [ 21.85, 43.79 ], "avg": -0.26384, "median_net": -0.13038, "sum_net_pct": -17.413, "net_pnl_krw": -17406.52, "fees_krw": 6591.17, "pf": 0.2594, "days": 3, "trade_sequence_dd_ppt": 18.326, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 23 ], [ "STOP_LOSS", 21 ], [ "TAKE_PROFIT", 13 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, "late": { "n": 66, "wr": 19.697, "wr_ci": [ 11.89, 30.84 ], "avg": -0.4968, "median_net": -0.61533, "sum_net_pct": -32.789, "net_pnl_krw": -32729.85, "fees_krw": 6576.46, "pf": 0.094, "days": 4, "trade_sequence_dd_ppt": 32.789, "exit_top": [ [ "STOP_LOSS", 35 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "delta_wr_pp": -12.121, "delta_avg_pnl_pp": -0.23296, "mix_effect_pp": -0.03219, "within_or_new_cell_pp": -0.20077, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 31.82, "last_pct": 53.03 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 34.85, "last_pct": 22.73 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.64, "last_pct": 4.55 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 15, "avg": -0.265 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_macro__smart_exit_a", "group": "SCALP", "n": 185, "early": { "n": 92, "wr": 35.87, "wr_ci": [ 26.82, 46.05 ], "avg": -0.19065, "median_net": -0.5591, "sum_net_pct": -17.54, "net_pnl_krw": -18015.45, "fees_krw": 9148.8, "pf": 0.6773, "days": 3, "trade_sequence_dd_ppt": 23.527, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 28 ], [ "TRAILING_STOP", 25 ], [ "STOP_LOSS", 23 ], [ "TIME_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "late": { "n": 93, "wr": 22.581, "wr_ci": [ 15.27, 32.07 ], "avg": -0.42199, "median_net": -0.7373, "sum_net_pct": -39.245, "net_pnl_krw": -39125.22, "fees_krw": 9269.55, "pf": 0.4077, "days": 4, "trade_sequence_dd_ppt": 40.463, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 35 ], [ "STOP_LOSS", 27 ], [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, "delta_wr_pp": -13.289, "delta_avg_pnl_pp": -0.23134, "mix_effect_pp": 0.01017, "within_or_new_cell_pp": -0.24151, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 27.17, "last_pct": 17.2 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 30.43, "last_pct": 37.63 }, { "reason": "STOP_LOSS", "first_pct": 25.0, "last_pct": 29.03 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.086 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.765 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.273 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.023 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_macro", "group": "SCALP", "n": 352, "early": { "n": 176, "wr": 37.5, "wr_ci": [ 30.69, 44.85 ], "avg": -0.27779, "median_net": -0.90219, "sum_net_pct": -48.892, "net_pnl_krw": -48832.4, "fees_krw": 17569.07, "pf": 0.5956, "days": 4, "trade_sequence_dd_ppt": 53.987, "exit_top": [ [ "STOP_LOSS", 59 ], [ "TRAILING_STOP", 49 ], [ "FAST_FAIL_BREAKOUT", 43 ], [ "TIME_STOP", 25 ] ] }, "late": { "n": 176, "wr": 25.0, "wr_ci": [ 19.18, 31.89 ], "avg": -0.50833, "median_net": -0.96856, "sum_net_pct": -89.466, "net_pnl_krw": -89248.45, "fees_krw": 17531.17, "pf": 0.3996, "days": 3, "trade_sequence_dd_ppt": 89.466, "exit_top": [ [ "STOP_LOSS", 68 ], [ "FAST_FAIL_BREAKOUT", 50 ], [ "TRAILING_STOP", 36 ], [ "TIME_STOP", 22 ] ] }, "delta_wr_pp": -12.5, "delta_avg_pnl_pp": -0.23054, "mix_effect_pp": -0.13865, "within_or_new_cell_pp": -0.09188, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 27.84, "last_pct": 20.45 }, { "reason": "STOP_LOSS", "first_pct": 33.52, "last_pct": 38.64 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.43, "last_pct": 28.41 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__DOWN", "n": 12, "avg": 0.121 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.008 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 8, "avg": -0.056 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 18, "avg": -0.961 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.886 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 13, "avg": -0.881 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_mean_reversion_macro", "group": "SCALP", "n": 185, "early": { "n": 92, "wr": 30.435, "wr_ci": [ 21.97, 40.46 ], "avg": -0.21371, "median_net": -0.53206, "sum_net_pct": -19.662, "net_pnl_krw": -19652.59, "fees_krw": 9191.08, "pf": 0.5223, "days": 3, "trade_sequence_dd_ppt": 20.975, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 42 ], [ "TRAILING_STOP", 23 ], [ "STOP_LOSS", 19 ], [ "TIME_STOP", 8 ] ] }, "late": { "n": 93, "wr": 18.28, "wr_ci": [ 11.74, 27.34 ], "avg": -0.44227, "median_net": -0.60226, "sum_net_pct": -41.131, "net_pnl_krw": -41057.48, "fees_krw": 9272.65, "pf": 0.1922, "days": 4, "trade_sequence_dd_ppt": 41.131, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 51 ], [ "STOP_LOSS", 19 ], [ "TIME_STOP", 13 ], [ "TRAILING_STOP", 10 ] ] }, "delta_wr_pp": -12.155, "delta_avg_pnl_pp": -0.22856, "mix_effect_pp": -0.15961, "within_or_new_cell_pp": -0.06895, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 25.0, "last_pct": 10.75 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 45.65, "last_pct": 54.84 }, { "reason": "TIME_STOP", "first_pct": 8.7, "last_pct": 13.98 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.056 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.186 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.648 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 16, "avg": -0.637 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.408 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 69, "early": { "n": 34, "wr": 23.529, "wr_ci": [ 12.44, 40.0 ], "avg": -0.25564, "median_net": -0.26233, "sum_net_pct": -8.692, "net_pnl_krw": -8684.48, "fees_krw": 3395.33, "pf": 0.1556, "days": 3, "trade_sequence_dd_ppt": 8.692, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "SMART_EXIT_C_FAILURE", 10 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "late": { "n": 35, "wr": 14.286, "wr_ci": [ 6.26, 29.38 ], "avg": -0.48054, "median_net": -0.51047, "sum_net_pct": -16.819, "net_pnl_krw": -16795.3, "fees_krw": 3488.46, "pf": 0.0666, "days": 4, "trade_sequence_dd_ppt": 17.391, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 14 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -9.243, "delta_avg_pnl_pp": -0.2249, "mix_effect_pp": -0.04509, "within_or_new_cell_pp": -0.1798, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 11.76, "last_pct": 40.0 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 44.12, "last_pct": 17.14 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 5.88, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_pullback_reclaim_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 116, "early": { "n": 58, "wr": 44.828, "wr_ci": [ 32.75, 57.55 ], "avg": -0.54846, "median_net": -0.1, "sum_net_pct": -31.81, "net_pnl_krw": -9543.12, "fees_krw": 1736.1, "pf": 0.4442, "days": 5, "trade_sequence_dd_ppt": 37.926, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 30 ], [ "STOP_LOSS", 22 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 58, "wr": 44.828, "wr_ci": [ 32.75, 57.55 ], "avg": -0.32388, "median_net": -0.1, "sum_net_pct": -18.785, "net_pnl_krw": -5635.52, "fees_krw": 1738.05, "pf": 0.5369, "days": 3, "trade_sequence_dd_ppt": 21.382, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 34 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": 0.0, "delta_avg_pnl_pp": 0.22458, "mix_effect_pp": -0.53426, "within_or_new_cell_pp": 0.71961, "effect_residual_pp": 0.03923, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 51.72, "last_pct": 58.62 }, { "reason": "TIME_STOP", "first_pct": 10.34, "last_pct": 6.9 }, { "reason": "STOP_LOSS", "first_pct": 37.93, "last_pct": 34.48 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.989 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.564 } ] }, { "stage": "FORWARD", "bot": "runner_elevated_liquidity__smart_entry", "group": "CORE", "n": 93, "early": { "n": 46, "wr": 43.478, "wr_ci": [ 30.21, 57.75 ], "avg": 0.18572, "median_net": -0.87383, "sum_net_pct": 8.543, "net_pnl_krw": -5215.34, "fees_krw": 2765.86, "pf": 1.1825, "days": 4, "trade_sequence_dd_ppt": 19.196, "exit_top": [ [ "TRAILING_STOP", 15 ], [ "TIME_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 8 ] ] }, "late": { "n": 47, "wr": 42.553, "wr_ci": [ 29.51, 56.72 ], "avg": -0.03404, "median_net": -1.40169, "sum_net_pct": -1.6, "net_pnl_krw": -13934.94, "fees_krw": 2786.95, "pf": 0.9747, "days": 3, "trade_sequence_dd_ppt": 22.356, "exit_top": [ [ "TRAILING_STOP", 20 ], [ "STOP_LOSS", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -0.925, "delta_avg_pnl_pp": -0.21976, "mix_effect_pp": -0.18172, "within_or_new_cell_pp": -0.03804, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 28.26, "last_pct": 8.51 }, { "reason": "STOP_LOSS", "first_pct": 17.39, "last_pct": 27.66 }, { "reason": "TRAILING_STOP", "first_pct": 32.61, "last_pct": 42.55 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_macro__smart_exit_a", "group": "SCALP", "n": 118, "early": { "n": 59, "wr": 40.678, "wr_ci": [ 29.09, 53.41 ], "avg": -0.11548, "median_net": -0.60389, "sum_net_pct": -6.813, "net_pnl_krw": -6804.12, "fees_krw": 5895.32, "pf": 0.7942, "days": 3, "trade_sequence_dd_ppt": 14.927, "exit_top": [ [ "TIME_STOP", 18 ], [ "STOP_LOSS", 16 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 12 ] ] }, "late": { "n": 59, "wr": 28.814, "wr_ci": [ 18.84, 41.38 ], "avg": -0.33392, "median_net": -0.81906, "sum_net_pct": -19.701, "net_pnl_krw": -19687.22, "fees_krw": 5885.73, "pf": 0.4697, "days": 4, "trade_sequence_dd_ppt": 19.701, "exit_top": [ [ "TIME_STOP", 21 ], [ "STOP_LOSS", 17 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TRAILING_STOP", 10 ] ] }, "delta_wr_pp": -11.864, "delta_avg_pnl_pp": -0.21844, "mix_effect_pp": 0.09265, "within_or_new_cell_pp": -0.31108, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 22.03, "last_pct": 16.95 }, { "reason": "TIME_STOP", "first_pct": 30.51, "last_pct": 35.59 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.34, "last_pct": 18.64 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": 0.425 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.457 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.73 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_micro__smart_exit_c", "group": "SCALP", "n": 197, "early": { "n": 98, "wr": 34.694, "wr_ci": [ 26.01, 44.53 ], "avg": -0.32169, "median_net": -1.06966, "sum_net_pct": -31.525, "net_pnl_krw": -31484.32, "fees_krw": 9778.81, "pf": 0.572, "days": 4, "trade_sequence_dd_ppt": 33.839, "exit_top": [ [ "STOP_LOSS", 39 ], [ "SMART_EXIT_C_PROFIT_LOCK", 32 ], [ "SMART_EXIT_C_FAILURE", 10 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 8 ] ] }, "late": { "n": 99, "wr": 25.253, "wr_ci": [ 17.73, 34.62 ], "avg": -0.53992, "median_net": -1.09825, "sum_net_pct": -53.452, "net_pnl_krw": -53342.31, "fees_krw": 9862.6, "pf": 0.3455, "days": 3, "trade_sequence_dd_ppt": 53.942, "exit_top": [ [ "STOP_LOSS", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 20 ], [ "TIME_STOP", 19 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "FAST_FAIL_BREAKOUT", 11 ] ] }, "delta_wr_pp": -9.441, "delta_avg_pnl_pp": -0.21823, "mix_effect_pp": -0.06672, "within_or_new_cell_pp": -0.15152, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 32.65, "last_pct": 20.2 }, { "reason": "TIME_STOP", "first_pct": 9.18, "last_pct": 19.19 }, { "reason": "STOP_LOSS", "first_pct": 39.8, "last_pct": 34.34 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.405 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.505 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -1.044 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 22, "avg": -0.891 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 12, "avg": -0.365 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": 0.347 } ] }, { "stage": "FORWARD", "bot": "af_relative_strength_rotation_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 217, "early": { "n": 108, "wr": 55.556, "wr_ci": [ 46.15, 64.58 ], "avg": -0.4416, "median_net": 0.14326, "sum_net_pct": -47.693, "net_pnl_krw": -14307.8, "fees_krw": 3234.46, "pf": 0.4708, "days": 5, "trade_sequence_dd_ppt": 53.038, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 71 ], [ "STOP_LOSS", 33 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 109, "wr": 53.211, "wr_ci": [ 43.89, 62.31 ], "avg": -0.22379, "median_net": 0.09026, "sum_net_pct": -24.393, "net_pnl_krw": -7318.01, "fees_krw": 3267.97, "pf": 0.6936, "days": 4, "trade_sequence_dd_ppt": 31.604, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 75 ], [ "STOP_LOSS", 33 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -2.345, "delta_avg_pnl_pp": 0.21781, "mix_effect_pp": -0.06037, "within_or_new_cell_pp": 0.22958, "effect_residual_pp": 0.0486, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 65.74, "last_pct": 68.81 }, { "reason": "TIME_STOP", "first_pct": 3.7, "last_pct": 0.92 }, { "reason": "STOP_LOSS", "first_pct": 30.56, "last_pct": 30.28 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 15, "avg": 0.07 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.188 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 11, "avg": -1.065 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.664 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 15, "avg": -0.392 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": 0.125 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_macro__smart_exit_b", "group": "SCALP", "n": 117, "early": { "n": 58, "wr": 51.724, "wr_ci": [ 39.16, 64.07 ], "avg": -0.1443, "median_net": 0.00267, "sum_net_pct": -8.369, "net_pnl_krw": -8362.32, "fees_krw": 5796.06, "pf": 0.5748, "days": 3, "trade_sequence_dd_ppt": 11.454, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 40 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 8 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 59, "wr": 38.983, "wr_ci": [ 27.58, 51.73 ], "avg": -0.35977, "median_net": -0.1, "sum_net_pct": -21.226, "net_pnl_krw": -21182.09, "fees_krw": 5882.95, "pf": 0.2705, "days": 4, "trade_sequence_dd_ppt": 21.562, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 37 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -12.741, "delta_avg_pnl_pp": -0.21547, "mix_effect_pp": -0.06146, "within_or_new_cell_pp": -0.15401, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.52, "last_pct": 23.73 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 68.97, "last_pct": 62.71 }, { "reason": "STOP_LOSS", "first_pct": 13.79, "last_pct": 11.86 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.177 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.374 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_lower_wick_reversal_micro", "group": "SCALP", "n": 408, "early": { "n": 204, "wr": 28.431, "wr_ci": [ 22.68, 34.98 ], "avg": -0.21954, "median_net": -0.52594, "sum_net_pct": -44.787, "net_pnl_krw": -44741.19, "fees_krw": 20374.66, "pf": 0.506, "days": 4, "trade_sequence_dd_ppt": 46.923, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 78 ], [ "TRAILING_STOP", 47 ], [ "STOP_LOSS", 47 ], [ "TIME_STOP", 32 ] ] }, "late": { "n": 204, "wr": 21.078, "wr_ci": [ 16.04, 27.18 ], "avg": -0.43, "median_net": -0.60865, "sum_net_pct": -87.72, "net_pnl_krw": -87494.91, "fees_krw": 20332.78, "pf": 0.1992, "days": 3, "trade_sequence_dd_ppt": 87.725, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 94 ], [ "STOP_LOSS", 45 ], [ "TIME_STOP", 37 ], [ "TRAILING_STOP", 28 ] ] }, "delta_wr_pp": -7.353, "delta_avg_pnl_pp": -0.21046, "mix_effect_pp": 0.01437, "within_or_new_cell_pp": -0.22483, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 23.04, "last_pct": 13.73 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 38.24, "last_pct": 46.08 }, { "reason": "TIME_STOP", "first_pct": 15.69, "last_pct": 18.14 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": 0.077 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 12, "avg": 0.004 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 10, "avg": -0.033 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 20, "avg": -0.688 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 13, "avg": -0.664 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 19, "avg": -0.5 } ] }, { "stage": "FORWARD", "bot": "af_six_pct_upside_prediction_v0001__smart_exit_a", "group": "ADAPTIVE", "n": 61, "early": { "n": 30, "wr": 23.333, "wr_ci": [ 11.79, 40.93 ], "avg": -0.46673, "median_net": -1.70146, "sum_net_pct": -14.002, "net_pnl_krw": 1916.85, "fees_krw": 1741.83, "pf": 0.7499, "days": 4, "trade_sequence_dd_ppt": 19.795, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 18 ], [ "TAKE_PROFIT", 7 ], [ "TIME_STOP", 4 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 31, "wr": 29.032, "wr_ci": [ 16.1, 46.59 ], "avg": -0.67465, "median_net": -1.72447, "sum_net_pct": -20.914, "net_pnl_krw": -20862.21, "fees_krw": 3083.96, "pf": 0.6209, "days": 5, "trade_sequence_dd_ppt": 31.171, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 16 ], [ "TIME_STOP", 8 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 2 ] ] }, "delta_wr_pp": 5.699, "delta_avg_pnl_pp": -0.20792, "mix_effect_pp": -0.34441, "within_or_new_cell_pp": -0.21659, "effect_residual_pp": 0.35308, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.33, "last_pct": 25.81 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 60.0, "last_pct": 51.61 }, { "reason": "TAKE_PROFIT", "first_pct": 23.33, "last_pct": 16.13 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_micro__smart_exit_a", "group": "SCALP", "n": 120, "early": { "n": 60, "wr": 18.333, "wr_ci": [ 10.56, 29.92 ], "avg": -0.549, "median_net": -0.8136, "sum_net_pct": -32.94, "net_pnl_krw": -32877.25, "fees_krw": 5977.49, "pf": 0.2492, "days": 4, "trade_sequence_dd_ppt": 33.472, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 18 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 13 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 60, "wr": 23.333, "wr_ci": [ 14.44, 35.44 ], "avg": -0.3413, "median_net": -0.73649, "sum_net_pct": -20.478, "net_pnl_krw": -20463.0, "fees_krw": 5981.01, "pf": 0.4931, "days": 3, "trade_sequence_dd_ppt": 20.478, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 19 ], [ "SMART_EXIT_A_FAILURE", 15 ], [ "TRAILING_STOP", 13 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 6 ] ] }, "delta_wr_pp": 5.0, "delta_avg_pnl_pp": 0.2077, "mix_effect_pp": -0.1035, "within_or_new_cell_pp": 0.3112, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 21.67, "last_pct": 11.67 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 23.33, "last_pct": 31.67 }, { "reason": "TRAILING_STOP", "first_pct": 15.0, "last_pct": 21.67 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.624 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.361 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__continuation_hold", "group": "SCALP", "n": 240, "early": { "n": 120, "wr": 14.167, "wr_ci": [ 9.04, 21.52 ], "avg": -0.59663, "median_net": -0.90508, "sum_net_pct": -71.596, "net_pnl_krw": -71513.82, "fees_krw": 11955.22, "pf": 0.2792, "days": 4, "trade_sequence_dd_ppt": 73.552, "exit_top": [ [ "STOP_LOSS", 98 ], [ "TRAILING_STOP", 17 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, "late": { "n": 120, "wr": 25.0, "wr_ci": [ 18.11, 33.44 ], "avg": -0.39063, "median_net": -0.88701, "sum_net_pct": -46.875, "net_pnl_krw": -46732.97, "fees_krw": 11955.9, "pf": 0.4932, "days": 3, "trade_sequence_dd_ppt": 52.196, "exit_top": [ [ "STOP_LOSS", 90 ], [ "TRAILING_STOP", 25 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": 10.833, "delta_avg_pnl_pp": 0.206, "mix_effect_pp": 0.01663, "within_or_new_cell_pp": 0.18937, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 14.17, "last_pct": 20.83 }, { "reason": "STOP_LOSS", "first_pct": 81.67, "last_pct": 75.0 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 4.17, "last_pct": 0.83 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 12, "avg": -0.559 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.609 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": -0.744 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.997 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 17, "avg": -0.825 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.446 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__acceptance_confirmed", "group": "SCALP", "n": 273, "early": { "n": 136, "wr": 30.147, "wr_ci": [ 23.07, 38.32 ], "avg": -0.28139, "median_net": -0.57146, "sum_net_pct": -38.269, "net_pnl_krw": -38176.35, "fees_krw": 13569.58, "pf": 0.4474, "days": 4, "trade_sequence_dd_ppt": 38.269, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 67 ], [ "TRAILING_STOP", 34 ], [ "STOP_LOSS", 24 ], [ "TIME_STOP", 11 ] ] }, "late": { "n": 137, "wr": 18.248, "wr_ci": [ 12.68, 25.55 ], "avg": -0.48709, "median_net": -0.63307, "sum_net_pct": -66.731, "net_pnl_krw": -66577.83, "fees_krw": 13650.52, "pf": 0.2393, "days": 3, "trade_sequence_dd_ppt": 66.91, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 65 ], [ "TRAILING_STOP", 29 ], [ "STOP_LOSS", 29 ], [ "TIME_STOP", 14 ] ] }, "delta_wr_pp": -11.899, "delta_avg_pnl_pp": -0.2057, "mix_effect_pp": -0.05971, "within_or_new_cell_pp": -0.14598, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 25.0, "last_pct": 21.17 }, { "reason": "STOP_LOSS", "first_pct": 17.65, "last_pct": 21.17 }, { "reason": "TIME_STOP", "first_pct": 8.09, "last_pct": 10.22 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 15, "avg": 0.108 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 10, "avg": -0.049 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 8, "avg": -0.351 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.804 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -0.635 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.485 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_macro_fast_discovery", "group": "SCALP", "n": 92, "early": { "n": 46, "wr": 32.609, "wr_ci": [ 20.87, 47.03 ], "avg": -0.25131, "median_net": -0.50865, "sum_net_pct": -11.56, "net_pnl_krw": -11551.92, "fees_krw": 4594.01, "pf": 0.3528, "days": 3, "trade_sequence_dd_ppt": 13.771, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "TAKE_PROFIT", 15 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 4 ] ] }, "late": { "n": 46, "wr": 19.565, "wr_ci": [ 10.65, 33.17 ], "avg": -0.45663, "median_net": -0.55335, "sum_net_pct": -21.005, "net_pnl_krw": -20963.18, "fees_krw": 4584.58, "pf": 0.0946, "days": 4, "trade_sequence_dd_ppt": 21.131, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 20 ], [ "TAKE_PROFIT", 11 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -13.044, "delta_avg_pnl_pp": -0.20532, "mix_effect_pp": 0.07338, "within_or_new_cell_pp": -0.2787, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 32.61, "last_pct": 23.91 }, { "reason": "STOP_LOSS", "first_pct": 10.87, "last_pct": 15.22 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 39.13, "last_pct": 43.48 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": 0.405 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.508 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 132, "early": { "n": 66, "wr": 30.303, "wr_ci": [ 20.55, 42.22 ], "avg": -0.25782, "median_net": -0.39169, "sum_net_pct": -17.016, "net_pnl_krw": -17008.03, "fees_krw": 6591.37, "pf": 0.2607, "days": 3, "trade_sequence_dd_ppt": 17.76, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 18 ], [ "SMART_EXIT_C_FAILURE", 17 ], [ "TAKE_PROFIT", 13 ], [ "SMART_EXIT_C_HARD_CAP", 11 ], [ "FAST_FAIL_BREAKOUT", 7 ] ] }, "late": { "n": 66, "wr": 19.697, "wr_ci": [ 11.89, 30.84 ], "avg": -0.46146, "median_net": -0.51843, "sum_net_pct": -30.456, "net_pnl_krw": -30396.82, "fees_krw": 6577.63, "pf": 0.0934, "days": 4, "trade_sequence_dd_ppt": 30.456, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 23 ], [ "SMART_EXIT_C_FAILURE", 17 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "TAKE_PROFIT", 10 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -10.606, "delta_avg_pnl_pp": -0.20364, "mix_effect_pp": -0.03099, "within_or_new_cell_pp": -0.17265, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 16.67, "last_pct": 34.85 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 10.61, "last_pct": 3.03 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 27.27, "last_pct": 19.7 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 15, "avg": -0.292 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_entry_b__smart_exit_b", "group": "CORE", "n": 130, "early": { "n": 65, "wr": 40.0, "wr_ci": [ 28.97, 52.14 ], "avg": -0.25128, "median_net": -0.1, "sum_net_pct": -16.333, "net_pnl_krw": -8266.59, "fees_krw": 2180.3, "pf": 0.4014, "days": 6, "trade_sequence_dd_ppt": 18.042, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 44 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 7 ], [ "TAKE_PROFIT", 6 ] ] }, "late": { "n": 65, "wr": 27.692, "wr_ci": [ 18.29, 39.58 ], "avg": -0.45285, "median_net": -0.53894, "sum_net_pct": -29.435, "net_pnl_krw": -17367.92, "fees_krw": 2848.07, "pf": 0.1996, "days": 3, "trade_sequence_dd_ppt": 29.435, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 39 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -12.308, "delta_avg_pnl_pp": -0.20157, "mix_effect_pp": -0.15008, "within_or_new_cell_pp": -0.08377, "effect_residual_pp": 0.03228, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 67.69, "last_pct": 60.0 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 12.31, "last_pct": 18.46 }, { "reason": "STOP_LOSS", "first_pct": 10.77, "last_pct": 13.85 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.255 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 13, "avg": -0.553 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_macro_fast_discovery", "group": "SCALP", "n": 117, "early": { "n": 58, "wr": 41.379, "wr_ci": [ 29.63, 54.2 ], "avg": -0.23491, "median_net": -0.1, "sum_net_pct": -13.625, "net_pnl_krw": -13601.13, "fees_krw": 5791.08, "pf": 0.3712, "days": 3, "trade_sequence_dd_ppt": 15.159, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TAKE_PROFIT", 20 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "late": { "n": 59, "wr": 27.119, "wr_ci": [ 17.44, 39.6 ], "avg": -0.43351, "median_net": -0.60801, "sum_net_pct": -25.577, "net_pnl_krw": -25531.17, "fees_krw": 5881.83, "pf": 0.1673, "days": 4, "trade_sequence_dd_ppt": 26.018, "exit_top": [ [ "STOP_LOSS", 31 ], [ "TAKE_PROFIT", 15 ], [ "TIME_STOP", 6 ], [ "TRAILING_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "delta_wr_pp": -14.26, "delta_avg_pnl_pp": -0.1986, "mix_effect_pp": -0.07714, "within_or_new_cell_pp": -0.12146, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 41.38, "last_pct": 52.54 }, { "reason": "TAKE_PROFIT", "first_pct": 34.48, "last_pct": 25.42 }, { "reason": "TRAILING_STOP", "first_pct": 10.34, "last_pct": 6.78 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.311 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 126, "early": { "n": 63, "wr": 28.571, "wr_ci": [ 18.9, 40.7 ], "avg": -0.22342, "median_net": -0.1, "sum_net_pct": -14.076, "net_pnl_krw": -14056.07, "fees_krw": 6290.87, "pf": 0.222, "days": 3, "trade_sequence_dd_ppt": 14.076, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "STOP_LOSS", 20 ], [ "TAKE_PROFIT", 11 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "late": { "n": 63, "wr": 20.635, "wr_ci": [ 12.48, 32.17 ], "avg": -0.42157, "median_net": -0.60226, "sum_net_pct": -26.559, "net_pnl_krw": -26514.41, "fees_krw": 6281.54, "pf": 0.1038, "days": 4, "trade_sequence_dd_ppt": 26.951, "exit_top": [ [ "STOP_LOSS", 33 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": -7.936, "delta_avg_pnl_pp": -0.19815, "mix_effect_pp": -0.07889, "within_or_new_cell_pp": -0.11926, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 31.75, "last_pct": 52.38 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 39.68, "last_pct": 25.4 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 4.76, "last_pct": 1.59 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.418 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_micro__smart_exit_a", "group": "SCALP", "n": 143, "early": { "n": 71, "wr": 21.127, "wr_ci": [ 13.24, 31.98 ], "avg": -0.33775, "median_net": -0.54501, "sum_net_pct": -23.98, "net_pnl_krw": -23965.34, "fees_krw": 7083.6, "pf": 0.388, "days": 4, "trade_sequence_dd_ppt": 27.348, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 42 ], [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "late": { "n": 72, "wr": 13.889, "wr_ci": [ 7.72, 23.71 ], "avg": -0.53586, "median_net": -0.62779, "sum_net_pct": -38.582, "net_pnl_krw": -38522.72, "fees_krw": 7173.94, "pf": 0.2363, "days": 3, "trade_sequence_dd_ppt": 38.582, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 43 ], [ "STOP_LOSS", 15 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": -7.238, "delta_avg_pnl_pp": -0.19811, "mix_effect_pp": -0.03096, "within_or_new_cell_pp": -0.16716, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 21.13, "last_pct": 12.5 }, { "reason": "STOP_LOSS", "first_pct": 12.68, "last_pct": 20.83 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 59.15, "last_pct": 59.72 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.441 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -0.538 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_macro__smart_exit_a", "group": "SCALP", "n": 243, "early": { "n": 121, "wr": 34.711, "wr_ci": [ 26.82, 43.55 ], "avg": -0.25888, "median_net": -0.75613, "sum_net_pct": -31.325, "net_pnl_krw": -30135.65, "fees_krw": 11971.46, "pf": 0.6108, "days": 4, "trade_sequence_dd_ppt": 32.764, "exit_top": [ [ "STOP_LOSS", 39 ], [ "TRAILING_STOP", 31 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "TIME_STOP", 17 ], [ "SMART_EXIT_A_FAILURE", 16 ] ] }, "late": { "n": 122, "wr": 26.23, "wr_ci": [ 19.24, 34.67 ], "avg": -0.45637, "median_net": -0.92717, "sum_net_pct": -55.678, "net_pnl_krw": -55525.71, "fees_krw": 12155.59, "pf": 0.4226, "days": 3, "trade_sequence_dd_ppt": 55.678, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 31 ], [ "TRAILING_STOP", 24 ], [ "TIME_STOP", 15 ], [ "SMART_EXIT_A_FAILURE", 13 ] ] }, "delta_wr_pp": -8.481, "delta_avg_pnl_pp": -0.19749, "mix_effect_pp": -0.09638, "within_or_new_cell_pp": -0.10111, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 14.88, "last_pct": 31.97 }, { "reason": "STOP_LOSS", "first_pct": 32.23, "last_pct": 25.41 }, { "reason": "TRAILING_STOP", "first_pct": 25.62, "last_pct": 19.67 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 13, "avg": -0.264 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.384 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.395 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.965 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 11, "avg": -0.752 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 17, "avg": -0.61 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_macro__smart_exit_c", "group": "SCALP", "n": 293, "early": { "n": 146, "wr": 37.671, "wr_ci": [ 30.22, 45.75 ], "avg": -0.29617, "median_net": -0.65221, "sum_net_pct": -43.241, "net_pnl_krw": -43135.29, "fees_krw": 14571.73, "pf": 0.4725, "days": 4, "trade_sequence_dd_ppt": 48.402, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 58 ], [ "SMART_EXIT_C_FAILURE", 53 ], [ "STOP_LOSS", 24 ], [ "TIME_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, "late": { "n": 147, "wr": 27.211, "wr_ci": [ 20.67, 34.92 ], "avg": -0.49189, "median_net": -0.7242, "sum_net_pct": -72.308, "net_pnl_krw": -72136.56, "fees_krw": 14644.59, "pf": 0.262, "days": 3, "trade_sequence_dd_ppt": 72.312, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 52 ], [ "SMART_EXIT_C_PROFIT_LOCK", 42 ], [ "STOP_LOSS", 27 ], [ "TIME_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 13 ] ] }, "delta_wr_pp": -10.46, "delta_avg_pnl_pp": -0.19572, "mix_effect_pp": -0.01772, "within_or_new_cell_pp": -0.17799, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 39.73, "last_pct": 28.57 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 3.42, "last_pct": 8.84 }, { "reason": "TIME_STOP", "first_pct": 4.11, "last_pct": 8.84 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.07 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.08 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.118 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.978 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.593 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.585 } ] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent", "group": "CORE", "n": 114, "early": { "n": 57, "wr": 36.842, "wr_ci": [ 25.52, 49.82 ], "avg": -0.42105, "median_net": -0.44745, "sum_net_pct": -24.0, "net_pnl_krw": -23958.79, "fees_krw": 5681.12, "pf": 0.3408, "days": 4, "trade_sequence_dd_ppt": 24.0, "exit_top": [ [ "TRAILING_STOP", 20 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "TAKE_PROFIT", 11 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 57, "wr": 26.316, "wr_ci": [ 16.65, 38.98 ], "avg": -0.61555, "median_net": -0.93061, "sum_net_pct": -35.086, "net_pnl_krw": -35020.23, "fees_krw": 5673.5, "pf": 0.2139, "days": 3, "trade_sequence_dd_ppt": 35.086, "exit_top": [ [ "TRAILING_STOP", 23 ], [ "STOP_LOSS", 15 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TAKE_PROFIT", 5 ] ] }, "delta_wr_pp": -10.526, "delta_avg_pnl_pp": -0.1945, "mix_effect_pp": -0.05966, "within_or_new_cell_pp": -0.13484, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 12.28, "last_pct": 26.32 }, { "reason": "TAKE_PROFIT", "first_pct": 19.3, "last_pct": 8.77 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 31.58, "last_pct": 24.56 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.453 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro_fast_discovery", "group": "SCALP", "n": 248, "early": { "n": 124, "wr": 37.097, "wr_ci": [ 29.1, 45.87 ], "avg": -0.21338, "median_net": -0.1, "sum_net_pct": -26.459, "net_pnl_krw": -26425.31, "fees_krw": 12382.14, "pf": 0.3265, "days": 3, "trade_sequence_dd_ppt": 26.459, "exit_top": [ [ "STOP_LOSS", 43 ], [ "TAKE_PROFIT", 39 ], [ "TRAILING_STOP", 23 ], [ "TIME_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "late": { "n": 124, "wr": 26.613, "wr_ci": [ 19.62, 35.01 ], "avg": -0.40569, "median_net": -0.52445, "sum_net_pct": -50.306, "net_pnl_krw": -50202.46, "fees_krw": 12362.08, "pf": 0.1388, "days": 4, "trade_sequence_dd_ppt": 50.758, "exit_top": [ [ "STOP_LOSS", 57 ], [ "TAKE_PROFIT", 32 ], [ "TIME_STOP", 18 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "delta_wr_pp": -10.484, "delta_avg_pnl_pp": -0.19231, "mix_effect_pp": -0.10835, "within_or_new_cell_pp": -0.08396, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 34.68, "last_pct": 45.97 }, { "reason": "TRAILING_STOP", "first_pct": 18.55, "last_pct": 8.87 }, { "reason": "TAKE_PROFIT", "first_pct": 31.45, "last_pct": 25.81 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": 0.026 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 10, "avg": -0.055 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.233 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 12, "avg": -0.524 }, { "l1": "MIXED_REBOUND__FLAT", "n": 9, "avg": -0.476 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.317 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 138, "early": { "n": 69, "wr": 34.783, "wr_ci": [ 24.62, 46.55 ], "avg": -0.22383, "median_net": -0.39277, "sum_net_pct": -15.444, "net_pnl_krw": -15419.31, "fees_krw": 6891.76, "pf": 0.3694, "days": 3, "trade_sequence_dd_ppt": 17.664, "exit_top": [ [ "TAKE_PROFIT", 22 ], [ "SMART_EXIT_A_FAILURE", 20 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 8 ], [ "STOP_LOSS", 6 ], [ "TRAILING_STOP", 4 ] ] }, "late": { "n": 69, "wr": 21.739, "wr_ci": [ 13.64, 32.82 ], "avg": -0.41419, "median_net": -0.47538, "sum_net_pct": -28.579, "net_pnl_krw": -28509.1, "fees_krw": 6877.71, "pf": 0.11, "days": 4, "trade_sequence_dd_ppt": 28.619, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 22 ], [ "TAKE_PROFIT", 15 ], [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TIME_STOP", 7 ], [ "TRAILING_STOP", 5 ] ] }, "delta_wr_pp": -13.044, "delta_avg_pnl_pp": -0.19036, "mix_effect_pp": 0.0665, "within_or_new_cell_pp": -0.25686, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 31.88, "last_pct": 21.74 }, { "reason": "STOP_LOSS", "first_pct": 8.7, "last_pct": 17.39 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 28.99, "last_pct": 31.88 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.357 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.376 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.457 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.186 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 121, "early": { "n": 60, "wr": 43.333, "wr_ci": [ 31.57, 55.9 ], "avg": -0.14753, "median_net": -0.1, "sum_net_pct": -8.852, "net_pnl_krw": -8845.88, "fees_krw": 5994.79, "pf": 0.4595, "days": 3, "trade_sequence_dd_ppt": 9.983, "exit_top": [ [ "TAKE_PROFIT", 18 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 61, "wr": 22.951, "wr_ci": [ 14.19, 34.91 ], "avg": -0.33654, "median_net": -0.2747, "sum_net_pct": -20.529, "net_pnl_krw": -20517.18, "fees_krw": 6088.08, "pf": 0.1211, "days": 4, "trade_sequence_dd_ppt": 20.569, "exit_top": [ [ "STOP_LOSS", 16 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "TAKE_PROFIT", 11 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 8 ] ] }, "delta_wr_pp": -20.382, "delta_avg_pnl_pp": -0.18901, "mix_effect_pp": 0.03054, "within_or_new_cell_pp": -0.21955, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 30.0, "last_pct": 18.03 }, { "reason": "TIME_STOP", "first_pct": 5.0, "last_pct": 13.11 }, { "reason": "STOP_LOSS", "first_pct": 18.33, "last_pct": 26.23 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.166 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 11, "avg": -0.299 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.331 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 140, "early": { "n": 70, "wr": 40.0, "wr_ci": [ 29.33, 51.71 ], "avg": -0.21866, "median_net": -0.1, "sum_net_pct": -15.306, "net_pnl_krw": -15282.85, "fees_krw": 6991.88, "pf": 0.3131, "days": 3, "trade_sequence_dd_ppt": 16.805, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 23 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TAKE_PROFIT", 14 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 7 ] ] }, "late": { "n": 70, "wr": 24.286, "wr_ci": [ 15.75, 35.5 ], "avg": -0.40743, "median_net": -0.43064, "sum_net_pct": -28.52, "net_pnl_krw": -28446.87, "fees_krw": 6977.25, "pf": 0.1049, "days": 4, "trade_sequence_dd_ppt": 28.56, "exit_top": [ [ "STOP_LOSS", 24 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "TAKE_PROFIT", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 8 ] ] }, "delta_wr_pp": -15.714, "delta_avg_pnl_pp": -0.18877, "mix_effect_pp": 0.02188, "within_or_new_cell_pp": -0.21066, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 15.71, "last_pct": 34.29 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 32.86, "last_pct": 21.43 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.43, "last_pct": 14.29 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.297 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.365 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.582 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.038 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_mean_reversion_macro__smart_exit_c", "group": "SCALP", "n": 93, "early": { "n": 46, "wr": 30.435, "wr_ci": [ 19.08, 44.81 ], "avg": -0.227, "median_net": -0.53067, "sum_net_pct": -10.442, "net_pnl_krw": -10435.71, "fees_krw": 4595.18, "pf": 0.4839, "days": 3, "trade_sequence_dd_ppt": 11.248, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 6 ], [ "TRAILING_STOP", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ] ] }, "late": { "n": 47, "wr": 17.021, "wr_ci": [ 8.89, 30.14 ], "avg": -0.41505, "median_net": -0.53268, "sum_net_pct": -19.507, "net_pnl_krw": -19472.55, "fees_krw": 4686.43, "pf": 0.1658, "days": 4, "trade_sequence_dd_ppt": 19.507, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 24 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, "delta_wr_pp": -13.414, "delta_avg_pnl_pp": -0.18805, "mix_effect_pp": 0.02136, "within_or_new_cell_pp": -0.20941, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 8.7, "last_pct": 2.13 }, { "reason": "STOP_LOSS", "first_pct": 15.22, "last_pct": 21.28 }, { "reason": "TRAILING_STOP", "first_pct": 13.04, "last_pct": 8.51 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 10, "avg": -0.685 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 132, "early": { "n": 66, "wr": 27.273, "wr_ci": [ 18.0, 39.04 ], "avg": -0.30202, "median_net": -0.42575, "sum_net_pct": -19.934, "net_pnl_krw": -19921.39, "fees_krw": 6589.91, "pf": 0.2441, "days": 3, "trade_sequence_dd_ppt": 20.493, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 16 ], [ "STOP_LOSS", 16 ], [ "TAKE_PROFIT", 15 ], [ "TRAILING_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 66, "wr": 19.697, "wr_ci": [ 11.89, 30.84 ], "avg": -0.4878, "median_net": -0.5983, "sum_net_pct": -32.195, "net_pnl_krw": -32134.02, "fees_krw": 6576.76, "pf": 0.1088, "days": 4, "trade_sequence_dd_ppt": 32.519, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 22 ], [ "STOP_LOSS", 22 ], [ "TAKE_PROFIT", 12 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "delta_wr_pp": -7.576, "delta_avg_pnl_pp": -0.18578, "mix_effect_pp": -0.04029, "within_or_new_cell_pp": -0.14549, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 24.24, "last_pct": 33.33 }, { "reason": "STOP_LOSS", "first_pct": 24.24, "last_pct": 33.33 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 10.61, "last_pct": 3.03 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 15, "avg": -0.395 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_micro__smart_exit_c", "group": "SCALP", "n": 81, "early": { "n": 40, "wr": 27.5, "wr_ci": [ 16.11, 42.84 ], "avg": -0.46732, "median_net": -0.92033, "sum_net_pct": -18.693, "net_pnl_krw": -18704.68, "fees_krw": 3989.0, "pf": 0.3896, "days": 4, "trade_sequence_dd_ppt": 19.938, "exit_top": [ [ "STOP_LOSS", 13 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "TIME_STOP", 4 ], [ "SMART_EXIT_C_FAILURE", 2 ] ] }, "late": { "n": 41, "wr": 17.073, "wr_ci": [ 8.53, 31.26 ], "avg": -0.65276, "median_net": -1.01697, "sum_net_pct": -26.763, "net_pnl_krw": -26684.77, "fees_krw": 4080.37, "pf": 0.2349, "days": 3, "trade_sequence_dd_ppt": 26.763, "exit_top": [ [ "STOP_LOSS", 15 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, "delta_wr_pp": -10.427, "delta_avg_pnl_pp": -0.18544, "mix_effect_pp": 0.0474, "within_or_new_cell_pp": -0.23284, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.0, "last_pct": 21.95 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 30.0, "last_pct": 19.51 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 22.5, "last_pct": 14.63 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.411 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro_fast_discovery", "group": "SCALP", "n": 223, "early": { "n": 111, "wr": 36.036, "wr_ci": [ 27.71, 45.3 ], "avg": -0.26355, "median_net": -0.41256, "sum_net_pct": -29.254, "net_pnl_krw": -29241.7, "fees_krw": 11084.58, "pf": 0.3058, "days": 3, "trade_sequence_dd_ppt": 29.425, "exit_top": [ [ "STOP_LOSS", 43 ], [ "TAKE_PROFIT", 31 ], [ "TRAILING_STOP", 19 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, "late": { "n": 112, "wr": 25.893, "wr_ci": [ 18.68, 34.71 ], "avg": -0.44679, "median_net": -0.60736, "sum_net_pct": -50.04, "net_pnl_krw": -49943.19, "fees_krw": 11162.2, "pf": 0.1279, "days": 4, "trade_sequence_dd_ppt": 50.04, "exit_top": [ [ "STOP_LOSS", 56 ], [ "TAKE_PROFIT", 28 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "delta_wr_pp": -10.143, "delta_avg_pnl_pp": -0.18324, "mix_effect_pp": -0.08089, "within_or_new_cell_pp": -0.10235, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 38.74, "last_pct": 50.0 }, { "reason": "TRAILING_STOP", "first_pct": 17.12, "last_pct": 9.82 }, { "reason": "TAKE_PROFIT", "first_pct": 27.93, "last_pct": 25.0 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 22, "avg": -0.19 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 12, "avg": -0.317 } ], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 11, "avg": -0.831 }, { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 8, "avg": -0.529 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.431 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 56, "early": { "n": 28, "wr": 28.571, "wr_ci": [ 15.25, 47.06 ], "avg": -0.28516, "median_net": -0.24469, "sum_net_pct": -7.984, "net_pnl_krw": -7980.17, "fees_krw": 2796.09, "pf": 0.1584, "days": 3, "trade_sequence_dd_ppt": 7.984, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "TIME_STOP", 4 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 28, "wr": 10.714, "wr_ci": [ 3.71, 27.2 ], "avg": -0.46598, "median_net": -0.54279, "sum_net_pct": -13.047, "net_pnl_krw": -13033.18, "fees_krw": 2791.89, "pf": 0.0426, "days": 4, "trade_sequence_dd_ppt": 13.047, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 13 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 3 ], [ "TAKE_PROFIT", 2 ] ] }, "delta_wr_pp": -17.857, "delta_avg_pnl_pp": -0.18082, "mix_effect_pp": 0.00059, "within_or_new_cell_pp": -0.18141, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 32.14, "last_pct": 21.43 }, { "reason": "STOP_LOSS", "first_pct": 3.57, "last_pct": 14.29 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 39.29, "last_pct": 46.43 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 93, "early": { "n": 46, "wr": 28.261, "wr_ci": [ 17.32, 42.55 ], "avg": -0.29494, "median_net": -0.39702, "sum_net_pct": -13.567, "net_pnl_krw": -13552.78, "fees_krw": 4591.29, "pf": 0.1431, "days": 3, "trade_sequence_dd_ppt": 14.069, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 14 ], [ "SMART_EXIT_C_FAILURE", 13 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "TAKE_PROFIT", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 47, "wr": 14.894, "wr_ci": [ 7.41, 27.69 ], "avg": -0.47528, "median_net": -0.60226, "sum_net_pct": -22.338, "net_pnl_krw": -22299.99, "fees_krw": 4684.48, "pf": 0.0664, "days": 4, "trade_sequence_dd_ppt": 23.066, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 13 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -13.367, "delta_avg_pnl_pp": -0.18034, "mix_effect_pp": 0.01202, "within_or_new_cell_pp": -0.19236, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 30.43, "last_pct": 14.89 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 13.04, "last_pct": 27.66 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 8.7, "last_pct": 17.02 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_micro__smart_exit_b", "group": "SCALP", "n": 126, "early": { "n": 63, "wr": 49.206, "wr_ci": [ 37.27, 61.24 ], "avg": -0.27317, "median_net": -0.1, "sum_net_pct": -17.21, "net_pnl_krw": -17159.06, "fees_krw": 6249.95, "pf": 0.399, "days": 4, "trade_sequence_dd_ppt": 18.603, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 39 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "late": { "n": 63, "wr": 41.27, "wr_ci": [ 29.96, 53.58 ], "avg": -0.45214, "median_net": -0.27492, "sum_net_pct": -28.485, "net_pnl_krw": -28422.44, "fees_krw": 6278.09, "pf": 0.2805, "days": 3, "trade_sequence_dd_ppt": 28.485, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 31 ], [ "STOP_LOSS", 25 ], [ "TIME_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": -7.936, "delta_avg_pnl_pp": -0.17897, "mix_effect_pp": -0.0198, "within_or_new_cell_pp": -0.15917, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 61.9, "last_pct": 49.21 }, { "reason": "STOP_LOSS", "first_pct": 31.75, "last_pct": 39.68 }, { "reason": "TIME_STOP", "first_pct": 4.76, "last_pct": 9.52 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.456 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_micro__smart_exit_a", "group": "SCALP", "n": 200, "early": { "n": 100, "wr": 35.0, "wr_ci": [ 26.36, 44.75 ], "avg": -0.275, "median_net": -0.97804, "sum_net_pct": -27.5, "net_pnl_krw": -27488.91, "fees_krw": 9981.53, "pf": 0.6286, "days": 4, "trade_sequence_dd_ppt": 32.085, "exit_top": [ [ "STOP_LOSS", 41 ], [ "TRAILING_STOP", 28 ], [ "TIME_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_A_FAILURE", 8 ] ] }, "late": { "n": 100, "wr": 30.0, "wr_ci": [ 21.89, 39.59 ], "avg": -0.45355, "median_net": -1.04281, "sum_net_pct": -45.355, "net_pnl_krw": -45300.74, "fees_krw": 9966.66, "pf": 0.3977, "days": 3, "trade_sequence_dd_ppt": 46.305, "exit_top": [ [ "STOP_LOSS", 32 ], [ "TIME_STOP", 26 ], [ "TRAILING_STOP", 19 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, "delta_wr_pp": -5.0, "delta_avg_pnl_pp": -0.17855, "mix_effect_pp": 0.11875, "within_or_new_cell_pp": -0.2973, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 14.0, "last_pct": 26.0 }, { "reason": "TRAILING_STOP", "first_pct": 28.0, "last_pct": 19.0 }, { "reason": "STOP_LOSS", "first_pct": 41.0, "last_pct": 32.0 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": 0.031 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": -0.342 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.435 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.82 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.224 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.159 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 93, "early": { "n": 46, "wr": 28.261, "wr_ci": [ 17.32, 42.55 ], "avg": -0.31654, "median_net": -0.3332, "sum_net_pct": -14.561, "net_pnl_krw": -14547.57, "fees_krw": 4590.8, "pf": 0.1422, "days": 3, "trade_sequence_dd_ppt": 15.063, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "STOP_LOSS", 14 ], [ "TAKE_PROFIT", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 47, "wr": 17.021, "wr_ci": [ 8.89, 30.14 ], "avg": -0.4947, "median_net": -0.6233, "sum_net_pct": -23.251, "net_pnl_krw": -23212.54, "fees_krw": 4684.02, "pf": 0.0709, "days": 4, "trade_sequence_dd_ppt": 23.979, "exit_top": [ [ "STOP_LOSS", 22 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TAKE_PROFIT", 7 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -11.24, "delta_avg_pnl_pp": -0.17816, "mix_effect_pp": -0.00955, "within_or_new_cell_pp": -0.1686, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 30.43, "last_pct": 46.81 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 34.78, "last_pct": 19.15 }, { "reason": "TIME_STOP", "first_pct": 6.52, "last_pct": 2.13 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_macro__smart_exit_c", "group": "SCALP", "n": 119, "early": { "n": 59, "wr": 40.678, "wr_ci": [ 29.09, 53.41 ], "avg": -0.24558, "median_net": -0.1, "sum_net_pct": -14.489, "net_pnl_krw": -14472.93, "fees_krw": 5893.33, "pf": 0.3526, "days": 3, "trade_sequence_dd_ppt": 16.084, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 31 ], [ "SMART_EXIT_C_HARD_CAP", 14 ], [ "SMART_EXIT_C_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 60, "wr": 31.667, "wr_ci": [ 21.31, 44.23 ], "avg": -0.41788, "median_net": -0.63171, "sum_net_pct": -25.073, "net_pnl_krw": -25021.97, "fees_krw": 5980.1, "pf": 0.2318, "days": 4, "trade_sequence_dd_ppt": 26.426, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 28 ], [ "SMART_EXIT_C_HARD_CAP", 18 ], [ "SMART_EXIT_C_FAILURE", 7 ], [ "FAST_FAIL_BREAKOUT", 7 ] ] }, "delta_wr_pp": -9.011, "delta_avg_pnl_pp": -0.1723, "mix_effect_pp": -0.0137, "within_or_new_cell_pp": -0.1586, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 23.73, "last_pct": 30.0 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 52.54, "last_pct": 46.67 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 6.78, "last_pct": 11.67 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": -0.375 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.467 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_micro", "group": "SCALP", "n": 1004, "early": { "n": 502, "wr": 29.681, "wr_ci": [ 25.85, 33.82 ], "avg": -0.2674, "median_net": -0.59674, "sum_net_pct": -134.237, "net_pnl_krw": -134055.9, "fees_krw": 50107.34, "pf": 0.4746, "days": 4, "trade_sequence_dd_ppt": 135.556, "exit_top": [ [ "STOP_LOSS", 163 ], [ "FAST_FAIL_BREAKOUT", 156 ], [ "TRAILING_STOP", 130 ], [ "TIME_STOP", 53 ] ] }, "late": { "n": 502, "wr": 22.908, "wr_ci": [ 19.45, 26.78 ], "avg": -0.43879, "median_net": -0.68048, "sum_net_pct": -220.27, "net_pnl_krw": -219791.7, "fees_krw": 50034.51, "pf": 0.269, "days": 3, "trade_sequence_dd_ppt": 220.291, "exit_top": [ [ "STOP_LOSS", 179 ], [ "FAST_FAIL_BREAKOUT", 145 ], [ "TRAILING_STOP", 94 ], [ "TIME_STOP", 84 ] ] }, "delta_wr_pp": -6.773, "delta_avg_pnl_pp": -0.17139, "mix_effect_pp": 0.00265, "within_or_new_cell_pp": -0.17403, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 25.9, "last_pct": 18.73 }, { "reason": "TIME_STOP", "first_pct": 10.56, "last_pct": 16.73 }, { "reason": "STOP_LOSS", "first_pct": 32.47, "last_pct": 35.66 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 31, "avg": 0.102 }, { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 13, "avg": 0.058 }, { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 9, "avg": -0.054 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 15, "avg": -0.746 }, { "l1": "MIXED_REBOUND__DOWN", "n": 11, "avg": -0.686 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 11, "avg": -0.585 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_macro__smart_exit_b", "group": "SCALP", "n": 153, "early": { "n": 76, "wr": 50.0, "wr_ci": [ 39.03, 60.97 ], "avg": -0.27739, "median_net": -0.02382, "sum_net_pct": -21.082, "net_pnl_krw": -21060.76, "fees_krw": 7589.98, "pf": 0.4093, "days": 3, "trade_sequence_dd_ppt": 21.082, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 46 ], [ "STOP_LOSS", 22 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 77, "wr": 36.364, "wr_ci": [ 26.51, 47.52 ], "avg": -0.44634, "median_net": -0.5006, "sum_net_pct": -34.368, "net_pnl_krw": -34315.75, "fees_krw": 7674.33, "pf": 0.2509, "days": 4, "trade_sequence_dd_ppt": 36.545, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 37 ], [ "STOP_LOSS", 22 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TIME_STOP", 5 ] ] }, "delta_wr_pp": -13.636, "delta_avg_pnl_pp": -0.16895, "mix_effect_pp": 0.02082, "within_or_new_cell_pp": -0.18976, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 60.53, "last_pct": 48.05 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 7.89, "last_pct": 16.88 }, { "reason": "TIME_STOP", "first_pct": 2.63, "last_pct": 6.49 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.208 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.315 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.833 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.648 } ] }, { "stage": "FORWARD", "bot": "runner_elevated_liquidity__smart_exit_a", "group": "CORE", "n": 142, "early": { "n": 71, "wr": 33.803, "wr_ci": [ 23.88, 45.38 ], "avg": -0.32918, "median_net": -1.54013, "sum_net_pct": -23.372, "net_pnl_krw": -7856.89, "fees_krw": 5404.73, "pf": 0.7427, "days": 5, "trade_sequence_dd_ppt": 34.586, "exit_top": [ [ "TRAILING_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "STOP_LOSS", 12 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "TIME_STOP", 11 ] ] }, "late": { "n": 71, "wr": 32.394, "wr_ci": [ 22.66, 43.94 ], "avg": -0.49787, "median_net": -1.60442, "sum_net_pct": -35.349, "net_pnl_krw": -35243.29, "fees_krw": 7068.53, "pf": 0.6447, "days": 4, "trade_sequence_dd_ppt": 42.076, "exit_top": [ [ "TRAILING_STOP", 22 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "STOP_LOSS", 14 ], [ "SMART_EXIT_A_FAILURE", 13 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -1.409, "delta_avg_pnl_pp": -0.16869, "mix_effect_pp": -0.16519, "within_or_new_cell_pp": 0.07468, "effect_residual_pp": -0.07818, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 15.49, "last_pct": 4.23 }, { "reason": "TRAILING_STOP", "first_pct": 26.76, "last_pct": 30.99 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 23.94, "last_pct": 26.76 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.918 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": 0.302 } ] }, { "stage": "FORWARD", "bot": "af_pullback_reclaim_v0001", "group": "ADAPTIVE", "n": 129, "early": { "n": 64, "wr": 25.0, "wr_ci": [ 16.01, 36.82 ], "avg": -0.63037, "median_net": -1.01593, "sum_net_pct": -40.344, "net_pnl_krw": -12103.18, "fees_krw": 1914.91, "pf": 0.4016, "days": 7, "trade_sequence_dd_ppt": 40.93, "exit_top": [ [ "STOP_LOSS", 30 ], [ "TIME_STOP", 22 ], [ "TRAILING_STOP", 12 ] ] }, "late": { "n": 65, "wr": 24.615, "wr_ci": [ 15.76, 36.31 ], "avg": -0.79877, "median_net": -1.07512, "sum_net_pct": -51.92, "net_pnl_krw": -15576.11, "fees_krw": 1943.18, "pf": 0.4396, "days": 6, "trade_sequence_dd_ppt": 60.136, "exit_top": [ [ "STOP_LOSS", 32 ], [ "TIME_STOP", 21 ], [ "TRAILING_STOP", 12 ] ] }, "delta_wr_pp": -0.385, "delta_avg_pnl_pp": -0.1684, "mix_effect_pp": -0.119, "within_or_new_cell_pp": -0.05473, "effect_residual_pp": 0.00533, "earliest": "2026-10-01", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 46.88, "last_pct": 49.23 }, { "reason": "TIME_STOP", "first_pct": 34.38, "last_pct": 32.31 }, { "reason": "TRAILING_STOP", "first_pct": 18.75, "last_pct": 18.46 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -1.394 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -1.681 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.455 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_macro__smart_exit_c", "group": "SCALP", "n": 274, "early": { "n": 137, "wr": 28.467, "wr_ci": [ 21.58, 36.53 ], "avg": -0.25845, "median_net": -0.54754, "sum_net_pct": -35.408, "net_pnl_krw": -35388.87, "fees_krw": 13679.07, "pf": 0.5424, "days": 4, "trade_sequence_dd_ppt": 36.828, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 43 ], [ "SMART_EXIT_C_PROFIT_LOCK", 29 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TIME_STOP", 22 ], [ "STOP_LOSS", 21 ] ] }, "late": { "n": 137, "wr": 23.358, "wr_ci": [ 17.06, 31.11 ], "avg": -0.4268, "median_net": -0.62605, "sum_net_pct": -58.472, "net_pnl_krw": -58354.24, "fees_krw": 13655.31, "pf": 0.3775, "days": 3, "trade_sequence_dd_ppt": 60.125, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 51 ], [ "FAST_FAIL_BREAKOUT", 29 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "STOP_LOSS", 21 ], [ "TIME_STOP", 11 ] ] }, "delta_wr_pp": -5.109, "delta_avg_pnl_pp": -0.16835, "mix_effect_pp": -0.05333, "within_or_new_cell_pp": -0.11502, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 16.06, "last_pct": 8.03 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 31.39, "last_pct": 37.23 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 16.06, "last_pct": 21.17 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": 0.135 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": 0.034 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 25, "avg": -0.231 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -0.695 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 12, "avg": -0.523 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 13, "avg": -0.484 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro__smart_exit_a", "group": "SCALP", "n": 833, "early": { "n": 416, "wr": 27.163, "wr_ci": [ 23.11, 31.63 ], "avg": -0.3083, "median_net": -0.61654, "sum_net_pct": -128.253, "net_pnl_krw": -127041.7, "fees_krw": 41347.59, "pf": 0.4121, "days": 4, "trade_sequence_dd_ppt": 130.216, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 134 ], [ "STOP_LOSS", 126 ], [ "TRAILING_STOP", 102 ], [ "TIME_STOP", 54 ] ] }, "late": { "n": 417, "wr": 19.904, "wr_ci": [ 16.35, 24.0 ], "avg": -0.47601, "median_net": -0.71571, "sum_net_pct": -198.498, "net_pnl_krw": -198014.42, "fees_krw": 41546.49, "pf": 0.2324, "days": 3, "trade_sequence_dd_ppt": 199.534, "exit_top": [ [ "STOP_LOSS", 148 ], [ "FAST_FAIL_BREAKOUT", 124 ], [ "TRAILING_STOP", 74 ], [ "TIME_STOP", 71 ] ] }, "delta_wr_pp": -7.259, "delta_avg_pnl_pp": -0.16771, "mix_effect_pp": 0.06057, "within_or_new_cell_pp": -0.22829, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 24.52, "last_pct": 17.75 }, { "reason": "STOP_LOSS", "first_pct": 30.29, "last_pct": 35.49 }, { "reason": "TIME_STOP", "first_pct": 12.98, "last_pct": 17.03 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 16, "avg": 0.154 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 17, "avg": 0.033 }, { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 9, "avg": -0.088 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__UP", "n": 10, "avg": -1.005 }, { "l1": "MIXED_REBOUND__UP", "n": 12, "avg": -0.699 }, { "l1": "MIXED_REBOUND__FLAT", "n": 18, "avg": -0.687 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_macro", "group": "SCALP", "n": 469, "early": { "n": 234, "wr": 35.47, "wr_ci": [ 29.62, 41.79 ], "avg": -0.31472, "median_net": -0.86532, "sum_net_pct": -73.644, "net_pnl_krw": -73578.45, "fees_krw": 23352.41, "pf": 0.541, "days": 4, "trade_sequence_dd_ppt": 76.743, "exit_top": [ [ "STOP_LOSS", 84 ], [ "TRAILING_STOP", 64 ], [ "FAST_FAIL_BREAKOUT", 48 ], [ "TIME_STOP", 38 ] ] }, "late": { "n": 235, "wr": 28.936, "wr_ci": [ 23.51, 35.04 ], "avg": -0.48194, "median_net": -0.955, "sum_net_pct": -113.257, "net_pnl_krw": -113009.78, "fees_krw": 23412.11, "pf": 0.395, "days": 3, "trade_sequence_dd_ppt": 113.257, "exit_top": [ [ "STOP_LOSS", 78 ], [ "FAST_FAIL_BREAKOUT", 71 ], [ "TRAILING_STOP", 51 ], [ "TIME_STOP", 35 ] ] }, "delta_wr_pp": -6.534, "delta_avg_pnl_pp": -0.16722, "mix_effect_pp": -0.09449, "within_or_new_cell_pp": -0.07274, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.51, "last_pct": 30.21 }, { "reason": "TRAILING_STOP", "first_pct": 27.35, "last_pct": 21.7 }, { "reason": "STOP_LOSS", "first_pct": 35.9, "last_pct": 33.19 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": 0.419 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 11, "avg": 0.352 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": 0.101 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 19, "avg": -0.944 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 21, "avg": -0.858 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.852 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_macro", "group": "SCALP", "n": 494, "early": { "n": 247, "wr": 34.818, "wr_ci": [ 29.15, 40.95 ], "avg": -0.32248, "median_net": -1.06106, "sum_net_pct": -79.653, "net_pnl_krw": -79558.98, "fees_krw": 24650.27, "pf": 0.5646, "days": 4, "trade_sequence_dd_ppt": 84.541, "exit_top": [ [ "STOP_LOSS", 119 ], [ "TRAILING_STOP", 68 ], [ "TIME_STOP", 35 ], [ "FAST_FAIL_BREAKOUT", 25 ] ] }, "late": { "n": 247, "wr": 31.174, "wr_ci": [ 25.72, 37.2 ], "avg": -0.48961, "median_net": -1.0509, "sum_net_pct": -120.933, "net_pnl_krw": -120692.15, "fees_krw": 24609.65, "pf": 0.3857, "days": 3, "trade_sequence_dd_ppt": 121.883, "exit_top": [ [ "STOP_LOSS", 125 ], [ "TRAILING_STOP", 58 ], [ "TIME_STOP", 42 ], [ "FAST_FAIL_BREAKOUT", 22 ] ] }, "delta_wr_pp": -3.644, "delta_avg_pnl_pp": -0.16713, "mix_effect_pp": -0.0057, "within_or_new_cell_pp": -0.16143, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 27.53, "last_pct": 23.48 }, { "reason": "TIME_STOP", "first_pct": 14.17, "last_pct": 17.0 }, { "reason": "STOP_LOSS", "first_pct": 48.18, "last_pct": 50.61 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__UP", "n": 9, "avg": 0.28 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": 0.013 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 23, "avg": 0.005 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.799 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 39, "avg": -0.7 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 25, "avg": -0.658 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_micro__smart_exit_a", "group": "SCALP", "n": 61, "early": { "n": 30, "wr": 26.667, "wr_ci": [ 14.18, 44.45 ], "avg": -0.29895, "median_net": -0.58333, "sum_net_pct": -8.969, "net_pnl_krw": -8643.0, "fees_krw": 2924.38, "pf": 0.5235, "days": 3, "trade_sequence_dd_ppt": 12.958, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 10 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TRAILING_STOP", 7 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 31, "wr": 16.129, "wr_ci": [ 7.09, 32.63 ], "avg": -0.46492, "median_net": -0.53774, "sum_net_pct": -14.413, "net_pnl_krw": -14374.74, "fees_krw": 3089.62, "pf": 0.1952, "days": 4, "trade_sequence_dd_ppt": 14.413, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 17 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 3 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": -10.538, "delta_avg_pnl_pp": -0.16597, "mix_effect_pp": -0.05157, "within_or_new_cell_pp": -0.1144, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 33.33, "last_pct": 54.84 }, { "reason": "TRAILING_STOP", "first_pct": 23.33, "last_pct": 9.68 }, { "reason": "STOP_LOSS", "first_pct": 13.33, "last_pct": 3.23 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.724 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_micro__smart_exit_a", "group": "SCALP", "n": 71, "early": { "n": 35, "wr": 28.571, "wr_ci": [ 16.33, 45.06 ], "avg": -0.30071, "median_net": -0.5263, "sum_net_pct": -10.525, "net_pnl_krw": -10504.73, "fees_krw": 3493.68, "pf": 0.5309, "days": 3, "trade_sequence_dd_ppt": 14.145, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 12 ], [ "TRAILING_STOP", 9 ], [ "STOP_LOSS", 8 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 36, "wr": 13.889, "wr_ci": [ 6.08, 28.66 ], "avg": -0.46624, "median_net": -0.6844, "sum_net_pct": -16.785, "net_pnl_krw": -16766.89, "fees_krw": 3586.86, "pf": 0.2946, "days": 4, "trade_sequence_dd_ppt": 16.785, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 14 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -14.682, "delta_avg_pnl_pp": -0.16553, "mix_effect_pp": 0.1312, "within_or_new_cell_pp": -0.29673, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 8.57, "last_pct": 22.22 }, { "reason": "STOP_LOSS", "first_pct": 22.86, "last_pct": 11.11 }, { "reason": "TRAILING_STOP", "first_pct": 25.71, "last_pct": 16.67 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "runner_elevated_liquidity__smart_entry__smart_exit_a", "group": "CORE", "n": 127, "early": { "n": 63, "wr": 34.921, "wr_ci": [ 24.33, 47.25 ], "avg": -0.23101, "median_net": -1.49995, "sum_net_pct": -14.554, "net_pnl_krw": -19946.65, "fees_krw": 2983.04, "pf": 0.8116, "days": 5, "trade_sequence_dd_ppt": 29.213, "exit_top": [ [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 14 ], [ "STOP_LOSS", 11 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_A_FAILURE", 11 ] ] }, "late": { "n": 64, "wr": 42.188, "wr_ci": [ 30.87, 54.39 ], "avg": -0.06628, "median_net": -1.0888, "sum_net_pct": -4.242, "net_pnl_krw": -12620.2, "fees_krw": 3625.27, "pf": 0.9445, "days": 4, "trade_sequence_dd_ppt": 27.284, "exit_top": [ [ "TRAILING_STOP", 25 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "STOP_LOSS", 10 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "TIME_STOP", 7 ] ] }, "delta_wr_pp": 7.267, "delta_avg_pnl_pp": 0.16473, "mix_effect_pp": -0.23536, "within_or_new_cell_pp": 0.4882, "effect_residual_pp": -0.08811, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 25.4, "last_pct": 39.06 }, { "reason": "TIME_STOP", "first_pct": 22.22, "last_pct": 10.94 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 17.46, "last_pct": 14.06 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.558 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_macro__smart_exit_c", "group": "SCALP", "n": 204, "early": { "n": 102, "wr": 38.235, "wr_ci": [ 29.39, 47.93 ], "avg": -0.28487, "median_net": -0.38316, "sum_net_pct": -29.057, "net_pnl_krw": -29035.03, "fees_krw": 10184.31, "pf": 0.3488, "days": 3, "trade_sequence_dd_ppt": 29.854, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 48 ], [ "SMART_EXIT_C_FAILURE", 32 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "late": { "n": 102, "wr": 27.451, "wr_ci": [ 19.73, 36.81 ], "avg": -0.44938, "median_net": -0.48879, "sum_net_pct": -45.837, "net_pnl_krw": -45727.51, "fees_krw": 10165.08, "pf": 0.2036, "days": 4, "trade_sequence_dd_ppt": 47.361, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 41 ], [ "SMART_EXIT_C_PROFIT_LOCK", 39 ], [ "STOP_LOSS", 19 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -10.784, "delta_avg_pnl_pp": -0.16451, "mix_effect_pp": 0.04209, "within_or_new_cell_pp": -0.20661, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 47.06, "last_pct": 38.24 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 31.37, "last_pct": 40.2 }, { "reason": "TIME_STOP", "first_pct": 5.88, "last_pct": 0.98 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.089 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.561 } ], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": -0.542 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.509 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.366 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_micro", "group": "SCALP", "n": 354, "early": { "n": 177, "wr": 20.904, "wr_ci": [ 15.56, 27.48 ], "avg": -0.57613, "median_net": -0.94703, "sum_net_pct": -101.976, "net_pnl_krw": -101883.2, "fees_krw": 17644.56, "pf": 0.2824, "days": 3, "trade_sequence_dd_ppt": 101.976, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 70 ], [ "STOP_LOSS", 53 ], [ "TIME_STOP", 28 ], [ "TRAILING_STOP", 26 ] ] }, "late": { "n": 177, "wr": 27.119, "wr_ci": [ 21.11, 34.1 ], "avg": -0.41171, "median_net": -0.81041, "sum_net_pct": -72.873, "net_pnl_krw": -72733.88, "fees_krw": 17647.46, "pf": 0.3791, "days": 4, "trade_sequence_dd_ppt": 72.873, "exit_top": [ [ "TIME_STOP", 65 ], [ "FAST_FAIL_BREAKOUT", 49 ], [ "STOP_LOSS", 43 ], [ "TRAILING_STOP", 20 ] ] }, "delta_wr_pp": 6.215, "delta_avg_pnl_pp": 0.16442, "mix_effect_pp": 0.09283, "within_or_new_cell_pp": 0.0716, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 15.82, "last_pct": 36.72 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 39.55, "last_pct": 27.68 }, { "reason": "STOP_LOSS", "first_pct": 29.94, "last_pct": 24.29 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.195 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.29 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.296 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -1.004 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 14, "avg": -0.534 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 11, "avg": -0.521 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro", "group": "SCALP", "n": 1593, "early": { "n": 796, "wr": 25.503, "wr_ci": [ 22.6, 28.64 ], "avg": -0.29179, "median_net": -0.56768, "sum_net_pct": -232.268, "net_pnl_krw": -231962.58, "fees_krw": 79443.37, "pf": 0.4127, "days": 4, "trade_sequence_dd_ppt": 235.981, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 305 ], [ "STOP_LOSS", 200 ], [ "TRAILING_STOP", 172 ], [ "TIME_STOP", 119 ] ] }, "late": { "n": 797, "wr": 19.573, "wr_ci": [ 16.97, 22.47 ], "avg": -0.45503, "median_net": -0.64284, "sum_net_pct": -362.66, "net_pnl_krw": -361784.97, "fees_krw": 79419.21, "pf": 0.243, "days": 3, "trade_sequence_dd_ppt": 362.681, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 335 ], [ "STOP_LOSS", 192 ], [ "TIME_STOP", 141 ], [ "TRAILING_STOP", 129 ] ] }, "delta_wr_pp": -5.93, "delta_avg_pnl_pp": -0.16324, "mix_effect_pp": 0.00073, "within_or_new_cell_pp": -0.16397, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 21.61, "last_pct": 16.19 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 38.32, "last_pct": 42.03 }, { "reason": "TIME_STOP", "first_pct": 14.95, "last_pct": 17.69 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 23, "avg": 0.119 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 38, "avg": -0.056 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 19, "avg": -0.09 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 22, "avg": -0.662 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 17, "avg": -0.593 }, { "l1": "MIXED_REBOUND__UP", "n": 28, "avg": -0.581 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_lower_wick_reversal_macro_fast_discovery", "group": "SCALP", "n": 59, "early": { "n": 29, "wr": 37.931, "wr_ci": [ 22.69, 56.0 ], "avg": -0.30537, "median_net": -0.54291, "sum_net_pct": -8.856, "net_pnl_krw": -8841.11, "fees_krw": 2894.47, "pf": 0.2738, "days": 3, "trade_sequence_dd_ppt": 9.34, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 13 ], [ "TAKE_PROFIT", 9 ], [ "STOP_LOSS", 4 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 30, "wr": 26.667, "wr_ci": [ 14.18, 44.45 ], "avg": -0.46609, "median_net": -0.59993, "sum_net_pct": -13.983, "net_pnl_krw": -13951.96, "fees_krw": 2989.94, "pf": 0.1107, "days": 4, "trade_sequence_dd_ppt": 14.187, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "STOP_LOSS", 6 ], [ "TAKE_PROFIT", 5 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -11.264, "delta_avg_pnl_pp": -0.16072, "mix_effect_pp": -0.05204, "within_or_new_cell_pp": -0.10868, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 31.03, "last_pct": 16.67 }, { "reason": "STOP_LOSS", "first_pct": 13.79, "last_pct": 20.0 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 44.83, "last_pct": 50.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro_fast_discovery", "group": "SCALP", "n": 183, "early": { "n": 91, "wr": 41.758, "wr_ci": [ 32.16, 52.02 ], "avg": -0.19002, "median_net": -0.1, "sum_net_pct": -17.292, "net_pnl_krw": -17268.1, "fees_krw": 9087.57, "pf": 0.4304, "days": 3, "trade_sequence_dd_ppt": 18.509, "exit_top": [ [ "TAKE_PROFIT", 34 ], [ "STOP_LOSS", 23 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "TRAILING_STOP", 10 ], [ "TIME_STOP", 7 ] ] }, "late": { "n": 92, "wr": 27.174, "wr_ci": [ 19.14, 37.04 ], "avg": -0.35068, "median_net": -0.34099, "sum_net_pct": -32.263, "net_pnl_krw": -32217.25, "fees_krw": 9177.78, "pf": 0.1495, "days": 4, "trade_sequence_dd_ppt": 32.303, "exit_top": [ [ "STOP_LOSS", 23 ], [ "TIME_STOP", 22 ], [ "TAKE_PROFIT", 21 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "TRAILING_STOP", 8 ] ] }, "delta_wr_pp": -14.584, "delta_avg_pnl_pp": -0.16066, "mix_effect_pp": 0.01451, "within_or_new_cell_pp": -0.17518, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 7.69, "last_pct": 23.91 }, { "reason": "TAKE_PROFIT", "first_pct": 37.36, "last_pct": 22.83 }, { "reason": "TRAILING_STOP", "first_pct": 10.99, "last_pct": 8.7 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 13, "avg": -0.117 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 13, "avg": -0.205 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.362 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.287 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__smart_exit_a", "group": "SCALP", "n": 756, "early": { "n": 378, "wr": 25.397, "wr_ci": [ 21.27, 30.02 ], "avg": -0.32102, "median_net": -0.55295, "sum_net_pct": -121.347, "net_pnl_krw": -120711.19, "fees_krw": 37397.73, "pf": 0.3582, "days": 4, "trade_sequence_dd_ppt": 121.347, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 169 ], [ "TRAILING_STOP", 81 ], [ "STOP_LOSS", 78 ], [ "TIME_STOP", 50 ] ] }, "late": { "n": 378, "wr": 19.577, "wr_ci": [ 15.89, 23.87 ], "avg": -0.48164, "median_net": -0.64446, "sum_net_pct": -182.062, "net_pnl_krw": -181664.32, "fees_krw": 37664.58, "pf": 0.2185, "days": 3, "trade_sequence_dd_ppt": 182.973, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 163 ], [ "STOP_LOSS", 91 ], [ "TIME_STOP", 64 ], [ "TRAILING_STOP", 60 ] ] }, "delta_wr_pp": -5.82, "delta_avg_pnl_pp": -0.16062, "mix_effect_pp": 0.00713, "within_or_new_cell_pp": -0.16775, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 21.43, "last_pct": 15.87 }, { "reason": "TIME_STOP", "first_pct": 13.23, "last_pct": 16.93 }, { "reason": "STOP_LOSS", "first_pct": 20.63, "last_pct": 24.07 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__UP", "n": 10, "avg": 0.211 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.047 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 26, "avg": -0.132 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 12, "avg": -0.845 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 34, "avg": -0.631 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.605 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__smart_exit_c", "group": "SCALP", "n": 765, "early": { "n": 382, "wr": 24.869, "wr_ci": [ 20.8, 29.44 ], "avg": -0.31553, "median_net": -0.54644, "sum_net_pct": -120.531, "net_pnl_krw": -120649.55, "fees_krw": 37878.67, "pf": 0.3642, "days": 4, "trade_sequence_dd_ppt": 120.689, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 171 ], [ "STOP_LOSS", 78 ], [ "TRAILING_STOP", 63 ], [ "TIME_STOP", 52 ], [ "SMART_EXIT_C_PROFIT_LOCK", 18 ] ] }, "late": { "n": 383, "wr": 19.843, "wr_ci": [ 16.16, 24.13 ], "avg": -0.47528, "median_net": -0.63592, "sum_net_pct": -182.033, "net_pnl_krw": -181643.38, "fees_krw": 38166.44, "pf": 0.2172, "days": 3, "trade_sequence_dd_ppt": 182.054, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 163 ], [ "STOP_LOSS", 91 ], [ "TIME_STOP", 68 ], [ "TRAILING_STOP", 50 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ] ] }, "delta_wr_pp": -5.026, "delta_avg_pnl_pp": -0.15975, "mix_effect_pp": -0.00373, "within_or_new_cell_pp": -0.15602, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.61, "last_pct": 17.75 }, { "reason": "TRAILING_STOP", "first_pct": 16.49, "last_pct": 13.05 }, { "reason": "STOP_LOSS", "first_pct": 20.42, "last_pct": 23.76 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__UP", "n": 9, "avg": 0.235 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.047 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 30, "avg": -0.055 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 12, "avg": -0.839 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 8, "avg": -0.827 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.65 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro", "group": "SCALP", "n": 1613, "early": { "n": 806, "wr": 29.901, "wr_ci": [ 26.84, 33.15 ], "avg": -0.30182, "median_net": -0.70105, "sum_net_pct": -243.264, "net_pnl_krw": -242977.09, "fees_krw": 80441.02, "pf": 0.4301, "days": 4, "trade_sequence_dd_ppt": 245.174, "exit_top": [ [ "STOP_LOSS", 396 ], [ "TRAILING_STOP", 213 ], [ "TIME_STOP", 103 ], [ "FAST_FAIL_BREAKOUT", 94 ] ] }, "late": { "n": 807, "wr": 22.429, "wr_ci": [ 19.69, 25.43 ], "avg": -0.45803, "median_net": -0.72004, "sum_net_pct": -369.633, "net_pnl_krw": -368805.77, "fees_krw": 80418.67, "pf": 0.2653, "days": 3, "trade_sequence_dd_ppt": 370.153, "exit_top": [ [ "STOP_LOSS", 432 ], [ "TRAILING_STOP", 159 ], [ "TIME_STOP", 127 ], [ "FAST_FAIL_BREAKOUT", 89 ] ] }, "delta_wr_pp": -7.472, "delta_avg_pnl_pp": -0.15621, "mix_effect_pp": -0.02155, "within_or_new_cell_pp": -0.13467, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 26.43, "last_pct": 19.7 }, { "reason": "STOP_LOSS", "first_pct": 49.13, "last_pct": 53.53 }, { "reason": "TIME_STOP", "first_pct": 12.78, "last_pct": 15.74 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__UP", "n": 12, "avg": -0.014 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 28, "avg": -0.054 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 23, "avg": -0.078 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 28, "avg": -0.763 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.713 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 22, "avg": -0.6 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 127, "early": { "n": 63, "wr": 26.984, "wr_ci": [ 17.58, 39.03 ], "avg": -0.25202, "median_net": -0.39747, "sum_net_pct": -15.877, "net_pnl_krw": -15861.35, "fees_krw": 6290.86, "pf": 0.2003, "days": 3, "trade_sequence_dd_ppt": 15.877, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 21 ], [ "SMART_EXIT_C_PROFIT_LOCK", 19 ], [ "SMART_EXIT_C_HARD_CAP", 11 ], [ "TAKE_PROFIT", 9 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 64, "wr": 17.188, "wr_ci": [ 9.88, 28.21 ], "avg": -0.40455, "median_net": -0.48443, "sum_net_pct": -25.891, "net_pnl_krw": -25844.99, "fees_krw": 6381.03, "pf": 0.0989, "days": 4, "trade_sequence_dd_ppt": 26.464, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 21 ], [ "SMART_EXIT_C_FAILURE", 19 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": -9.796, "delta_avg_pnl_pp": -0.15253, "mix_effect_pp": -0.08088, "within_or_new_cell_pp": -0.07166, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 17.46, "last_pct": 32.81 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 30.16, "last_pct": 17.19 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 33.33, "last_pct": 29.69 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.332 } ] }, { "stage": "FORWARD", "bot": "runner_continuation_confirmation", "group": "CORE", "n": 78, "early": { "n": 39, "wr": 41.026, "wr_ci": [ 27.08, 56.58 ], "avg": -0.13264, "median_net": -1.50775, "sum_net_pct": -5.173, "net_pnl_krw": -5157.17, "fees_krw": 3895.83, "pf": 0.8899, "days": 4, "trade_sequence_dd_ppt": 14.467, "exit_top": [ [ "TRAILING_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "STOP_LOSS", 8 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 39, "wr": 46.154, "wr_ci": [ 31.57, 61.43 ], "avg": -0.2842, "median_net": -1.3354, "sum_net_pct": -11.084, "net_pnl_krw": -11068.67, "fees_krw": 3883.74, "pf": 0.7905, "days": 3, "trade_sequence_dd_ppt": 26.631, "exit_top": [ [ "TRAILING_STOP", 18 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": 5.128, "delta_avg_pnl_pp": -0.15156, "mix_effect_pp": -0.01399, "within_or_new_cell_pp": -0.13756, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 35.9, "last_pct": 46.15 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.33, "last_pct": 23.08 }, { "reason": "TIME_STOP", "first_pct": 10.26, "last_pct": 5.13 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_mean_reversion_macro__smart_exit_b", "group": "SCALP", "n": 90, "early": { "n": 45, "wr": 26.667, "wr_ci": [ 15.96, 41.04 ], "avg": -0.27782, "median_net": -0.53268, "sum_net_pct": -12.502, "net_pnl_krw": -12495.28, "fees_krw": 4494.1, "pf": 0.3994, "days": 3, "trade_sequence_dd_ppt": 12.719, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 24 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 6 ], [ "TRAILING_STOP", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ] ] }, "late": { "n": 45, "wr": 17.778, "wr_ci": [ 9.29, 31.33 ], "avg": -0.42929, "median_net": -0.53175, "sum_net_pct": -19.318, "net_pnl_krw": -19277.43, "fees_krw": 4486.5, "pf": 0.1672, "days": 4, "trade_sequence_dd_ppt": 19.318, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 22 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, "delta_wr_pp": -8.889, "delta_avg_pnl_pp": -0.15147, "mix_effect_pp": 0.09659, "within_or_new_cell_pp": -0.24806, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 8.89, "last_pct": 2.22 }, { "reason": "STOP_LOSS", "first_pct": 15.56, "last_pct": 22.22 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 53.33, "last_pct": 48.89 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.699 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_micro__smart_exit_c", "group": "SCALP", "n": 228, "early": { "n": 114, "wr": 21.93, "wr_ci": [ 15.32, 30.37 ], "avg": -0.40964, "median_net": -0.53254, "sum_net_pct": -46.699, "net_pnl_krw": -46363.16, "fees_krw": 11301.74, "pf": 0.2257, "days": 4, "trade_sequence_dd_ppt": 46.699, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 43 ], [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "TIME_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 114, "wr": 21.053, "wr_ci": [ 14.58, 29.42 ], "avg": -0.56037, "median_net": -0.61128, "sum_net_pct": -63.882, "net_pnl_krw": -63714.52, "fees_krw": 11350.32, "pf": 0.1306, "days": 3, "trade_sequence_dd_ppt": 63.882, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 42 ], [ "SMART_EXIT_C_FAILURE", 36 ], [ "SMART_EXIT_C_PROFIT_LOCK", 33 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -0.877, "delta_avg_pnl_pp": -0.15073, "mix_effect_pp": 0.06977, "within_or_new_cell_pp": -0.2205, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.07, "last_pct": 36.84 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 37.72, "last_pct": 31.58 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 31.58, "last_pct": 28.95 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 13, "avg": -0.415 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.435 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.549 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.879 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.717 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 20, "avg": -0.621 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_c", "group": "SCALP", "n": 1023, "early": { "n": 511, "wr": 24.462, "wr_ci": [ 20.93, 28.37 ], "avg": -0.31995, "median_net": -0.58519, "sum_net_pct": -163.496, "net_pnl_krw": -161587.19, "fees_krw": 50753.97, "pf": 0.3671, "days": 4, "trade_sequence_dd_ppt": 163.496, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 192 ], [ "STOP_LOSS", 134 ], [ "TRAILING_STOP", 101 ], [ "TIME_STOP", 84 ] ] }, "late": { "n": 512, "wr": 19.727, "wr_ci": [ 16.51, 23.39 ], "avg": -0.47031, "median_net": -0.65592, "sum_net_pct": -240.797, "net_pnl_krw": -240246.27, "fees_krw": 51018.37, "pf": 0.2247, "days": 3, "trade_sequence_dd_ppt": 240.998, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 199 ], [ "STOP_LOSS", 128 ], [ "TIME_STOP", 99 ], [ "TRAILING_STOP", 81 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, "delta_wr_pp": -4.735, "delta_avg_pnl_pp": -0.15036, "mix_effect_pp": 0.02543, "within_or_new_cell_pp": -0.17578, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 19.77, "last_pct": 15.82 }, { "reason": "TIME_STOP", "first_pct": 16.44, "last_pct": 19.34 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 37.57, "last_pct": 38.87 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 31, "avg": -0.119 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 37, "avg": -0.191 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 30, "avg": -0.208 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 50, "avg": -0.793 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 13, "avg": -0.697 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 11, "avg": -0.612 } ] }, { "stage": "FORWARD", "bot": "af_momentum_v0001__smart_exit_a", "group": "ADAPTIVE", "n": 143, "early": { "n": 71, "wr": 26.761, "wr_ci": [ 17.85, 38.05 ], "avg": -0.52538, "median_net": -1.37868, "sum_net_pct": -37.302, "net_pnl_krw": -11190.54, "fees_krw": 2125.47, "pf": 0.6387, "days": 5, "trade_sequence_dd_ppt": 37.302, "exit_top": [ [ "STOP_LOSS", 30 ], [ "TRAILING_STOP", 17 ], [ "SMART_EXIT_A_FAILURE", 15 ], [ "TIME_STOP", 9 ] ] }, "late": { "n": 72, "wr": 34.722, "wr_ci": [ 24.75, 46.24 ], "avg": -0.37512, "median_net": -1.14626, "sum_net_pct": -27.009, "net_pnl_krw": -8102.62, "fees_krw": 2157.03, "pf": 0.6663, "days": 4, "trade_sequence_dd_ppt": 39.396, "exit_top": [ [ "STOP_LOSS", 29 ], [ "TRAILING_STOP", 25 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "TIME_STOP", 6 ] ] }, "delta_wr_pp": 7.961, "delta_avg_pnl_pp": 0.15026, "mix_effect_pp": -0.17866, "within_or_new_cell_pp": 0.32892, "effect_residual_pp": 0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 23.94, "last_pct": 34.72 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 21.13, "last_pct": 16.67 }, { "reason": "TIME_STOP", "first_pct": 12.68, "last_pct": 8.33 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 11, "avg": 0.836 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -1.171 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.984 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__acceptance_confirmed", "group": "SCALP", "n": 242, "early": { "n": 121, "wr": 23.14, "wr_ci": [ 16.52, 31.41 ], "avg": -0.38347, "median_net": -0.71236, "sum_net_pct": -46.4, "net_pnl_krw": -46328.66, "fees_krw": 12065.41, "pf": 0.3446, "days": 4, "trade_sequence_dd_ppt": 47.372, "exit_top": [ [ "STOP_LOSS", 45 ], [ "FAST_FAIL_BREAKOUT", 42 ], [ "TRAILING_STOP", 30 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 121, "wr": 16.529, "wr_ci": [ 10.96, 24.16 ], "avg": -0.53353, "median_net": -0.73934, "sum_net_pct": -64.558, "net_pnl_krw": -64395.28, "fees_krw": 12049.3, "pf": 0.2201, "days": 3, "trade_sequence_dd_ppt": 64.558, "exit_top": [ [ "STOP_LOSS", 44 ], [ "FAST_FAIL_BREAKOUT", 42 ], [ "TRAILING_STOP", 25 ], [ "TIME_STOP", 10 ] ] }, "delta_wr_pp": -6.611, "delta_avg_pnl_pp": -0.15006, "mix_effect_pp": -0.02132, "within_or_new_cell_pp": -0.12875, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 3.31, "last_pct": 8.26 }, { "reason": "TRAILING_STOP", "first_pct": 24.79, "last_pct": 20.66 }, { "reason": "STOP_LOSS", "first_pct": 37.19, "last_pct": 36.36 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 11, "avg": -0.508 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": -0.55 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 20, "avg": -0.512 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 17, "avg": -0.504 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro", "group": "SCALP", "n": 1550, "early": { "n": 775, "wr": 28.516, "wr_ci": [ 25.45, 31.79 ], "avg": -0.29664, "median_net": -0.5722, "sum_net_pct": -229.899, "net_pnl_krw": -229614.35, "fees_krw": 77345.52, "pf": 0.408, "days": 4, "trade_sequence_dd_ppt": 231.218, "exit_top": [ [ "STOP_LOSS", 255 ], [ "FAST_FAIL_BREAKOUT", 211 ], [ "TRAILING_STOP", 191 ], [ "TIME_STOP", 118 ] ] }, "late": { "n": 775, "wr": 22.065, "wr_ci": [ 19.29, 25.12 ], "avg": -0.4459, "median_net": -0.69936, "sum_net_pct": -345.576, "net_pnl_krw": -344794.64, "fees_krw": 77225.57, "pf": 0.2545, "days": 3, "trade_sequence_dd_ppt": 345.576, "exit_top": [ [ "STOP_LOSS", 281 ], [ "FAST_FAIL_BREAKOUT", 199 ], [ "TIME_STOP", 165 ], [ "TRAILING_STOP", 130 ] ] }, "delta_wr_pp": -6.451, "delta_avg_pnl_pp": -0.14926, "mix_effect_pp": 0.00652, "within_or_new_cell_pp": -0.15578, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 24.65, "last_pct": 16.77 }, { "reason": "TIME_STOP", "first_pct": 15.23, "last_pct": 21.29 }, { "reason": "STOP_LOSS", "first_pct": 32.9, "last_pct": 36.26 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__DOWN", "n": 12, "avg": 0.045 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 31, "avg": -0.033 }, { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 9, "avg": -0.06 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 20, "avg": -0.696 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 18, "avg": -0.669 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 11, "avg": -0.6 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__continuation_hold", "group": "SCALP", "n": 182, "early": { "n": 91, "wr": 15.385, "wr_ci": [ 9.39, 24.18 ], "avg": -0.28096, "median_net": -0.55779, "sum_net_pct": -25.567, "net_pnl_krw": -25494.03, "fees_krw": 9078.71, "pf": 0.5059, "days": 4, "trade_sequence_dd_ppt": 33.591, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 64 ], [ "TRAILING_STOP", 14 ], [ "STOP_LOSS", 13 ] ] }, "late": { "n": 91, "wr": 14.286, "wr_ci": [ 8.54, 22.92 ], "avg": -0.42956, "median_net": -0.63165, "sum_net_pct": -39.09, "net_pnl_krw": -38975.68, "fees_krw": 9065.15, "pf": 0.3441, "days": 3, "trade_sequence_dd_ppt": 39.09, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 64 ], [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -1.099, "delta_avg_pnl_pp": -0.1486, "mix_effect_pp": -0.19951, "within_or_new_cell_pp": 0.05091, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 15.38, "last_pct": 12.09 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 2.2 }, { "reason": "STOP_LOSS", "first_pct": 14.29, "last_pct": 15.38 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 10, "avg": -0.364 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": -0.721 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.545 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.43 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.341 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 118, "early": { "n": 59, "wr": 38.983, "wr_ci": [ 27.58, 51.73 ], "avg": -0.16852, "median_net": -0.38865, "sum_net_pct": -9.943, "net_pnl_krw": -9936.96, "fees_krw": 5894.29, "pf": 0.4081, "days": 3, "trade_sequence_dd_ppt": 10.882, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 19 ], [ "TAKE_PROFIT", 16 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 59, "wr": 20.339, "wr_ci": [ 12.04, 32.27 ], "avg": -0.31537, "median_net": -0.39294, "sum_net_pct": -18.607, "net_pnl_krw": -18594.59, "fees_krw": 5889.16, "pf": 0.1023, "days": 4, "trade_sequence_dd_ppt": 18.647, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 24 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ], [ "TAKE_PROFIT", 9 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -18.644, "delta_avg_pnl_pp": -0.14685, "mix_effect_pp": -0.05767, "within_or_new_cell_pp": -0.08918, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 27.12, "last_pct": 15.25 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 32.2, "last_pct": 40.68 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 18.64, "last_pct": 23.73 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.202 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.274 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.296 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_macro__smart_exit_a", "group": "SCALP", "n": 270, "early": { "n": 135, "wr": 26.667, "wr_ci": [ 19.93, 34.7 ], "avg": -0.39929, "median_net": -0.75114, "sum_net_pct": -53.905, "net_pnl_krw": -53833.49, "fees_krw": 13468.69, "pf": 0.4133, "days": 4, "trade_sequence_dd_ppt": 55.723, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 51 ], [ "TRAILING_STOP", 30 ], [ "STOP_LOSS", 29 ], [ "TIME_STOP", 18 ], [ "FAST_FAIL_BREAKOUT", 7 ] ] }, "late": { "n": 135, "wr": 20.741, "wr_ci": [ 14.76, 28.34 ], "avg": -0.54593, "median_net": -0.8451, "sum_net_pct": -73.7, "net_pnl_krw": -73510.63, "fees_krw": 13442.63, "pf": 0.3102, "days": 3, "trade_sequence_dd_ppt": 76.127, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 47 ], [ "STOP_LOSS", 39 ], [ "TRAILING_STOP", 22 ], [ "TIME_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 13 ] ] }, "delta_wr_pp": -5.926, "delta_avg_pnl_pp": -0.14664, "mix_effect_pp": -0.06046, "within_or_new_cell_pp": -0.08618, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 21.48, "last_pct": 28.89 }, { "reason": "TRAILING_STOP", "first_pct": 22.22, "last_pct": 16.3 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 5.19, "last_pct": 9.63 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.05 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.323 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.327 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -1.121 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.934 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.562 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_macro", "group": "SCALP", "n": 327, "early": { "n": 163, "wr": 34.356, "wr_ci": [ 27.5, 41.93 ], "avg": -0.32321, "median_net": -0.88086, "sum_net_pct": -52.683, "net_pnl_krw": -52567.51, "fees_krw": 16267.16, "pf": 0.5398, "days": 3, "trade_sequence_dd_ppt": 58.803, "exit_top": [ [ "STOP_LOSS", 66 ], [ "TRAILING_STOP", 42 ], [ "TIME_STOP", 32 ], [ "FAST_FAIL_BREAKOUT", 23 ] ] }, "late": { "n": 164, "wr": 29.878, "wr_ci": [ 23.4, 37.28 ], "avg": -0.4698, "median_net": -0.99015, "sum_net_pct": -77.047, "net_pnl_krw": -76923.35, "fees_krw": 16339.57, "pf": 0.4038, "days": 4, "trade_sequence_dd_ppt": 77.047, "exit_top": [ [ "STOP_LOSS", 62 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TRAILING_STOP", 37 ], [ "TIME_STOP", 27 ] ] }, "delta_wr_pp": -4.478, "delta_avg_pnl_pp": -0.14659, "mix_effect_pp": 0.08594, "within_or_new_cell_pp": -0.23253, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 14.11, "last_pct": 23.17 }, { "reason": "TRAILING_STOP", "first_pct": 25.77, "last_pct": 22.56 }, { "reason": "TIME_STOP", "first_pct": 19.63, "last_pct": 16.46 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": 0.186 }, { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 9, "avg": 0.001 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": -0.092 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -1.11 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 12, "avg": -0.866 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 25, "avg": -0.742 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_mean_reversion_macro__smart_exit_a", "group": "SCALP", "n": 90, "early": { "n": 45, "wr": 26.667, "wr_ci": [ 15.96, 41.04 ], "avg": -0.28165, "median_net": -0.53268, "sum_net_pct": -12.674, "net_pnl_krw": -12668.03, "fees_krw": 4494.01, "pf": 0.3961, "days": 3, "trade_sequence_dd_ppt": 12.892, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 24 ], [ "TRAILING_STOP", 8 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 45, "wr": 17.778, "wr_ci": [ 9.29, 31.33 ], "avg": -0.42773, "median_net": -0.53268, "sum_net_pct": -19.248, "net_pnl_krw": -19206.67, "fees_krw": 4486.54, "pf": 0.1674, "days": 4, "trade_sequence_dd_ppt": 19.248, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 22 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 5 ] ] }, "delta_wr_pp": -8.889, "delta_avg_pnl_pp": -0.14608, "mix_effect_pp": 0.09983, "within_or_new_cell_pp": -0.24591, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 17.78, "last_pct": 11.11 }, { "reason": "STOP_LOSS", "first_pct": 15.56, "last_pct": 22.22 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 53.33, "last_pct": 48.89 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.682 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 131, "early": { "n": 65, "wr": 26.154, "wr_ci": [ 17.02, 37.95 ], "avg": -0.26423, "median_net": -0.1, "sum_net_pct": -17.175, "net_pnl_krw": -17152.84, "fees_krw": 6488.83, "pf": 0.1615, "days": 3, "trade_sequence_dd_ppt": 17.175, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "STOP_LOSS", 15 ], [ "TAKE_PROFIT", 9 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 7 ] ] }, "late": { "n": 66, "wr": 22.727, "wr_ci": [ 14.29, 34.17 ], "avg": -0.41001, "median_net": -0.57264, "sum_net_pct": -27.06, "net_pnl_krw": -27017.8, "fees_krw": 6580.17, "pf": 0.1168, "days": 4, "trade_sequence_dd_ppt": 27.42, "exit_top": [ [ "STOP_LOSS", 23 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "TAKE_PROFIT", 13 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -3.427, "delta_avg_pnl_pp": -0.14578, "mix_effect_pp": -0.04387, "within_or_new_cell_pp": -0.10191, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 38.46, "last_pct": 24.24 }, { "reason": "STOP_LOSS", "first_pct": 23.08, "last_pct": 34.85 }, { "reason": "TIME_STOP", "first_pct": 10.77, "last_pct": 4.55 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__smart_exit_b", "group": "SCALP", "n": 751, "early": { "n": 375, "wr": 24.8, "wr_ci": [ 20.7, 29.41 ], "avg": -0.32672, "median_net": -0.55226, "sum_net_pct": -122.519, "net_pnl_krw": -122638.12, "fees_krw": 37177.02, "pf": 0.3497, "days": 4, "trade_sequence_dd_ppt": 122.677, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 168 ], [ "STOP_LOSS", 79 ], [ "TRAILING_STOP", 62 ], [ "TIME_STOP", 49 ], [ "SMART_EXIT_B_PROFIT_LOCK", 17 ] ] }, "late": { "n": 376, "wr": 20.213, "wr_ci": [ 16.46, 24.56 ], "avg": -0.47235, "median_net": -0.64064, "sum_net_pct": -177.605, "net_pnl_krw": -177211.05, "fees_krw": 37466.94, "pf": 0.2254, "days": 3, "trade_sequence_dd_ppt": 178.32, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 160 ], [ "STOP_LOSS", 90 ], [ "TIME_STOP", 65 ], [ "TRAILING_STOP", 50 ], [ "SMART_EXIT_B_PROFIT_LOCK", 11 ] ] }, "delta_wr_pp": -4.587, "delta_avg_pnl_pp": -0.14563, "mix_effect_pp": 0.00744, "within_or_new_cell_pp": -0.15308, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.07, "last_pct": 17.29 }, { "reason": "TRAILING_STOP", "first_pct": 16.53, "last_pct": 13.3 }, { "reason": "STOP_LOSS", "first_pct": 21.07, "last_pct": 23.94 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__UP", "n": 9, "avg": 0.202 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 26, "avg": -0.12 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 33, "avg": -0.178 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 12, "avg": -0.845 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.655 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 34, "avg": -0.585 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 141, "early": { "n": 70, "wr": 37.143, "wr_ci": [ 26.77, 48.85 ], "avg": -0.22163, "median_net": -0.30572, "sum_net_pct": -15.514, "net_pnl_krw": -15492.34, "fees_krw": 6991.77, "pf": 0.2849, "days": 3, "trade_sequence_dd_ppt": 17.359, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 22 ], [ "SMART_EXIT_C_FAILURE", 18 ], [ "TAKE_PROFIT", 12 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 5 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, "late": { "n": 71, "wr": 23.944, "wr_ci": [ 15.52, 35.04 ], "avg": -0.3672, "median_net": -0.41153, "sum_net_pct": -26.071, "net_pnl_krw": -26005.57, "fees_krw": 7078.42, "pf": 0.12, "days": 4, "trade_sequence_dd_ppt": 26.232, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 17 ], [ "SMART_EXIT_C_FAILURE", 16 ], [ "TAKE_PROFIT", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TIME_STOP", 6 ] ] }, "delta_wr_pp": -13.199, "delta_avg_pnl_pp": -0.14557, "mix_effect_pp": 0.03103, "within_or_new_cell_pp": -0.17659, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 4.29, "last_pct": 23.94 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 31.43, "last_pct": 16.9 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 14.29, "last_pct": 9.86 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.265 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.334 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.476 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.026 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_micro_fast_discovery", "group": "SCALP", "n": 76, "early": { "n": 38, "wr": 39.474, "wr_ci": [ 25.6, 55.28 ], "avg": -0.24126, "median_net": -0.31793, "sum_net_pct": -9.168, "net_pnl_krw": -9161.18, "fees_krw": 3795.09, "pf": 0.3099, "days": 3, "trade_sequence_dd_ppt": 9.168, "exit_top": [ [ "TAKE_PROFIT", 11 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 38, "wr": 18.421, "wr_ci": [ 9.22, 33.42 ], "avg": -0.3863, "median_net": -0.52885, "sum_net_pct": -14.68, "net_pnl_krw": -14662.61, "fees_krw": 3789.85, "pf": 0.1221, "days": 4, "trade_sequence_dd_ppt": 14.68, "exit_top": [ [ "STOP_LOSS", 11 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 4 ] ] }, "delta_wr_pp": -21.053, "delta_avg_pnl_pp": -0.14504, "mix_effect_pp": -0.19054, "within_or_new_cell_pp": 0.0455, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 18.42, "last_pct": 28.95 }, { "reason": "TAKE_PROFIT", "first_pct": 28.95, "last_pct": 21.05 }, { "reason": "TRAILING_STOP", "first_pct": 15.79, "last_pct": 10.53 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.288 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_micro__smart_exit_c", "group": "SCALP", "n": 211, "early": { "n": 105, "wr": 23.81, "wr_ci": [ 16.68, 32.79 ], "avg": -0.32865, "median_net": -0.36512, "sum_net_pct": -34.508, "net_pnl_krw": -34476.31, "fees_krw": 10479.0, "pf": 0.1764, "days": 4, "trade_sequence_dd_ppt": 34.613, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 53 ], [ "SMART_EXIT_C_FAILURE", 24 ], [ "SMART_EXIT_C_HARD_CAP", 15 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 106, "wr": 24.528, "wr_ci": [ 17.32, 33.51 ], "avg": -0.4734, "median_net": -0.56546, "sum_net_pct": -50.181, "net_pnl_krw": -50061.88, "fees_krw": 10560.45, "pf": 0.1541, "days": 3, "trade_sequence_dd_ppt": 50.181, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 40 ], [ "SMART_EXIT_C_HARD_CAP", 27 ], [ "SMART_EXIT_C_FAILURE", 22 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": 0.718, "delta_avg_pnl_pp": -0.14475, "mix_effect_pp": 0.02916, "within_or_new_cell_pp": -0.17391, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 50.48, "last_pct": 37.74 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 14.29, "last_pct": 25.47 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 11.43, "last_pct": 14.15 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.36 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.403 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.416 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.647 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 22, "avg": -0.463 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro_fast_discovery", "group": "SCALP", "n": 209, "early": { "n": 104, "wr": 36.538, "wr_ci": [ 27.92, 46.12 ], "avg": -0.25556, "median_net": -0.46425, "sum_net_pct": -26.578, "net_pnl_krw": -26541.87, "fees_krw": 10382.23, "pf": 0.2863, "days": 3, "trade_sequence_dd_ppt": 27.922, "exit_top": [ [ "TAKE_PROFIT", 34 ], [ "STOP_LOSS", 28 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 8 ] ] }, "late": { "n": 105, "wr": 25.714, "wr_ci": [ 18.32, 34.83 ], "avg": -0.39942, "median_net": -0.59463, "sum_net_pct": -41.939, "net_pnl_krw": -41860.02, "fees_krw": 10468.93, "pf": 0.1468, "days": 4, "trade_sequence_dd_ppt": 42.39, "exit_top": [ [ "STOP_LOSS", 38 ], [ "TAKE_PROFIT", 27 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 9 ] ] }, "delta_wr_pp": -10.824, "delta_avg_pnl_pp": -0.14386, "mix_effect_pp": 0.00843, "within_or_new_cell_pp": -0.15228, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 26.92, "last_pct": 36.19 }, { "reason": "TAKE_PROFIT", "first_pct": 32.69, "last_pct": 25.71 }, { "reason": "TIME_STOP", "first_pct": 13.46, "last_pct": 10.48 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.16 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.54 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 11, "avg": -0.614 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 9, "avg": -0.515 }, { "l1": "MIXED_REBOUND__FLAT", "n": 9, "avg": -0.396 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed", "group": "SCALP", "n": 126, "early": { "n": 63, "wr": 33.333, "wr_ci": [ 22.95, 45.63 ], "avg": -0.25414, "median_net": -0.55432, "sum_net_pct": -16.011, "net_pnl_krw": -15988.85, "fees_krw": 6287.88, "pf": 0.4606, "days": 4, "trade_sequence_dd_ppt": 18.702, "exit_top": [ [ "STOP_LOSS", 21 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "TRAILING_STOP", 14 ], [ "TIME_STOP", 11 ] ] }, "late": { "n": 63, "wr": 22.222, "wr_ci": [ 13.72, 33.91 ], "avg": -0.39742, "median_net": -0.64498, "sum_net_pct": -25.037, "net_pnl_krw": -25007.8, "fees_krw": 6284.22, "pf": 0.281, "days": 3, "trade_sequence_dd_ppt": 25.037, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 20 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 9 ] ] }, "delta_wr_pp": -11.111, "delta_avg_pnl_pp": -0.14328, "mix_effect_pp": -0.00582, "within_or_new_cell_pp": -0.13746, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 22.22, "last_pct": 14.29 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 26.98, "last_pct": 31.75 }, { "reason": "TIME_STOP", "first_pct": 17.46, "last_pct": 22.22 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.46 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 126, "early": { "n": 63, "wr": 22.222, "wr_ci": [ 13.72, 33.91 ], "avg": -0.29887, "median_net": -0.4277, "sum_net_pct": -18.829, "net_pnl_krw": -18807.5, "fees_krw": 6288.49, "pf": 0.1729, "days": 3, "trade_sequence_dd_ppt": 18.829, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 20 ], [ "STOP_LOSS", 13 ], [ "TAKE_PROFIT", 12 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "late": { "n": 63, "wr": 19.048, "wr_ci": [ 11.25, 30.41 ], "avg": -0.4419, "median_net": -0.50685, "sum_net_pct": -27.84, "net_pnl_krw": -27795.24, "fees_krw": 6280.9, "pf": 0.1068, "days": 4, "trade_sequence_dd_ppt": 28.232, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 24 ], [ "STOP_LOSS", 19 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 6 ], [ "TRAILING_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": -3.174, "delta_avg_pnl_pp": -0.14303, "mix_effect_pp": -0.10017, "within_or_new_cell_pp": -0.04286, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 17.46, "last_pct": 4.76 }, { "reason": "STOP_LOSS", "first_pct": 20.63, "last_pct": 30.16 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 31.75, "last_pct": 38.1 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.414 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro__smart_exit_b", "group": "SCALP", "n": 836, "early": { "n": 418, "wr": 26.555, "wr_ci": [ 22.55, 30.99 ], "avg": -0.32183, "median_net": -0.61389, "sum_net_pct": -134.524, "net_pnl_krw": -133305.05, "fees_krw": 41544.3, "pf": 0.3903, "days": 4, "trade_sequence_dd_ppt": 135.963, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 140 ], [ "STOP_LOSS", 123 ], [ "TRAILING_STOP", 100 ], [ "TIME_STOP", 55 ] ] }, "late": { "n": 418, "wr": 20.335, "wr_ci": [ 16.75, 24.46 ], "avg": -0.46445, "median_net": -0.70284, "sum_net_pct": -194.141, "net_pnl_krw": -193661.09, "fees_krw": 41648.8, "pf": 0.2397, "days": 3, "trade_sequence_dd_ppt": 195.635, "exit_top": [ [ "STOP_LOSS", 148 ], [ "FAST_FAIL_BREAKOUT", 122 ], [ "TIME_STOP", 73 ], [ "TRAILING_STOP", 72 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, "delta_wr_pp": -6.22, "delta_avg_pnl_pp": -0.14262, "mix_effect_pp": 0.06453, "within_or_new_cell_pp": -0.20715, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 23.92, "last_pct": 17.22 }, { "reason": "STOP_LOSS", "first_pct": 29.43, "last_pct": 35.41 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.49, "last_pct": 29.19 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 16, "avg": 0.142 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 17, "avg": 0.033 }, { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 9, "avg": -0.183 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__UP", "n": 10, "avg": -1.005 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 12, "avg": -0.781 }, { "l1": "MIXED_REBOUND__UP", "n": 12, "avg": -0.69 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_b", "group": "SCALP", "n": 1023, "early": { "n": 511, "wr": 24.462, "wr_ci": [ 20.93, 28.37 ], "avg": -0.3197, "median_net": -0.57295, "sum_net_pct": -163.366, "net_pnl_krw": -161461.6, "fees_krw": 50756.06, "pf": 0.3683, "days": 4, "trade_sequence_dd_ppt": 163.366, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 189 ], [ "STOP_LOSS", 136 ], [ "TRAILING_STOP", 97 ], [ "TIME_STOP", 88 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, "late": { "n": 512, "wr": 20.312, "wr_ci": [ 17.05, 24.01 ], "avg": -0.46071, "median_net": -0.64842, "sum_net_pct": -235.882, "net_pnl_krw": -235337.93, "fees_krw": 51019.69, "pf": 0.2329, "days": 3, "trade_sequence_dd_ppt": 235.903, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 200 ], [ "STOP_LOSS", 123 ], [ "TIME_STOP", 102 ], [ "TRAILING_STOP", 82 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ] ] }, "delta_wr_pp": -4.15, "delta_avg_pnl_pp": -0.14101, "mix_effect_pp": 0.0229, "within_or_new_cell_pp": -0.16391, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 18.98, "last_pct": 16.02 }, { "reason": "TIME_STOP", "first_pct": 17.22, "last_pct": 19.92 }, { "reason": "STOP_LOSS", "first_pct": 26.61, "last_pct": 24.02 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 31, "avg": -0.117 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 37, "avg": -0.19 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 14, "avg": -0.206 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 13, "avg": -0.751 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 50, "avg": -0.724 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.624 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_micro__smart_exit_b", "group": "SCALP", "n": 197, "early": { "n": 98, "wr": 33.673, "wr_ci": [ 25.09, 43.49 ], "avg": -0.37987, "median_net": -1.06966, "sum_net_pct": -37.227, "net_pnl_krw": -37188.65, "fees_krw": 9776.51, "pf": 0.523, "days": 4, "trade_sequence_dd_ppt": 38.807, "exit_top": [ [ "STOP_LOSS", 49 ], [ "SMART_EXIT_B_PROFIT_LOCK", 30 ], [ "TIME_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, "late": { "n": 99, "wr": 27.273, "wr_ci": [ 19.47, 36.77 ], "avg": -0.52041, "median_net": -1.04039, "sum_net_pct": -51.52, "net_pnl_krw": -51398.47, "fees_krw": 9862.0, "pf": 0.3425, "days": 3, "trade_sequence_dd_ppt": 52.01, "exit_top": [ [ "STOP_LOSS", 46 ], [ "TIME_STOP", 22 ], [ "SMART_EXIT_B_PROFIT_LOCK", 20 ], [ "FAST_FAIL_BREAKOUT", 11 ] ] }, "delta_wr_pp": -6.4, "delta_avg_pnl_pp": -0.14054, "mix_effect_pp": -0.01438, "within_or_new_cell_pp": -0.12616, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.2, "last_pct": 22.22 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 30.61, "last_pct": 20.2 }, { "reason": "STOP_LOSS", "first_pct": 50.0, "last_pct": 46.46 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": 0.208 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.402 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.825 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 10, "avg": -0.909 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 18, "avg": -0.821 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 12, "avg": -0.277 } ] }, { "stage": "FORWARD", "bot": "af_momentum_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 208, "early": { "n": 104, "wr": 48.077, "wr_ci": [ 38.72, 57.58 ], "avg": -0.24911, "median_net": -0.08662, "sum_net_pct": -25.908, "net_pnl_krw": -7772.35, "fees_krw": 3117.67, "pf": 0.6712, "days": 5, "trade_sequence_dd_ppt": 27.595, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 55 ], [ "SMART_EXIT_C_HARD_CAP", 17 ], [ "SMART_EXIT_C_FAILURE", 16 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 104, "wr": 43.269, "wr_ci": [ 34.15, 52.86 ], "avg": -0.38923, "median_net": -0.1, "sum_net_pct": -40.48, "net_pnl_krw": -12144.09, "fees_krw": 3115.49, "pf": 0.509, "days": 4, "trade_sequence_dd_ppt": 42.86, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 58 ], [ "SMART_EXIT_C_HARD_CAP", 21 ], [ "STOP_LOSS", 13 ], [ "SMART_EXIT_C_FAILURE", 12 ] ] }, "delta_wr_pp": -4.808, "delta_avg_pnl_pp": -0.14012, "mix_effect_pp": 0.12784, "within_or_new_cell_pp": -0.26796, "effect_residual_pp": -0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 15.38, "last_pct": 11.54 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 16.35, "last_pct": 20.19 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 52.88, "last_pct": 55.77 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 13, "avg": 0.201 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.063 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.557 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -1.164 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.711 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.532 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 132, "early": { "n": 66, "wr": 22.727, "wr_ci": [ 14.29, 34.17 ], "avg": -0.29359, "median_net": -0.41658, "sum_net_pct": -19.377, "net_pnl_krw": -19352.6, "fees_krw": 6587.78, "pf": 0.1316, "days": 3, "trade_sequence_dd_ppt": 19.377, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "SMART_EXIT_C_FAILURE", 22 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 66, "wr": 18.182, "wr_ci": [ 10.72, 29.15 ], "avg": -0.4334, "median_net": -0.47957, "sum_net_pct": -28.604, "net_pnl_krw": -28556.85, "fees_krw": 6579.6, "pf": 0.0987, "days": 4, "trade_sequence_dd_ppt": 29.056, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 14 ], [ "SMART_EXIT_C_HARD_CAP", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TAKE_PROFIT", 12 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -4.545, "delta_avg_pnl_pp": -0.13981, "mix_effect_pp": -0.03366, "within_or_new_cell_pp": -0.10615, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 34.85, "last_pct": 18.18 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 7.58, "last_pct": 19.7 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 33.33, "last_pct": 21.21 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro_fast_discovery", "group": "SCALP", "n": 103, "early": { "n": 51, "wr": 33.333, "wr_ci": [ 21.97, 47.03 ], "avg": -0.26865, "median_net": -0.2678, "sum_net_pct": -13.701, "net_pnl_krw": -13685.06, "fees_krw": 5091.76, "pf": 0.2454, "days": 3, "trade_sequence_dd_ppt": 13.701, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 17 ], [ "TAKE_PROFIT", 13 ], [ "TRAILING_STOP", 9 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 5 ] ] }, "late": { "n": 52, "wr": 21.154, "wr_ci": [ 12.24, 34.03 ], "avg": -0.40844, "median_net": -0.50452, "sum_net_pct": -21.239, "net_pnl_krw": -21210.48, "fees_krw": 5186.65, "pf": 0.0885, "days": 4, "trade_sequence_dd_ppt": 21.239, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "TIME_STOP", 10 ], [ "TRAILING_STOP", 8 ], [ "TAKE_PROFIT", 8 ], [ "STOP_LOSS", 8 ] ] }, "delta_wr_pp": -12.179, "delta_avg_pnl_pp": -0.13979, "mix_effect_pp": -0.04701, "within_or_new_cell_pp": -0.09278, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 25.49, "last_pct": 15.38 }, { "reason": "TIME_STOP", "first_pct": 9.8, "last_pct": 19.23 }, { "reason": "TRAILING_STOP", "first_pct": 17.65, "last_pct": 15.38 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 9, "avg": -0.312 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_macro__smart_exit_c", "group": "SCALP", "n": 83, "early": { "n": 41, "wr": 21.951, "wr_ci": [ 12.0, 36.71 ], "avg": -0.33023, "median_net": -0.47701, "sum_net_pct": -13.539, "net_pnl_krw": -13204.47, "fees_krw": 4020.64, "pf": 0.3414, "days": 4, "trade_sequence_dd_ppt": 13.539, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 22 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "STOP_LOSS", 2 ] ] }, "late": { "n": 42, "wr": 16.667, "wr_ci": [ 8.32, 30.6 ], "avg": -0.46802, "median_net": -0.54357, "sum_net_pct": -19.657, "net_pnl_krw": -19589.14, "fees_krw": 4182.92, "pf": 0.209, "days": 3, "trade_sequence_dd_ppt": 19.657, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 19 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "TIME_STOP", 6 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": -5.284, "delta_avg_pnl_pp": -0.13779, "mix_effect_pp": 0.20801, "within_or_new_cell_pp": -0.3458, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 9.76, "last_pct": 23.81 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 53.66, "last_pct": 45.24 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 21.95, "last_pct": 14.29 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "group": "SCALP", "n": 1028, "early": { "n": 514, "wr": 25.097, "wr_ci": [ 21.54, 29.02 ], "avg": -0.31697, "median_net": -0.58954, "sum_net_pct": -162.924, "net_pnl_krw": -161027.47, "fees_krw": 51056.59, "pf": 0.3741, "days": 4, "trade_sequence_dd_ppt": 162.924, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 190 ], [ "STOP_LOSS", 138 ], [ "TRAILING_STOP", 100 ], [ "TIME_STOP", 86 ] ] }, "late": { "n": 514, "wr": 20.428, "wr_ci": [ 17.17, 24.13 ], "avg": -0.45388, "median_net": -0.64842, "sum_net_pct": -233.294, "net_pnl_krw": -232768.78, "fees_krw": 51224.01, "pf": 0.2396, "days": 3, "trade_sequence_dd_ppt": 233.344, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 195 ], [ "STOP_LOSS", 126 ], [ "TIME_STOP", 106 ], [ "TRAILING_STOP", 87 ] ] }, "delta_wr_pp": -4.669, "delta_avg_pnl_pp": -0.13691, "mix_effect_pp": 0.03393, "within_or_new_cell_pp": -0.17083, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 16.73, "last_pct": 20.62 }, { "reason": "TRAILING_STOP", "first_pct": 19.46, "last_pct": 16.93 }, { "reason": "STOP_LOSS", "first_pct": 26.85, "last_pct": 24.51 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 32, "avg": -0.1 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 18, "avg": -0.15 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 14, "avg": -0.192 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 49, "avg": -0.777 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 14, "avg": -0.683 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.642 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__continuation_hold", "group": "SCALP", "n": 161, "early": { "n": 80, "wr": 15.0, "wr_ci": [ 8.79, 24.41 ], "avg": -0.38798, "median_net": -0.6916, "sum_net_pct": -31.039, "net_pnl_krw": -31010.77, "fees_krw": 7980.39, "pf": 0.4064, "days": 4, "trade_sequence_dd_ppt": 35.191, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 29 ], [ "TRAILING_STOP", 12 ] ] }, "late": { "n": 81, "wr": 16.049, "wr_ci": [ 9.63, 25.55 ], "avg": -0.52373, "median_net": -0.80672, "sum_net_pct": -42.423, "net_pnl_krw": -42285.06, "fees_krw": 8064.36, "pf": 0.3207, "days": 3, "trade_sequence_dd_ppt": 42.902, "exit_top": [ [ "STOP_LOSS", 38 ], [ "FAST_FAIL_BREAKOUT", 30 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": 1.049, "delta_avg_pnl_pp": -0.13575, "mix_effect_pp": -0.09072, "within_or_new_cell_pp": -0.04503, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 48.75, "last_pct": 37.04 }, { "reason": "STOP_LOSS", "first_pct": 36.25, "last_pct": 46.91 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 2.47 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.741 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.795 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.643 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.632 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.247 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery", "group": "SCALP", "n": 220, "early": { "n": 110, "wr": 35.455, "wr_ci": [ 27.14, 44.75 ], "avg": -0.29074, "median_net": -0.37414, "sum_net_pct": -31.981, "net_pnl_krw": -31933.31, "fees_krw": 10981.4, "pf": 0.2872, "days": 3, "trade_sequence_dd_ppt": 33.467, "exit_top": [ [ "TAKE_PROFIT", 37 ], [ "STOP_LOSS", 36 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 13 ], [ "TRAILING_STOP", 10 ] ] }, "late": { "n": 110, "wr": 28.182, "wr_ci": [ 20.62, 37.22 ], "avg": -0.42624, "median_net": -0.60736, "sum_net_pct": -46.887, "net_pnl_krw": -46784.33, "fees_krw": 10964.22, "pf": 0.1176, "days": 4, "trade_sequence_dd_ppt": 46.927, "exit_top": [ [ "STOP_LOSS", 47 ], [ "TAKE_PROFIT", 24 ], [ "TIME_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 12 ] ] }, "delta_wr_pp": -7.273, "delta_avg_pnl_pp": -0.1355, "mix_effect_pp": -0.06227, "within_or_new_cell_pp": -0.07323, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 33.64, "last_pct": 21.82 }, { "reason": "STOP_LOSS", "first_pct": 32.73, "last_pct": 42.73 }, { "reason": "TRAILING_STOP", "first_pct": 9.09, "last_pct": 10.91 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.135 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.324 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.47 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.417 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 13, "avg": -0.353 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.099 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro", "group": "SCALP", "n": 1274, "early": { "n": 637, "wr": 23.862, "wr_ci": [ 20.71, 27.32 ], "avg": -0.33901, "median_net": -0.56488, "sum_net_pct": -215.947, "net_pnl_krw": -215623.31, "fees_krw": 63558.37, "pf": 0.3433, "days": 4, "trade_sequence_dd_ppt": 218.265, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 289 ], [ "STOP_LOSS", 138 ], [ "TRAILING_STOP", 132 ], [ "TIME_STOP", 78 ] ] }, "late": { "n": 637, "wr": 18.995, "wr_ci": [ 16.14, 22.22 ], "avg": -0.47436, "median_net": -0.64321, "sum_net_pct": -302.168, "net_pnl_krw": -301393.69, "fees_krw": 63460.35, "pf": 0.2262, "days": 3, "trade_sequence_dd_ppt": 302.189, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 294 ], [ "STOP_LOSS", 146 ], [ "TRAILING_STOP", 107 ], [ "TIME_STOP", 90 ] ] }, "delta_wr_pp": -4.867, "delta_avg_pnl_pp": -0.13535, "mix_effect_pp": 0.00729, "within_or_new_cell_pp": -0.14264, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 20.72, "last_pct": 16.8 }, { "reason": "TIME_STOP", "first_pct": 12.24, "last_pct": 14.13 }, { "reason": "STOP_LOSS", "first_pct": 21.66, "last_pct": 22.92 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__DOWN", "n": 8, "avg": 0.103 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 19, "avg": -0.002 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 36, "avg": -0.126 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 12, "avg": -0.796 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.63 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 73, "avg": -0.589 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_c", "group": "SCALP", "n": 102, "early": { "n": 51, "wr": 27.451, "wr_ci": [ 17.11, 40.95 ], "avg": -0.37172, "median_net": -0.57775, "sum_net_pct": -18.958, "net_pnl_krw": -18926.1, "fees_krw": 5086.55, "pf": 0.2349, "days": 4, "trade_sequence_dd_ppt": 19.271, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ], [ "SMART_EXIT_C_HARD_CAP", 13 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, "late": { "n": 51, "wr": 21.569, "wr_ci": [ 12.49, 34.63 ], "avg": -0.50676, "median_net": -0.57035, "sum_net_pct": -25.845, "net_pnl_krw": -25761.51, "fees_krw": 5079.02, "pf": 0.1514, "days": 3, "trade_sequence_dd_ppt": 26.023, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 16 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "SMART_EXIT_C_FAILURE", 6 ] ] }, "delta_wr_pp": -5.882, "delta_avg_pnl_pp": -0.13504, "mix_effect_pp": -0.14273, "within_or_new_cell_pp": 0.00768, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 41.18, "last_pct": 31.37 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 25.49, "last_pct": 31.37 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 5.88, "last_pct": 11.76 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.19 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_micro", "group": "SCALP", "n": 347, "early": { "n": 173, "wr": 30.636, "wr_ci": [ 24.25, 37.86 ], "avg": -0.33632, "median_net": -0.892, "sum_net_pct": -58.183, "net_pnl_krw": -58097.34, "fees_krw": 17262.52, "pf": 0.5166, "days": 4, "trade_sequence_dd_ppt": 59.762, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 71 ], [ "TRAILING_STOP", 45 ], [ "STOP_LOSS", 35 ], [ "TIME_STOP", 22 ] ] }, "late": { "n": 174, "wr": 27.011, "wr_ci": [ 20.96, 34.05 ], "avg": -0.47105, "median_net": -0.89646, "sum_net_pct": -81.963, "net_pnl_krw": -81786.24, "fees_krw": 17336.65, "pf": 0.3814, "days": 3, "trade_sequence_dd_ppt": 81.963, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 73 ], [ "STOP_LOSS", 39 ], [ "TRAILING_STOP", 38 ], [ "TIME_STOP", 24 ] ] }, "delta_wr_pp": -3.625, "delta_avg_pnl_pp": -0.13473, "mix_effect_pp": -0.06579, "within_or_new_cell_pp": -0.06895, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 26.01, "last_pct": 21.84 }, { "reason": "STOP_LOSS", "first_pct": 20.23, "last_pct": 22.41 }, { "reason": "TIME_STOP", "first_pct": 12.72, "last_pct": 13.79 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": 0.573 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": 0.358 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.219 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 10, "avg": -0.982 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 18, "avg": -0.861 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 20, "avg": -0.479 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_micro", "group": "SCALP", "n": 409, "early": { "n": 204, "wr": 28.922, "wr_ci": [ 23.13, 35.49 ], "avg": -0.36991, "median_net": -0.8895, "sum_net_pct": -75.461, "net_pnl_krw": -75446.12, "fees_krw": 20354.67, "pf": 0.4847, "days": 4, "trade_sequence_dd_ppt": 75.868, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 67 ], [ "STOP_LOSS", 58 ], [ "TRAILING_STOP", 46 ], [ "TIME_STOP", 33 ] ] }, "late": { "n": 205, "wr": 27.317, "wr_ci": [ 21.68, 33.79 ], "avg": -0.50326, "median_net": -0.8996, "sum_net_pct": -103.168, "net_pnl_krw": -102921.69, "fees_krw": 20422.38, "pf": 0.3377, "days": 3, "trade_sequence_dd_ppt": 103.168, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 75 ], [ "STOP_LOSS", 47 ], [ "TIME_STOP", 47 ], [ "TRAILING_STOP", 36 ] ] }, "delta_wr_pp": -1.605, "delta_avg_pnl_pp": -0.13335, "mix_effect_pp": 0.05242, "within_or_new_cell_pp": -0.18577, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 16.18, "last_pct": 22.93 }, { "reason": "STOP_LOSS", "first_pct": 28.43, "last_pct": 22.93 }, { "reason": "TRAILING_STOP", "first_pct": 22.55, "last_pct": 17.56 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 9, "avg": 0.124 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 10, "avg": -0.088 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 19, "avg": -0.111 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 19, "avg": -0.952 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 15, "avg": -0.779 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 16, "avg": -0.61 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro__smart_exit_c", "group": "SCALP", "n": 842, "early": { "n": 421, "wr": 25.653, "wr_ci": [ 21.71, 30.03 ], "avg": -0.3257, "median_net": -0.60371, "sum_net_pct": -137.121, "net_pnl_krw": -135915.92, "fees_krw": 41844.54, "pf": 0.3855, "days": 4, "trade_sequence_dd_ppt": 138.277, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 141 ], [ "STOP_LOSS", 127 ], [ "TRAILING_STOP", 96 ], [ "TIME_STOP", 57 ] ] }, "late": { "n": 421, "wr": 21.14, "wr_ci": [ 17.51, 25.29 ], "avg": -0.45808, "median_net": -0.68337, "sum_net_pct": -192.852, "net_pnl_krw": -192379.51, "fees_krw": 41949.63, "pf": 0.2412, "days": 3, "trade_sequence_dd_ppt": 195.322, "exit_top": [ [ "STOP_LOSS", 147 ], [ "FAST_FAIL_BREAKOUT", 123 ], [ "TRAILING_STOP", 76 ], [ "TIME_STOP", 72 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ] ] }, "delta_wr_pp": -4.513, "delta_avg_pnl_pp": -0.13238, "mix_effect_pp": 0.09134, "within_or_new_cell_pp": -0.22372, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 22.8, "last_pct": 18.05 }, { "reason": "STOP_LOSS", "first_pct": 30.17, "last_pct": 34.92 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.49, "last_pct": 29.22 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 16, "avg": 0.159 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 17, "avg": 0.065 }, { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 9, "avg": -0.172 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__UP", "n": 10, "avg": -1.03 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 12, "avg": -0.781 }, { "l1": "MIXED_REBOUND__UP", "n": 12, "avg": -0.69 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_micro", "group": "SCALP", "n": 235, "early": { "n": 117, "wr": 34.188, "wr_ci": [ 26.22, 43.16 ], "avg": -0.28995, "median_net": -0.82503, "sum_net_pct": -33.924, "net_pnl_krw": -33913.74, "fees_krw": 11679.62, "pf": 0.561, "days": 4, "trade_sequence_dd_ppt": 34.987, "exit_top": [ [ "STOP_LOSS", 38 ], [ "TRAILING_STOP", 32 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "TIME_STOP", 22 ] ] }, "late": { "n": 118, "wr": 33.051, "wr_ci": [ 25.22, 41.95 ], "avg": -0.42149, "median_net": -0.69961, "sum_net_pct": -49.735, "net_pnl_krw": -49616.58, "fees_krw": 11761.05, "pf": 0.373, "days": 3, "trade_sequence_dd_ppt": 50.296, "exit_top": [ [ "TIME_STOP", 46 ], [ "STOP_LOSS", 38 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "TRAILING_STOP", 15 ] ] }, "delta_wr_pp": -1.137, "delta_avg_pnl_pp": -0.13154, "mix_effect_pp": -0.04062, "within_or_new_cell_pp": -0.09091, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 18.8, "last_pct": 38.98 }, { "reason": "TRAILING_STOP", "first_pct": 27.35, "last_pct": 12.71 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.37, "last_pct": 16.1 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": 0.245 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 8, "avg": 0.188 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": 0.16 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 12, "avg": -0.827 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": -0.54 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.506 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__acceptance_confirmed__smart_exit_c", "group": "SCALP", "n": 228, "early": { "n": 114, "wr": 23.684, "wr_ci": [ 16.82, 32.27 ], "avg": -0.31226, "median_net": -0.51522, "sum_net_pct": -35.598, "net_pnl_krw": -35517.11, "fees_krw": 11370.73, "pf": 0.3082, "days": 4, "trade_sequence_dd_ppt": 35.598, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 46 ], [ "SMART_EXIT_C_PROFIT_LOCK", 32 ], [ "SMART_EXIT_C_FAILURE", 18 ], [ "SMART_EXIT_C_HARD_CAP", 12 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 114, "wr": 21.053, "wr_ci": [ 14.58, 29.42 ], "avg": -0.44248, "median_net": -0.5606, "sum_net_pct": -50.443, "net_pnl_krw": -50332.54, "fees_krw": 11362.23, "pf": 0.2184, "days": 3, "trade_sequence_dd_ppt": 50.443, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 52 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "SMART_EXIT_C_FAILURE", 19 ], [ "SMART_EXIT_C_HARD_CAP", 14 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -2.631, "delta_avg_pnl_pp": -0.13022, "mix_effect_pp": -0.04889, "within_or_new_cell_pp": -0.08133, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 28.07, "last_pct": 21.93 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 40.35, "last_pct": 45.61 }, { "reason": "TIME_STOP", "first_pct": 5.26, "last_pct": 3.51 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.167 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 9, "avg": -0.328 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.389 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.524 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -0.357 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.318 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro_fast_discovery", "group": "SCALP", "n": 158, "early": { "n": 79, "wr": 39.241, "wr_ci": [ 29.21, 50.27 ], "avg": -0.25661, "median_net": -0.34801, "sum_net_pct": -20.272, "net_pnl_krw": -20260.47, "fees_krw": 7887.53, "pf": 0.2982, "days": 3, "trade_sequence_dd_ppt": 20.993, "exit_top": [ [ "TAKE_PROFIT", 27 ], [ "STOP_LOSS", 27 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 79, "wr": 25.316, "wr_ci": [ 17.03, 35.89 ], "avg": -0.38439, "median_net": -0.60226, "sum_net_pct": -30.367, "net_pnl_krw": -30283.21, "fees_krw": 7873.94, "pf": 0.1692, "days": 4, "trade_sequence_dd_ppt": 30.819, "exit_top": [ [ "STOP_LOSS", 29 ], [ "TAKE_PROFIT", 22 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 5 ] ] }, "delta_wr_pp": -13.925, "delta_avg_pnl_pp": -0.12778, "mix_effect_pp": 0.05282, "within_or_new_cell_pp": -0.18061, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 34.18, "last_pct": 27.85 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.92, "last_pct": 18.99 }, { "reason": "STOP_LOSS", "first_pct": 34.18, "last_pct": 36.71 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.367 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 119, "early": { "n": 59, "wr": 35.593, "wr_ci": [ 24.6, 48.34 ], "avg": -0.18588, "median_net": -0.39858, "sum_net_pct": -10.967, "net_pnl_krw": -10959.92, "fees_krw": 5894.0, "pf": 0.396, "days": 3, "trade_sequence_dd_ppt": 11.971, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 20 ], [ "TAKE_PROFIT", 18 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 60, "wr": 26.667, "wr_ci": [ 17.13, 39.01 ], "avg": -0.31355, "median_net": -0.40312, "sum_net_pct": -18.813, "net_pnl_krw": -18802.09, "fees_krw": 5988.89, "pf": 0.1487, "days": 4, "trade_sequence_dd_ppt": 19.163, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 26 ], [ "TAKE_PROFIT", 13 ], [ "TIME_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 3 ] ] }, "delta_wr_pp": -8.926, "delta_avg_pnl_pp": -0.12767, "mix_effect_pp": -0.03918, "within_or_new_cell_pp": -0.0885, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 33.9, "last_pct": 43.33 }, { "reason": "TAKE_PROFIT", "first_pct": 30.51, "last_pct": 21.67 }, { "reason": "TIME_STOP", "first_pct": 5.08, "last_pct": 13.33 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.164 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.271 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.365 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_macro", "group": "SCALP", "n": 1309, "early": { "n": 654, "wr": 28.593, "wr_ci": [ 25.26, 32.17 ], "avg": -0.29531, "median_net": -0.58778, "sum_net_pct": -193.13, "net_pnl_krw": -192862.55, "fees_krw": 65269.17, "pf": 0.4318, "days": 4, "trade_sequence_dd_ppt": 195.159, "exit_top": [ [ "STOP_LOSS", 210 ], [ "FAST_FAIL_BREAKOUT", 194 ], [ "TRAILING_STOP", 169 ], [ "TIME_STOP", 81 ] ] }, "late": { "n": 655, "wr": 21.527, "wr_ci": [ 18.55, 24.84 ], "avg": -0.42295, "median_net": -0.68519, "sum_net_pct": -277.032, "net_pnl_krw": -276302.35, "fees_krw": 65268.62, "pf": 0.2846, "days": 3, "trade_sequence_dd_ppt": 277.032, "exit_top": [ [ "STOP_LOSS", 228 ], [ "FAST_FAIL_BREAKOUT", 191 ], [ "TRAILING_STOP", 125 ], [ "TIME_STOP", 111 ] ] }, "delta_wr_pp": -7.066, "delta_avg_pnl_pp": -0.12764, "mix_effect_pp": 0.01793, "within_or_new_cell_pp": -0.14557, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 25.84, "last_pct": 19.08 }, { "reason": "TIME_STOP", "first_pct": 12.39, "last_pct": 16.95 }, { "reason": "STOP_LOSS", "first_pct": 32.11, "last_pct": 34.81 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 22, "avg": 0.074 }, { "l1": "MIXED_REBOUND__DOWN", "n": 14, "avg": 0.022 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 27, "avg": -0.039 } ], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 11, "avg": -0.752 }, { "l1": "MIXED_REBOUND__UP", "n": 23, "avg": -0.618 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 49, "avg": -0.593 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 104, "early": { "n": 52, "wr": 38.462, "wr_ci": [ 26.47, 52.04 ], "avg": -0.20495, "median_net": -0.13274, "sum_net_pct": -10.657, "net_pnl_krw": -10632.09, "fees_krw": 5192.79, "pf": 0.388, "days": 3, "trade_sequence_dd_ppt": 12.572, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "TAKE_PROFIT", 14 ], [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 52, "wr": 25.0, "wr_ci": [ 15.23, 38.21 ], "avg": -0.33257, "median_net": -0.3385, "sum_net_pct": -17.293, "net_pnl_krw": -17264.55, "fees_krw": 5186.87, "pf": 0.1316, "days": 3, "trade_sequence_dd_ppt": 17.333, "exit_top": [ [ "STOP_LOSS", 18 ], [ "SMART_EXIT_B_PROFIT_LOCK", 12 ], [ "TAKE_PROFIT", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 5 ] ] }, "delta_wr_pp": -13.462, "delta_avg_pnl_pp": -0.12762, "mix_effect_pp": 0.02677, "within_or_new_cell_pp": -0.15439, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 23.08, "last_pct": 34.62 }, { "reason": "TAKE_PROFIT", "first_pct": 26.92, "last_pct": 21.15 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 28.85, "last_pct": 23.08 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.143 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_macro", "group": "SCALP", "n": 1124, "early": { "n": 562, "wr": 29.893, "wr_ci": [ 26.26, 33.8 ], "avg": -0.29726, "median_net": -0.70291, "sum_net_pct": -167.059, "net_pnl_krw": -166868.7, "fees_krw": 56096.98, "pf": 0.4391, "days": 4, "trade_sequence_dd_ppt": 167.556, "exit_top": [ [ "STOP_LOSS", 265 ], [ "TRAILING_STOP", 159 ], [ "FAST_FAIL_BREAKOUT", 89 ], [ "TIME_STOP", 49 ] ] }, "late": { "n": 562, "wr": 24.733, "wr_ci": [ 21.35, 28.46 ], "avg": -0.42403, "median_net": -0.69983, "sum_net_pct": -238.305, "net_pnl_krw": -237926.62, "fees_krw": 56022.59, "pf": 0.2883, "days": 3, "trade_sequence_dd_ppt": 238.305, "exit_top": [ [ "STOP_LOSS", 278 ], [ "TRAILING_STOP", 119 ], [ "TIME_STOP", 94 ], [ "FAST_FAIL_BREAKOUT", 71 ] ] }, "delta_wr_pp": -5.16, "delta_avg_pnl_pp": -0.12677, "mix_effect_pp": 0.00537, "within_or_new_cell_pp": -0.13215, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 8.72, "last_pct": 16.73 }, { "reason": "TRAILING_STOP", "first_pct": 28.29, "last_pct": 21.17 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.84, "last_pct": 12.63 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 9, "avg": 0.182 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 16, "avg": 0.077 }, { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 11, "avg": 0.05 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 11, "avg": -0.705 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 13, "avg": -0.636 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 19, "avg": -0.586 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_macro_fast_discovery", "group": "SCALP", "n": 84, "early": { "n": 42, "wr": 28.571, "wr_ci": [ 17.17, 43.57 ], "avg": -0.5055, "median_net": -0.81777, "sum_net_pct": -21.231, "net_pnl_krw": -21216.32, "fees_krw": 4189.14, "pf": 0.165, "days": 3, "trade_sequence_dd_ppt": 21.231, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "TAKE_PROFIT", 9 ], [ "STOP_LOSS", 8 ], [ "TIME_STOP", 5 ], [ "TRAILING_STOP", 5 ] ] }, "late": { "n": 42, "wr": 23.81, "wr_ci": [ 13.48, 38.53 ], "avg": -0.63171, "median_net": -0.86941, "sum_net_pct": -26.532, "net_pnl_krw": -26451.88, "fees_krw": 4178.78, "pf": 0.1116, "days": 4, "trade_sequence_dd_ppt": 26.532, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "TAKE_PROFIT", 10 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 5 ], [ "TRAILING_STOP", 2 ] ] }, "delta_wr_pp": -4.761, "delta_avg_pnl_pp": -0.12621, "mix_effect_pp": -0.22627, "within_or_new_cell_pp": 0.10007, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 11.9, "last_pct": 4.76 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 35.71, "last_pct": 42.86 }, { "reason": "STOP_LOSS", "first_pct": 19.05, "last_pct": 16.67 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 14, "avg": -0.402 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_exit_a", "group": "CORE", "n": 136, "early": { "n": 68, "wr": 33.824, "wr_ci": [ 23.71, 45.66 ], "avg": -0.44147, "median_net": -0.79247, "sum_net_pct": -30.02, "net_pnl_krw": -16657.25, "fees_krw": 4498.69, "pf": 0.3253, "days": 6, "trade_sequence_dd_ppt": 30.053, "exit_top": [ [ "TRAILING_STOP", 24 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_A_FAILURE", 10 ], [ "TAKE_PROFIT", 9 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 68, "wr": 26.471, "wr_ci": [ 17.45, 38.01 ], "avg": -0.56592, "median_net": -0.91062, "sum_net_pct": -38.482, "net_pnl_krw": -38406.27, "fees_krw": 6770.53, "pf": 0.2077, "days": 3, "trade_sequence_dd_ppt": 38.482, "exit_top": [ [ "TRAILING_STOP", 27 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "SMART_EXIT_A_FAILURE", 10 ], [ "TAKE_PROFIT", 6 ], [ "STOP_LOSS", 6 ] ] }, "delta_wr_pp": -7.353, "delta_avg_pnl_pp": -0.12445, "mix_effect_pp": -0.17067, "within_or_new_cell_pp": 0.01934, "effect_residual_pp": 0.02688, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 13.24, "last_pct": 8.82 }, { "reason": "TRAILING_STOP", "first_pct": 35.29, "last_pct": 39.71 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 26.47, "last_pct": 27.94 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.482 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -1.186 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 17, "avg": -0.6 } ] }, { "stage": "FORWARD", "bot": "af_predictive_model_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 68, "early": { "n": 34, "wr": 76.471, "wr_ci": [ 60.0, 87.56 ], "avg": 0.42225, "median_net": 0.55048, "sum_net_pct": 14.357, "net_pnl_krw": 4306.95, "fees_krw": 1022.66, "pf": 2.0592, "days": 6, "trade_sequence_dd_ppt": 7.698, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 28 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, "late": { "n": 34, "wr": 64.706, "wr_ci": [ 47.91, 78.51 ], "avg": 0.54655, "median_net": 0.27511, "sum_net_pct": 18.583, "net_pnl_krw": 5574.79, "fees_krw": 1023.3, "pf": 2.9162, "days": 3, "trade_sequence_dd_ppt": 4.686, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 29 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, "delta_wr_pp": -11.765, "delta_avg_pnl_pp": 0.1243, "mix_effect_pp": 0.13376, "within_or_new_cell_pp": -0.00946, "effect_residual_pp": 0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 14.71, "last_pct": 8.82 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 82.35, "last_pct": 85.29 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 2.94 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "bottom_impulse_first_rebreak", "group": "CORE", "n": 54, "early": { "n": 27, "wr": 40.741, "wr_ci": [ 24.51, 59.27 ], "avg": -0.236, "median_net": -0.63299, "sum_net_pct": -6.372, "net_pnl_krw": -6365.13, "fees_krw": 2694.32, "pf": 0.7021, "days": 4, "trade_sequence_dd_ppt": 10.459, "exit_top": [ [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 8 ] ] }, "late": { "n": 27, "wr": 40.741, "wr_ci": [ 24.51, 59.27 ], "avg": -0.35887, "median_net": -1.54855, "sum_net_pct": -9.69, "net_pnl_krw": -9649.23, "fees_krw": 2690.08, "pf": 0.6291, "days": 3, "trade_sequence_dd_ppt": 12.91, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 11 ], [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 0.0, "delta_avg_pnl_pp": -0.12287, "mix_effect_pp": 0.01848, "within_or_new_cell_pp": -0.14135, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 29.63, "last_pct": 3.7 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 29.63, "last_pct": 51.85 }, { "reason": "STOP_LOSS", "first_pct": 0.0, "last_pct": 3.7 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_micro__smart_exit_c", "group": "SCALP", "n": 174, "early": { "n": 87, "wr": 22.989, "wr_ci": [ 15.4, 32.86 ], "avg": -0.33938, "median_net": -0.31919, "sum_net_pct": -29.526, "net_pnl_krw": -29485.67, "fees_krw": 8682.41, "pf": 0.2539, "days": 4, "trade_sequence_dd_ppt": 29.526, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 44 ], [ "FAST_FAIL_BREAKOUT", 23 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 87, "wr": 16.092, "wr_ci": [ 9.83, 25.22 ], "avg": -0.46215, "median_net": -0.60822, "sum_net_pct": -40.207, "net_pnl_krw": -40116.22, "fees_krw": 8669.94, "pf": 0.127, "days": 3, "trade_sequence_dd_ppt": 40.207, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 33 ], [ "SMART_EXIT_C_FAILURE", 24 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "TIME_STOP", 7 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, "delta_wr_pp": -6.897, "delta_avg_pnl_pp": -0.12277, "mix_effect_pp": -0.09917, "within_or_new_cell_pp": -0.02361, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 50.57, "last_pct": 37.93 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 17.24, "last_pct": 27.59 }, { "reason": "TIME_STOP", "first_pct": 2.3, "last_pct": 8.05 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 15, "avg": -0.359 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.591 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 16, "avg": -0.591 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 16, "avg": -0.433 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_macro", "group": "SCALP", "n": 232, "early": { "n": 116, "wr": 29.31, "wr_ci": [ 21.8, 38.15 ], "avg": -0.3194, "median_net": -0.87723, "sum_net_pct": -37.051, "net_pnl_krw": -37014.18, "fees_krw": 11577.28, "pf": 0.5375, "days": 3, "trade_sequence_dd_ppt": 37.613, "exit_top": [ [ "STOP_LOSS", 34 ], [ "FAST_FAIL_BREAKOUT", 33 ], [ "TIME_STOP", 29 ], [ "TRAILING_STOP", 20 ] ] }, "late": { "n": 116, "wr": 25.0, "wr_ci": [ 18.01, 33.6 ], "avg": -0.44197, "median_net": -0.84752, "sum_net_pct": -51.269, "net_pnl_krw": -51144.62, "fees_krw": 11559.02, "pf": 0.3252, "days": 4, "trade_sequence_dd_ppt": 51.269, "exit_top": [ [ "TIME_STOP", 45 ], [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 28 ], [ "TRAILING_STOP", 9 ] ] }, "delta_wr_pp": -4.31, "delta_avg_pnl_pp": -0.12257, "mix_effect_pp": -0.10462, "within_or_new_cell_pp": -0.01795, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 25.0, "last_pct": 38.79 }, { "reason": "TRAILING_STOP", "first_pct": 17.24, "last_pct": 7.76 }, { "reason": "STOP_LOSS", "first_pct": 29.31, "last_pct": 24.14 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": 0.072 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 9, "avg": 0.053 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": 0.046 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.838 }, { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": -0.835 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.584 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_micro__smart_exit_c", "group": "SCALP", "n": 81, "early": { "n": 40, "wr": 35.0, "wr_ci": [ 22.13, 50.49 ], "avg": -0.22878, "median_net": -0.4173, "sum_net_pct": -9.151, "net_pnl_krw": -9135.02, "fees_krw": 3993.19, "pf": 0.38, "days": 4, "trade_sequence_dd_ppt": 10.06, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 20 ], [ "SMART_EXIT_C_FAILURE", 13 ], [ "SMART_EXIT_C_HARD_CAP", 7 ] ] }, "late": { "n": 41, "wr": 29.268, "wr_ci": [ 17.61, 44.48 ], "avg": -0.351, "median_net": -0.50963, "sum_net_pct": -14.391, "net_pnl_krw": -14383.64, "fees_krw": 4091.5, "pf": 0.2199, "days": 3, "trade_sequence_dd_ppt": 14.391, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 16 ], [ "SMART_EXIT_C_FAILURE", 14 ], [ "SMART_EXIT_C_HARD_CAP", 9 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "delta_wr_pp": -5.732, "delta_avg_pnl_pp": -0.12222, "mix_effect_pp": -0.06567, "within_or_new_cell_pp": -0.05655, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 50.0, "last_pct": 39.02 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 0.0, "last_pct": 4.88 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 17.5, "last_pct": 21.95 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.334 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_micro", "group": "SCALP", "n": 222, "early": { "n": 111, "wr": 27.928, "wr_ci": [ 20.43, 36.9 ], "avg": -0.35027, "median_net": -0.88086, "sum_net_pct": -38.88, "net_pnl_krw": -38836.15, "fees_krw": 11076.39, "pf": 0.5238, "days": 3, "trade_sequence_dd_ppt": 40.984, "exit_top": [ [ "STOP_LOSS", 36 ], [ "FAST_FAIL_BREAKOUT", 34 ], [ "TRAILING_STOP", 24 ], [ "TIME_STOP", 17 ] ] }, "late": { "n": 111, "wr": 24.324, "wr_ci": [ 17.29, 33.08 ], "avg": -0.47246, "median_net": -0.88701, "sum_net_pct": -52.444, "net_pnl_krw": -52348.45, "fees_krw": 11062.88, "pf": 0.3173, "days": 4, "trade_sequence_dd_ppt": 54.172, "exit_top": [ [ "TIME_STOP", 37 ], [ "STOP_LOSS", 33 ], [ "FAST_FAIL_BREAKOUT", 28 ], [ "TRAILING_STOP", 13 ] ] }, "delta_wr_pp": -3.604, "delta_avg_pnl_pp": -0.12219, "mix_effect_pp": -0.1494, "within_or_new_cell_pp": 0.0272, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 15.32, "last_pct": 33.33 }, { "reason": "TRAILING_STOP", "first_pct": 21.62, "last_pct": 11.71 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 30.63, "last_pct": 25.23 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 10, "avg": 0.693 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": 0.053 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.226 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.944 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.58 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.469 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_macro__smart_exit_b", "group": "SCALP", "n": 259, "early": { "n": 129, "wr": 39.535, "wr_ci": [ 31.52, 48.16 ], "avg": -0.38648, "median_net": -0.84997, "sum_net_pct": -49.856, "net_pnl_krw": -49811.46, "fees_krw": 12871.65, "pf": 0.4162, "days": 4, "trade_sequence_dd_ppt": 51.961, "exit_top": [ [ "STOP_LOSS", 53 ], [ "SMART_EXIT_B_PROFIT_LOCK", 53 ], [ "TIME_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ] ] }, "late": { "n": 130, "wr": 33.846, "wr_ci": [ 26.28, 42.34 ], "avg": -0.50737, "median_net": -0.90823, "sum_net_pct": -65.959, "net_pnl_krw": -65777.9, "fees_krw": 12948.53, "pf": 0.3088, "days": 3, "trade_sequence_dd_ppt": 66.69, "exit_top": [ [ "STOP_LOSS", 55 ], [ "SMART_EXIT_B_PROFIT_LOCK", 48 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "TIME_STOP", 10 ] ] }, "delta_wr_pp": -5.689, "delta_avg_pnl_pp": -0.12089, "mix_effect_pp": -0.13326, "within_or_new_cell_pp": 0.01236, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 7.75, "last_pct": 13.08 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 41.09, "last_pct": 36.92 }, { "reason": "TIME_STOP", "first_pct": 10.08, "last_pct": 7.69 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.1 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -0.22 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.264 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -1.135 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 26, "avg": -0.667 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 10, "avg": -0.652 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_micro", "group": "SCALP", "n": 303, "early": { "n": 151, "wr": 29.801, "wr_ci": [ 23.08, 37.52 ], "avg": -0.42277, "median_net": -0.94703, "sum_net_pct": -63.839, "net_pnl_krw": -63789.14, "fees_krw": 15063.74, "pf": 0.4308, "days": 4, "trade_sequence_dd_ppt": 69.489, "exit_top": [ [ "STOP_LOSS", 67 ], [ "TRAILING_STOP", 34 ], [ "TIME_STOP", 26 ], [ "FAST_FAIL_BREAKOUT", 24 ] ] }, "late": { "n": 152, "wr": 27.632, "wr_ci": [ 21.14, 35.23 ], "avg": -0.54339, "median_net": -1.05674, "sum_net_pct": -82.595, "net_pnl_krw": -82419.1, "fees_krw": 15139.94, "pf": 0.3242, "days": 3, "trade_sequence_dd_ppt": 87.607, "exit_top": [ [ "STOP_LOSS", 61 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "TIME_STOP", 30 ], [ "TRAILING_STOP", 29 ] ] }, "delta_wr_pp": -2.169, "delta_avg_pnl_pp": -0.12062, "mix_effect_pp": 0.06976, "within_or_new_cell_pp": -0.19037, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.89, "last_pct": 21.05 }, { "reason": "STOP_LOSS", "first_pct": 44.37, "last_pct": 40.13 }, { "reason": "TRAILING_STOP", "first_pct": 22.52, "last_pct": 19.08 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.119 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 8, "avg": -0.206 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.246 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.889 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 18, "avg": -0.681 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 22, "avg": -0.642 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_micro__smart_exit_a", "group": "SCALP", "n": 80, "early": { "n": 40, "wr": 22.5, "wr_ci": [ 12.32, 37.5 ], "avg": -0.6494, "median_net": -1.10419, "sum_net_pct": -25.976, "net_pnl_krw": -25972.53, "fees_krw": 3985.18, "pf": 0.2415, "days": 4, "trade_sequence_dd_ppt": 25.976, "exit_top": [ [ "STOP_LOSS", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_A_FAILURE", 6 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 5 ] ] }, "late": { "n": 40, "wr": 25.0, "wr_ci": [ 14.19, 40.19 ], "avg": -0.52976, "median_net": -0.9069, "sum_net_pct": -21.19, "net_pnl_krw": -21143.5, "fees_krw": 3985.06, "pf": 0.3001, "days": 3, "trade_sequence_dd_ppt": 21.19, "exit_top": [ [ "TIME_STOP", 16 ], [ "STOP_LOSS", 8 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "TRAILING_STOP", 3 ] ] }, "delta_wr_pp": 2.5, "delta_avg_pnl_pp": 0.11964, "mix_effect_pp": 0.05175, "within_or_new_cell_pp": 0.06789, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.5, "last_pct": 40.0 }, { "reason": "STOP_LOSS", "first_pct": 32.5, "last_pct": 20.0 }, { "reason": "TRAILING_STOP", "first_pct": 15.0, "last_pct": 7.5 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_macro", "group": "SCALP", "n": 247, "early": { "n": 123, "wr": 38.211, "wr_ci": [ 30.1, 47.03 ], "avg": -0.26844, "median_net": -0.80987, "sum_net_pct": -33.019, "net_pnl_krw": -32969.28, "fees_krw": 12280.02, "pf": 0.5758, "days": 3, "trade_sequence_dd_ppt": 41.281, "exit_top": [ [ "STOP_LOSS", 36 ], [ "TIME_STOP", 33 ], [ "TRAILING_STOP", 27 ], [ "FAST_FAIL_BREAKOUT", 27 ] ] }, "late": { "n": 124, "wr": 30.645, "wr_ci": [ 23.21, 39.24 ], "avg": -0.38637, "median_net": -0.92775, "sum_net_pct": -47.91, "net_pnl_krw": -47769.98, "fees_krw": 12361.31, "pf": 0.4608, "days": 4, "trade_sequence_dd_ppt": 49.155, "exit_top": [ [ "STOP_LOSS", 47 ], [ "TIME_STOP", 28 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "TRAILING_STOP", 24 ] ] }, "delta_wr_pp": -7.566, "delta_avg_pnl_pp": -0.11793, "mix_effect_pp": -0.1895, "within_or_new_cell_pp": 0.07157, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 29.27, "last_pct": 37.9 }, { "reason": "TIME_STOP", "first_pct": 26.83, "last_pct": 22.58 }, { "reason": "TRAILING_STOP", "first_pct": 21.95, "last_pct": 19.35 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__DOWN", "n": 10, "avg": 0.172 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 9, "avg": 0.004 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.448 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.917 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 10, "avg": -0.738 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 12, "avg": -0.621 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_macro__smart_exit_c", "group": "SCALP", "n": 160, "early": { "n": 80, "wr": 33.75, "wr_ci": [ 24.35, 44.64 ], "avg": -0.33585, "median_net": -0.42451, "sum_net_pct": -26.868, "net_pnl_krw": -26844.17, "fees_krw": 7987.22, "pf": 0.2664, "days": 3, "trade_sequence_dd_ppt": 26.868, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 33 ], [ "STOP_LOSS", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "late": { "n": 80, "wr": 32.5, "wr_ci": [ 23.24, 43.36 ], "avg": -0.45361, "median_net": -0.59637, "sum_net_pct": -36.288, "net_pnl_krw": -36219.34, "fees_krw": 7973.2, "pf": 0.2243, "days": 4, "trade_sequence_dd_ppt": 38.718, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 31 ], [ "SMART_EXIT_C_FAILURE", 25 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -1.25, "delta_avg_pnl_pp": -0.11776, "mix_effect_pp": -0.04808, "within_or_new_cell_pp": -0.06968, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 42.5, "last_pct": 31.25 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 7.5, "last_pct": 17.5 }, { "reason": "STOP_LOSS", "first_pct": 8.75, "last_pct": 11.25 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.244 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.598 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.696 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.392 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__acceptance_confirmed__smart_exit_a", "group": "SCALP", "n": 226, "early": { "n": 113, "wr": 23.009, "wr_ci": [ 16.21, 31.58 ], "avg": -0.35395, "median_net": -0.55639, "sum_net_pct": -39.996, "net_pnl_krw": -39905.81, "fees_krw": 11268.28, "pf": 0.3226, "days": 4, "trade_sequence_dd_ppt": 39.996, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 52 ], [ "TRAILING_STOP", 24 ], [ "SMART_EXIT_A_FAILURE", 20 ], [ "TIME_STOP", 9 ], [ "STOP_LOSS", 8 ] ] }, "late": { "n": 113, "wr": 16.814, "wr_ci": [ 11.04, 24.77 ], "avg": -0.47083, "median_net": -0.58581, "sum_net_pct": -53.204, "net_pnl_krw": -53072.48, "fees_krw": 11261.09, "pf": 0.2423, "days": 3, "trade_sequence_dd_ppt": 53.204, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 51 ], [ "SMART_EXIT_A_FAILURE", 25 ], [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 9 ], [ "STOP_LOSS", 8 ] ] }, "delta_wr_pp": -6.195, "delta_avg_pnl_pp": -0.11688, "mix_effect_pp": -0.05545, "within_or_new_cell_pp": -0.06144, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 17.7, "last_pct": 22.12 }, { "reason": "TRAILING_STOP", "first_pct": 21.24, "last_pct": 17.7 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 46.02, "last_pct": 45.13 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": 0.004 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.193 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.648 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.536 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.518 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.441 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_micro", "group": "SCALP", "n": 1248, "early": { "n": 624, "wr": 28.686, "wr_ci": [ 25.28, 32.36 ], "avg": -0.32364, "median_net": -0.70393, "sum_net_pct": -201.952, "net_pnl_krw": -201713.7, "fees_krw": 62276.94, "pf": 0.3924, "days": 4, "trade_sequence_dd_ppt": 203.271, "exit_top": [ [ "STOP_LOSS", 310 ], [ "TRAILING_STOP", 160 ], [ "TIME_STOP", 77 ], [ "FAST_FAIL_BREAKOUT", 77 ] ] }, "late": { "n": 624, "wr": 23.558, "wr_ci": [ 20.4, 27.04 ], "avg": -0.43981, "median_net": -0.72747, "sum_net_pct": -274.441, "net_pnl_krw": -273961.81, "fees_krw": 62202.04, "pf": 0.2726, "days": 3, "trade_sequence_dd_ppt": 274.441, "exit_top": [ [ "STOP_LOSS", 325 ], [ "TRAILING_STOP", 130 ], [ "TIME_STOP", 107 ], [ "FAST_FAIL_BREAKOUT", 62 ] ] }, "delta_wr_pp": -5.128, "delta_avg_pnl_pp": -0.11617, "mix_effect_pp": -0.00932, "within_or_new_cell_pp": -0.10685, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.34, "last_pct": 17.15 }, { "reason": "TRAILING_STOP", "first_pct": 25.64, "last_pct": 20.83 }, { "reason": "STOP_LOSS", "first_pct": 49.68, "last_pct": 52.08 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 19, "avg": 0.003 }, { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 13, "avg": -0.051 }, { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": -0.126 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 13, "avg": -0.906 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 13, "avg": -0.9 }, { "l1": "MIXED_REBOUND__UP", "n": 23, "avg": -0.612 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro", "group": "SCALP", "n": 1500, "early": { "n": 750, "wr": 28.267, "wr_ci": [ 25.16, 31.59 ], "avg": -0.33694, "median_net": -0.70576, "sum_net_pct": -252.708, "net_pnl_krw": -252432.26, "fees_krw": 74852.04, "pf": 0.3846, "days": 4, "trade_sequence_dd_ppt": 253.066, "exit_top": [ [ "STOP_LOSS", 356 ], [ "TRAILING_STOP", 194 ], [ "FAST_FAIL_BREAKOUT", 118 ], [ "TIME_STOP", 82 ] ] }, "late": { "n": 750, "wr": 21.733, "wr_ci": [ 18.93, 24.83 ], "avg": -0.4496, "median_net": -0.71076, "sum_net_pct": -337.2, "net_pnl_krw": -336489.41, "fees_krw": 74733.41, "pf": 0.2552, "days": 3, "trade_sequence_dd_ppt": 337.529, "exit_top": [ [ "STOP_LOSS", 364 ], [ "TIME_STOP", 140 ], [ "TRAILING_STOP", 138 ], [ "FAST_FAIL_BREAKOUT", 108 ] ] }, "delta_wr_pp": -6.534, "delta_avg_pnl_pp": -0.11266, "mix_effect_pp": -0.00114, "within_or_new_cell_pp": -0.11151, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.93, "last_pct": 18.67 }, { "reason": "TRAILING_STOP", "first_pct": 25.87, "last_pct": 18.4 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.73, "last_pct": 14.4 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 27, "avg": 0.153 }, { "l1": "MIXED_REBOUND__DOWN", "n": 17, "avg": 0.108 }, { "l1": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 10, "avg": 0.027 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 24, "avg": -0.756 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 88, "avg": -0.563 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 103, "avg": -0.533 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro_fast_discovery", "group": "SCALP", "n": 130, "early": { "n": 65, "wr": 29.231, "wr_ci": [ 19.58, 41.2 ], "avg": -0.3127, "median_net": -0.51419, "sum_net_pct": -20.325, "net_pnl_krw": -20292.31, "fees_krw": 6486.67, "pf": 0.2339, "days": 3, "trade_sequence_dd_ppt": 20.682, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "TAKE_PROFIT", 14 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 5 ] ] }, "late": { "n": 65, "wr": 18.462, "wr_ci": [ 10.89, 29.55 ], "avg": -0.42398, "median_net": -0.51886, "sum_net_pct": -27.559, "net_pnl_krw": -27488.96, "fees_krw": 6476.38, "pf": 0.074, "days": 4, "trade_sequence_dd_ppt": 27.559, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 25 ], [ "STOP_LOSS", 13 ], [ "TAKE_PROFIT", 11 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 5 ] ] }, "delta_wr_pp": -10.769, "delta_avg_pnl_pp": -0.11128, "mix_effect_pp": 0.00856, "within_or_new_cell_pp": -0.11984, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 32.31, "last_pct": 38.46 }, { "reason": "TAKE_PROFIT", "first_pct": 21.54, "last_pct": 16.92 }, { "reason": "STOP_LOSS", "first_pct": 21.54, "last_pct": 20.0 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.325 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.429 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.341 } ] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_exit_c", "group": "CORE", "n": 136, "early": { "n": 68, "wr": 27.941, "wr_ci": [ 18.68, 39.56 ], "avg": -0.42996, "median_net": -0.48919, "sum_net_pct": -29.237, "net_pnl_krw": -17369.18, "fees_krw": 4498.34, "pf": 0.2547, "days": 6, "trade_sequence_dd_ppt": 29.896, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 31 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_C_HARD_CAP", 12 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_FAILURE", 5 ] ] }, "late": { "n": 68, "wr": 26.471, "wr_ci": [ 17.45, 38.01 ], "avg": -0.54024, "median_net": -0.91062, "sum_net_pct": -36.736, "net_pnl_krw": -36651.56, "fees_krw": 6771.08, "pf": 0.1711, "days": 3, "trade_sequence_dd_ppt": 36.736, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 28 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "SMART_EXIT_C_HARD_CAP", 11 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "TAKE_PROFIT", 4 ] ] }, "delta_wr_pp": -1.47, "delta_avg_pnl_pp": -0.11028, "mix_effect_pp": -0.10894, "within_or_new_cell_pp": -0.02939, "effect_residual_pp": 0.02805, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.59, "last_pct": 27.94 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 45.59, "last_pct": 41.18 }, { "reason": "TAKE_PROFIT", "first_pct": 8.82, "last_pct": 5.88 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.412 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -1.047 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 16, "avg": -0.654 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_macro__smart_exit_b", "group": "SCALP", "n": 117, "early": { "n": 58, "wr": 36.207, "wr_ci": [ 25.05, 49.07 ], "avg": -0.20138, "median_net": -0.69346, "sum_net_pct": -11.68, "net_pnl_krw": -11681.53, "fees_krw": 5793.82, "pf": 0.6529, "days": 3, "trade_sequence_dd_ppt": 20.7, "exit_top": [ [ "TIME_STOP", 19 ], [ "STOP_LOSS", 15 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 7 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ] ] }, "late": { "n": 59, "wr": 30.508, "wr_ci": [ 20.25, 43.15 ], "avg": -0.31107, "median_net": -0.89236, "sum_net_pct": -18.353, "net_pnl_krw": -18310.73, "fees_krw": 5885.11, "pf": 0.5578, "days": 4, "trade_sequence_dd_ppt": 18.353, "exit_top": [ [ "TIME_STOP", 20 ], [ "STOP_LOSS", 15 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ] ] }, "delta_wr_pp": -5.699, "delta_avg_pnl_pp": -0.10969, "mix_effect_pp": -0.02804, "within_or_new_cell_pp": -0.08165, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 12.07, "last_pct": 10.17 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 22.41, "last_pct": 23.73 }, { "reason": "TIME_STOP", "first_pct": 32.76, "last_pct": 33.9 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.586 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_entry_b__smart_exit_c", "group": "CORE", "n": 138, "early": { "n": 69, "wr": 39.13, "wr_ci": [ 28.48, 50.93 ], "avg": -0.25484, "median_net": -0.1, "sum_net_pct": -17.584, "net_pnl_krw": -8542.11, "fees_krw": 2287.88, "pf": 0.3842, "days": 6, "trade_sequence_dd_ppt": 19.325, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 44 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_C_HARD_CAP", 7 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, "late": { "n": 69, "wr": 30.435, "wr_ci": [ 20.85, 42.08 ], "avg": -0.36349, "median_net": -0.61833, "sum_net_pct": -25.081, "net_pnl_krw": -15814.39, "fees_krw": 2977.14, "pf": 0.2792, "days": 3, "trade_sequence_dd_ppt": 25.815, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_C_HARD_CAP", 9 ], [ "TAKE_PROFIT", 7 ], [ "SMART_EXIT_C_FAILURE", 6 ] ] }, "delta_wr_pp": -8.695, "delta_avg_pnl_pp": -0.10865, "mix_effect_pp": -0.08737, "within_or_new_cell_pp": -0.04426, "effect_residual_pp": 0.02298, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 63.77, "last_pct": 52.17 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 4.35, "last_pct": 8.7 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.04, "last_pct": 15.94 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.252 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -0.848 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 17, "avg": -0.361 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__smart_exit_a", "group": "SCALP", "n": 1019, "early": { "n": 509, "wr": 24.558, "wr_ci": [ 21.02, 28.48 ], "avg": -0.35582, "median_net": -0.6297, "sum_net_pct": -181.113, "net_pnl_krw": -181921.81, "fees_krw": 50625.5, "pf": 0.3292, "days": 4, "trade_sequence_dd_ppt": 181.792, "exit_top": [ [ "STOP_LOSS", 176 ], [ "TRAILING_STOP", 115 ], [ "FAST_FAIL_BREAKOUT", 89 ], [ "SMART_EXIT_A_FAILURE", 87 ], [ "TIME_STOP", 42 ] ] }, "late": { "n": 510, "wr": 18.627, "wr_ci": [ 15.49, 22.24 ], "avg": -0.46306, "median_net": -0.62586, "sum_net_pct": -236.161, "net_pnl_krw": -235660.51, "fees_krw": 50818.26, "pf": 0.2201, "days": 3, "trade_sequence_dd_ppt": 236.838, "exit_top": [ [ "STOP_LOSS", 181 ], [ "SMART_EXIT_A_FAILURE", 111 ], [ "TRAILING_STOP", 85 ], [ "FAST_FAIL_BREAKOUT", 73 ], [ "TIME_STOP", 60 ] ] }, "delta_wr_pp": -5.931, "delta_avg_pnl_pp": -0.10724, "mix_effect_pp": 0.03872, "within_or_new_cell_pp": -0.14596, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 22.59, "last_pct": 16.67 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 17.09, "last_pct": 21.76 }, { "reason": "TIME_STOP", "first_pct": 8.25, "last_pct": 11.76 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 25, "avg": 0.07 }, { "l1": "MIXED_REBOUND__DOWN", "n": 10, "avg": -0.09 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 11, "avg": -0.17 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 21, "avg": -0.703 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 28, "avg": -0.64 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 36, "avg": -0.617 } ] }, { "stage": "FORWARD", "bot": "af_momentum_v0001__smart_exit_b", "group": "ADAPTIVE", "n": 197, "early": { "n": 98, "wr": 54.082, "wr_ci": [ 44.25, 63.61 ], "avg": -0.25943, "median_net": 0.20273, "sum_net_pct": -25.424, "net_pnl_krw": -7627.19, "fees_krw": 2937.66, "pf": 0.6912, "days": 5, "trade_sequence_dd_ppt": 28.612, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 57 ], [ "STOP_LOSS", 38 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 99, "wr": 45.455, "wr_ci": [ 36.0, 55.25 ], "avg": -0.36612, "median_net": -0.1, "sum_net_pct": -36.246, "net_pnl_krw": -10873.85, "fees_krw": 2966.05, "pf": 0.5296, "days": 4, "trade_sequence_dd_ppt": 38.698, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 61 ], [ "STOP_LOSS", 37 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -8.627, "delta_avg_pnl_pp": -0.10669, "mix_effect_pp": 0.18462, "within_or_new_cell_pp": -0.29131, "effect_residual_pp": 0.0, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 58.16, "last_pct": 61.62 }, { "reason": "TIME_STOP", "first_pct": 3.06, "last_pct": 1.01 }, { "reason": "STOP_LOSS", "first_pct": 38.78, "last_pct": 37.37 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 12, "avg": 0.219 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.034 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.746 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -1.112 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.627 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.29 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_a", "group": "SCALP", "n": 145, "early": { "n": 72, "wr": 11.111, "wr_ci": [ 5.74, 20.42 ], "avg": -0.56356, "median_net": -0.74693, "sum_net_pct": -40.576, "net_pnl_krw": -40557.92, "fees_krw": 7173.25, "pf": 0.2312, "days": 4, "trade_sequence_dd_ppt": 42.108, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 32 ], [ "STOP_LOSS", 29 ], [ "TRAILING_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "late": { "n": 73, "wr": 17.808, "wr_ci": [ 10.71, 28.12 ], "avg": -0.45706, "median_net": -0.76046, "sum_net_pct": -33.366, "net_pnl_krw": -33285.93, "fees_krw": 7270.28, "pf": 0.3732, "days": 3, "trade_sequence_dd_ppt": 39.203, "exit_top": [ [ "STOP_LOSS", 35 ], [ "SMART_EXIT_A_FAILURE", 25 ], [ "TRAILING_STOP", 13 ] ] }, "delta_wr_pp": 6.697, "delta_avg_pnl_pp": 0.1065, "mix_effect_pp": -0.02795, "within_or_new_cell_pp": 0.13445, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 44.44, "last_pct": 34.25 }, { "reason": "STOP_LOSS", "first_pct": 40.28, "last_pct": 47.95 }, { "reason": "TRAILING_STOP", "first_pct": 11.11, "last_pct": 17.81 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.631 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": 0.445 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_lower_wick_reversal_macro", "group": "SCALP", "n": 479, "early": { "n": 239, "wr": 27.615, "wr_ci": [ 22.33, 33.6 ], "avg": -0.26362, "median_net": -0.54031, "sum_net_pct": -63.006, "net_pnl_krw": -62948.21, "fees_krw": 23865.53, "pf": 0.4381, "days": 3, "trade_sequence_dd_ppt": 65.963, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 93 ], [ "STOP_LOSS", 65 ], [ "TRAILING_STOP", 56 ], [ "TIME_STOP", 25 ] ] }, "late": { "n": 240, "wr": 24.167, "wr_ci": [ 19.18, 29.96 ], "avg": -0.3701, "median_net": -0.57596, "sum_net_pct": -88.823, "net_pnl_krw": -88628.04, "fees_krw": 23932.31, "pf": 0.2705, "days": 4, "trade_sequence_dd_ppt": 88.823, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 114 ], [ "STOP_LOSS", 49 ], [ "TRAILING_STOP", 39 ], [ "TIME_STOP", 38 ] ] }, "delta_wr_pp": -3.448, "delta_avg_pnl_pp": -0.10648, "mix_effect_pp": -0.01902, "within_or_new_cell_pp": -0.08745, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 38.91, "last_pct": 47.5 }, { "reason": "TRAILING_STOP", "first_pct": 23.43, "last_pct": 16.25 }, { "reason": "STOP_LOSS", "first_pct": 27.2, "last_pct": 20.42 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 13, "avg": 0.021 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 16, "avg": -0.129 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 19, "avg": -0.18 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": -0.602 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.5 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 25, "avg": -0.453 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro__smart_exit_c", "group": "SCALP", "n": 574, "early": { "n": 287, "wr": 26.829, "wr_ci": [ 22.03, 32.24 ], "avg": -0.30675, "median_net": -0.55226, "sum_net_pct": -88.037, "net_pnl_krw": -87955.69, "fees_krw": 28648.45, "pf": 0.3446, "days": 4, "trade_sequence_dd_ppt": 88.037, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 112 ], [ "STOP_LOSS", 63 ], [ "TIME_STOP", 55 ], [ "TRAILING_STOP", 43 ], [ "SMART_EXIT_C_PROFIT_LOCK", 14 ] ] }, "late": { "n": 287, "wr": 19.861, "wr_ci": [ 15.66, 24.86 ], "avg": -0.41298, "median_net": -0.62057, "sum_net_pct": -118.527, "net_pnl_krw": -118336.98, "fees_krw": 28612.95, "pf": 0.2204, "days": 3, "trade_sequence_dd_ppt": 118.527, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 109 ], [ "STOP_LOSS", 69 ], [ "TIME_STOP", 64 ], [ "TRAILING_STOP", 27 ], [ "SMART_EXIT_C_PROFIT_LOCK", 18 ] ] }, "delta_wr_pp": -6.968, "delta_avg_pnl_pp": -0.10623, "mix_effect_pp": 0.00131, "within_or_new_cell_pp": -0.10755, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 14.98, "last_pct": 9.41 }, { "reason": "TIME_STOP", "first_pct": 19.16, "last_pct": 22.3 }, { "reason": "STOP_LOSS", "first_pct": 21.95, "last_pct": 24.04 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 11, "avg": -0.172 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 26, "avg": -0.214 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 17, "avg": -0.216 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.694 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.64 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 31, "avg": -0.522 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_micro", "group": "SCALP", "n": 396, "early": { "n": 198, "wr": 32.828, "wr_ci": [ 26.67, 39.64 ], "avg": -0.3554, "median_net": -1.11292, "sum_net_pct": -70.37, "net_pnl_krw": -70313.56, "fees_krw": 19757.86, "pf": 0.5554, "days": 4, "trade_sequence_dd_ppt": 75.541, "exit_top": [ [ "STOP_LOSS", 114 ], [ "TRAILING_STOP", 56 ], [ "TIME_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, "late": { "n": 198, "wr": 27.778, "wr_ci": [ 22.01, 34.39 ], "avg": -0.4611, "median_net": -1.03879, "sum_net_pct": -91.297, "net_pnl_krw": -91066.01, "fees_krw": 19729.53, "pf": 0.4152, "days": 3, "trade_sequence_dd_ppt": 91.297, "exit_top": [ [ "STOP_LOSS", 101 ], [ "TRAILING_STOP", 45 ], [ "TIME_STOP", 41 ], [ "FAST_FAIL_BREAKOUT", 11 ] ] }, "delta_wr_pp": -5.05, "delta_avg_pnl_pp": -0.1057, "mix_effect_pp": 0.04, "within_or_new_cell_pp": -0.14569, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.6, "last_pct": 20.71 }, { "reason": "STOP_LOSS", "first_pct": 57.58, "last_pct": 51.01 }, { "reason": "TRAILING_STOP", "first_pct": 28.28, "last_pct": 22.73 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__UP", "n": 9, "avg": 0.407 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": 0.395 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 10, "avg": 0.179 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 13, "avg": -1.028 }, { "l1": "MIXED_REBOUND__FLAT", "n": 9, "avg": -0.768 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 16, "avg": -0.61 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro__acceptance_confirmed__smart_exit_b", "group": "SCALP", "n": 223, "early": { "n": 111, "wr": 26.126, "wr_ci": [ 18.85, 35.0 ], "avg": -0.33234, "median_net": -0.56488, "sum_net_pct": -36.889, "net_pnl_krw": -36809.18, "fees_krw": 11069.87, "pf": 0.3188, "days": 4, "trade_sequence_dd_ppt": 36.889, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 50 ], [ "SMART_EXIT_B_PROFIT_LOCK", 35 ], [ "STOP_LOSS", 19 ], [ "TIME_STOP", 7 ] ] }, "late": { "n": 112, "wr": 24.107, "wr_ci": [ 17.13, 32.8 ], "avg": -0.438, "median_net": -0.61789, "sum_net_pct": -49.056, "net_pnl_krw": -48954.84, "fees_krw": 11163.28, "pf": 0.2736, "days": 3, "trade_sequence_dd_ppt": 49.056, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 54 ], [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "STOP_LOSS", 21 ], [ "TIME_STOP", 8 ] ] }, "delta_wr_pp": -2.019, "delta_avg_pnl_pp": -0.10566, "mix_effect_pp": -0.06968, "within_or_new_cell_pp": -0.03598, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 31.53, "last_pct": 25.89 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 45.05, "last_pct": 48.21 }, { "reason": "STOP_LOSS", "first_pct": 17.12, "last_pct": 18.75 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.155 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.228 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.606 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 11, "avg": -0.635 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.482 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.346 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_mean_reversion_micro", "group": "SCALP", "n": 116, "early": { "n": 58, "wr": 31.034, "wr_ci": [ 20.62, 43.8 ], "avg": -0.29332, "median_net": -0.87869, "sum_net_pct": -17.012, "net_pnl_krw": -17000.32, "fees_krw": 5791.03, "pf": 0.5768, "days": 3, "trade_sequence_dd_ppt": 22.242, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 16 ], [ "TRAILING_STOP", 14 ], [ "TIME_STOP", 7 ] ] }, "late": { "n": 58, "wr": 32.759, "wr_ci": [ 22.08, 45.58 ], "avg": -0.3986, "median_net": -0.79088, "sum_net_pct": -23.119, "net_pnl_krw": -23080.22, "fees_krw": 5783.4, "pf": 0.3669, "days": 4, "trade_sequence_dd_ppt": 27.063, "exit_top": [ [ "TIME_STOP", 24 ], [ "STOP_LOSS", 15 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 6 ] ] }, "delta_wr_pp": 1.725, "delta_avg_pnl_pp": -0.10528, "mix_effect_pp": -0.07014, "within_or_new_cell_pp": -0.03515, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.07, "last_pct": 41.38 }, { "reason": "TRAILING_STOP", "first_pct": 24.14, "last_pct": 10.34 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 36.21, "last_pct": 22.41 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.053 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 16, "avg": -0.543 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.882 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.055 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro_fast_discovery", "group": "SCALP", "n": 79, "early": { "n": 39, "wr": 33.333, "wr_ci": [ 20.63, 49.02 ], "avg": -0.26916, "median_net": -0.41256, "sum_net_pct": -10.497, "net_pnl_krw": -10489.56, "fees_krw": 3894.75, "pf": 0.3343, "days": 3, "trade_sequence_dd_ppt": 11.799, "exit_top": [ [ "TAKE_PROFIT", 13 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "STOP_LOSS", 6 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 40, "wr": 27.5, "wr_ci": [ 16.11, 42.84 ], "avg": -0.37439, "median_net": -0.53406, "sum_net_pct": -14.976, "net_pnl_krw": -14962.65, "fees_krw": 3991.13, "pf": 0.1486, "days": 4, "trade_sequence_dd_ppt": 15.109, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "TAKE_PROFIT", 9 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -5.833, "delta_avg_pnl_pp": -0.10523, "mix_effect_pp": 0.00094, "within_or_new_cell_pp": -0.10617, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 33.33, "last_pct": 22.5 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.33, "last_pct": 40.0 }, { "reason": "TIME_STOP", "first_pct": 7.69, "last_pct": 10.0 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.623 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_micro__smart_exit_c", "group": "SCALP", "n": 73, "early": { "n": 36, "wr": 22.222, "wr_ci": [ 11.72, 38.09 ], "avg": -0.24983, "median_net": -0.24964, "sum_net_pct": -8.994, "net_pnl_krw": -8917.03, "fees_krw": 3524.13, "pf": 0.3978, "days": 4, "trade_sequence_dd_ppt": 8.994, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 20 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "SMART_EXIT_C_FAILURE", 7 ], [ "STOP_LOSS", 2 ] ] }, "late": { "n": 37, "wr": 16.216, "wr_ci": [ 7.65, 31.14 ], "avg": -0.355, "median_net": -0.51273, "sum_net_pct": -13.135, "net_pnl_krw": -13106.0, "fees_krw": 3689.07, "pf": 0.2486, "days": 3, "trade_sequence_dd_ppt": 14.086, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 16 ], [ "SMART_EXIT_C_FAILURE", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 2 ], [ "STOP_LOSS", 2 ] ] }, "delta_wr_pp": -6.006, "delta_avg_pnl_pp": -0.10517, "mix_effect_pp": -0.08002, "within_or_new_cell_pp": -0.02515, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 55.56, "last_pct": 43.24 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 19.44, "last_pct": 29.73 }, { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 5.41 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.602 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 76, "early": { "n": 38, "wr": 34.211, "wr_ci": [ 21.21, 50.11 ], "avg": -0.29732, "median_net": -0.43328, "sum_net_pct": -11.298, "net_pnl_krw": -11285.55, "fees_krw": 3793.15, "pf": 0.199, "days": 3, "trade_sequence_dd_ppt": 11.404, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 7 ], [ "TAKE_PROFIT", 6 ] ] }, "late": { "n": 38, "wr": 10.526, "wr_ci": [ 4.17, 24.13 ], "avg": -0.40231, "median_net": -0.50999, "sum_net_pct": -15.288, "net_pnl_krw": -15262.31, "fees_krw": 3788.43, "pf": 0.0415, "days": 4, "trade_sequence_dd_ppt": 15.288, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 6 ], [ "TAKE_PROFIT", 4 ] ] }, "delta_wr_pp": -23.685, "delta_avg_pnl_pp": -0.10499, "mix_effect_pp": 0.05633, "within_or_new_cell_pp": -0.16133, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.95, "last_pct": 36.84 }, { "reason": "TAKE_PROFIT", "first_pct": 15.79, "last_pct": 10.53 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 18.42, "last_pct": 21.05 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.344 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery", "group": "SCALP", "n": 164, "early": { "n": 82, "wr": 35.366, "wr_ci": [ 25.89, 46.16 ], "avg": -0.23336, "median_net": -0.29905, "sum_net_pct": -19.136, "net_pnl_krw": -19094.17, "fees_krw": 8187.26, "pf": 0.3922, "days": 3, "trade_sequence_dd_ppt": 21.329, "exit_top": [ [ "TAKE_PROFIT", 29 ], [ "STOP_LOSS", 25 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 82, "wr": 31.707, "wr_ci": [ 22.65, 42.4 ], "avg": -0.33693, "median_net": -0.43732, "sum_net_pct": -27.628, "net_pnl_krw": -27584.32, "fees_krw": 8178.5, "pf": 0.1627, "days": 4, "trade_sequence_dd_ppt": 27.668, "exit_top": [ [ "STOP_LOSS", 30 ], [ "TAKE_PROFIT", 23 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 8 ] ] }, "delta_wr_pp": -3.659, "delta_avg_pnl_pp": -0.10357, "mix_effect_pp": 0.01374, "within_or_new_cell_pp": -0.11731, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 35.37, "last_pct": 28.05 }, { "reason": "TIME_STOP", "first_pct": 7.32, "last_pct": 13.41 }, { "reason": "STOP_LOSS", "first_pct": 30.49, "last_pct": 36.59 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.276 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.364 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": -0.283 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_micro", "group": "SCALP", "n": 307, "early": { "n": 153, "wr": 33.333, "wr_ci": [ 26.35, 41.13 ], "avg": -0.38957, "median_net": -0.92312, "sum_net_pct": -59.604, "net_pnl_krw": -59576.15, "fees_krw": 15262.34, "pf": 0.4546, "days": 4, "trade_sequence_dd_ppt": 59.857, "exit_top": [ [ "STOP_LOSS", 51 ], [ "TRAILING_STOP", 42 ], [ "FAST_FAIL_BREAKOUT", 41 ], [ "TIME_STOP", 19 ] ] }, "late": { "n": 154, "wr": 25.974, "wr_ci": [ 19.69, 33.42 ], "avg": -0.49071, "median_net": -0.93998, "sum_net_pct": -75.569, "net_pnl_krw": -75438.2, "fees_krw": 15348.35, "pf": 0.4017, "days": 3, "trade_sequence_dd_ppt": 76.561, "exit_top": [ [ "STOP_LOSS", 56 ], [ "FAST_FAIL_BREAKOUT", 44 ], [ "TRAILING_STOP", 37 ], [ "TIME_STOP", 17 ] ] }, "delta_wr_pp": -7.359, "delta_avg_pnl_pp": -0.10114, "mix_effect_pp": -0.0399, "within_or_new_cell_pp": -0.06123, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 27.45, "last_pct": 24.03 }, { "reason": "STOP_LOSS", "first_pct": 33.33, "last_pct": 36.36 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 26.8, "last_pct": 28.57 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.008 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.154 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.199 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 17, "avg": -1.103 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.838 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 11, "avg": -0.753 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro__smart_exit_b", "group": "SCALP", "n": 569, "early": { "n": 284, "wr": 26.056, "wr_ci": [ 21.29, 31.46 ], "avg": -0.32457, "median_net": -0.55639, "sum_net_pct": -92.178, "net_pnl_krw": -92088.91, "fees_krw": 28346.15, "pf": 0.3217, "days": 4, "trade_sequence_dd_ppt": 92.178, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 110 ], [ "STOP_LOSS", 65 ], [ "TIME_STOP", 55 ], [ "TRAILING_STOP", 41 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ] ] }, "late": { "n": 285, "wr": 19.298, "wr_ci": [ 15.14, 24.28 ], "avg": -0.42539, "median_net": -0.62744, "sum_net_pct": -121.235, "net_pnl_krw": -121042.05, "fees_krw": 28412.81, "pf": 0.211, "days": 3, "trade_sequence_dd_ppt": 121.235, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 110 ], [ "STOP_LOSS", 70 ], [ "TIME_STOP", 64 ], [ "TRAILING_STOP", 25 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ] ] }, "delta_wr_pp": -6.758, "delta_avg_pnl_pp": -0.10082, "mix_effect_pp": 0.00663, "within_or_new_cell_pp": -0.10744, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 14.44, "last_pct": 8.77 }, { "reason": "TIME_STOP", "first_pct": 19.37, "last_pct": 22.46 }, { "reason": "STOP_LOSS", "first_pct": 22.89, "last_pct": 24.56 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 26, "avg": -0.213 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 17, "avg": -0.216 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 27, "avg": -0.267 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.694 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.62 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 32, "avg": -0.527 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_macro", "group": "SCALP", "n": 571, "early": { "n": 285, "wr": 27.018, "wr_ci": [ 22.19, 32.45 ], "avg": -0.27586, "median_net": -0.57785, "sum_net_pct": -78.62, "net_pnl_krw": -78561.07, "fees_krw": 28450.36, "pf": 0.4316, "days": 4, "trade_sequence_dd_ppt": 79.043, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 101 ], [ "STOP_LOSS", 85 ], [ "TRAILING_STOP", 68 ], [ "TIME_STOP", 31 ] ] }, "late": { "n": 286, "wr": 23.776, "wr_ci": [ 19.21, 29.04 ], "avg": -0.37617, "median_net": -0.58833, "sum_net_pct": -107.584, "net_pnl_krw": -107457.86, "fees_krw": 28528.28, "pf": 0.2634, "days": 3, "trade_sequence_dd_ppt": 107.965, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 91 ], [ "STOP_LOSS", 81 ], [ "TIME_STOP", 73 ], [ "TRAILING_STOP", 41 ] ] }, "delta_wr_pp": -3.242, "delta_avg_pnl_pp": -0.10031, "mix_effect_pp": 0.02601, "within_or_new_cell_pp": -0.12632, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.88, "last_pct": 25.52 }, { "reason": "TRAILING_STOP", "first_pct": 23.86, "last_pct": 14.34 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 35.44, "last_pct": 31.82 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 10, "avg": 0.246 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.08 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 13, "avg": -0.14 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__FLAT", "n": 16, "avg": -0.633 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 16, "avg": -0.593 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.559 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 110, "early": { "n": 55, "wr": 30.909, "wr_ci": [ 20.28, 44.03 ], "avg": -0.22296, "median_net": -0.40992, "sum_net_pct": -12.263, "net_pnl_krw": -12253.58, "fees_krw": 5493.81, "pf": 0.3338, "days": 3, "trade_sequence_dd_ppt": 15.447, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 22 ], [ "TAKE_PROFIT", 16 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 3 ] ] }, "late": { "n": 55, "wr": 25.455, "wr_ci": [ 15.81, 38.3 ], "avg": -0.32277, "median_net": -0.41153, "sum_net_pct": -17.753, "net_pnl_krw": -17738.39, "fees_krw": 5488.51, "pf": 0.1457, "days": 4, "trade_sequence_dd_ppt": 18.102, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 25 ], [ "TAKE_PROFIT", 12 ], [ "TIME_STOP", 6 ], [ "STOP_LOSS", 5 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TRAILING_STOP", 3 ] ] }, "delta_wr_pp": -5.454, "delta_avg_pnl_pp": -0.09981, "mix_effect_pp": -0.04034, "within_or_new_cell_pp": -0.05947, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TAKE_PROFIT", "first_pct": 29.09, "last_pct": 21.82 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 40.0, "last_pct": 45.45 }, { "reason": "TIME_STOP", "first_pct": 7.27, "last_pct": 10.91 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.402 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 104, "early": { "n": 52, "wr": 36.538, "wr_ci": [ 24.8, 50.13 ], "avg": -0.20636, "median_net": -0.39567, "sum_net_pct": -10.731, "net_pnl_krw": -10703.54, "fees_krw": 5192.76, "pf": 0.4263, "days": 3, "trade_sequence_dd_ppt": 12.573, "exit_top": [ [ "TAKE_PROFIT", 17 ], [ "SMART_EXIT_A_FAILURE", 16 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TRAILING_STOP", 5 ], [ "STOP_LOSS", 4 ] ] }, "late": { "n": 52, "wr": 28.846, "wr_ci": [ 18.33, 42.27 ], "avg": -0.30556, "median_net": -0.41648, "sum_net_pct": -15.889, "net_pnl_krw": -15863.42, "fees_krw": 5187.57, "pf": 0.1668, "days": 3, "trade_sequence_dd_ppt": 15.929, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 15 ], [ "TAKE_PROFIT", 14 ], [ "STOP_LOSS", 9 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, "delta_wr_pp": -7.692, "delta_avg_pnl_pp": -0.0992, "mix_effect_pp": 0.04133, "within_or_new_cell_pp": -0.14053, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 7.69, "last_pct": 17.31 }, { "reason": "TAKE_PROFIT", "first_pct": 32.69, "last_pct": 26.92 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 30.77, "last_pct": 28.85 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.126 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__smart_exit_b", "group": "SCALP", "n": 968, "early": { "n": 484, "wr": 27.273, "wr_ci": [ 23.5, 31.41 ], "avg": -0.35714, "median_net": -0.70863, "sum_net_pct": -172.857, "net_pnl_krw": -173393.63, "fees_krw": 48132.06, "pf": 0.3499, "days": 4, "trade_sequence_dd_ppt": 173.365, "exit_top": [ [ "STOP_LOSS", 226 ], [ "FAST_FAIL_BREAKOUT", 85 ], [ "TRAILING_STOP", 78 ], [ "TIME_STOP", 55 ], [ "SMART_EXIT_B_PROFIT_LOCK", 40 ] ] }, "late": { "n": 484, "wr": 20.455, "wr_ci": [ 17.1, 24.27 ], "avg": -0.45422, "median_net": -0.70088, "sum_net_pct": -219.842, "net_pnl_krw": -219359.72, "fees_krw": 48228.9, "pf": 0.2399, "days": 3, "trade_sequence_dd_ppt": 220.11, "exit_top": [ [ "STOP_LOSS", 233 ], [ "TIME_STOP", 92 ], [ "FAST_FAIL_BREAKOUT", 73 ], [ "TRAILING_STOP", 58 ], [ "SMART_EXIT_B_PROFIT_LOCK", 28 ] ] }, "delta_wr_pp": -6.818, "delta_avg_pnl_pp": -0.09708, "mix_effect_pp": 0.05524, "within_or_new_cell_pp": -0.15232, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.36, "last_pct": 19.01 }, { "reason": "TRAILING_STOP", "first_pct": 16.12, "last_pct": 11.98 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 8.26, "last_pct": 5.79 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 25, "avg": -0.055 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 9, "avg": -0.069 }, { "l1": "BROAD_RISK_ON__UP", "n": 11, "avg": -0.172 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 19, "avg": -0.731 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 53, "avg": -0.646 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 26, "avg": -0.646 } ] }, { "stage": "FORWARD", "bot": "elliott_wave3_core__smart_entry__smart_exit_c", "group": "CORE", "n": 68, "early": { "n": 34, "wr": 44.118, "wr_ci": [ 28.88, 60.55 ], "avg": -0.28409, "median_net": -1.29801, "sum_net_pct": -9.659, "net_pnl_krw": -10639.88, "fees_krw": 1753.9, "pf": 0.7104, "days": 4, "trade_sequence_dd_ppt": 17.295, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 17 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "STOP_LOSS", 3 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, "late": { "n": 34, "wr": 41.176, "wr_ci": [ 26.37, 57.78 ], "avg": -0.38094, "median_net": -1.35037, "sum_net_pct": -12.952, "net_pnl_krw": -17604.13, "fees_krw": 1916.28, "pf": 0.6291, "days": 4, "trade_sequence_dd_ppt": 20.942, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 17 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "STOP_LOSS", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, "delta_wr_pp": -2.942, "delta_avg_pnl_pp": -0.09685, "mix_effect_pp": -0.16884, "within_or_new_cell_pp": 0.0285, "effect_residual_pp": 0.0435, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 2.94, "last_pct": 8.82 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 23.53, "last_pct": 17.65 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 50.0, "last_pct": 50.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 76, "early": { "n": 38, "wr": 28.947, "wr_ci": [ 17.0, 44.76 ], "avg": -0.29035, "median_net": -0.4256, "sum_net_pct": -11.033, "net_pnl_krw": -11018.27, "fees_krw": 3793.28, "pf": 0.248, "days": 3, "trade_sequence_dd_ppt": 11.857, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 15 ], [ "TAKE_PROFIT", 8 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TIME_STOP", 3 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ] ] }, "late": { "n": 38, "wr": 13.158, "wr_ci": [ 5.75, 27.33 ], "avg": -0.38715, "median_net": -0.47088, "sum_net_pct": -14.712, "net_pnl_krw": -14687.48, "fees_krw": 3788.71, "pf": 0.0643, "days": 4, "trade_sequence_dd_ppt": 14.916, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 3 ], [ "STOP_LOSS", 2 ] ] }, "delta_wr_pp": -15.789, "delta_avg_pnl_pp": -0.0968, "mix_effect_pp": -0.09116, "within_or_new_cell_pp": -0.00564, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 39.47, "last_pct": 34.21 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.05, "last_pct": 26.32 }, { "reason": "TAKE_PROFIT", "first_pct": 21.05, "last_pct": 15.79 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.406 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro", "group": "SCALP", "n": 842, "early": { "n": 421, "wr": 27.791, "wr_ci": [ 23.73, 32.26 ], "avg": -0.30927, "median_net": -0.59809, "sum_net_pct": -130.204, "net_pnl_krw": -130053.13, "fees_krw": 42016.6, "pf": 0.4081, "days": 4, "trade_sequence_dd_ppt": 132.254, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 143 ], [ "STOP_LOSS", 135 ], [ "TRAILING_STOP", 111 ], [ "TIME_STOP", 32 ] ] }, "late": { "n": 421, "wr": 23.753, "wr_ci": [ 19.94, 28.04 ], "avg": -0.40558, "median_net": -0.656, "sum_net_pct": -170.75, "net_pnl_krw": -170426.17, "fees_krw": 41971.12, "pf": 0.2998, "days": 3, "trade_sequence_dd_ppt": 171.26, "exit_top": [ [ "STOP_LOSS", 155 ], [ "FAST_FAIL_BREAKOUT", 117 ], [ "TRAILING_STOP", 82 ], [ "TIME_STOP", 67 ] ] }, "delta_wr_pp": -4.038, "delta_avg_pnl_pp": -0.09631, "mix_effect_pp": 0.01941, "within_or_new_cell_pp": -0.11571, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 7.6, "last_pct": 15.91 }, { "reason": "TRAILING_STOP", "first_pct": 26.37, "last_pct": 19.48 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.97, "last_pct": 27.79 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 14, "avg": 0.226 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 21, "avg": 0.106 }, { "l1": "MIXED_REBOUND__DOWN", "n": 9, "avg": 0.025 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 13, "avg": -0.61 }, { "l1": "MIXED_REBOUND__FLAT", "n": 17, "avg": -0.548 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.527 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_mean_reversion_macro", "group": "SCALP", "n": 130, "early": { "n": 65, "wr": 36.923, "wr_ci": [ 26.23, 49.08 ], "avg": -0.20507, "median_net": -0.72339, "sum_net_pct": -13.33, "net_pnl_krw": -13320.65, "fees_krw": 6494.21, "pf": 0.6623, "days": 3, "trade_sequence_dd_ppt": 18.761, "exit_top": [ [ "TIME_STOP", 21 ], [ "STOP_LOSS", 18 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 13 ] ] }, "late": { "n": 65, "wr": 33.846, "wr_ci": [ 23.53, 45.96 ], "avg": -0.30122, "median_net": -0.57258, "sum_net_pct": -19.579, "net_pnl_krw": -19560.0, "fees_krw": 6484.01, "pf": 0.4893, "days": 4, "trade_sequence_dd_ppt": 19.579, "exit_top": [ [ "TIME_STOP", 25 ], [ "STOP_LOSS", 18 ], [ "TRAILING_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 11 ] ] }, "delta_wr_pp": -3.077, "delta_avg_pnl_pp": -0.09615, "mix_effect_pp": 0.0342, "within_or_new_cell_pp": -0.13035, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 32.31, "last_pct": 38.46 }, { "reason": "TRAILING_STOP", "first_pct": 20.0, "last_pct": 16.92 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.0, "last_pct": 16.92 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 10, "avg": 0.08 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 17, "avg": -0.481 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": 0.114 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": 0.53 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_macro_fast_discovery", "group": "SCALP", "n": 54, "early": { "n": 27, "wr": 25.926, "wr_ci": [ 13.17, 44.68 ], "avg": -0.25781, "median_net": -0.34558, "sum_net_pct": -6.961, "net_pnl_krw": -6950.39, "fees_krw": 2695.7, "pf": 0.3336, "days": 3, "trade_sequence_dd_ppt": 8.082, "exit_top": [ [ "TIME_STOP", 11 ], [ "TAKE_PROFIT", 7 ], [ "STOP_LOSS", 6 ], [ "TRAILING_STOP", 3 ] ] }, "late": { "n": 27, "wr": 59.259, "wr_ci": [ 40.73, 75.49 ], "avg": -0.16173, "median_net": 0.0893, "sum_net_pct": -4.367, "net_pnl_krw": -4339.0, "fees_krw": 2692.84, "pf": 0.5668, "days": 4, "trade_sequence_dd_ppt": 5.007, "exit_top": [ [ "TAKE_PROFIT", 12 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "STOP_LOSS", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": 33.333, "delta_avg_pnl_pp": 0.09608, "mix_effect_pp": -0.09603, "within_or_new_cell_pp": 0.19211, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 40.74, "last_pct": 7.41 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 0.0, "last_pct": 22.22 }, { "reason": "TAKE_PROFIT", "first_pct": 25.93, "last_pct": 44.44 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__smart_exit_c", "group": "SCALP", "n": 679, "early": { "n": 339, "wr": 22.714, "wr_ci": [ 18.57, 27.47 ], "avg": -0.35963, "median_net": -0.59156, "sum_net_pct": -121.913, "net_pnl_krw": -121035.95, "fees_krw": 33735.96, "pf": 0.3363, "days": 4, "trade_sequence_dd_ppt": 122.092, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 170 ], [ "STOP_LOSS", 72 ], [ "TRAILING_STOP", 47 ], [ "TIME_STOP", 33 ], [ "SMART_EXIT_C_PROFIT_LOCK", 17 ] ] }, "late": { "n": 340, "wr": 21.176, "wr_ci": [ 17.17, 25.83 ], "avg": -0.45492, "median_net": -0.62205, "sum_net_pct": -154.674, "net_pnl_krw": -154349.78, "fees_krw": 33881.74, "pf": 0.2236, "days": 3, "trade_sequence_dd_ppt": 154.695, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 144 ], [ "STOP_LOSS", 80 ], [ "TIME_STOP", 60 ], [ "TRAILING_STOP", 48 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ] ] }, "delta_wr_pp": -1.538, "delta_avg_pnl_pp": -0.09529, "mix_effect_pp": -0.00356, "within_or_new_cell_pp": -0.09174, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.73, "last_pct": 17.65 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 50.15, "last_pct": 42.35 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 5.01, "last_pct": 2.35 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.095 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 18, "avg": -0.099 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 13, "avg": -0.16 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.664 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 42, "avg": -0.648 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 12, "avg": -0.629 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__continuation_hold__smart_exit_b", "group": "SCALP", "n": 121, "early": { "n": 60, "wr": 18.333, "wr_ci": [ 10.56, 29.92 ], "avg": -0.48843, "median_net": -0.58017, "sum_net_pct": -29.306, "net_pnl_krw": -29317.56, "fees_krw": 5896.08, "pf": 0.1188, "days": 4, "trade_sequence_dd_ppt": 29.413, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "STOP_LOSS", 6 ] ] }, "late": { "n": 61, "wr": 26.23, "wr_ci": [ 16.84, 38.44 ], "avg": -0.3936, "median_net": -0.57035, "sum_net_pct": -24.009, "net_pnl_krw": -23940.23, "fees_krw": 6078.61, "pf": 0.2542, "days": 3, "trade_sequence_dd_ppt": 24.815, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 41 ], [ "SMART_EXIT_B_PROFIT_LOCK", 19 ], [ "STOP_LOSS", 1 ] ] }, "delta_wr_pp": 7.897, "delta_avg_pnl_pp": 0.09483, "mix_effect_pp": -0.04592, "within_or_new_cell_pp": 0.14076, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 10.0, "last_pct": 1.64 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 25.0, "last_pct": 31.15 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 65.0, "last_pct": 67.21 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.85 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.1 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__smart_exit_c", "group": "SCALP", "n": 1013, "early": { "n": 506, "wr": 24.506, "wr_ci": [ 20.96, 28.44 ], "avg": -0.36127, "median_net": -0.6512, "sum_net_pct": -182.801, "net_pnl_krw": -183610.29, "fees_krw": 50324.34, "pf": 0.3363, "days": 4, "trade_sequence_dd_ppt": 183.653, "exit_top": [ [ "STOP_LOSS", 180 ], [ "FAST_FAIL_BREAKOUT", 88 ], [ "SMART_EXIT_C_FAILURE", 82 ], [ "TRAILING_STOP", 75 ], [ "TIME_STOP", 41 ], [ "SMART_EXIT_C_PROFIT_LOCK", 40 ] ] }, "late": { "n": 507, "wr": 18.54, "wr_ci": [ 15.4, 22.16 ], "avg": -0.45447, "median_net": -0.62716, "sum_net_pct": -230.415, "net_pnl_krw": -229921.5, "fees_krw": 50522.33, "pf": 0.225, "days": 3, "trade_sequence_dd_ppt": 230.683, "exit_top": [ [ "STOP_LOSS", 183 ], [ "SMART_EXIT_C_FAILURE", 107 ], [ "FAST_FAIL_BREAKOUT", 73 ], [ "TIME_STOP", 60 ], [ "TRAILING_STOP", 57 ], [ "SMART_EXIT_C_PROFIT_LOCK", 27 ] ] }, "delta_wr_pp": -5.966, "delta_avg_pnl_pp": -0.0932, "mix_effect_pp": 0.03579, "within_or_new_cell_pp": -0.12899, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 16.21, "last_pct": 21.1 }, { "reason": "TIME_STOP", "first_pct": 8.1, "last_pct": 11.83 }, { "reason": "TRAILING_STOP", "first_pct": 14.82, "last_pct": 11.24 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 26, "avg": 0.026 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 10, "avg": -0.157 }, { "l1": "BROAD_RISK_ON__UP", "n": 11, "avg": -0.172 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 21, "avg": -0.708 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 29, "avg": -0.667 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 57, "avg": -0.597 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__smart_exit_b", "group": "SCALP", "n": 672, "early": { "n": 336, "wr": 22.917, "wr_ci": [ 18.74, 27.7 ], "avg": -0.36794, "median_net": -0.59819, "sum_net_pct": -123.629, "net_pnl_krw": -122262.66, "fees_krw": 33355.86, "pf": 0.3306, "days": 4, "trade_sequence_dd_ppt": 124.57, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 169 ], [ "STOP_LOSS", 70 ], [ "TRAILING_STOP", 48 ], [ "TIME_STOP", 33 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ] ] }, "late": { "n": 336, "wr": 20.833, "wr_ci": [ 16.83, 25.49 ], "avg": -0.46097, "median_net": -0.62507, "sum_net_pct": -154.885, "net_pnl_krw": -154567.28, "fees_krw": 33482.89, "pf": 0.2193, "days": 3, "trade_sequence_dd_ppt": 154.906, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 142 ], [ "STOP_LOSS", 78 ], [ "TIME_STOP", 61 ], [ "TRAILING_STOP", 46 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ] ] }, "delta_wr_pp": -2.084, "delta_avg_pnl_pp": -0.09303, "mix_effect_pp": 0.00894, "within_or_new_cell_pp": -0.10196, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.82, "last_pct": 18.15 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 50.3, "last_pct": 42.26 }, { "reason": "STOP_LOSS", "first_pct": 20.83, "last_pct": 23.21 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 18, "avg": -0.078 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.095 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 13, "avg": -0.16 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 8, "avg": -0.648 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 12, "avg": -0.626 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 42, "avg": -0.623 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_micro__smart_exit_b", "group": "SCALP", "n": 510, "early": { "n": 255, "wr": 25.882, "wr_ci": [ 20.89, 31.59 ], "avg": -0.34659, "median_net": -0.60736, "sum_net_pct": -88.381, "net_pnl_krw": -87593.19, "fees_krw": 25359.61, "pf": 0.3472, "days": 4, "trade_sequence_dd_ppt": 88.381, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 86 ], [ "STOP_LOSS", 81 ], [ "TRAILING_STOP", 58 ], [ "TIME_STOP", 28 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "late": { "n": 255, "wr": 23.529, "wr_ci": [ 18.74, 29.1 ], "avg": -0.43879, "median_net": -0.64498, "sum_net_pct": -111.89, "net_pnl_krw": -111665.51, "fees_krw": 25415.88, "pf": 0.2633, "days": 3, "trade_sequence_dd_ppt": 112.788, "exit_top": [ [ "STOP_LOSS", 88 ], [ "FAST_FAIL_BREAKOUT", 65 ], [ "TIME_STOP", 53 ], [ "TRAILING_STOP", 46 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, "delta_wr_pp": -2.353, "delta_avg_pnl_pp": -0.0922, "mix_effect_pp": 0.01388, "within_or_new_cell_pp": -0.10607, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.98, "last_pct": 20.78 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.73, "last_pct": 25.49 }, { "reason": "TRAILING_STOP", "first_pct": 22.75, "last_pct": 18.04 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 15, "avg": 0.091 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": -0.005 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.119 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 8, "avg": -0.81 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": -0.779 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.728 } ] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_entry_b__smart_exit_a", "group": "CORE", "n": 130, "early": { "n": 65, "wr": 46.154, "wr_ci": [ 34.59, 58.15 ], "avg": -0.21185, "median_net": -0.1, "sum_net_pct": -13.77, "net_pnl_krw": -3438.45, "fees_krw": 2185.13, "pf": 0.5649, "days": 5, "trade_sequence_dd_ppt": 17.217, "exit_top": [ [ "TRAILING_STOP", 26 ], [ "TAKE_PROFIT", 13 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 7 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 65, "wr": 36.923, "wr_ci": [ 26.23, 49.08 ], "avg": -0.30397, "median_net": -0.26521, "sum_net_pct": -19.758, "net_pnl_krw": -13551.76, "fees_krw": 3059.37, "pf": 0.398, "days": 3, "trade_sequence_dd_ppt": 21.086, "exit_top": [ [ "TRAILING_STOP", 27 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TAKE_PROFIT", 10 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -9.231, "delta_avg_pnl_pp": -0.09212, "mix_effect_pp": -0.01158, "within_or_new_cell_pp": -0.10574, "effect_residual_pp": 0.0252, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 16.92, "last_pct": 23.08 }, { "reason": "TAKE_PROFIT", "first_pct": 20.0, "last_pct": 15.38 }, { "reason": "STOP_LOSS", "first_pct": 10.77, "last_pct": 7.69 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.361 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.416 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_micro__smart_exit_a", "group": "SCALP", "n": 511, "early": { "n": 255, "wr": 25.882, "wr_ci": [ 20.89, 31.59 ], "avg": -0.3517, "median_net": -0.62385, "sum_net_pct": -89.683, "net_pnl_krw": -88893.78, "fees_krw": 25358.69, "pf": 0.346, "days": 4, "trade_sequence_dd_ppt": 89.683, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 86 ], [ "STOP_LOSS", 82 ], [ "TRAILING_STOP", 59 ], [ "TIME_STOP", 28 ] ] }, "late": { "n": 256, "wr": 23.438, "wr_ci": [ 18.66, 29.0 ], "avg": -0.44376, "median_net": -0.64833, "sum_net_pct": -113.603, "net_pnl_krw": -113372.02, "fees_krw": 25514.95, "pf": 0.2608, "days": 3, "trade_sequence_dd_ppt": 114.5, "exit_top": [ [ "STOP_LOSS", 90 ], [ "FAST_FAIL_BREAKOUT", 64 ], [ "TIME_STOP", 53 ], [ "TRAILING_STOP", 49 ] ] }, "delta_wr_pp": -2.444, "delta_avg_pnl_pp": -0.09206, "mix_effect_pp": -0.00649, "within_or_new_cell_pp": -0.08557, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.98, "last_pct": 20.7 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.73, "last_pct": 25.0 }, { "reason": "TRAILING_STOP", "first_pct": 23.14, "last_pct": 19.14 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 15, "avg": 0.074 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": 0.043 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.111 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 8, "avg": -0.81 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": -0.776 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.749 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_macro", "group": "SCALP", "n": 1609, "early": { "n": 804, "wr": 23.383, "wr_ci": [ 20.59, 26.43 ], "avg": -0.33009, "median_net": -0.58677, "sum_net_pct": -265.393, "net_pnl_krw": -265061.97, "fees_krw": 80235.3, "pf": 0.3693, "days": 4, "trade_sequence_dd_ppt": 265.393, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 368 ], [ "STOP_LOSS", 195 ], [ "TRAILING_STOP", 164 ], [ "TIME_STOP", 77 ] ] }, "late": { "n": 805, "wr": 21.118, "wr_ci": [ 18.44, 24.07 ], "avg": -0.42159, "median_net": -0.6244, "sum_net_pct": -339.378, "net_pnl_krw": -338576.34, "fees_krw": 80230.39, "pf": 0.2501, "days": 3, "trade_sequence_dd_ppt": 339.399, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 343 ], [ "TIME_STOP", 177 ], [ "STOP_LOSS", 169 ], [ "TRAILING_STOP", 116 ] ] }, "delta_wr_pp": -2.265, "delta_avg_pnl_pp": -0.0915, "mix_effect_pp": 0.03718, "within_or_new_cell_pp": -0.12868, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.58, "last_pct": 21.99 }, { "reason": "TRAILING_STOP", "first_pct": 20.4, "last_pct": 14.41 }, { "reason": "STOP_LOSS", "first_pct": 24.25, "last_pct": 20.99 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 19, "avg": 0.067 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 25, "avg": 0.051 }, { "l1": "MIXED_REBOUND__DOWN", "n": 20, "avg": 0.013 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 8, "avg": -0.824 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 10, "avg": -0.773 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 11, "avg": -0.702 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro", "group": "SCALP", "n": 1089, "early": { "n": 544, "wr": 22.978, "wr_ci": [ 19.64, 26.7 ], "avg": -0.35823, "median_net": -0.60067, "sum_net_pct": -194.876, "net_pnl_krw": -194580.5, "fees_krw": 54270.07, "pf": 0.354, "days": 4, "trade_sequence_dd_ppt": 197.315, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 273 ], [ "STOP_LOSS", 118 ], [ "TRAILING_STOP", 111 ], [ "TIME_STOP", 42 ] ] }, "late": { "n": 545, "wr": 20.0, "wr_ci": [ 16.86, 23.56 ], "avg": -0.44952, "median_net": -0.63165, "sum_net_pct": -244.987, "net_pnl_krw": -244391.88, "fees_krw": 54300.66, "pf": 0.2423, "days": 3, "trade_sequence_dd_ppt": 245.35, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 238 ], [ "STOP_LOSS", 129 ], [ "TRAILING_STOP", 96 ], [ "TIME_STOP", 82 ] ] }, "delta_wr_pp": -2.978, "delta_avg_pnl_pp": -0.09129, "mix_effect_pp": -0.02584, "within_or_new_cell_pp": -0.06545, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 7.72, "last_pct": 15.05 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 50.18, "last_pct": 43.67 }, { "reason": "TRAILING_STOP", "first_pct": 20.4, "last_pct": 17.61 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__DOWN", "n": 11, "avg": 0.169 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 18, "avg": 0.023 }, { "l1": "NARROW_LEADERSHIP__DOWN", "n": 10, "avg": -0.07 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 18, "avg": -0.773 }, { "l1": "NARROW_LEADERSHIP__FLAT", "n": 13, "avg": -0.59 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 13, "avg": -0.589 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_micro__smart_exit_c", "group": "SCALP", "n": 511, "early": { "n": 255, "wr": 25.882, "wr_ci": [ 20.89, 31.59 ], "avg": -0.34016, "median_net": -0.60736, "sum_net_pct": -86.742, "net_pnl_krw": -85948.14, "fees_krw": 25359.76, "pf": 0.3572, "days": 4, "trade_sequence_dd_ppt": 87.782, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 86 ], [ "STOP_LOSS", 82 ], [ "TRAILING_STOP", 58 ], [ "TIME_STOP", 27 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ] ] }, "late": { "n": 256, "wr": 23.828, "wr_ci": [ 19.02, 29.41 ], "avg": -0.43019, "median_net": -0.64329, "sum_net_pct": -110.128, "net_pnl_krw": -109904.66, "fees_krw": 25516.88, "pf": 0.2736, "days": 3, "trade_sequence_dd_ppt": 110.15, "exit_top": [ [ "STOP_LOSS", 88 ], [ "FAST_FAIL_BREAKOUT", 64 ], [ "TIME_STOP", 54 ], [ "TRAILING_STOP", 47 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ] ] }, "delta_wr_pp": -2.054, "delta_avg_pnl_pp": -0.09003, "mix_effect_pp": -0.00967, "within_or_new_cell_pp": -0.08035, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.59, "last_pct": 21.09 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.73, "last_pct": 25.0 }, { "reason": "TRAILING_STOP", "first_pct": 22.75, "last_pct": 18.36 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": 0.023 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 17, "avg": -0.014 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.119 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 8, "avg": -0.852 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": -0.779 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.749 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_micro_fast_discovery", "group": "SCALP", "n": 95, "early": { "n": 47, "wr": 31.915, "wr_ci": [ 20.4, 46.17 ], "avg": -0.30466, "median_net": -0.40881, "sum_net_pct": -14.319, "net_pnl_krw": -14306.24, "fees_krw": 4691.87, "pf": 0.1948, "days": 3, "trade_sequence_dd_ppt": 14.319, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "TAKE_PROFIT", 10 ], [ "TRAILING_STOP", 9 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 48, "wr": 22.917, "wr_ci": [ 13.31, 36.54 ], "avg": -0.39392, "median_net": -0.50243, "sum_net_pct": -18.908, "net_pnl_krw": -18885.15, "fees_krw": 4786.91, "pf": 0.1124, "days": 4, "trade_sequence_dd_ppt": 18.908, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 19 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 7 ], [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 6 ] ] }, "delta_wr_pp": -8.998, "delta_avg_pnl_pp": -0.08926, "mix_effect_pp": -0.00646, "within_or_new_cell_pp": -0.0828, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 19.15, "last_pct": 12.5 }, { "reason": "TIME_STOP", "first_pct": 8.51, "last_pct": 14.58 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 38.3, "last_pct": 39.58 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.616 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.279 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro__smart_exit_a", "group": "SCALP", "n": 1001, "early": { "n": 500, "wr": 23.6, "wr_ci": [ 20.09, 27.51 ], "avg": -0.38264, "median_net": -0.64029, "sum_net_pct": -191.32, "net_pnl_krw": -190731.24, "fees_krw": 49753.4, "pf": 0.2812, "days": 4, "trade_sequence_dd_ppt": 192.4, "exit_top": [ [ "STOP_LOSS", 186 ], [ "FAST_FAIL_BREAKOUT", 123 ], [ "TIME_STOP", 102 ], [ "TRAILING_STOP", 89 ] ] }, "late": { "n": 501, "wr": 21.557, "wr_ci": [ 18.18, 25.37 ], "avg": -0.46869, "median_net": -0.68822, "sum_net_pct": -234.814, "net_pnl_krw": -234221.88, "fees_krw": 49914.82, "pf": 0.2175, "days": 3, "trade_sequence_dd_ppt": 234.814, "exit_top": [ [ "STOP_LOSS", 172 ], [ "FAST_FAIL_BREAKOUT", 135 ], [ "TIME_STOP", 118 ], [ "TRAILING_STOP", 76 ] ] }, "delta_wr_pp": -2.043, "delta_avg_pnl_pp": -0.08605, "mix_effect_pp": 0.00257, "within_or_new_cell_pp": -0.08862, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 20.4, "last_pct": 23.55 }, { "reason": "STOP_LOSS", "first_pct": 37.2, "last_pct": 34.33 }, { "reason": "TRAILING_STOP", "first_pct": 17.8, "last_pct": 15.17 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 20, "avg": -0.029 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 32, "avg": -0.116 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 18, "avg": -0.129 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 13, "avg": -0.783 }, { "l1": "NARROW_LEADERSHIP__UP", "n": 8, "avg": -0.63 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.607 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 114, "early": { "n": 57, "wr": 29.825, "wr_ci": [ 19.53, 42.66 ], "avg": -0.27076, "median_net": -0.37997, "sum_net_pct": -15.433, "net_pnl_krw": -15418.22, "fees_krw": 5691.33, "pf": 0.1679, "days": 3, "trade_sequence_dd_ppt": 15.433, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 19 ], [ "SMART_EXIT_C_PROFIT_LOCK", 17 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TAKE_PROFIT", 7 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, "late": { "n": 57, "wr": 14.035, "wr_ci": [ 7.29, 25.32 ], "avg": -0.35557, "median_net": -0.42367, "sum_net_pct": -20.267, "net_pnl_krw": -20229.04, "fees_krw": 5683.21, "pf": 0.0464, "days": 4, "trade_sequence_dd_ppt": 20.267, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "TIME_STOP", 6 ], [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, "delta_wr_pp": -15.79, "delta_avg_pnl_pp": -0.08481, "mix_effect_pp": -0.13278, "within_or_new_cell_pp": 0.04797, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 0.0, "last_pct": 10.53 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 19.3, "last_pct": 28.07 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 29.82, "last_pct": 22.81 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.083 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.389 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_macro__smart_exit_b", "group": "SCALP", "n": 209, "early": { "n": 104, "wr": 34.615, "wr_ci": [ 26.17, 44.16 ], "avg": -0.36326, "median_net": -0.23706, "sum_net_pct": -37.779, "net_pnl_krw": -37771.63, "fees_krw": 10379.0, "pf": 0.2067, "days": 3, "trade_sequence_dd_ppt": 37.779, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 54 ], [ "FAST_FAIL_BREAKOUT", 28 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 8 ] ] }, "late": { "n": 105, "wr": 31.429, "wr_ci": [ 23.34, 40.83 ], "avg": -0.44701, "median_net": -0.45824, "sum_net_pct": -46.936, "net_pnl_krw": -46821.93, "fees_krw": 10464.76, "pf": 0.18, "days": 4, "trade_sequence_dd_ppt": 46.936, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 48 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "STOP_LOSS", 17 ], [ "TIME_STOP", 13 ] ] }, "delta_wr_pp": -3.186, "delta_avg_pnl_pp": -0.08375, "mix_effect_pp": -0.07111, "within_or_new_cell_pp": -0.01264, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 51.92, "last_pct": 45.71 }, { "reason": "TIME_STOP", "first_pct": 7.69, "last_pct": 12.38 }, { "reason": "STOP_LOSS", "first_pct": 13.46, "last_pct": 16.19 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.106 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 20, "avg": -0.382 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": -0.485 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.83 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.804 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.343 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 67, "early": { "n": 33, "wr": 21.212, "wr_ci": [ 10.68, 37.75 ], "avg": -0.39886, "median_net": -0.51791, "sum_net_pct": -13.162, "net_pnl_krw": -13149.36, "fees_krw": 3293.04, "pf": 0.1087, "days": 3, "trade_sequence_dd_ppt": 13.162, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 11 ], [ "STOP_LOSS", 9 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 3 ], [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "late": { "n": 34, "wr": 17.647, "wr_ci": [ 8.35, 33.51 ], "avg": -0.48232, "median_net": -0.60513, "sum_net_pct": -16.399, "net_pnl_krw": -16375.68, "fees_krw": 3388.62, "pf": 0.0933, "days": 4, "trade_sequence_dd_ppt": 16.971, "exit_top": [ [ "STOP_LOSS", 14 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "TRAILING_STOP", 3 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -3.565, "delta_avg_pnl_pp": -0.08346, "mix_effect_pp": -0.05871, "within_or_new_cell_pp": -0.02475, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 27.27, "last_pct": 41.18 }, { "reason": "TRAILING_STOP", "first_pct": 15.15, "last_pct": 8.82 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 6.06, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__smart_exit_a", "group": "SCALP", "n": 676, "early": { "n": 338, "wr": 22.781, "wr_ci": [ 18.63, 27.54 ], "avg": -0.37551, "median_net": -0.59075, "sum_net_pct": -126.924, "net_pnl_krw": -125544.03, "fees_krw": 33552.69, "pf": 0.3188, "days": 4, "trade_sequence_dd_ppt": 126.924, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 170 ], [ "STOP_LOSS", 70 ], [ "TRAILING_STOP", 64 ], [ "TIME_STOP", 34 ] ] }, "late": { "n": 338, "wr": 21.302, "wr_ci": [ 17.27, 25.98 ], "avg": -0.45664, "median_net": -0.63485, "sum_net_pct": -154.343, "net_pnl_krw": -154028.41, "fees_krw": 33683.24, "pf": 0.2243, "days": 3, "trade_sequence_dd_ppt": 154.364, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 143 ], [ "STOP_LOSS", 78 ], [ "TIME_STOP", 63 ], [ "TRAILING_STOP", 54 ] ] }, "delta_wr_pp": -1.479, "delta_avg_pnl_pp": -0.08113, "mix_effect_pp": 0.00179, "within_or_new_cell_pp": -0.08291, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.06, "last_pct": 18.64 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 50.3, "last_pct": 42.31 }, { "reason": "TRAILING_STOP", "first_pct": 18.93, "last_pct": 15.98 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 18, "avg": -0.08 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.095 }, { "l1": "NARROW_LEADERSHIP__DOWN", "n": 8, "avg": -0.174 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": -0.718 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 12, "avg": -0.673 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 42, "avg": -0.648 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_macro__smart_exit_c", "group": "SCALP", "n": 177, "early": { "n": 88, "wr": 29.545, "wr_ci": [ 21.03, 39.77 ], "avg": -0.39451, "median_net": -0.49464, "sum_net_pct": -34.717, "net_pnl_krw": -34684.19, "fees_krw": 8778.75, "pf": 0.2573, "days": 4, "trade_sequence_dd_ppt": 34.717, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "SMART_EXIT_C_FAILURE", 20 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 89, "wr": 29.213, "wr_ci": [ 20.78, 39.36 ], "avg": -0.47389, "median_net": -0.53306, "sum_net_pct": -42.176, "net_pnl_krw": -42097.55, "fees_krw": 8868.44, "pf": 0.165, "days": 3, "trade_sequence_dd_ppt": 42.703, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "FAST_FAIL_BREAKOUT", 35 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "STOP_LOSS", 3 ] ] }, "delta_wr_pp": -0.332, "delta_avg_pnl_pp": -0.07938, "mix_effect_pp": -0.06944, "within_or_new_cell_pp": -0.00994, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 25.0, "last_pct": 39.33 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 22.73, "last_pct": 16.85 }, { "reason": "STOP_LOSS", "first_pct": 7.95, "last_pct": 3.37 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": 0.017 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.632 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.962 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.688 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.565 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.426 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 76, "early": { "n": 38, "wr": 28.947, "wr_ci": [ 17.0, 44.76 ], "avg": -0.30042, "median_net": -0.40724, "sum_net_pct": -11.416, "net_pnl_krw": -11400.92, "fees_krw": 3793.09, "pf": 0.1848, "days": 3, "trade_sequence_dd_ppt": 11.522, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 15 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, "late": { "n": 38, "wr": 10.526, "wr_ci": [ 4.17, 24.13 ], "avg": -0.37955, "median_net": -0.42898, "sum_net_pct": -14.423, "net_pnl_krw": -14399.48, "fees_krw": 3788.86, "pf": 0.0438, "days": 4, "trade_sequence_dd_ppt": 14.423, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 12 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, "delta_wr_pp": -18.421, "delta_avg_pnl_pp": -0.07913, "mix_effect_pp": -0.09148, "within_or_new_cell_pp": 0.01235, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 39.47, "last_pct": 31.58 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.05, "last_pct": 26.32 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 15.79, "last_pct": 18.42 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.411 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro__smart_exit_a", "group": "SCALP", "n": 563, "early": { "n": 281, "wr": 25.979, "wr_ci": [ 21.2, 31.41 ], "avg": -0.34211, "median_net": -0.55969, "sum_net_pct": -96.134, "net_pnl_krw": -96044.26, "fees_krw": 28044.09, "pf": 0.2974, "days": 4, "trade_sequence_dd_ppt": 96.134, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 108 ], [ "STOP_LOSS", 68 ], [ "TIME_STOP", 54 ], [ "TRAILING_STOP", 51 ] ] }, "late": { "n": 282, "wr": 19.504, "wr_ci": [ 15.3, 24.53 ], "avg": -0.42119, "median_net": -0.62709, "sum_net_pct": -118.775, "net_pnl_krw": -118580.04, "fees_krw": 28114.25, "pf": 0.2173, "days": 3, "trade_sequence_dd_ppt": 118.775, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 108 ], [ "STOP_LOSS", 69 ], [ "TIME_STOP", 65 ], [ "TRAILING_STOP", 40 ] ] }, "delta_wr_pp": -6.475, "delta_avg_pnl_pp": -0.07908, "mix_effect_pp": -0.00161, "within_or_new_cell_pp": -0.07746, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 18.15, "last_pct": 14.18 }, { "reason": "TIME_STOP", "first_pct": 19.22, "last_pct": 23.05 }, { "reason": "STOP_LOSS", "first_pct": 24.2, "last_pct": 24.47 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 15, "avg": -0.109 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 9, "avg": -0.198 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 27, "avg": -0.284 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.694 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.62 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 30, "avg": -0.52 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_b", "group": "SCALP", "n": 144, "early": { "n": 72, "wr": 27.778, "wr_ci": [ 18.76, 39.05 ], "avg": -0.47087, "median_net": -0.76528, "sum_net_pct": -33.903, "net_pnl_krw": -33836.54, "fees_krw": 7175.71, "pf": 0.2046, "days": 4, "trade_sequence_dd_ppt": 34.516, "exit_top": [ [ "STOP_LOSS", 39 ], [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, "late": { "n": 72, "wr": 34.722, "wr_ci": [ 24.75, 46.24 ], "avg": -0.39306, "median_net": -0.78297, "sum_net_pct": -28.301, "net_pnl_krw": -28227.5, "fees_krw": 7174.77, "pf": 0.3501, "days": 3, "trade_sequence_dd_ppt": 31.12, "exit_top": [ [ "STOP_LOSS", 42 ], [ "SMART_EXIT_B_PROFIT_LOCK", 28 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "delta_wr_pp": 6.944, "delta_avg_pnl_pp": 0.07781, "mix_effect_pp": 0.10081, "within_or_new_cell_pp": -0.02299, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 54.17, "last_pct": 58.33 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 5.56, "last_pct": 1.39 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 40.28, "last_pct": 38.89 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.552 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.152 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_c", "group": "SCALP", "n": 106, "early": { "n": 53, "wr": 32.075, "wr_ci": [ 21.09, 45.48 ], "avg": -0.21386, "median_net": -0.26575, "sum_net_pct": -11.334, "net_pnl_krw": -11308.89, "fees_krw": 5292.51, "pf": 0.3511, "days": 4, "trade_sequence_dd_ppt": 13.249, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "TAKE_PROFIT", 11 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 53, "wr": 24.528, "wr_ci": [ 14.93, 37.57 ], "avg": -0.29139, "median_net": -0.36725, "sum_net_pct": -15.444, "net_pnl_krw": -15417.13, "fees_krw": 5287.7, "pf": 0.1457, "days": 3, "trade_sequence_dd_ppt": 15.823, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 13 ], [ "TAKE_PROFIT", 11 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, "delta_wr_pp": -7.547, "delta_avg_pnl_pp": -0.07753, "mix_effect_pp": 0.01945, "within_or_new_cell_pp": -0.09698, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 11.32, "last_pct": 18.87 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 28.3, "last_pct": 20.75 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 9.43, "last_pct": 5.66 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.072 } ] }, { "stage": "FORWARD", "bot": "af_liquidity_inflow_v0001__smart_exit_a", "group": "ADAPTIVE", "n": 165, "early": { "n": 82, "wr": 28.049, "wr_ci": [ 19.48, 38.59 ], "avg": -0.86739, "median_net": -2.07515, "sum_net_pct": -71.126, "net_pnl_krw": -21337.84, "fees_krw": 2450.56, "pf": 0.5442, "days": 5, "trade_sequence_dd_ppt": 87.197, "exit_top": [ [ "STOP_LOSS", 42 ], [ "TRAILING_STOP", 17 ], [ "TIME_STOP", 13 ], [ "SMART_EXIT_A_FAILURE", 10 ] ] }, "late": { "n": 83, "wr": 26.506, "wr_ci": [ 18.2, 36.89 ], "avg": -0.9449, "median_net": -1.34161, "sum_net_pct": -78.427, "net_pnl_krw": -23527.95, "fees_krw": 2479.48, "pf": 0.4382, "days": 4, "trade_sequence_dd_ppt": 83.634, "exit_top": [ [ "STOP_LOSS", 39 ], [ "TRAILING_STOP", 20 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "TIME_STOP", 10 ] ] }, "delta_wr_pp": -1.543, "delta_avg_pnl_pp": -0.07751, "mix_effect_pp": 0.01081, "within_or_new_cell_pp": -0.21908, "effect_residual_pp": 0.13077, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 12.2, "last_pct": 16.87 }, { "reason": "STOP_LOSS", "first_pct": 51.22, "last_pct": 46.99 }, { "reason": "TIME_STOP", "first_pct": 15.85, "last_pct": 12.05 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 8, "avg": -0.358 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.647 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.663 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -2.698 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 12, "avg": -1.521 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.282 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro", "group": "SCALP", "n": 658, "early": { "n": 329, "wr": 26.14, "wr_ci": [ 21.69, 31.14 ], "avg": -0.281, "median_net": -0.55023, "sum_net_pct": -92.448, "net_pnl_krw": -92371.18, "fees_krw": 32845.09, "pf": 0.4136, "days": 4, "trade_sequence_dd_ppt": 93.033, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 112 ], [ "STOP_LOSS", 93 ], [ "TRAILING_STOP", 64 ], [ "TIME_STOP", 60 ] ] }, "late": { "n": 329, "wr": 24.316, "wr_ci": [ 19.99, 29.23 ], "avg": -0.35817, "median_net": -0.59913, "sum_net_pct": -117.838, "net_pnl_krw": -117682.35, "fees_krw": 32818.3, "pf": 0.297, "days": 3, "trade_sequence_dd_ppt": 117.859, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 103 ], [ "STOP_LOSS", 92 ], [ "TIME_STOP", 79 ], [ "TRAILING_STOP", 55 ] ] }, "delta_wr_pp": -1.824, "delta_avg_pnl_pp": -0.07717, "mix_effect_pp": 0.0517, "within_or_new_cell_pp": -0.12888, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 18.24, "last_pct": 24.01 }, { "reason": "TRAILING_STOP", "first_pct": 19.45, "last_pct": 16.72 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 34.04, "last_pct": 31.31 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 14, "avg": 0.103 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 13, "avg": -0.044 }, { "l1": "MIXED_REBOUND__UP", "n": 10, "avg": -0.098 } ], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 11, "avg": -0.547 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 38, "avg": -0.522 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 42, "avg": -0.477 } ] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h_persistent__smart_exit_b", "group": "CORE", "n": 131, "early": { "n": 65, "wr": 29.231, "wr_ci": [ 19.58, 41.2 ], "avg": -0.47306, "median_net": -0.30503, "sum_net_pct": -30.749, "net_pnl_krw": -18286.83, "fees_krw": 4378.08, "pf": 0.2696, "days": 6, "trade_sequence_dd_ppt": 30.749, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 31 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "STOP_LOSS", 11 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 66, "wr": 33.333, "wr_ci": [ 23.16, 45.34 ], "avg": -0.54995, "median_net": -0.67631, "sum_net_pct": -36.297, "net_pnl_krw": -36225.13, "fees_krw": 6572.2, "pf": 0.1956, "days": 3, "trade_sequence_dd_ppt": 36.297, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 31 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "STOP_LOSS", 12 ], [ "TAKE_PROFIT", 5 ] ] }, "delta_wr_pp": 4.102, "delta_avg_pnl_pp": -0.07689, "mix_effect_pp": -0.18213, "within_or_new_cell_pp": 0.06398, "effect_residual_pp": 0.04125, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.62, "last_pct": 27.27 }, { "reason": "TAKE_PROFIT", "first_pct": 9.23, "last_pct": 7.58 }, { "reason": "TIME_STOP", "first_pct": 1.54, "last_pct": 0.0 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.469 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -1.127 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.487 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro__smart_exit_b", "group": "SCALP", "n": 1006, "early": { "n": 503, "wr": 24.254, "wr_ci": [ 20.71, 28.19 ], "avg": -0.38965, "median_net": -0.67443, "sum_net_pct": -195.992, "net_pnl_krw": -195500.15, "fees_krw": 50132.84, "pf": 0.2789, "days": 4, "trade_sequence_dd_ppt": 195.992, "exit_top": [ [ "STOP_LOSS", 196 ], [ "FAST_FAIL_BREAKOUT", 121 ], [ "TIME_STOP", 91 ], [ "TRAILING_STOP", 63 ], [ "SMART_EXIT_B_PROFIT_LOCK", 32 ] ] }, "late": { "n": 503, "wr": 21.869, "wr_ci": [ 18.48, 25.69 ], "avg": -0.46487, "median_net": -0.68223, "sum_net_pct": -233.832, "net_pnl_krw": -233257.52, "fees_krw": 50115.44, "pf": 0.2225, "days": 3, "trade_sequence_dd_ppt": 233.832, "exit_top": [ [ "STOP_LOSS", 173 ], [ "FAST_FAIL_BREAKOUT", 136 ], [ "TIME_STOP", 116 ], [ "TRAILING_STOP", 55 ], [ "SMART_EXIT_B_PROFIT_LOCK", 23 ] ] }, "delta_wr_pp": -2.385, "delta_avg_pnl_pp": -0.07522, "mix_effect_pp": -0.01695, "within_or_new_cell_pp": -0.05827, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 18.09, "last_pct": 23.06 }, { "reason": "STOP_LOSS", "first_pct": 38.97, "last_pct": 34.39 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.06, "last_pct": 27.04 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 20, "avg": -0.011 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 30, "avg": -0.12 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 20, "avg": -0.257 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 12, "avg": -0.84 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 24, "avg": -0.616 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 78, "avg": -0.613 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro__smart_exit_c", "group": "SCALP", "n": 1005, "early": { "n": 502, "wr": 23.904, "wr_ci": [ 20.38, 27.82 ], "avg": -0.39042, "median_net": -0.65528, "sum_net_pct": -195.99, "net_pnl_krw": -195390.84, "fees_krw": 49951.55, "pf": 0.2741, "days": 4, "trade_sequence_dd_ppt": 195.99, "exit_top": [ [ "STOP_LOSS", 190 ], [ "FAST_FAIL_BREAKOUT", 122 ], [ "TIME_STOP", 95 ], [ "TRAILING_STOP", 63 ], [ "SMART_EXIT_C_PROFIT_LOCK", 32 ] ] }, "late": { "n": 503, "wr": 22.068, "wr_ci": [ 18.66, 25.9 ], "avg": -0.46558, "median_net": -0.68822, "sum_net_pct": -234.185, "net_pnl_krw": -233605.28, "fees_krw": 50117.18, "pf": 0.219, "days": 3, "trade_sequence_dd_ppt": 234.499, "exit_top": [ [ "STOP_LOSS", 175 ], [ "FAST_FAIL_BREAKOUT", 136 ], [ "TIME_STOP", 113 ], [ "TRAILING_STOP", 57 ], [ "SMART_EXIT_C_PROFIT_LOCK", 22 ] ] }, "delta_wr_pp": -1.836, "delta_avg_pnl_pp": -0.07516, "mix_effect_pp": -0.01241, "within_or_new_cell_pp": -0.06275, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 18.92, "last_pct": 22.47 }, { "reason": "STOP_LOSS", "first_pct": 37.85, "last_pct": 34.79 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.3, "last_pct": 27.04 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 20, "avg": -0.015 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 31, "avg": -0.115 }, { "l1": "PANIC_LIQUIDATION__UP", "n": 8, "avg": -0.177 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 9, "avg": -0.861 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 21, "avg": -0.68 }, { "l1": "MIXED_REBOUND__UP", "n": 16, "avg": -0.621 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_macro", "group": "SCALP", "n": 408, "early": { "n": 204, "wr": 30.882, "wr_ci": [ 24.94, 37.53 ], "avg": -0.38069, "median_net": -0.92179, "sum_net_pct": -77.662, "net_pnl_krw": -77541.92, "fees_krw": 20350.67, "pf": 0.4749, "days": 4, "trade_sequence_dd_ppt": 79.79, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 74 ], [ "STOP_LOSS", 53 ], [ "TRAILING_STOP", 48 ], [ "TIME_STOP", 29 ] ] }, "late": { "n": 204, "wr": 25.98, "wr_ci": [ 20.45, 32.4 ], "avg": -0.45537, "median_net": -0.89715, "sum_net_pct": -92.896, "net_pnl_krw": -92643.64, "fees_krw": 20320.55, "pf": 0.4282, "days": 3, "trade_sequence_dd_ppt": 94.966, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 81 ], [ "STOP_LOSS", 56 ], [ "TRAILING_STOP", 42 ], [ "TIME_STOP", 25 ] ] }, "delta_wr_pp": -4.902, "delta_avg_pnl_pp": -0.07468, "mix_effect_pp": -0.1271, "within_or_new_cell_pp": 0.05242, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 36.27, "last_pct": 39.71 }, { "reason": "TRAILING_STOP", "first_pct": 23.53, "last_pct": 20.59 }, { "reason": "TIME_STOP", "first_pct": 14.22, "last_pct": 12.25 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": 0.065 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 12, "avg": -0.013 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 18, "avg": -0.162 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 25, "avg": -1.043 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 11, "avg": -1.02 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.683 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__acceptance_confirmed__smart_exit_c", "group": "SCALP", "n": 200, "early": { "n": 100, "wr": 23.0, "wr_ci": [ 15.84, 32.15 ], "avg": -0.33803, "median_net": -0.57051, "sum_net_pct": -33.803, "net_pnl_krw": -33325.01, "fees_krw": 9893.4, "pf": 0.2973, "days": 4, "trade_sequence_dd_ppt": 33.803, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 30 ], [ "SMART_EXIT_C_PROFIT_LOCK", 28 ], [ "SMART_EXIT_C_HARD_CAP", 26 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 100, "wr": 20.0, "wr_ci": [ 13.34, 28.88 ], "avg": -0.41167, "median_net": -0.56762, "sum_net_pct": -41.167, "net_pnl_krw": -41081.54, "fees_krw": 9965.73, "pf": 0.2417, "days": 3, "trade_sequence_dd_ppt": 41.167, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 31 ], [ "SMART_EXIT_C_HARD_CAP", 22 ], [ "SMART_EXIT_C_FAILURE", 22 ], [ "SMART_EXIT_C_PROFIT_LOCK", 22 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -3.0, "delta_avg_pnl_pp": -0.07364, "mix_effect_pp": -0.02082, "within_or_new_cell_pp": -0.05282, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 15.0, "last_pct": 22.0 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 28.0, "last_pct": 22.0 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 26.0, "last_pct": 22.0 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.32 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.437 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.343 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.248 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro", "group": "SCALP", "n": 1209, "early": { "n": 604, "wr": 26.656, "wr_ci": [ 23.28, 30.32 ], "avg": -0.2867, "median_net": -0.56657, "sum_net_pct": -173.166, "net_pnl_krw": -172969.8, "fees_krw": 60299.18, "pf": 0.4025, "days": 3, "trade_sequence_dd_ppt": 174.918, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 255 ], [ "STOP_LOSS", 140 ], [ "TRAILING_STOP", 127 ], [ "TIME_STOP", 82 ] ] }, "late": { "n": 605, "wr": 24.793, "wr_ci": [ 21.52, 28.39 ], "avg": -0.36023, "median_net": -0.56618, "sum_net_pct": -217.94, "net_pnl_krw": -217459.93, "fees_krw": 60334.01, "pf": 0.3018, "days": 4, "trade_sequence_dd_ppt": 217.94, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 213 ], [ "STOP_LOSS", 156 ], [ "TIME_STOP", 145 ], [ "TRAILING_STOP", 91 ] ] }, "delta_wr_pp": -1.863, "delta_avg_pnl_pp": -0.07353, "mix_effect_pp": 0.00724, "within_or_new_cell_pp": -0.08077, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.58, "last_pct": 23.97 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 42.22, "last_pct": 35.21 }, { "reason": "TRAILING_STOP", "first_pct": 21.03, "last_pct": 15.04 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": 0.394 }, { "l1": "NARROW_LEADERSHIP__STRONG_UP", "n": 9, "avg": -0.007 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 26, "avg": -0.147 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 21, "avg": -0.561 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 20, "avg": -0.548 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 30, "avg": -0.514 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_macro__smart_exit_c", "group": "SCALP", "n": 113, "early": { "n": 56, "wr": 35.714, "wr_ci": [ 24.46, 48.81 ], "avg": -0.20848, "median_net": -0.69346, "sum_net_pct": -11.675, "net_pnl_krw": -11677.63, "fees_krw": 5593.96, "pf": 0.6427, "days": 3, "trade_sequence_dd_ppt": 20.7, "exit_top": [ [ "TIME_STOP", 19 ], [ "STOP_LOSS", 14 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ] ] }, "late": { "n": 57, "wr": 35.088, "wr_ci": [ 24.0, 48.06 ], "avg": -0.28112, "median_net": -0.81906, "sum_net_pct": -16.024, "net_pnl_krw": -16004.37, "fees_krw": 5687.25, "pf": 0.5597, "days": 4, "trade_sequence_dd_ppt": 16.819, "exit_top": [ [ "TIME_STOP", 18 ], [ "STOP_LOSS", 16 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TRAILING_STOP", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ] ] }, "delta_wr_pp": -0.626, "delta_avg_pnl_pp": -0.07264, "mix_effect_pp": -0.01775, "within_or_new_cell_pp": -0.05488, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 25.0, "last_pct": 28.07 }, { "reason": "TIME_STOP", "first_pct": 33.93, "last_pct": 31.58 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 23.21, "last_pct": 21.05 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.601 } ], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_micro__smart_exit_c", "group": "SCALP", "n": 111, "early": { "n": 55, "wr": 21.818, "wr_ci": [ 12.95, 34.37 ], "avg": -0.45027, "median_net": -0.58875, "sum_net_pct": -24.765, "net_pnl_krw": -24726.95, "fees_krw": 5484.04, "pf": 0.2087, "days": 4, "trade_sequence_dd_ppt": 24.866, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 20 ], [ "SMART_EXIT_C_FAILURE", 16 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 56, "wr": 26.786, "wr_ci": [ 16.96, 39.59 ], "avg": -0.52202, "median_net": -0.54896, "sum_net_pct": -29.233, "net_pnl_krw": -29153.83, "fees_krw": 5576.76, "pf": 0.1383, "days": 3, "trade_sequence_dd_ppt": 29.76, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 19 ], [ "SMART_EXIT_C_PROFIT_LOCK", 18 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": 4.968, "delta_avg_pnl_pp": -0.07175, "mix_effect_pp": 0.04407, "within_or_new_cell_pp": -0.11581, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 18.18, "last_pct": 25.0 }, { "reason": "STOP_LOSS", "first_pct": 12.73, "last_pct": 7.14 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 29.09, "last_pct": 33.93 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.585 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.304 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_trend_micro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 130, "early": { "n": 65, "wr": 24.615, "wr_ci": [ 15.76, 36.31 ], "avg": -0.35701, "median_net": -0.48816, "sum_net_pct": -23.205, "net_pnl_krw": -23173.29, "fees_krw": 6485.82, "pf": 0.1645, "days": 3, "trade_sequence_dd_ppt": 23.205, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 24 ], [ "TAKE_PROFIT", 12 ], [ "STOP_LOSS", 11 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 65, "wr": 20.0, "wr_ci": [ 12.08, 31.27 ], "avg": -0.42736, "median_net": -0.53331, "sum_net_pct": -27.779, "net_pnl_krw": -27734.13, "fees_krw": 6479.76, "pf": 0.1226, "days": 4, "trade_sequence_dd_ppt": 28.138, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 16 ], [ "TAKE_PROFIT", 15 ], [ "STOP_LOSS", 14 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TIME_STOP", 5 ], [ "TRAILING_STOP", 4 ] ] }, "delta_wr_pp": -4.615, "delta_avg_pnl_pp": -0.07035, "mix_effect_pp": -0.02299, "within_or_new_cell_pp": -0.04737, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 36.92, "last_pct": 24.62 }, { "reason": "STOP_LOSS", "first_pct": 16.92, "last_pct": 21.54 }, { "reason": "TAKE_PROFIT", "first_pct": 18.46, "last_pct": 23.08 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "group": "SCALP", "n": 1100, "early": { "n": 550, "wr": 24.0, "wr_ci": [ 20.62, 27.74 ], "avg": -0.33424, "median_net": -0.59727, "sum_net_pct": -183.835, "net_pnl_krw": -183036.95, "fees_krw": 54800.47, "pf": 0.3621, "days": 4, "trade_sequence_dd_ppt": 183.835, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 246 ], [ "STOP_LOSS", 128 ], [ "TIME_STOP", 69 ], [ "TRAILING_STOP", 68 ], [ "SMART_EXIT_B_PROFIT_LOCK", 39 ] ] }, "late": { "n": 550, "wr": 22.727, "wr_ci": [ 19.42, 26.41 ], "avg": -0.40344, "median_net": -0.6222, "sum_net_pct": -221.892, "net_pnl_krw": -221381.88, "fees_krw": 54820.53, "pf": 0.2724, "days": 3, "trade_sequence_dd_ppt": 221.913, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 218 ], [ "STOP_LOSS", 123 ], [ "TIME_STOP", 120 ], [ "TRAILING_STOP", 57 ], [ "SMART_EXIT_B_PROFIT_LOCK", 32 ] ] }, "delta_wr_pp": -1.273, "delta_avg_pnl_pp": -0.0692, "mix_effect_pp": -0.00952, "within_or_new_cell_pp": -0.05967, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.55, "last_pct": 21.82 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 44.73, "last_pct": 39.64 }, { "reason": "TRAILING_STOP", "first_pct": 12.36, "last_pct": 10.36 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 8, "avg": 0.163 }, { "l1": "PANIC_LIQUIDATION__UP", "n": 9, "avg": -0.006 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 13, "avg": -0.088 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.781 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 15, "avg": -0.631 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 18, "avg": -0.577 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_macro__smart_exit_a", "group": "SCALP", "n": 659, "early": { "n": 329, "wr": 29.179, "wr_ci": [ 24.53, 34.31 ], "avg": -0.31692, "median_net": -0.68365, "sum_net_pct": -104.267, "net_pnl_krw": -103742.4, "fees_krw": 32755.4, "pf": 0.4098, "days": 4, "trade_sequence_dd_ppt": 104.267, "exit_top": [ [ "STOP_LOSS", 150 ], [ "TRAILING_STOP", 88 ], [ "FAST_FAIL_BREAKOUT", 52 ], [ "TIME_STOP", 39 ] ] }, "late": { "n": 330, "wr": 27.576, "wr_ci": [ 23.03, 32.63 ], "avg": -0.38553, "median_net": -0.63701, "sum_net_pct": -127.225, "net_pnl_krw": -127028.37, "fees_krw": 32903.51, "pf": 0.3104, "days": 3, "trade_sequence_dd_ppt": 127.225, "exit_top": [ [ "STOP_LOSS", 146 ], [ "TRAILING_STOP", 79 ], [ "TIME_STOP", 67 ], [ "FAST_FAIL_BREAKOUT", 38 ] ] }, "delta_wr_pp": -1.603, "delta_avg_pnl_pp": -0.06861, "mix_effect_pp": -0.01275, "within_or_new_cell_pp": -0.05586, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.85, "last_pct": 20.3 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.81, "last_pct": 11.52 }, { "reason": "TRAILING_STOP", "first_pct": 26.75, "last_pct": 23.94 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 15, "avg": -0.025 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 21, "avg": -0.147 }, { "l1": "MIXED_REBOUND__DOWN", "n": 8, "avg": -0.179 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 15, "avg": -0.714 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.589 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 13, "avg": -0.551 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__acceptance_confirmed__smart_exit_a", "group": "SCALP", "n": 203, "early": { "n": 101, "wr": 16.832, "wr_ci": [ 10.78, 25.31 ], "avg": -0.39625, "median_net": -0.63165, "sum_net_pct": -40.021, "net_pnl_krw": -39549.26, "fees_krw": 9991.3, "pf": 0.2918, "days": 4, "trade_sequence_dd_ppt": 40.12, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 32 ], [ "SMART_EXIT_A_FAILURE", 23 ], [ "TRAILING_STOP", 21 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 5 ] ] }, "late": { "n": 102, "wr": 17.647, "wr_ci": [ 11.46, 26.18 ], "avg": -0.46258, "median_net": -0.55943, "sum_net_pct": -47.183, "net_pnl_krw": -47072.06, "fees_krw": 10161.82, "pf": 0.2213, "days": 3, "trade_sequence_dd_ppt": 47.183, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 34 ], [ "SMART_EXIT_A_FAILURE", 29 ], [ "TRAILING_STOP", 18 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 6 ] ] }, "delta_wr_pp": 0.815, "delta_avg_pnl_pp": -0.06633, "mix_effect_pp": -0.00053, "within_or_new_cell_pp": -0.0658, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 22.77, "last_pct": 28.43 }, { "reason": "STOP_LOSS", "first_pct": 19.8, "last_pct": 14.71 }, { "reason": "TRAILING_STOP", "first_pct": 20.79, "last_pct": 17.65 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.363 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.431 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.327 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.315 } ] }, { "stage": "FORWARD", "bot": "af_relative_strength_rotation_v0001__smart_exit_a", "group": "ADAPTIVE", "n": 129, "early": { "n": 64, "wr": 29.688, "wr_ci": [ 19.9, 41.77 ], "avg": -0.52415, "median_net": -1.28833, "sum_net_pct": -33.546, "net_pnl_krw": -10063.72, "fees_krw": 1915.93, "pf": 0.6206, "days": 5, "trade_sequence_dd_ppt": 34.304, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 22 ], [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 15 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 65, "wr": 36.923, "wr_ci": [ 26.23, 49.08 ], "avg": -0.45804, "median_net": -1.20239, "sum_net_pct": -29.773, "net_pnl_krw": -8931.82, "fees_krw": 1946.51, "pf": 0.6417, "days": 4, "trade_sequence_dd_ppt": 33.368, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 17 ], [ "TIME_STOP", 14 ], [ "SMART_EXIT_A_FAILURE", 13 ] ] }, "delta_wr_pp": 7.235, "delta_avg_pnl_pp": 0.06611, "mix_effect_pp": 0.27337, "within_or_new_cell_pp": -0.2514, "effect_residual_pp": 0.04414, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 34.38, "last_pct": 20.0 }, { "reason": "TIME_STOP", "first_pct": 9.38, "last_pct": 21.54 }, { "reason": "TRAILING_STOP", "first_pct": 23.44, "last_pct": 26.15 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 10, "avg": -0.319 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -1.03 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.604 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "group": "SCALP", "n": 1088, "early": { "n": 544, "wr": 22.794, "wr_ci": [ 19.47, 26.5 ], "avg": -0.3408, "median_net": -0.59196, "sum_net_pct": -185.396, "net_pnl_krw": -184024.72, "fees_krw": 54121.99, "pf": 0.3517, "days": 4, "trade_sequence_dd_ppt": 186.552, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 250 ], [ "STOP_LOSS", 125 ], [ "TIME_STOP", 66 ], [ "TRAILING_STOP", 63 ], [ "SMART_EXIT_C_PROFIT_LOCK", 40 ] ] }, "late": { "n": 544, "wr": 22.978, "wr_ci": [ 19.64, 26.7 ], "avg": -0.40567, "median_net": -0.62275, "sum_net_pct": -220.684, "net_pnl_krw": -220176.87, "fees_krw": 54222.7, "pf": 0.268, "days": 3, "trade_sequence_dd_ppt": 223.121, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 215 ], [ "STOP_LOSS", 121 ], [ "TIME_STOP", 118 ], [ "TRAILING_STOP", 59 ], [ "SMART_EXIT_C_PROFIT_LOCK", 31 ] ] }, "delta_wr_pp": 0.184, "delta_avg_pnl_pp": -0.06487, "mix_effect_pp": 0.00819, "within_or_new_cell_pp": -0.07306, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.13, "last_pct": 21.69 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 45.96, "last_pct": 39.52 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 7.35, "last_pct": 5.7 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 8, "avg": 0.22 }, { "l1": "PANIC_LIQUIDATION__UP", "n": 9, "avg": -0.021 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 12, "avg": -0.105 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 11, "avg": -0.773 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 15, "avg": -0.629 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 18, "avg": -0.586 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro__smart_exit_b", "group": "SCALP", "n": 777, "early": { "n": 388, "wr": 26.804, "wr_ci": [ 22.64, 31.42 ], "avg": -0.30931, "median_net": -0.5743, "sum_net_pct": -120.013, "net_pnl_krw": -119454.0, "fees_krw": 38653.81, "pf": 0.3624, "days": 4, "trade_sequence_dd_ppt": 120.214, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 148 ], [ "STOP_LOSS", 108 ], [ "TRAILING_STOP", 69 ], [ "TIME_STOP", 54 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ] ] }, "late": { "n": 389, "wr": 24.165, "wr_ci": [ 20.18, 28.66 ], "avg": -0.37411, "median_net": -0.58285, "sum_net_pct": -145.528, "net_pnl_krw": -145202.07, "fees_krw": 38785.95, "pf": 0.2733, "days": 3, "trade_sequence_dd_ppt": 146.518, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 133 ], [ "STOP_LOSS", 100 ], [ "TIME_STOP", 97 ], [ "TRAILING_STOP", 52 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ] ] }, "delta_wr_pp": -2.639, "delta_avg_pnl_pp": -0.0648, "mix_effect_pp": -0.02303, "within_or_new_cell_pp": -0.04177, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.92, "last_pct": 24.94 }, { "reason": "TRAILING_STOP", "first_pct": 17.78, "last_pct": 13.37 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 38.14, "last_pct": 34.19 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 9, "avg": 0.01 }, { "l1": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 12, "avg": -0.151 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 21, "avg": -0.19 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 12, "avg": -0.617 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 45, "avg": -0.507 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 32, "avg": -0.484 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_c", "group": "SCALP", "n": 144, "early": { "n": 72, "wr": 27.778, "wr_ci": [ 18.76, 39.05 ], "avg": -0.43383, "median_net": -0.49901, "sum_net_pct": -31.236, "net_pnl_krw": -31172.48, "fees_krw": 7141.5, "pf": 0.2105, "days": 4, "trade_sequence_dd_ppt": 33.028, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 28 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 72, "wr": 25.0, "wr_ci": [ 16.44, 36.09 ], "avg": -0.49826, "median_net": -0.54218, "sum_net_pct": -35.875, "net_pnl_krw": -35816.99, "fees_krw": 7172.97, "pf": 0.2, "days": 3, "trade_sequence_dd_ppt": 35.875, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 32 ], [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 7 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, "delta_wr_pp": -2.778, "delta_avg_pnl_pp": -0.06443, "mix_effect_pp": -0.00783, "within_or_new_cell_pp": -0.05659, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 38.89, "last_pct": 44.44 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 16.67, "last_pct": 12.5 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 34.72, "last_pct": 31.94 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.687 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.64 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": 0.191 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_a", "group": "SCALP", "n": 103, "early": { "n": 51, "wr": 9.804, "wr_ci": [ 4.26, 20.98 ], "avg": -0.50292, "median_net": -0.6811, "sum_net_pct": -25.649, "net_pnl_krw": -25610.36, "fees_krw": 5083.55, "pf": 0.2405, "days": 4, "trade_sequence_dd_ppt": 25.678, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "STOP_LOSS", 15 ], [ "SMART_EXIT_A_FAILURE", 8 ], [ "TRAILING_STOP", 5 ] ] }, "late": { "n": 52, "wr": 13.462, "wr_ci": [ 6.68, 25.27 ], "avg": -0.56586, "median_net": -0.76363, "sum_net_pct": -29.425, "net_pnl_krw": -29344.65, "fees_krw": 5177.08, "pf": 0.2749, "days": 3, "trade_sequence_dd_ppt": 29.425, "exit_top": [ [ "STOP_LOSS", 18 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "SMART_EXIT_A_FAILURE", 10 ], [ "TRAILING_STOP", 7 ] ] }, "delta_wr_pp": 3.658, "delta_avg_pnl_pp": -0.06294, "mix_effect_pp": -0.11305, "within_or_new_cell_pp": 0.05012, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 45.1, "last_pct": 32.69 }, { "reason": "STOP_LOSS", "first_pct": 29.41, "last_pct": 34.62 }, { "reason": "TRAILING_STOP", "first_pct": 9.8, "last_pct": 13.46 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": 0.218 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_mean_reversion_micro", "group": "SCALP", "n": 134, "early": { "n": 67, "wr": 26.866, "wr_ci": [ 17.72, 38.52 ], "avg": -0.27805, "median_net": -0.55143, "sum_net_pct": -18.629, "net_pnl_krw": -18620.68, "fees_krw": 6691.57, "pf": 0.4103, "days": 3, "trade_sequence_dd_ppt": 19.943, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 13 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 67, "wr": 25.373, "wr_ci": [ 16.49, 36.93 ], "avg": -0.34081, "median_net": -0.55226, "sum_net_pct": -22.834, "net_pnl_krw": -22810.31, "fees_krw": 6685.09, "pf": 0.2977, "days": 4, "trade_sequence_dd_ppt": 23.935, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 31 ], [ "TIME_STOP", 14 ], [ "STOP_LOSS", 12 ], [ "TRAILING_STOP", 10 ] ] }, "delta_wr_pp": -1.493, "delta_avg_pnl_pp": -0.06276, "mix_effect_pp": -0.10936, "within_or_new_cell_pp": 0.04661, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 8.96, "last_pct": 20.9 }, { "reason": "TRAILING_STOP", "first_pct": 19.4, "last_pct": 14.93 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 50.75, "last_pct": 46.27 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": 0.338 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 13, "avg": -0.435 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.322 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__continuation_hold__smart_exit_a", "group": "SCALP", "n": 123, "early": { "n": 61, "wr": 13.115, "wr_ci": [ 6.8, 23.8 ], "avg": -0.40162, "median_net": -0.59975, "sum_net_pct": -24.499, "net_pnl_krw": -25506.52, "fees_krw": 5997.72, "pf": 0.3292, "days": 4, "trade_sequence_dd_ppt": 25.851, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 45 ], [ "TRAILING_STOP", 7 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "STOP_LOSS", 4 ] ] }, "late": { "n": 62, "wr": 12.903, "wr_ci": [ 6.69, 23.45 ], "avg": -0.46429, "median_net": -0.63343, "sum_net_pct": -28.786, "net_pnl_krw": -28718.45, "fees_krw": 6176.22, "pf": 0.3113, "days": 3, "trade_sequence_dd_ppt": 29.118, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 42 ], [ "TRAILING_STOP", 8 ], [ "STOP_LOSS", 7 ], [ "SMART_EXIT_A_FAILURE", 5 ] ] }, "delta_wr_pp": -0.212, "delta_avg_pnl_pp": -0.06267, "mix_effect_pp": -0.09808, "within_or_new_cell_pp": 0.03541, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 73.77, "last_pct": 67.74 }, { "reason": "STOP_LOSS", "first_pct": 6.56, "last_pct": 11.29 }, { "reason": "TRAILING_STOP", "first_pct": 11.48, "last_pct": 12.9 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.777 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": 0.309 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed__smart_exit_a", "group": "SCALP", "n": 107, "early": { "n": 53, "wr": 20.755, "wr_ci": [ 12.0, 33.46 ], "avg": -0.38841, "median_net": -0.55363, "sum_net_pct": -20.586, "net_pnl_krw": -20561.82, "fees_krw": 5286.28, "pf": 0.2127, "days": 4, "trade_sequence_dd_ppt": 20.586, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "TIME_STOP", 10 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 7 ] ] }, "late": { "n": 54, "wr": 22.222, "wr_ci": [ 13.2, 34.94 ], "avg": -0.32818, "median_net": -0.53225, "sum_net_pct": -17.722, "net_pnl_krw": -17704.17, "fees_krw": 5389.32, "pf": 0.3488, "days": 3, "trade_sequence_dd_ppt": 17.722, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 20 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 8 ], [ "STOP_LOSS", 3 ] ] }, "delta_wr_pp": 1.467, "delta_avg_pnl_pp": 0.06023, "mix_effect_pp": -0.01542, "within_or_new_cell_pp": 0.07565, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 26.42, "last_pct": 37.04 }, { "reason": "STOP_LOSS", "first_pct": 13.21, "last_pct": 5.56 }, { "reason": "TIME_STOP", "first_pct": 18.87, "last_pct": 14.81 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_macro__smart_exit_b", "group": "SCALP", "n": 161, "early": { "n": 80, "wr": 37.5, "wr_ci": [ 27.69, 48.45 ], "avg": -0.37808, "median_net": -0.4279, "sum_net_pct": -30.246, "net_pnl_krw": -30227.6, "fees_krw": 7983.51, "pf": 0.3156, "days": 4, "trade_sequence_dd_ppt": 30.246, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 40 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 81, "wr": 37.037, "wr_ci": [ 27.33, 47.92 ], "avg": -0.43813, "median_net": -0.65838, "sum_net_pct": -35.488, "net_pnl_krw": -35423.39, "fees_krw": 8070.94, "pf": 0.2225, "days": 3, "trade_sequence_dd_ppt": 36.015, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 39 ], [ "FAST_FAIL_BREAKOUT", 29 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -0.463, "delta_avg_pnl_pp": -0.06005, "mix_effect_pp": -0.04942, "within_or_new_cell_pp": -0.01063, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 26.25, "last_pct": 35.8 }, { "reason": "STOP_LOSS", "first_pct": 18.75, "last_pct": 12.35 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 50.0, "last_pct": 48.15 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": 0.04 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.849 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.56 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_macro_fast_discovery", "group": "SCALP", "n": 56, "early": { "n": 28, "wr": 39.286, "wr_ci": [ 23.57, 57.59 ], "avg": -0.34488, "median_net": -0.30433, "sum_net_pct": -9.657, "net_pnl_krw": -9652.85, "fees_krw": 2794.63, "pf": 0.3201, "days": 3, "trade_sequence_dd_ppt": 10.251, "exit_top": [ [ "STOP_LOSS", 12 ], [ "TAKE_PROFIT", 9 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, "late": { "n": 28, "wr": 32.143, "wr_ci": [ 17.93, 50.66 ], "avg": -0.40486, "median_net": -0.84292, "sum_net_pct": -11.336, "net_pnl_krw": -11310.19, "fees_krw": 2790.32, "pf": 0.2974, "days": 4, "trade_sequence_dd_ppt": 11.855, "exit_top": [ [ "STOP_LOSS", 12 ], [ "TAKE_PROFIT", 8 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -7.143, "delta_avg_pnl_pp": -0.05998, "mix_effect_pp": 0.09125, "within_or_new_cell_pp": -0.15123, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 3.57, "last_pct": 14.29 }, { "reason": "TAKE_PROFIT", "first_pct": 32.14, "last_pct": 28.57 }, { "reason": "TRAILING_STOP", "first_pct": 14.29, "last_pct": 10.71 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro", "group": "SCALP", "n": 1177, "early": { "n": 588, "wr": 27.551, "wr_ci": [ 24.09, 31.3 ], "avg": -0.31075, "median_net": -0.65721, "sum_net_pct": -182.72, "net_pnl_krw": -182528.42, "fees_krw": 58687.11, "pf": 0.4018, "days": 4, "trade_sequence_dd_ppt": 182.72, "exit_top": [ [ "STOP_LOSS", 250 ], [ "TRAILING_STOP", 136 ], [ "TIME_STOP", 101 ], [ "FAST_FAIL_BREAKOUT", 101 ] ] }, "late": { "n": 589, "wr": 26.486, "wr_ci": [ 23.08, 30.19 ], "avg": -0.36985, "median_net": -0.69142, "sum_net_pct": -217.842, "net_pnl_krw": -217403.55, "fees_krw": 58730.81, "pf": 0.3444, "days": 3, "trade_sequence_dd_ppt": 217.842, "exit_top": [ [ "STOP_LOSS", 246 ], [ "TIME_STOP", 117 ], [ "TRAILING_STOP", 115 ], [ "FAST_FAIL_BREAKOUT", 111 ] ] }, "delta_wr_pp": -1.065, "delta_avg_pnl_pp": -0.0591, "mix_effect_pp": -0.02997, "within_or_new_cell_pp": -0.02914, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 23.13, "last_pct": 19.52 }, { "reason": "TIME_STOP", "first_pct": 17.18, "last_pct": 19.86 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 17.18, "last_pct": 18.85 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 8, "avg": 0.33 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 14, "avg": 0.202 }, { "l1": "MIXED_REBOUND__DOWN", "n": 10, "avg": -0.017 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 10, "avg": -0.749 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.658 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 38, "avg": -0.587 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_micro", "group": "SCALP", "n": 491, "early": { "n": 245, "wr": 32.653, "wr_ci": [ 27.09, 38.75 ], "avg": -0.34982, "median_net": -1.07039, "sum_net_pct": -85.707, "net_pnl_krw": -85674.21, "fees_krw": 24448.95, "pf": 0.5437, "days": 4, "trade_sequence_dd_ppt": 89.572, "exit_top": [ [ "STOP_LOSS", 125 ], [ "TRAILING_STOP", 71 ], [ "FAST_FAIL_BREAKOUT", 26 ], [ "TIME_STOP", 23 ] ] }, "late": { "n": 246, "wr": 31.707, "wr_ci": [ 26.21, 37.77 ], "avg": -0.40889, "median_net": -1.07998, "sum_net_pct": -100.587, "net_pnl_krw": -100344.39, "fees_krw": 24517.64, "pf": 0.4913, "days": 3, "trade_sequence_dd_ppt": 104.016, "exit_top": [ [ "STOP_LOSS", 128 ], [ "TRAILING_STOP", 60 ], [ "TIME_STOP", 37 ], [ "FAST_FAIL_BREAKOUT", 21 ] ] }, "delta_wr_pp": -0.946, "delta_avg_pnl_pp": -0.05907, "mix_effect_pp": -0.02552, "within_or_new_cell_pp": -0.03355, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.39, "last_pct": 15.04 }, { "reason": "TRAILING_STOP", "first_pct": 28.98, "last_pct": 24.39 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 10.61, "last_pct": 8.54 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 11, "avg": 0.222 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 16, "avg": 0.139 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 9, "avg": 0.069 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 38, "avg": -0.771 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 18, "avg": -0.687 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 24, "avg": -0.664 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro__smart_exit_c", "group": "SCALP", "n": 768, "early": { "n": 384, "wr": 27.344, "wr_ci": [ 23.13, 32.01 ], "avg": -0.30195, "median_net": -0.55954, "sum_net_pct": -115.949, "net_pnl_krw": -115385.13, "fees_krw": 38255.03, "pf": 0.3712, "days": 4, "trade_sequence_dd_ppt": 115.949, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 145 ], [ "STOP_LOSS", 106 ], [ "TRAILING_STOP", 70 ], [ "TIME_STOP", 54 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ] ] }, "late": { "n": 384, "wr": 23.958, "wr_ci": [ 19.96, 28.47 ], "avg": -0.36074, "median_net": -0.56662, "sum_net_pct": -138.524, "net_pnl_krw": -138205.48, "fees_krw": 38289.72, "pf": 0.2834, "days": 3, "trade_sequence_dd_ppt": 139.847, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 130 ], [ "STOP_LOSS", 98 ], [ "TIME_STOP", 96 ], [ "TRAILING_STOP", 53 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ] ] }, "delta_wr_pp": -3.386, "delta_avg_pnl_pp": -0.05879, "mix_effect_pp": 0.01182, "within_or_new_cell_pp": -0.0706, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 14.06, "last_pct": 25.0 }, { "reason": "TRAILING_STOP", "first_pct": 18.23, "last_pct": 13.8 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 37.76, "last_pct": 33.85 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 9, "avg": 0.01 }, { "l1": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 12, "avg": -0.151 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 21, "avg": -0.19 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 12, "avg": -0.617 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 45, "avg": -0.491 }, { "l1": "MIXED_REBOUND__UP", "n": 15, "avg": -0.484 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_macro__smart_exit_a", "group": "SCALP", "n": 220, "early": { "n": 110, "wr": 15.455, "wr_ci": [ 9.88, 23.36 ], "avg": -0.40695, "median_net": -0.55649, "sum_net_pct": -44.764, "net_pnl_krw": -44734.47, "fees_krw": 10977.64, "pf": 0.3286, "days": 3, "trade_sequence_dd_ppt": 44.919, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 58 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TIME_STOP", 16 ], [ "TRAILING_STOP", 8 ], [ "STOP_LOSS", 6 ] ] }, "late": { "n": 110, "wr": 18.182, "wr_ci": [ 12.09, 26.42 ], "avg": -0.35075, "median_net": -0.56183, "sum_net_pct": -38.583, "net_pnl_krw": -38497.23, "fees_krw": 10969.76, "pf": 0.389, "days": 4, "trade_sequence_dd_ppt": 41.713, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 58 ], [ "TIME_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "TRAILING_STOP", 13 ], [ "STOP_LOSS", 4 ] ] }, "delta_wr_pp": 2.727, "delta_avg_pnl_pp": 0.0562, "mix_effect_pp": 0.07481, "within_or_new_cell_pp": -0.01862, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.0, "last_pct": 14.55 }, { "reason": "TRAILING_STOP", "first_pct": 7.27, "last_pct": 11.82 }, { "reason": "TIME_STOP", "first_pct": 14.55, "last_pct": 17.27 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": -0.154 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.397 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 16, "avg": -0.52 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.593 }, { "l1": "MIXED_REBOUND__FLAT", "n": 8, "avg": -0.466 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": -0.406 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_rsi_momentum_macro__smart_exit_b", "group": "SCALP", "n": 198, "early": { "n": 99, "wr": 46.465, "wr_ci": [ 36.96, 56.24 ], "avg": -0.28572, "median_net": -0.1, "sum_net_pct": -28.286, "net_pnl_krw": -28229.77, "fees_krw": 9844.45, "pf": 0.3933, "days": 3, "trade_sequence_dd_ppt": 30.137, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 60 ], [ "STOP_LOSS", 27 ], [ "TIME_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "late": { "n": 99, "wr": 43.434, "wr_ci": [ 34.1, 53.26 ], "avg": -0.34188, "median_net": -0.1, "sum_net_pct": -33.846, "net_pnl_krw": -33756.04, "fees_krw": 9871.32, "pf": 0.3648, "days": 4, "trade_sequence_dd_ppt": 34.833, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 55 ], [ "STOP_LOSS", 31 ], [ "TIME_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, "delta_wr_pp": -3.031, "delta_avg_pnl_pp": -0.05616, "mix_effect_pp": 0.13295, "within_or_new_cell_pp": -0.18911, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 60.61, "last_pct": 55.56 }, { "reason": "STOP_LOSS", "first_pct": 27.27, "last_pct": 31.31 }, { "reason": "TIME_STOP", "first_pct": 6.06, "last_pct": 8.08 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.388 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": -0.404 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.494 } ], "worst_new_regimes": [ { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": -0.541 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.477 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.235 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro__smart_exit_b", "group": "SCALP", "n": 986, "early": { "n": 493, "wr": 27.383, "wr_ci": [ 23.63, 31.48 ], "avg": -0.35125, "median_net": -0.7076, "sum_net_pct": -173.167, "net_pnl_krw": -170832.06, "fees_krw": 48949.78, "pf": 0.3517, "days": 4, "trade_sequence_dd_ppt": 173.928, "exit_top": [ [ "STOP_LOSS", 241 ], [ "TRAILING_STOP", 82 ], [ "TIME_STOP", 67 ], [ "FAST_FAIL_BREAKOUT", 63 ], [ "SMART_EXIT_B_PROFIT_LOCK", 40 ] ] }, "late": { "n": 493, "wr": 25.152, "wr_ci": [ 21.52, 29.16 ], "avg": -0.4074, "median_net": -0.70332, "sum_net_pct": -200.849, "net_pnl_krw": -200456.09, "fees_krw": 49146.03, "pf": 0.3186, "days": 3, "trade_sequence_dd_ppt": 200.87, "exit_top": [ [ "STOP_LOSS", 246 ], [ "TIME_STOP", 95 ], [ "TRAILING_STOP", 63 ], [ "FAST_FAIL_BREAKOUT", 47 ], [ "SMART_EXIT_B_PROFIT_LOCK", 42 ] ] }, "delta_wr_pp": -2.231, "delta_avg_pnl_pp": -0.05615, "mix_effect_pp": 0.02249, "within_or_new_cell_pp": -0.07864, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.59, "last_pct": 19.27 }, { "reason": "TRAILING_STOP", "first_pct": 16.63, "last_pct": 12.78 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 12.78, "last_pct": 9.53 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 19, "avg": 0.064 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 12, "avg": -0.129 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 25, "avg": -0.164 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 56, "avg": -0.706 }, { "l1": "NARROW_LEADERSHIP__FLAT", "n": 8, "avg": -0.577 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 18, "avg": -0.576 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_micro__smart_exit_b", "group": "SCALP", "n": 736, "early": { "n": 368, "wr": 23.37, "wr_ci": [ 19.33, 27.95 ], "avg": -0.40086, "median_net": -0.70668, "sum_net_pct": -147.518, "net_pnl_krw": -147076.68, "fees_krw": 36672.32, "pf": 0.2842, "days": 4, "trade_sequence_dd_ppt": 147.791, "exit_top": [ [ "STOP_LOSS", 185 ], [ "TRAILING_STOP", 57 ], [ "TIME_STOP", 54 ], [ "FAST_FAIL_BREAKOUT", 49 ], [ "SMART_EXIT_B_PROFIT_LOCK", 23 ] ] }, "late": { "n": 368, "wr": 22.826, "wr_ci": [ 18.83, 27.38 ], "avg": -0.45624, "median_net": -0.70824, "sum_net_pct": -167.898, "net_pnl_krw": -167600.07, "fees_krw": 36676.42, "pf": 0.2494, "days": 3, "trade_sequence_dd_ppt": 168.852, "exit_top": [ [ "STOP_LOSS", 184 ], [ "TIME_STOP", 74 ], [ "TRAILING_STOP", 44 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "SMART_EXIT_B_PROFIT_LOCK", 28 ] ] }, "delta_wr_pp": -0.544, "delta_avg_pnl_pp": -0.05538, "mix_effect_pp": -0.05317, "within_or_new_cell_pp": -0.00221, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 14.67, "last_pct": 20.11 }, { "reason": "TRAILING_STOP", "first_pct": 15.49, "last_pct": 11.96 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.32, "last_pct": 10.33 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 9, "avg": -0.155 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 18, "avg": -0.178 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 25, "avg": -0.184 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 12, "avg": -0.921 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.664 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 19, "avg": -0.629 } ] }, { "stage": "FORWARD", "bot": "ignition_breakout_1h", "group": "CORE", "n": 88, "early": { "n": 44, "wr": 54.545, "wr_ci": [ 40.07, 68.29 ], "avg": 0.22991, "median_net": 0.36425, "sum_net_pct": 10.116, "net_pnl_krw": 196.08, "fees_krw": 1851.89, "pf": 1.4309, "days": 4, "trade_sequence_dd_ppt": 8.774, "exit_top": [ [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 6 ] ] }, "late": { "n": 44, "wr": 43.182, "wr_ci": [ 29.68, 57.78 ], "avg": 0.28469, "median_net": -0.92101, "sum_net_pct": 12.526, "net_pnl_krw": 7769.49, "fees_krw": 1869.67, "pf": 1.3502, "days": 3, "trade_sequence_dd_ppt": 8.576, "exit_top": [ [ "TRAILING_STOP", 19 ], [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -11.363, "delta_avg_pnl_pp": 0.05478, "mix_effect_pp": 0.28739, "within_or_new_cell_pp": -0.23261, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 20.45, "last_pct": 2.27 }, { "reason": "STOP_LOSS", "first_pct": 13.64, "last_pct": 27.27 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.45, "last_pct": 27.27 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro__smart_exit_a", "group": "SCALP", "n": 772, "early": { "n": 386, "wr": 26.684, "wr_ci": [ 22.52, 31.31 ], "avg": -0.32379, "median_net": -0.59277, "sum_net_pct": -124.981, "net_pnl_krw": -124413.64, "fees_krw": 38450.78, "pf": 0.3472, "days": 4, "trade_sequence_dd_ppt": 124.981, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 145 ], [ "STOP_LOSS", 108 ], [ "TRAILING_STOP", 78 ], [ "TIME_STOP", 55 ] ] }, "late": { "n": 386, "wr": 23.316, "wr_ci": [ 19.37, 27.78 ], "avg": -0.37853, "median_net": -0.58171, "sum_net_pct": -146.113, "net_pnl_krw": -145785.82, "fees_krw": 38486.76, "pf": 0.266, "days": 3, "trade_sequence_dd_ppt": 146.113, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 132 ], [ "STOP_LOSS", 99 ], [ "TIME_STOP", 96 ], [ "TRAILING_STOP", 59 ] ] }, "delta_wr_pp": -3.368, "delta_avg_pnl_pp": -0.05474, "mix_effect_pp": -0.01011, "within_or_new_cell_pp": -0.04463, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 14.25, "last_pct": 24.87 }, { "reason": "TRAILING_STOP", "first_pct": 20.21, "last_pct": 15.28 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 37.56, "last_pct": 34.2 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 9, "avg": 0.01 }, { "l1": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 12, "avg": -0.151 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.158 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 12, "avg": -0.61 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 45, "avg": -0.508 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 48, "avg": -0.487 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_macro__smart_exit_a", "group": "SCALP", "n": 111, "early": { "n": 55, "wr": 29.091, "wr_ci": [ 18.77, 42.14 ], "avg": -0.35667, "median_net": -0.6991, "sum_net_pct": -19.617, "net_pnl_krw": -19597.67, "fees_krw": 5489.08, "pf": 0.4251, "days": 4, "trade_sequence_dd_ppt": 19.617, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 20 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TRAILING_STOP", 12 ], [ "TIME_STOP", 7 ], [ "STOP_LOSS", 1 ] ] }, "late": { "n": 56, "wr": 23.214, "wr_ci": [ 14.1, 35.77 ], "avg": -0.41133, "median_net": -0.79902, "sum_net_pct": -23.035, "net_pnl_krw": -22994.27, "fees_krw": 5580.52, "pf": 0.4551, "days": 3, "trade_sequence_dd_ppt": 23.248, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 19 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 11 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -5.877, "delta_avg_pnl_pp": -0.05466, "mix_effect_pp": -0.07748, "within_or_new_cell_pp": 0.02282, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 1.82, "last_pct": 17.86 }, { "reason": "TIME_STOP", "first_pct": 12.73, "last_pct": 5.36 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 27.27, "last_pct": 23.21 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.053 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_macro__smart_exit_c", "group": "SCALP", "n": 657, "early": { "n": 328, "wr": 28.659, "wr_ci": [ 24.03, 33.78 ], "avg": -0.33053, "median_net": -0.69971, "sum_net_pct": -108.412, "net_pnl_krw": -107884.9, "fees_krw": 32652.78, "pf": 0.3858, "days": 4, "trade_sequence_dd_ppt": 108.412, "exit_top": [ [ "STOP_LOSS", 151 ], [ "TRAILING_STOP", 54 ], [ "FAST_FAIL_BREAKOUT", 52 ], [ "TIME_STOP", 38 ], [ "SMART_EXIT_C_PROFIT_LOCK", 33 ] ] }, "late": { "n": 329, "wr": 27.66, "wr_ci": [ 23.1, 32.73 ], "avg": -0.38468, "median_net": -0.63564, "sum_net_pct": -126.559, "net_pnl_krw": -126376.49, "fees_krw": 32804.92, "pf": 0.3077, "days": 3, "trade_sequence_dd_ppt": 126.559, "exit_top": [ [ "STOP_LOSS", 147 ], [ "TIME_STOP", 68 ], [ "TRAILING_STOP", 52 ], [ "FAST_FAIL_BREAKOUT", 37 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ] ] }, "delta_wr_pp": -0.999, "delta_avg_pnl_pp": -0.05415, "mix_effect_pp": 0.00945, "within_or_new_cell_pp": -0.06361, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.59, "last_pct": 20.67 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.85, "last_pct": 11.25 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 10.06, "last_pct": 7.6 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.027 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 21, "avg": -0.145 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 13, "avg": -0.15 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 8, "avg": -0.679 }, { "l1": "MIXED_REBOUND__UP", "n": 14, "avg": -0.677 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.633 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_macro__smart_exit_a", "group": "SCALP", "n": 146, "early": { "n": 73, "wr": 21.918, "wr_ci": [ 13.97, 32.68 ], "avg": -0.49034, "median_net": -0.6576, "sum_net_pct": -35.795, "net_pnl_krw": -35777.2, "fees_krw": 7282.36, "pf": 0.3153, "days": 3, "trade_sequence_dd_ppt": 36.308, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 26 ], [ "STOP_LOSS", 16 ], [ "TRAILING_STOP", 12 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 9 ] ] }, "late": { "n": 73, "wr": 19.178, "wr_ci": [ 11.78, 29.66 ], "avg": -0.54409, "median_net": -0.74484, "sum_net_pct": -39.718, "net_pnl_krw": -39659.18, "fees_krw": 7271.02, "pf": 0.2952, "days": 4, "trade_sequence_dd_ppt": 40.668, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 24 ], [ "STOP_LOSS", 18 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TRAILING_STOP", 12 ], [ "TIME_STOP", 6 ] ] }, "delta_wr_pp": -2.74, "delta_avg_pnl_pp": -0.05375, "mix_effect_pp": 0.07121, "within_or_new_cell_pp": -0.12495, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.7, "last_pct": 17.81 }, { "reason": "TIME_STOP", "first_pct": 12.33, "last_pct": 8.22 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 35.62, "last_pct": 32.88 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.762 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.947 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.711 } ] }, { "stage": "FORWARD", "bot": "ma20_reclaim_micro", "group": "CORE", "n": 259, "early": { "n": 129, "wr": 37.984, "wr_ci": [ 30.07, 46.59 ], "avg": -0.38826, "median_net": -0.70945, "sum_net_pct": -50.086, "net_pnl_krw": -32461.08, "fees_krw": 6447.36, "pf": 0.3933, "days": 4, "trade_sequence_dd_ppt": 56.43, "exit_top": [ [ "STOP_LOSS", 43 ], [ "TAKE_PROFIT", 32 ], [ "FAST_FAIL_BREAKOUT", 28 ], [ "TRAILING_STOP", 22 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 130, "wr": 43.077, "wr_ci": [ 34.88, 51.67 ], "avg": -0.33533, "median_net": -0.68769, "sum_net_pct": -43.593, "net_pnl_krw": -29394.84, "fees_krw": 5863.13, "pf": 0.4088, "days": 3, "trade_sequence_dd_ppt": 45.308, "exit_top": [ [ "TAKE_PROFIT", 40 ], [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 26 ], [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 5 ] ] }, "delta_wr_pp": 5.093, "delta_avg_pnl_pp": 0.05293, "mix_effect_pp": -0.10339, "within_or_new_cell_pp": 0.15632, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 33.33, "last_pct": 20.0 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.71, "last_pct": 30.0 }, { "reason": "TAKE_PROFIT", "first_pct": 24.81, "last_pct": 30.77 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.323 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": -0.393 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.614 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.465 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": -0.458 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.432 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_micro__smart_exit_a", "group": "SCALP", "n": 170, "early": { "n": 85, "wr": 16.471, "wr_ci": [ 10.07, 25.77 ], "avg": -0.56042, "median_net": -0.81759, "sum_net_pct": -47.636, "net_pnl_krw": -47599.69, "fees_krw": 8473.43, "pf": 0.2557, "days": 4, "trade_sequence_dd_ppt": 47.636, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 31 ], [ "SMART_EXIT_A_FAILURE", 27 ], [ "STOP_LOSS", 10 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 8 ] ] }, "late": { "n": 85, "wr": 15.294, "wr_ci": [ 9.16, 24.43 ], "avg": -0.50949, "median_net": -0.72469, "sum_net_pct": -43.307, "net_pnl_krw": -43207.59, "fees_krw": 8467.9, "pf": 0.2309, "days": 3, "trade_sequence_dd_ppt": 43.307, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 34 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "TIME_STOP", 19 ], [ "TRAILING_STOP", 7 ], [ "STOP_LOSS", 4 ] ] }, "delta_wr_pp": -1.177, "delta_avg_pnl_pp": 0.05093, "mix_effect_pp": -0.1765, "within_or_new_cell_pp": 0.22742, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.41, "last_pct": 22.35 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 36.47, "last_pct": 24.71 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 31.76, "last_pct": 40.0 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 16, "avg": -0.599 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.775 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.734 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 16, "avg": -0.661 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_rsi_momentum_macro__smart_exit_b", "group": "SCALP", "n": 660, "early": { "n": 330, "wr": 28.182, "wr_ci": [ 23.6, 33.27 ], "avg": -0.3373, "median_net": -0.70393, "sum_net_pct": -111.309, "net_pnl_krw": -110778.88, "fees_krw": 32851.76, "pf": 0.3787, "days": 4, "trade_sequence_dd_ppt": 111.309, "exit_top": [ [ "STOP_LOSS", 154 ], [ "TRAILING_STOP", 54 ], [ "FAST_FAIL_BREAKOUT", 52 ], [ "TIME_STOP", 37 ], [ "SMART_EXIT_B_PROFIT_LOCK", 33 ] ] }, "late": { "n": 330, "wr": 27.879, "wr_ci": [ 23.32, 32.95 ], "avg": -0.3879, "median_net": -0.63701, "sum_net_pct": -128.008, "net_pnl_krw": -127816.53, "fees_krw": 32903.42, "pf": 0.3044, "days": 3, "trade_sequence_dd_ppt": 128.008, "exit_top": [ [ "STOP_LOSS", 147 ], [ "TIME_STOP", 69 ], [ "TRAILING_STOP", 52 ], [ "FAST_FAIL_BREAKOUT", 37 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ] ] }, "delta_wr_pp": -0.303, "delta_avg_pnl_pp": -0.0506, "mix_effect_pp": 0.00595, "within_or_new_cell_pp": -0.05655, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.21, "last_pct": 20.91 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 15.76, "last_pct": 11.21 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 10.0, "last_pct": 7.58 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 13, "avg": -0.15 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 12, "avg": -0.19 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 22, "avg": -0.201 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 15, "avg": -0.711 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 8, "avg": -0.695 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.599 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro__smart_exit_a", "group": "SCALP", "n": 992, "early": { "n": 496, "wr": 27.218, "wr_ci": [ 23.49, 31.3 ], "avg": -0.35955, "median_net": -0.7076, "sum_net_pct": -178.335, "net_pnl_krw": -176734.72, "fees_krw": 49327.01, "pf": 0.3439, "days": 4, "trade_sequence_dd_ppt": 179.058, "exit_top": [ [ "STOP_LOSS", 245 ], [ "TRAILING_STOP", 120 ], [ "TIME_STOP", 68 ], [ "FAST_FAIL_BREAKOUT", 63 ] ] }, "late": { "n": 496, "wr": 24.798, "wr_ci": [ 21.2, 28.78 ], "avg": -0.40878, "median_net": -0.71198, "sum_net_pct": -202.755, "net_pnl_krw": -202352.98, "fees_krw": 49445.01, "pf": 0.3129, "days": 3, "trade_sequence_dd_ppt": 202.776, "exit_top": [ [ "STOP_LOSS", 247 ], [ "TRAILING_STOP", 107 ], [ "TIME_STOP", 95 ], [ "FAST_FAIL_BREAKOUT", 47 ] ] }, "delta_wr_pp": -2.42, "delta_avg_pnl_pp": -0.04923, "mix_effect_pp": 0.01576, "within_or_new_cell_pp": -0.065, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.71, "last_pct": 19.15 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 12.7, "last_pct": 9.48 }, { "reason": "TRAILING_STOP", "first_pct": 24.19, "last_pct": 21.57 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 19, "avg": 0.059 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 12, "avg": -0.166 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_DOWN", "n": 12, "avg": -0.252 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 54, "avg": -0.69 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 18, "avg": -0.649 }, { "l1": "NARROW_LEADERSHIP__FLAT", "n": 9, "avg": -0.604 } ] }, { "stage": "FORWARD", "bot": "elliott_wave3_core__smart_entry__smart_exit_b", "group": "CORE", "n": 68, "early": { "n": 34, "wr": 47.059, "wr_ci": [ 31.45, 63.26 ], "avg": -0.37579, "median_net": -0.82703, "sum_net_pct": -12.777, "net_pnl_krw": -12159.22, "fees_krw": 1753.14, "pf": 0.6719, "days": 4, "trade_sequence_dd_ppt": 20.9, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 18 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 8 ] ] }, "late": { "n": 34, "wr": 44.118, "wr_ci": [ 28.88, 60.55 ], "avg": -0.32679, "median_net": -0.72871, "sum_net_pct": -11.111, "net_pnl_krw": -19386.46, "fees_krw": 1936.9, "pf": 0.6738, "days": 4, "trade_sequence_dd_ppt": 18.225, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 18 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "delta_wr_pp": -2.941, "delta_avg_pnl_pp": 0.049, "mix_effect_pp": -0.26637, "within_or_new_cell_pp": 0.27188, "effect_residual_pp": 0.04349, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 23.53, "last_pct": 29.41 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 23.53, "last_pct": 17.65 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 52.94, "last_pct": 52.94 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_range_breakout_macro__continuation_hold__smart_exit_c", "group": "SCALP", "n": 125, "early": { "n": 62, "wr": 19.355, "wr_ci": [ 11.43, 30.85 ], "avg": -0.43261, "median_net": -0.55709, "sum_net_pct": -26.822, "net_pnl_krw": -26845.01, "fees_krw": 6097.66, "pf": 0.1473, "days": 4, "trade_sequence_dd_ppt": 26.929, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "SMART_EXIT_C_PROFIT_LOCK", 17 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, "late": { "n": 63, "wr": 23.81, "wr_ci": [ 14.99, 35.64 ], "avg": -0.38401, "median_net": -0.5371, "sum_net_pct": -24.193, "net_pnl_krw": -24123.44, "fees_krw": 6278.82, "pf": 0.2391, "days": 3, "trade_sequence_dd_ppt": 24.875, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "SMART_EXIT_C_PROFIT_LOCK", 19 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, "delta_wr_pp": 4.455, "delta_avg_pnl_pp": 0.0486, "mix_effect_pp": -0.0781, "within_or_new_cell_pp": 0.12669, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 27.42, "last_pct": 30.16 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 4.84, "last_pct": 3.17 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 62.9, "last_pct": 61.9 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.57 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.825 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.144 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_micro", "group": "SCALP", "n": 497, "early": { "n": 248, "wr": 29.435, "wr_ci": [ 24.11, 35.39 ], "avg": -0.38353, "median_net": -0.95065, "sum_net_pct": -95.115, "net_pnl_krw": -95021.68, "fees_krw": 24740.09, "pf": 0.4965, "days": 4, "trade_sequence_dd_ppt": 96.209, "exit_top": [ [ "STOP_LOSS", 96 ], [ "TRAILING_STOP", 67 ], [ "FAST_FAIL_BREAKOUT", 63 ], [ "TIME_STOP", 22 ] ] }, "late": { "n": 249, "wr": 28.112, "wr_ci": [ 22.89, 34.0 ], "avg": -0.42912, "median_net": -0.93992, "sum_net_pct": -106.851, "net_pnl_krw": -106605.5, "fees_krw": 24813.46, "pf": 0.4725, "days": 3, "trade_sequence_dd_ppt": 109.672, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 82 ], [ "STOP_LOSS", 79 ], [ "TRAILING_STOP", 57 ], [ "TIME_STOP", 31 ] ] }, "delta_wr_pp": -1.323, "delta_avg_pnl_pp": -0.04559, "mix_effect_pp": -0.01495, "within_or_new_cell_pp": -0.03064, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 25.4, "last_pct": 32.93 }, { "reason": "STOP_LOSS", "first_pct": 38.71, "last_pct": 31.73 }, { "reason": "TRAILING_STOP", "first_pct": 27.02, "last_pct": 22.89 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 10, "avg": 0.126 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": 0.04 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 17, "avg": 0.029 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 17, "avg": -0.806 }, { "l1": "BROAD_RISK_ON__UP", "n": 12, "avg": -0.768 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 16, "avg": -0.756 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__acceptance_confirmed__smart_exit_b", "group": "SCALP", "n": 203, "early": { "n": 101, "wr": 24.752, "wr_ci": [ 17.36, 33.99 ], "avg": -0.39613, "median_net": -0.64027, "sum_net_pct": -40.009, "net_pnl_krw": -39536.43, "fees_krw": 9991.3, "pf": 0.2762, "days": 4, "trade_sequence_dd_ppt": 40.862, "exit_top": [ [ "STOP_LOSS", 34 ], [ "FAST_FAIL_BREAKOUT", 33 ], [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 102, "wr": 24.51, "wr_ci": [ 17.19, 33.68 ], "avg": -0.44037, "median_net": -0.6419, "sum_net_pct": -44.918, "net_pnl_krw": -44824.98, "fees_krw": 10163.06, "pf": 0.2461, "days": 3, "trade_sequence_dd_ppt": 44.918, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 37 ], [ "STOP_LOSS", 32 ], [ "SMART_EXIT_B_PROFIT_LOCK", 28 ], [ "TIME_STOP", 5 ] ] }, "delta_wr_pp": -0.242, "delta_avg_pnl_pp": -0.04424, "mix_effect_pp": 0.0257, "within_or_new_cell_pp": -0.06994, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 31.68, "last_pct": 27.45 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 32.67, "last_pct": 36.27 }, { "reason": "TIME_STOP", "first_pct": 1.98, "last_pct": 4.9 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -0.293 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.5 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 14, "avg": -0.276 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 14, "avg": -0.209 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_macro", "group": "SCALP", "n": 281, "early": { "n": 140, "wr": 33.571, "wr_ci": [ 26.28, 41.74 ], "avg": -0.24955, "median_net": -0.8115, "sum_net_pct": -34.937, "net_pnl_krw": -34896.31, "fees_krw": 13980.85, "pf": 0.6106, "days": 3, "trade_sequence_dd_ppt": 39.544, "exit_top": [ [ "STOP_LOSS", 46 ], [ "TIME_STOP", 38 ], [ "TRAILING_STOP", 29 ], [ "FAST_FAIL_BREAKOUT", 27 ] ] }, "late": { "n": 141, "wr": 34.043, "wr_ci": [ 26.74, 42.19 ], "avg": -0.2929, "median_net": -0.68987, "sum_net_pct": -41.3, "net_pnl_krw": -41230.48, "fees_krw": 14068.11, "pf": 0.5378, "days": 4, "trade_sequence_dd_ppt": 42.261, "exit_top": [ [ "TIME_STOP", 46 ], [ "STOP_LOSS", 38 ], [ "FAST_FAIL_BREAKOUT", 31 ], [ "TRAILING_STOP", 26 ] ] }, "delta_wr_pp": 0.472, "delta_avg_pnl_pp": -0.04335, "mix_effect_pp": 0.00762, "within_or_new_cell_pp": -0.05097, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 32.86, "last_pct": 26.95 }, { "reason": "TIME_STOP", "first_pct": 27.14, "last_pct": 32.62 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 19.29, "last_pct": 21.99 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 8, "avg": -0.094 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 11, "avg": -0.235 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 20, "avg": -0.236 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 18, "avg": -0.638 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -0.539 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 12, "avg": -0.297 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "group": "SCALP", "n": 1098, "early": { "n": 549, "wr": 22.587, "wr_ci": [ 19.29, 26.27 ], "avg": -0.36615, "median_net": -0.60371, "sum_net_pct": -201.019, "net_pnl_krw": -199761.55, "fees_krw": 54611.27, "pf": 0.3231, "days": 4, "trade_sequence_dd_ppt": 201.019, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 251 ], [ "STOP_LOSS", 129 ], [ "TRAILING_STOP", 101 ], [ "TIME_STOP", 68 ] ] }, "late": { "n": 549, "wr": 22.222, "wr_ci": [ 18.94, 25.89 ], "avg": -0.40795, "median_net": -0.6222, "sum_net_pct": -223.967, "net_pnl_krw": -223465.28, "fees_krw": 54722.26, "pf": 0.2642, "days": 3, "trade_sequence_dd_ppt": 224.616, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 216 ], [ "STOP_LOSS", 122 ], [ "TIME_STOP", 122 ], [ "TRAILING_STOP", 89 ] ] }, "delta_wr_pp": -0.365, "delta_avg_pnl_pp": -0.0418, "mix_effect_pp": 0.01064, "within_or_new_cell_pp": -0.05244, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.39, "last_pct": 22.22 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 45.72, "last_pct": 39.34 }, { "reason": "TRAILING_STOP", "first_pct": 18.4, "last_pct": 16.21 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 8, "avg": 0.163 }, { "l1": "PANIC_LIQUIDATION__UP", "n": 9, "avg": -0.058 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 13, "avg": -0.088 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.681 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 13, "avg": -0.549 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 20, "avg": -0.539 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro", "group": "SCALP", "n": 1116, "early": { "n": 558, "wr": 22.76, "wr_ci": [ 19.47, 26.42 ], "avg": -0.37429, "median_net": -0.66137, "sum_net_pct": -208.852, "net_pnl_krw": -208641.62, "fees_krw": 55679.33, "pf": 0.3191, "days": 4, "trade_sequence_dd_ppt": 209.0, "exit_top": [ [ "STOP_LOSS", 207 ], [ "FAST_FAIL_BREAKOUT", 184 ], [ "TRAILING_STOP", 110 ], [ "TIME_STOP", 57 ] ] }, "late": { "n": 558, "wr": 26.165, "wr_ci": [ 22.69, 29.97 ], "avg": -0.33309, "median_net": -0.58657, "sum_net_pct": -185.863, "net_pnl_krw": -185493.06, "fees_krw": 55658.89, "pf": 0.347, "days": 3, "trade_sequence_dd_ppt": 185.863, "exit_top": [ [ "STOP_LOSS", 172 ], [ "FAST_FAIL_BREAKOUT", 149 ], [ "TIME_STOP", 136 ], [ "TRAILING_STOP", 101 ] ] }, "delta_wr_pp": 3.405, "delta_avg_pnl_pp": 0.0412, "mix_effect_pp": -0.00751, "within_or_new_cell_pp": 0.0487, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.22, "last_pct": 24.37 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 32.97, "last_pct": 26.7 }, { "reason": "STOP_LOSS", "first_pct": 37.1, "last_pct": 30.82 } ], "best_old_regimes": [ { "l1": "NARROW_LEADERSHIP__STRONG_DOWN", "n": 8, "avg": 0.073 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 21, "avg": 0.014 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 16, "avg": -0.202 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 8, "avg": -0.643 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 74, "avg": -0.524 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 9, "avg": -0.43 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_micro", "group": "SCALP", "n": 1115, "early": { "n": 557, "wr": 28.007, "wr_ci": [ 24.44, 31.88 ], "avg": -0.2811, "median_net": -0.60633, "sum_net_pct": -156.572, "net_pnl_krw": -156427.4, "fees_krw": 55603.21, "pf": 0.4371, "days": 4, "trade_sequence_dd_ppt": 159.212, "exit_top": [ [ "STOP_LOSS", 200 ], [ "FAST_FAIL_BREAKOUT", 143 ], [ "TRAILING_STOP", 132 ], [ "TIME_STOP", 82 ] ] }, "late": { "n": 558, "wr": 24.91, "wr_ci": [ 21.5, 28.66 ], "avg": -0.32152, "median_net": -0.57774, "sum_net_pct": -179.411, "net_pnl_krw": -179092.46, "fees_krw": 55660.58, "pf": 0.3516, "days": 3, "trade_sequence_dd_ppt": 180.735, "exit_top": [ [ "STOP_LOSS", 165 ], [ "FAST_FAIL_BREAKOUT", 148 ], [ "TIME_STOP", 144 ], [ "TRAILING_STOP", 101 ] ] }, "delta_wr_pp": -3.097, "delta_avg_pnl_pp": -0.04042, "mix_effect_pp": -0.00155, "within_or_new_cell_pp": -0.03888, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 14.72, "last_pct": 25.81 }, { "reason": "STOP_LOSS", "first_pct": 35.91, "last_pct": 29.57 }, { "reason": "TRAILING_STOP", "first_pct": 23.7, "last_pct": 18.1 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__UP", "n": 12, "avg": 0.162 }, { "l1": "MIXED_REBOUND__FLAT", "n": 9, "avg": 0.13 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 17, "avg": -0.007 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 62, "avg": -0.47 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.43 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 56, "avg": -0.423 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_micro_fast_discovery", "group": "SCALP", "n": 185, "early": { "n": 92, "wr": 33.696, "wr_ci": [ 24.86, 43.83 ], "avg": -0.27743, "median_net": -0.39366, "sum_net_pct": -25.523, "net_pnl_krw": -25492.5, "fees_krw": 9184.48, "pf": 0.2805, "days": 3, "trade_sequence_dd_ppt": 26.786, "exit_top": [ [ "STOP_LOSS", 30 ], [ "TAKE_PROFIT", 29 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 7 ] ] }, "late": { "n": 93, "wr": 27.957, "wr_ci": [ 19.85, 37.81 ], "avg": -0.31765, "median_net": -0.30774, "sum_net_pct": -29.541, "net_pnl_krw": -29513.9, "fees_krw": 9279.72, "pf": 0.1722, "days": 4, "trade_sequence_dd_ppt": 29.581, "exit_top": [ [ "TIME_STOP", 22 ], [ "STOP_LOSS", 21 ], [ "TAKE_PROFIT", 20 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "TRAILING_STOP", 11 ] ] }, "delta_wr_pp": -5.739, "delta_avg_pnl_pp": -0.04022, "mix_effect_pp": -0.0792, "within_or_new_cell_pp": 0.03898, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.96, "last_pct": 23.66 }, { "reason": "STOP_LOSS", "first_pct": 32.61, "last_pct": 22.58 }, { "reason": "TAKE_PROFIT", "first_pct": 31.52, "last_pct": 21.51 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.138 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.198 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 11, "avg": -0.365 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 18, "avg": -0.318 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.073 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_micro__smart_exit_c", "group": "SCALP", "n": 977, "early": { "n": 488, "wr": 26.844, "wr_ci": [ 23.1, 30.95 ], "avg": -0.36136, "median_net": -0.70576, "sum_net_pct": -176.345, "net_pnl_krw": -174013.72, "fees_krw": 48448.23, "pf": 0.3371, "days": 4, "trade_sequence_dd_ppt": 177.106, "exit_top": [ [ "STOP_LOSS", 236 ], [ "TRAILING_STOP", 80 ], [ "TIME_STOP", 68 ], [ "FAST_FAIL_BREAKOUT", 66 ], [ "SMART_EXIT_C_PROFIT_LOCK", 38 ] ] }, "late": { "n": 489, "wr": 25.358, "wr_ci": [ 21.7, 29.4 ], "avg": -0.40077, "median_net": -0.70332, "sum_net_pct": -195.975, "net_pnl_krw": -195570.34, "fees_krw": 48746.2, "pf": 0.3231, "days": 3, "trade_sequence_dd_ppt": 197.345, "exit_top": [ [ "STOP_LOSS", 243 ], [ "TIME_STOP", 99 ], [ "TRAILING_STOP", 62 ], [ "FAST_FAIL_BREAKOUT", 44 ], [ "SMART_EXIT_C_PROFIT_LOCK", 41 ] ] }, "delta_wr_pp": -1.486, "delta_avg_pnl_pp": -0.03941, "mix_effect_pp": 0.01832, "within_or_new_cell_pp": -0.05772, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.93, "last_pct": 20.25 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 13.52, "last_pct": 9.0 }, { "reason": "TRAILING_STOP", "first_pct": 16.39, "last_pct": 12.68 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 18, "avg": 0.144 }, { "l1": "PANIC_LIQUIDATION__FLAT", "n": 12, "avg": -0.12 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 25, "avg": -0.159 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 53, "avg": -0.676 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 17, "avg": -0.611 }, { "l1": "NARROW_LEADERSHIP__FLAT", "n": 8, "avg": -0.577 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro__smart_exit_a", "group": "SCALP", "n": 534, "early": { "n": 267, "wr": 24.719, "wr_ci": [ 19.93, 30.23 ], "avg": -0.38777, "median_net": -0.70302, "sum_net_pct": -103.535, "net_pnl_krw": -103437.07, "fees_krw": 26636.3, "pf": 0.2939, "days": 4, "trade_sequence_dd_ppt": 103.535, "exit_top": [ [ "STOP_LOSS", 114 ], [ "FAST_FAIL_BREAKOUT", 59 ], [ "TRAILING_STOP", 57 ], [ "TIME_STOP", 37 ] ] }, "late": { "n": 267, "wr": 28.464, "wr_ci": [ 23.39, 34.15 ], "avg": -0.3484, "median_net": -0.65259, "sum_net_pct": -93.023, "net_pnl_krw": -92862.6, "fees_krw": 26627.32, "pf": 0.3737, "days": 3, "trade_sequence_dd_ppt": 93.023, "exit_top": [ [ "STOP_LOSS", 110 ], [ "TRAILING_STOP", 58 ], [ "TIME_STOP", 56 ], [ "FAST_FAIL_BREAKOUT", 43 ] ] }, "delta_wr_pp": 3.745, "delta_avg_pnl_pp": 0.03937, "mix_effect_pp": -0.03922, "within_or_new_cell_pp": 0.07859, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.86, "last_pct": 20.97 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 22.1, "last_pct": 16.1 }, { "reason": "STOP_LOSS", "first_pct": 42.7, "last_pct": 41.2 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.147 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 27, "avg": -0.189 }, { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": -0.259 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__FLAT", "n": 9, "avg": -0.737 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 27, "avg": -0.614 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 8, "avg": -0.495 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_c", "group": "SCALP", "n": 148, "early": { "n": 74, "wr": 25.676, "wr_ci": [ 17.1, 36.65 ], "avg": -0.39295, "median_net": -0.62849, "sum_net_pct": -29.079, "net_pnl_krw": -29124.62, "fees_krw": 7298.81, "pf": 0.2067, "days": 4, "trade_sequence_dd_ppt": 29.799, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 33 ], [ "SMART_EXIT_C_PROFIT_LOCK", 24 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "late": { "n": 74, "wr": 25.676, "wr_ci": [ 17.1, 36.65 ], "avg": -0.43221, "median_net": -0.59914, "sum_net_pct": -31.983, "net_pnl_krw": -31904.62, "fees_krw": 7372.53, "pf": 0.2597, "days": 3, "trade_sequence_dd_ppt": 32.499, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 40 ], [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "SMART_EXIT_C_FAILURE", 11 ] ] }, "delta_wr_pp": 0.0, "delta_avg_pnl_pp": -0.03926, "mix_effect_pp": -0.12937, "within_or_new_cell_pp": 0.09011, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 44.59, "last_pct": 54.05 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 20.27, "last_pct": 14.86 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 2.7, "last_pct": 0.0 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 14, "avg": -0.643 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.274 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_macro__smart_exit_c", "group": "SCALP", "n": 233, "early": { "n": 116, "wr": 25.862, "wr_ci": [ 18.76, 34.51 ], "avg": -0.35582, "median_net": -0.42706, "sum_net_pct": -41.276, "net_pnl_krw": -41248.59, "fees_krw": 11577.52, "pf": 0.1522, "days": 4, "trade_sequence_dd_ppt": 41.276, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 47 ], [ "SMART_EXIT_C_FAILURE", 41 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "SMART_EXIT_C_HARD_CAP", 12 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 117, "wr": 23.077, "wr_ci": [ 16.37, 31.49 ], "avg": -0.39348, "median_net": -0.45612, "sum_net_pct": -46.038, "net_pnl_krw": -45931.06, "fees_krw": 11665.94, "pf": 0.1419, "days": 3, "trade_sequence_dd_ppt": 46.038, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 46 ], [ "SMART_EXIT_C_PROFIT_LOCK", 43 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": -2.785, "delta_avg_pnl_pp": -0.03766, "mix_effect_pp": -0.04946, "within_or_new_cell_pp": 0.0118, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 35.34, "last_pct": 39.32 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 40.52, "last_pct": 36.75 }, { "reason": "TIME_STOP", "first_pct": 0.86, "last_pct": 3.42 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 16, "avg": -0.31 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.451 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.61 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.553 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.522 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 8, "avg": -0.52 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_a", "group": "SCALP", "n": 126, "early": { "n": 63, "wr": 12.698, "wr_ci": [ 6.58, 23.11 ], "avg": -0.56753, "median_net": -0.68968, "sum_net_pct": -35.754, "net_pnl_krw": -36184.93, "fees_krw": 6239.56, "pf": 0.2084, "days": 4, "trade_sequence_dd_ppt": 36.877, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 33 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "STOP_LOSS", 8 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 63, "wr": 17.46, "wr_ci": [ 10.04, 28.62 ], "avg": -0.53002, "median_net": -0.64767, "sum_net_pct": -33.391, "net_pnl_krw": -33300.12, "fees_krw": 6274.08, "pf": 0.2497, "days": 3, "trade_sequence_dd_ppt": 36.507, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 31 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 8 ], [ "STOP_LOSS", 7 ] ] }, "delta_wr_pp": 4.762, "delta_avg_pnl_pp": 0.03751, "mix_effect_pp": -0.07837, "within_or_new_cell_pp": 0.11588, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 3.17, "last_pct": 12.7 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 20.63, "last_pct": 14.29 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 52.38, "last_pct": 49.21 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.728 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 8, "avg": -0.417 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro_fast_discovery__smart_exit_a", "group": "SCALP", "n": 117, "early": { "n": 58, "wr": 27.586, "wr_ci": [ 17.75, 40.2 ], "avg": -0.30515, "median_net": -0.42889, "sum_net_pct": -17.699, "net_pnl_krw": -17678.2, "fees_krw": 5789.8, "pf": 0.2123, "days": 3, "trade_sequence_dd_ppt": 17.961, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 20 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TAKE_PROFIT", 12 ], [ "TRAILING_STOP", 7 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 59, "wr": 18.644, "wr_ci": [ 10.74, 30.38 ], "avg": -0.34159, "median_net": -0.42987, "sum_net_pct": -20.154, "net_pnl_krw": -20117.02, "fees_krw": 5883.24, "pf": 0.0761, "days": 4, "trade_sequence_dd_ppt": 20.357, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 16 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "TAKE_PROFIT", 11 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 3 ] ] }, "delta_wr_pp": -8.942, "delta_avg_pnl_pp": -0.03644, "mix_effect_pp": -0.1382, "within_or_new_cell_pp": 0.10177, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 3.45, "last_pct": 15.25 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 34.48, "last_pct": 27.12 }, { "reason": "TRAILING_STOP", "first_pct": 12.07, "last_pct": 6.78 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.074 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.358 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro_fast_discovery", "group": "SCALP", "n": 195, "early": { "n": 97, "wr": 31.959, "wr_ci": [ 23.52, 41.77 ], "avg": -0.30878, "median_net": -0.5182, "sum_net_pct": -29.952, "net_pnl_krw": -29924.53, "fees_krw": 9683.81, "pf": 0.2519, "days": 3, "trade_sequence_dd_ppt": 30.934, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "TAKE_PROFIT", 25 ], [ "STOP_LOSS", 17 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 7 ] ] }, "late": { "n": 98, "wr": 24.49, "wr_ci": [ 17.04, 33.86 ], "avg": -0.34483, "median_net": -0.47167, "sum_net_pct": -33.793, "net_pnl_krw": -33716.18, "fees_krw": 9771.03, "pf": 0.1137, "days": 4, "trade_sequence_dd_ppt": 33.997, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 37 ], [ "TAKE_PROFIT", 20 ], [ "TIME_STOP", 18 ], [ "STOP_LOSS", 16 ], [ "TRAILING_STOP", 7 ] ] }, "delta_wr_pp": -7.469, "delta_avg_pnl_pp": -0.03605, "mix_effect_pp": -0.07319, "within_or_new_cell_pp": 0.03715, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 9.28, "last_pct": 18.37 }, { "reason": "TAKE_PROFIT", "first_pct": 25.77, "last_pct": 20.41 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 40.21, "last_pct": 37.76 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 19, "avg": -0.227 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 11, "avg": -0.246 }, { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": -0.316 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.339 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 10, "avg": -0.253 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 15, "avg": -0.226 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_micro__smart_exit_b", "group": "SCALP", "n": 210, "early": { "n": 105, "wr": 32.381, "wr_ci": [ 24.19, 41.82 ], "avg": -0.47502, "median_net": -0.82428, "sum_net_pct": -49.877, "net_pnl_krw": -49831.39, "fees_krw": 10471.31, "pf": 0.2405, "days": 4, "trade_sequence_dd_ppt": 49.877, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 45 ], [ "FAST_FAIL_BREAKOUT", 29 ], [ "STOP_LOSS", 27 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 105, "wr": 33.333, "wr_ci": [ 25.05, 42.8 ], "avg": -0.51088, "median_net": -0.81649, "sum_net_pct": -53.642, "net_pnl_krw": -53500.13, "fees_krw": 10457.19, "pf": 0.19, "days": 3, "trade_sequence_dd_ppt": 53.642, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 45 ], [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 16 ], [ "TIME_STOP", 10 ] ] }, "delta_wr_pp": 0.952, "delta_avg_pnl_pp": -0.03586, "mix_effect_pp": 0.05482, "within_or_new_cell_pp": -0.09068, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 25.71, "last_pct": 15.24 }, { "reason": "TIME_STOP", "first_pct": 3.81, "last_pct": 9.52 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 27.62, "last_pct": 32.38 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 13, "avg": -0.308 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.498 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.813 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 17, "avg": -0.681 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 9, "avg": -0.674 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_macro_fast_discovery__smart_exit_b", "group": "SCALP", "n": 117, "early": { "n": 58, "wr": 34.483, "wr_ci": [ 23.56, 47.33 ], "avg": -0.29158, "median_net": -0.41757, "sum_net_pct": -16.911, "net_pnl_krw": -16894.62, "fees_krw": 5790.19, "pf": 0.1793, "days": 3, "trade_sequence_dd_ppt": 16.911, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 19 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "STOP_LOSS", 10 ], [ "TAKE_PROFIT", 9 ], [ "TIME_STOP", 3 ] ] }, "late": { "n": 59, "wr": 15.254, "wr_ci": [ 8.24, 26.52 ], "avg": -0.32444, "median_net": -0.31176, "sum_net_pct": -19.142, "net_pnl_krw": -19105.3, "fees_krw": 5883.74, "pf": 0.0532, "days": 4, "trade_sequence_dd_ppt": 19.142, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 19 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "TIME_STOP", 10 ], [ "STOP_LOSS", 8 ], [ "TAKE_PROFIT", 6 ] ] }, "delta_wr_pp": -19.229, "delta_avg_pnl_pp": -0.03286, "mix_effect_pp": -0.07581, "within_or_new_cell_pp": 0.04294, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 5.17, "last_pct": 16.95 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 32.76, "last_pct": 27.12 }, { "reason": "TAKE_PROFIT", "first_pct": 15.52, "last_pct": 10.17 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.147 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.311 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_stochastic_reversal_micro", "group": "SCALP", "n": 942, "early": { "n": 471, "wr": 24.841, "wr_ci": [ 21.15, 28.94 ], "avg": -0.31484, "median_net": -0.55226, "sum_net_pct": -148.288, "net_pnl_krw": -148124.82, "fees_krw": 47009.85, "pf": 0.349, "days": 4, "trade_sequence_dd_ppt": 150.333, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 195 ], [ "STOP_LOSS", 104 ], [ "TRAILING_STOP", 93 ], [ "TIME_STOP", 79 ] ] }, "late": { "n": 471, "wr": 23.779, "wr_ci": [ 20.16, 27.83 ], "avg": -0.34734, "median_net": -0.5606, "sum_net_pct": -163.599, "net_pnl_krw": -163311.88, "fees_krw": 46972.21, "pf": 0.3101, "days": 3, "trade_sequence_dd_ppt": 163.599, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 169 ], [ "TIME_STOP", 114 ], [ "STOP_LOSS", 109 ], [ "TRAILING_STOP", 79 ] ] }, "delta_wr_pp": -1.062, "delta_avg_pnl_pp": -0.0325, "mix_effect_pp": 0.01921, "within_or_new_cell_pp": -0.05172, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 16.77, "last_pct": 24.2 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 41.4, "last_pct": 35.88 }, { "reason": "TRAILING_STOP", "first_pct": 19.75, "last_pct": 16.77 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 21, "avg": -0.183 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 33, "avg": -0.188 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 30, "avg": -0.191 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.526 }, { "l1": "MIXED_REBOUND__UP", "n": 18, "avg": -0.513 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 34, "avg": -0.504 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_micro__smart_exit_b", "group": "SCALP", "n": 118, "early": { "n": 59, "wr": 28.814, "wr_ci": [ 18.84, 41.38 ], "avg": -0.42631, "median_net": -0.50466, "sum_net_pct": -25.152, "net_pnl_krw": -25096.66, "fees_krw": 5881.93, "pf": 0.2408, "days": 4, "trade_sequence_dd_ppt": 25.152, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 59, "wr": 37.288, "wr_ci": [ 26.08, 50.05 ], "avg": -0.45802, "median_net": -0.76782, "sum_net_pct": -27.023, "net_pnl_krw": -26968.46, "fees_krw": 5879.31, "pf": 0.2657, "days": 3, "trade_sequence_dd_ppt": 28.911, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 27 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": 8.474, "delta_avg_pnl_pp": -0.03171, "mix_effect_pp": 0.00574, "within_or_new_cell_pp": -0.03745, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 49.15, "last_pct": 45.76 }, { "reason": "STOP_LOSS", "first_pct": 18.64, "last_pct": 20.34 }, { "reason": "TIME_STOP", "first_pct": 3.39, "last_pct": 5.08 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.472 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.339 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_macro__smart_exit_a", "group": "SCALP", "n": 321, "early": { "n": 160, "wr": 22.5, "wr_ci": [ 16.72, 29.57 ], "avg": -0.3654, "median_net": -0.66403, "sum_net_pct": -58.463, "net_pnl_krw": -58414.12, "fees_krw": 15964.18, "pf": 0.3118, "days": 4, "trade_sequence_dd_ppt": 59.405, "exit_top": [ [ "STOP_LOSS", 58 ], [ "FAST_FAIL_BREAKOUT", 56 ], [ "TRAILING_STOP", 29 ], [ "TIME_STOP", 17 ] ] }, "late": { "n": 161, "wr": 27.329, "wr_ci": [ 21.03, 34.68 ], "avg": -0.3342, "median_net": -0.58053, "sum_net_pct": -53.806, "net_pnl_krw": -53741.97, "fees_krw": 16062.51, "pf": 0.3334, "days": 3, "trade_sequence_dd_ppt": 53.806, "exit_top": [ [ "TIME_STOP", 49 ], [ "STOP_LOSS", 49 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TRAILING_STOP", 25 ] ] }, "delta_wr_pp": 4.829, "delta_avg_pnl_pp": 0.0312, "mix_effect_pp": -0.04028, "within_or_new_cell_pp": 0.07147, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.62, "last_pct": 30.43 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 35.0, "last_pct": 23.6 }, { "reason": "STOP_LOSS", "first_pct": 36.25, "last_pct": 30.43 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 15, "avg": -0.012 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.178 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 10, "avg": -0.435 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 19, "avg": -0.578 }, { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": -0.572 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 21, "avg": -0.537 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro__smart_exit_b", "group": "SCALP", "n": 530, "early": { "n": 265, "wr": 25.283, "wr_ci": [ 20.43, 30.84 ], "avg": -0.37301, "median_net": -0.70019, "sum_net_pct": -98.847, "net_pnl_krw": -98755.49, "fees_krw": 26439.23, "pf": 0.3118, "days": 4, "trade_sequence_dd_ppt": 98.999, "exit_top": [ [ "STOP_LOSS", 112 ], [ "FAST_FAIL_BREAKOUT", 59 ], [ "TRAILING_STOP", 38 ], [ "TIME_STOP", 34 ], [ "SMART_EXIT_B_PROFIT_LOCK", 22 ] ] }, "late": { "n": 265, "wr": 28.302, "wr_ci": [ 23.22, 34.01 ], "avg": -0.34307, "median_net": -0.64918, "sum_net_pct": -90.914, "net_pnl_krw": -90756.69, "fees_krw": 26428.89, "pf": 0.3786, "days": 3, "trade_sequence_dd_ppt": 90.914, "exit_top": [ [ "STOP_LOSS", 109 ], [ "TIME_STOP", 56 ], [ "FAST_FAIL_BREAKOUT", 43 ], [ "TRAILING_STOP", 31 ], [ "SMART_EXIT_B_PROFIT_LOCK", 26 ] ] }, "delta_wr_pp": 3.019, "delta_avg_pnl_pp": 0.02994, "mix_effect_pp": -0.03643, "within_or_new_cell_pp": 0.06637, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.83, "last_pct": 21.13 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 22.26, "last_pct": 16.23 }, { "reason": "TRAILING_STOP", "first_pct": 14.34, "last_pct": 11.7 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.144 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 26, "avg": -0.147 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.247 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__FLAT", "n": 10, "avg": -0.679 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 27, "avg": -0.613 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 8, "avg": -0.504 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro__smart_exit_b", "group": "SCALP", "n": 715, "early": { "n": 357, "wr": 25.77, "wr_ci": [ 21.51, 30.55 ], "avg": -0.37658, "median_net": -0.70413, "sum_net_pct": -134.44, "net_pnl_krw": -133613.29, "fees_krw": 35541.03, "pf": 0.2948, "days": 4, "trade_sequence_dd_ppt": 134.992, "exit_top": [ [ "STOP_LOSS", 163 ], [ "TIME_STOP", 63 ], [ "FAST_FAIL_BREAKOUT", 59 ], [ "TRAILING_STOP", 47 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ] ] }, "late": { "n": 358, "wr": 24.581, "wr_ci": [ 20.41, 29.3 ], "avg": -0.40535, "median_net": -0.67608, "sum_net_pct": -145.116, "net_pnl_krw": -144810.21, "fees_krw": 35691.85, "pf": 0.3065, "days": 3, "trade_sequence_dd_ppt": 145.116, "exit_top": [ [ "STOP_LOSS", 140 ], [ "TIME_STOP", 84 ], [ "FAST_FAIL_BREAKOUT", 71 ], [ "TRAILING_STOP", 38 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ] ] }, "delta_wr_pp": -1.189, "delta_avg_pnl_pp": -0.02877, "mix_effect_pp": -0.02601, "within_or_new_cell_pp": -0.00276, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 45.66, "last_pct": 39.11 }, { "reason": "TIME_STOP", "first_pct": 17.65, "last_pct": 23.46 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 16.53, "last_pct": 19.83 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.029 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 20, "avg": -0.177 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 27, "avg": -0.183 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__FLAT", "n": 11, "avg": -0.678 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 9, "avg": -0.672 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 22, "avg": -0.581 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_donchian_breakout_micro__smart_exit_c", "group": "SCALP", "n": 86, "early": { "n": 43, "wr": 18.605, "wr_ci": [ 9.74, 32.62 ], "avg": -0.38385, "median_net": -0.4277, "sum_net_pct": -16.506, "net_pnl_krw": -16491.95, "fees_krw": 4289.5, "pf": 0.1472, "days": 4, "trade_sequence_dd_ppt": 16.761, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 20 ], [ "SMART_EXIT_C_FAILURE", 16 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 43, "wr": 30.233, "wr_ci": [ 18.6, 45.11 ], "avg": -0.4126, "median_net": -0.46882, "sum_net_pct": -17.742, "net_pnl_krw": -17690.25, "fees_krw": 4284.65, "pf": 0.2152, "days": 3, "trade_sequence_dd_ppt": 17.742, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 21 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "STOP_LOSS", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, "delta_wr_pp": 11.628, "delta_avg_pnl_pp": -0.02875, "mix_effect_pp": 0.01677, "within_or_new_cell_pp": -0.04552, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 37.21, "last_pct": 27.91 }, { "reason": "STOP_LOSS", "first_pct": 4.65, "last_pct": 11.63 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 9.3, "last_pct": 11.63 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_macro__smart_exit_b", "group": "SCALP", "n": 320, "early": { "n": 160, "wr": 23.125, "wr_ci": [ 17.27, 30.24 ], "avg": -0.36492, "median_net": -0.65146, "sum_net_pct": -58.387, "net_pnl_krw": -58344.29, "fees_krw": 15964.64, "pf": 0.3057, "days": 4, "trade_sequence_dd_ppt": 59.742, "exit_top": [ [ "STOP_LOSS", 57 ], [ "FAST_FAIL_BREAKOUT", 55 ], [ "TIME_STOP", 19 ], [ "TRAILING_STOP", 17 ], [ "SMART_EXIT_B_PROFIT_LOCK", 12 ] ] }, "late": { "n": 160, "wr": 27.5, "wr_ci": [ 21.17, 34.89 ], "avg": -0.33662, "median_net": -0.57373, "sum_net_pct": -53.859, "net_pnl_krw": -53795.37, "fees_krw": 15962.55, "pf": 0.3258, "days": 3, "trade_sequence_dd_ppt": 53.859, "exit_top": [ [ "STOP_LOSS", 49 ], [ "TIME_STOP", 47 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TRAILING_STOP", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 12 ] ] }, "delta_wr_pp": 4.375, "delta_avg_pnl_pp": 0.0283, "mix_effect_pp": -0.03984, "within_or_new_cell_pp": 0.06815, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.88, "last_pct": 29.38 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 34.38, "last_pct": 23.75 }, { "reason": "STOP_LOSS", "first_pct": 35.62, "last_pct": 30.62 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 15, "avg": -0.014 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.192 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 10, "avg": -0.366 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 18, "avg": -0.579 }, { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": -0.572 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 21, "avg": -0.539 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_vwap_reclaim_micro__smart_exit_b", "group": "SCALP", "n": 78, "early": { "n": 39, "wr": 25.641, "wr_ci": [ 14.57, 41.08 ], "avg": -0.49446, "median_net": -0.94614, "sum_net_pct": -19.284, "net_pnl_krw": -19290.83, "fees_krw": 3888.67, "pf": 0.3546, "days": 4, "trade_sequence_dd_ppt": 20.717, "exit_top": [ [ "STOP_LOSS", 16 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "TIME_STOP", 5 ] ] }, "late": { "n": 39, "wr": 25.641, "wr_ci": [ 14.57, 41.08 ], "avg": -0.46647, "median_net": -0.9498, "sum_net_pct": -18.192, "net_pnl_krw": -18144.99, "fees_krw": 3886.79, "pf": 0.3689, "days": 3, "trade_sequence_dd_ppt": 18.192, "exit_top": [ [ "STOP_LOSS", 14 ], [ "TIME_STOP", 12 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, "delta_wr_pp": 0.0, "delta_avg_pnl_pp": 0.02799, "mix_effect_pp": 0.00634, "within_or_new_cell_pp": 0.02165, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.82, "last_pct": 30.77 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 25.64, "last_pct": 15.38 }, { "reason": "STOP_LOSS", "first_pct": 41.03, "last_pct": 35.9 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.867 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed__smart_exit_c", "group": "SCALP", "n": 105, "early": { "n": 52, "wr": 21.154, "wr_ci": [ 12.24, 34.03 ], "avg": -0.38326, "median_net": -0.51522, "sum_net_pct": -19.93, "net_pnl_krw": -19906.05, "fees_krw": 5186.66, "pf": 0.1731, "days": 4, "trade_sequence_dd_ppt": 19.93, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "SMART_EXIT_C_FAILURE", 8 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 53, "wr": 24.528, "wr_ci": [ 14.93, 37.57 ], "avg": -0.35572, "median_net": -0.52173, "sum_net_pct": -18.853, "net_pnl_krw": -18835.56, "fees_krw": 5288.81, "pf": 0.2663, "days": 3, "trade_sequence_dd_ppt": 18.853, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": 3.374, "delta_avg_pnl_pp": 0.02754, "mix_effect_pp": -0.06448, "within_or_new_cell_pp": 0.09203, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 15.38, "last_pct": 22.64 }, { "reason": "TIME_STOP", "first_pct": 11.54, "last_pct": 7.55 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.85, "last_pct": 26.42 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro__smart_exit_a", "group": "SCALP", "n": 723, "early": { "n": 361, "wr": 25.208, "wr_ci": [ 21.01, 29.93 ], "avg": -0.38562, "median_net": -0.70454, "sum_net_pct": -139.21, "net_pnl_krw": -138368.28, "fees_krw": 35937.28, "pf": 0.2882, "days": 4, "trade_sequence_dd_ppt": 139.762, "exit_top": [ [ "STOP_LOSS", 163 ], [ "TRAILING_STOP", 69 ], [ "FAST_FAIL_BREAKOUT", 65 ], [ "TIME_STOP", 64 ] ] }, "late": { "n": 362, "wr": 23.757, "wr_ci": [ 19.66, 28.4 ], "avg": -0.41272, "median_net": -0.67525, "sum_net_pct": -149.404, "net_pnl_krw": -149093.38, "fees_krw": 36089.69, "pf": 0.2948, "days": 3, "trade_sequence_dd_ppt": 149.404, "exit_top": [ [ "STOP_LOSS", 143 ], [ "TIME_STOP", 86 ], [ "FAST_FAIL_BREAKOUT", 71 ], [ "TRAILING_STOP", 62 ] ] }, "delta_wr_pp": -1.451, "delta_avg_pnl_pp": -0.0271, "mix_effect_pp": -0.03257, "within_or_new_cell_pp": 0.00547, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 17.73, "last_pct": 23.76 }, { "reason": "STOP_LOSS", "first_pct": 45.15, "last_pct": 39.5 }, { "reason": "TRAILING_STOP", "first_pct": 19.11, "last_pct": 17.13 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 15, "avg": -0.107 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 27, "avg": -0.196 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 20, "avg": -0.205 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__STRONG_UP", "n": 9, "avg": -0.674 }, { "l1": "NARROW_LEADERSHIP__FLAT", "n": 11, "avg": -0.672 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 21, "avg": -0.641 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_macro__smart_exit_c", "group": "SCALP", "n": 318, "early": { "n": 159, "wr": 23.27, "wr_ci": [ 17.38, 30.42 ], "avg": -0.36386, "median_net": -0.65528, "sum_net_pct": -57.853, "net_pnl_krw": -57810.18, "fees_krw": 15864.86, "pf": 0.309, "days": 4, "trade_sequence_dd_ppt": 59.207, "exit_top": [ [ "STOP_LOSS", 57 ], [ "FAST_FAIL_BREAKOUT", 54 ], [ "TIME_STOP", 19 ], [ "TRAILING_STOP", 17 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ] ] }, "late": { "n": 159, "wr": 27.044, "wr_ci": [ 20.74, 34.43 ], "avg": -0.33688, "median_net": -0.58053, "sum_net_pct": -53.563, "net_pnl_krw": -53500.52, "fees_krw": 15862.65, "pf": 0.3255, "days": 3, "trade_sequence_dd_ppt": 53.563, "exit_top": [ [ "STOP_LOSS", 49 ], [ "TIME_STOP", 47 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TRAILING_STOP", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ] ] }, "delta_wr_pp": 3.774, "delta_avg_pnl_pp": 0.02698, "mix_effect_pp": -0.03804, "within_or_new_cell_pp": 0.06502, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.95, "last_pct": 29.56 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 33.96, "last_pct": 23.9 }, { "reason": "STOP_LOSS", "first_pct": 35.85, "last_pct": 30.82 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 15, "avg": -0.019 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 11, "avg": -0.192 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 9, "avg": -0.35 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 18, "avg": -0.579 }, { "l1": "MIXED_REBOUND__UP", "n": 9, "avg": -0.572 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 13, "avg": -0.539 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_macro", "group": "SCALP", "n": 449, "early": { "n": 224, "wr": 29.911, "wr_ci": [ 24.29, 36.2 ], "avg": -0.41397, "median_net": -0.88856, "sum_net_pct": -92.73, "net_pnl_krw": -92657.55, "fees_krw": 22343.74, "pf": 0.425, "days": 4, "trade_sequence_dd_ppt": 93.771, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 73 ], [ "STOP_LOSS", 62 ], [ "TRAILING_STOP", 46 ], [ "TIME_STOP", 43 ] ] }, "late": { "n": 225, "wr": 29.333, "wr_ci": [ 23.77, 35.59 ], "avg": -0.38738, "median_net": -0.85638, "sum_net_pct": -87.16, "net_pnl_krw": -86941.61, "fees_krw": 22427.39, "pf": 0.4641, "days": 3, "trade_sequence_dd_ppt": 88.775, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 88 ], [ "TRAILING_STOP", 47 ], [ "TIME_STOP", 45 ], [ "STOP_LOSS", 45 ] ] }, "delta_wr_pp": -0.578, "delta_avg_pnl_pp": 0.02659, "mix_effect_pp": -0.08529, "within_or_new_cell_pp": 0.11188, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 27.68, "last_pct": 20.0 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 32.59, "last_pct": 39.11 }, { "reason": "TIME_STOP", "first_pct": 19.2, "last_pct": 20.0 } ], "best_old_regimes": [ { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 11, "avg": 0.268 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 17, "avg": -0.069 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 30, "avg": -0.319 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 16, "avg": -0.943 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 27, "avg": -0.756 }, { "l1": "MIXED_REBOUND__UP", "n": 10, "avg": -0.594 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__smart_exit_c", "group": "SCALP", "n": 461, "early": { "n": 230, "wr": 22.174, "wr_ci": [ 17.29, 27.98 ], "avg": -0.37399, "median_net": -0.59737, "sum_net_pct": -86.019, "net_pnl_krw": -85113.74, "fees_krw": 22783.39, "pf": 0.3296, "days": 4, "trade_sequence_dd_ppt": 86.019, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 82 ], [ "STOP_LOSS", 62 ], [ "TRAILING_STOP", 46 ], [ "SMART_EXIT_C_FAILURE", 25 ], [ "TIME_STOP", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ] ] }, "late": { "n": 231, "wr": 22.078, "wr_ci": [ 17.21, 27.86 ], "avg": -0.39961, "median_net": -0.55759, "sum_net_pct": -92.309, "net_pnl_krw": -92155.66, "fees_krw": 23032.89, "pf": 0.2813, "days": 3, "trade_sequence_dd_ppt": 92.33, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 61 ], [ "STOP_LOSS", 51 ], [ "SMART_EXIT_C_FAILURE", 42 ], [ "TRAILING_STOP", 41 ], [ "TIME_STOP", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ] ] }, "delta_wr_pp": -0.096, "delta_avg_pnl_pp": -0.02562, "mix_effect_pp": 0.03297, "within_or_new_cell_pp": -0.05858, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 35.65, "last_pct": 26.41 }, { "reason": "TIME_STOP", "first_pct": 5.65, "last_pct": 14.72 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 10.87, "last_pct": 18.18 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": 0.039 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": -0.1 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 12, "avg": -0.213 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.832 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 9, "avg": -0.745 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 23, "avg": -0.59 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro__smart_exit_a", "group": "SCALP", "n": 749, "early": { "n": 374, "wr": 20.856, "wr_ci": [ 17.04, 25.26 ], "avg": -0.32605, "median_net": -0.55235, "sum_net_pct": -121.942, "net_pnl_krw": -120996.88, "fees_krw": 37167.78, "pf": 0.3543, "days": 4, "trade_sequence_dd_ppt": 123.334, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 113 ], [ "SMART_EXIT_A_FAILURE", 89 ], [ "STOP_LOSS", 73 ], [ "TRAILING_STOP", 68 ], [ "TIME_STOP", 31 ] ] }, "late": { "n": 375, "wr": 20.8, "wr_ci": [ 17.0, 25.19 ], "avg": -0.34954, "median_net": -0.5033, "sum_net_pct": -131.077, "net_pnl_krw": -130843.02, "fees_krw": 37402.28, "pf": 0.2744, "days": 3, "trade_sequence_dd_ppt": 131.077, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 109 ], [ "FAST_FAIL_BREAKOUT", 94 ], [ "TIME_STOP", 67 ], [ "TRAILING_STOP", 58 ], [ "STOP_LOSS", 47 ] ] }, "delta_wr_pp": -0.056, "delta_avg_pnl_pp": -0.02349, "mix_effect_pp": -0.0207, "within_or_new_cell_pp": -0.00279, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 8.29, "last_pct": 17.87 }, { "reason": "STOP_LOSS", "first_pct": 19.52, "last_pct": 12.53 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 23.8, "last_pct": 29.07 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__FLAT", "n": 9, "avg": -0.059 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 14, "avg": -0.117 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 17, "avg": -0.162 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 17, "avg": -0.48 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 18, "avg": -0.467 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 39, "avg": -0.461 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro", "group": "SCALP", "n": 935, "early": { "n": 467, "wr": 27.623, "wr_ci": [ 23.76, 31.85 ], "avg": -0.32586, "median_net": -0.7076, "sum_net_pct": -152.177, "net_pnl_krw": -151987.81, "fees_krw": 46602.3, "pf": 0.4082, "days": 4, "trade_sequence_dd_ppt": 152.921, "exit_top": [ [ "STOP_LOSS", 201 ], [ "TRAILING_STOP", 123 ], [ "FAST_FAIL_BREAKOUT", 93 ], [ "TIME_STOP", 50 ] ] }, "late": { "n": 468, "wr": 26.496, "wr_ci": [ 22.7, 30.67 ], "avg": -0.34917, "median_net": -0.65202, "sum_net_pct": -163.412, "net_pnl_krw": -163058.48, "fees_krw": 46664.71, "pf": 0.3741, "days": 3, "trade_sequence_dd_ppt": 163.412, "exit_top": [ [ "STOP_LOSS", 181 ], [ "FAST_FAIL_BREAKOUT", 99 ], [ "TRAILING_STOP", 97 ], [ "TIME_STOP", 91 ] ] }, "delta_wr_pp": -1.127, "delta_avg_pnl_pp": -0.02331, "mix_effect_pp": -0.01043, "within_or_new_cell_pp": -0.01288, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 10.71, "last_pct": 19.44 }, { "reason": "TRAILING_STOP", "first_pct": 26.34, "last_pct": 20.73 }, { "reason": "STOP_LOSS", "first_pct": 43.04, "last_pct": 38.68 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 15, "avg": 0.537 }, { "l1": "MIXED_REBOUND__DOWN", "n": 12, "avg": -0.093 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 12, "avg": -0.118 } ], "worst_new_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.832 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 9, "avg": -0.653 }, { "l1": "PANIC_LIQUIDATION__STRONG_UP", "n": 8, "avg": -0.551 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_macd_impulse_macro_fast_discovery", "group": "SCALP", "n": 76, "early": { "n": 38, "wr": 36.842, "wr_ci": [ 23.38, 52.72 ], "avg": -0.38616, "median_net": -0.88632, "sum_net_pct": -14.674, "net_pnl_krw": -14653.12, "fees_krw": 3791.84, "pf": 0.3604, "days": 3, "trade_sequence_dd_ppt": 14.674, "exit_top": [ [ "STOP_LOSS", 19 ], [ "TAKE_PROFIT", 15 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TRAILING_STOP", 1 ] ] }, "late": { "n": 38, "wr": 42.105, "wr_ci": [ 27.85, 57.81 ], "avg": -0.36346, "median_net": -0.93043, "sum_net_pct": -13.812, "net_pnl_krw": -13782.09, "fees_krw": 3788.59, "pf": 0.374, "days": 4, "trade_sequence_dd_ppt": 15.371, "exit_top": [ [ "STOP_LOSS", 18 ], [ "TAKE_PROFIT", 14 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, "delta_wr_pp": 5.263, "delta_avg_pnl_pp": 0.0227, "mix_effect_pp": 0.11897, "within_or_new_cell_pp": -0.09627, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 5.26, "last_pct": 10.53 }, { "reason": "STOP_LOSS", "first_pct": 50.0, "last_pct": 47.37 }, { "reason": "TAKE_PROFIT", "first_pct": 39.47, "last_pct": 36.84 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_macro__smart_exit_c", "group": "SCALP", "n": 531, "early": { "n": 265, "wr": 25.66, "wr_ci": [ 20.78, 31.24 ], "avg": -0.35556, "median_net": -0.69824, "sum_net_pct": -94.224, "net_pnl_krw": -94132.19, "fees_krw": 26440.69, "pf": 0.3356, "days": 4, "trade_sequence_dd_ppt": 94.224, "exit_top": [ [ "STOP_LOSS", 112 ], [ "FAST_FAIL_BREAKOUT", 57 ], [ "TRAILING_STOP", 38 ], [ "TIME_STOP", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 24 ] ] }, "late": { "n": 266, "wr": 27.82, "wr_ci": [ 22.78, 33.49 ], "avg": -0.33302, "median_net": -0.67017, "sum_net_pct": -88.584, "net_pnl_krw": -88429.35, "fees_krw": 26530.31, "pf": 0.3927, "days": 3, "trade_sequence_dd_ppt": 88.584, "exit_top": [ [ "STOP_LOSS", 109 ], [ "TIME_STOP", 57 ], [ "FAST_FAIL_BREAKOUT", 42 ], [ "TRAILING_STOP", 32 ], [ "SMART_EXIT_C_PROFIT_LOCK", 26 ] ] }, "delta_wr_pp": 2.16, "delta_avg_pnl_pp": 0.02254, "mix_effect_pp": -0.03241, "within_or_new_cell_pp": 0.05495, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.83, "last_pct": 21.43 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 21.51, "last_pct": 15.79 }, { "reason": "TRAILING_STOP", "first_pct": 14.34, "last_pct": 12.03 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.019 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 18, "avg": -0.174 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 25, "avg": -0.215 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__FLAT", "n": 10, "avg": -0.679 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 27, "avg": -0.601 }, { "l1": "BROAD_RISK_ON__DOWN", "n": 8, "avg": -0.504 } ] }, { "stage": "FORWARD", "bot": "af_relative_strength_rotation_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 249, "early": { "n": 124, "wr": 48.387, "wr_ci": [ 39.77, 57.1 ], "avg": -0.37822, "median_net": -0.1, "sum_net_pct": -46.899, "net_pnl_krw": -14069.82, "fees_krw": 3714.82, "pf": 0.4696, "days": 5, "trade_sequence_dd_ppt": 49.154, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 71 ], [ "SMART_EXIT_C_FAILURE", 27 ], [ "SMART_EXIT_C_HARD_CAP", 17 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 2 ] ] }, "late": { "n": 125, "wr": 44.0, "wr_ci": [ 35.61, 52.75 ], "avg": -0.35707, "median_net": -0.1, "sum_net_pct": -44.633, "net_pnl_krw": -13389.96, "fees_krw": 3745.18, "pf": 0.5487, "days": 4, "trade_sequence_dd_ppt": 45.884, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 70 ], [ "SMART_EXIT_C_FAILURE", 25 ], [ "SMART_EXIT_C_HARD_CAP", 18 ], [ "STOP_LOSS", 12 ] ] }, "delta_wr_pp": -4.387, "delta_avg_pnl_pp": 0.02115, "mix_effect_pp": -0.04309, "within_or_new_cell_pp": 0.03657, "effect_residual_pp": 0.02766, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 5.65, "last_pct": 9.6 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 21.77, "last_pct": 20.0 }, { "reason": "TIME_STOP", "first_pct": 1.61, "last_pct": 0.0 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 17, "avg": -0.055 }, { "l1": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 8, "avg": -0.136 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 16, "avg": -0.205 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 17, "avg": -1.156 }, { "l1": "NARROW_LEADERSHIP__UP", "n": 8, "avg": -0.38 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.333 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bb_squeeze_breakout_micro", "group": "SCALP", "n": 220, "early": { "n": 110, "wr": 29.091, "wr_ci": [ 21.42, 38.17 ], "avg": -0.35876, "median_net": -0.90164, "sum_net_pct": -39.463, "net_pnl_krw": -39413.63, "fees_krw": 10973.61, "pf": 0.4866, "days": 4, "trade_sequence_dd_ppt": 42.842, "exit_top": [ [ "STOP_LOSS", 40 ], [ "TIME_STOP", 24 ], [ "FAST_FAIL_BREAKOUT", 24 ], [ "TRAILING_STOP", 22 ] ] }, "late": { "n": 110, "wr": 30.909, "wr_ci": [ 23.04, 40.07 ], "avg": -0.33849, "median_net": -0.91581, "sum_net_pct": -37.234, "net_pnl_krw": -37166.62, "fees_krw": 10970.6, "pf": 0.5226, "days": 3, "trade_sequence_dd_ppt": 38.034, "exit_top": [ [ "STOP_LOSS", 38 ], [ "TRAILING_STOP", 26 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "TIME_STOP", 21 ] ] }, "delta_wr_pp": 1.818, "delta_avg_pnl_pp": 0.02027, "mix_effect_pp": -0.03879, "within_or_new_cell_pp": 0.05906, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TRAILING_STOP", "first_pct": 20.0, "last_pct": 23.64 }, { "reason": "TIME_STOP", "first_pct": 21.82, "last_pct": 19.09 }, { "reason": "STOP_LOSS", "first_pct": 36.36, "last_pct": 34.55 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.974 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 9, "avg": -0.774 }, { "l1": "MIXED_REBOUND__FLAT", "n": 8, "avg": -0.725 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.427 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro__smart_exit_b", "group": "SCALP", "n": 717, "early": { "n": 358, "wr": 25.14, "wr_ci": [ 20.93, 29.88 ], "avg": -0.32251, "median_net": -0.65425, "sum_net_pct": -115.457, "net_pnl_krw": -114278.51, "fees_krw": 35570.04, "pf": 0.385, "days": 4, "trade_sequence_dd_ppt": 116.227, "exit_top": [ [ "STOP_LOSS", 131 ], [ "FAST_FAIL_BREAKOUT", 112 ], [ "TRAILING_STOP", 68 ], [ "TIME_STOP", 46 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, "late": { "n": 359, "wr": 25.627, "wr_ci": [ 21.39, 30.38 ], "avg": -0.34231, "median_net": -0.58227, "sum_net_pct": -122.888, "net_pnl_krw": -122662.87, "fees_krw": 35808.45, "pf": 0.32, "days": 3, "trade_sequence_dd_ppt": 122.888, "exit_top": [ [ "STOP_LOSS", 108 ], [ "TIME_STOP", 95 ], [ "FAST_FAIL_BREAKOUT", 93 ], [ "TRAILING_STOP", 63 ] ] }, "delta_wr_pp": 0.487, "delta_avg_pnl_pp": -0.0198, "mix_effect_pp": -0.01136, "within_or_new_cell_pp": -0.00844, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 12.85, "last_pct": 26.46 }, { "reason": "STOP_LOSS", "first_pct": 36.59, "last_pct": 30.08 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 31.28, "last_pct": 25.91 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": -0.116 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 15, "avg": -0.156 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 19, "avg": -0.189 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 16, "avg": -0.613 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 49, "avg": -0.491 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 33, "avg": -0.428 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_micro__smart_exit_b", "group": "SCALP", "n": 175, "early": { "n": 87, "wr": 24.138, "wr_ci": [ 16.36, 34.1 ], "avg": -0.38947, "median_net": -0.30823, "sum_net_pct": -33.884, "net_pnl_krw": -33833.95, "fees_krw": 8679.36, "pf": 0.2414, "days": 4, "trade_sequence_dd_ppt": 34.218, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 44 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 88, "wr": 22.727, "wr_ci": [ 15.22, 32.51 ], "avg": -0.40872, "median_net": -0.32245, "sum_net_pct": -35.967, "net_pnl_krw": -35880.23, "fees_krw": 8770.44, "pf": 0.1899, "days": 3, "trade_sequence_dd_ppt": 35.967, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 43 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 11 ] ] }, "delta_wr_pp": -1.411, "delta_avg_pnl_pp": -0.01925, "mix_effect_pp": -0.10239, "within_or_new_cell_pp": 0.08314, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 6.9, "last_pct": 12.5 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.74, "last_pct": 23.86 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 50.57, "last_pct": 48.86 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 16, "avg": -0.428 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.595 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.286 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 18, "avg": -0.196 } ] }, { "stage": "FORWARD", "bot": "af_pullback_reclaim_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 130, "early": { "n": 65, "wr": 41.538, "wr_ci": [ 30.36, 53.66 ], "avg": -0.44863, "median_net": -0.34113, "sum_net_pct": -29.161, "net_pnl_krw": -8748.37, "fees_krw": 1946.6, "pf": 0.477, "days": 5, "trade_sequence_dd_ppt": 36.755, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 31 ], [ "SMART_EXIT_C_HARD_CAP", 12 ], [ "SMART_EXIT_C_FAILURE", 11 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 65, "wr": 33.846, "wr_ci": [ 23.53, 45.96 ], "avg": -0.42939, "median_net": -0.30423, "sum_net_pct": -27.91, "net_pnl_krw": -8373.02, "fees_krw": 1946.79, "pf": 0.4295, "days": 3, "trade_sequence_dd_ppt": 29.556, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 33 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": -7.692, "delta_avg_pnl_pp": 0.01924, "mix_effect_pp": -0.46212, "within_or_new_cell_pp": 0.45577, "effect_residual_pp": 0.02559, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 16.92, "last_pct": 23.08 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 18.46, "last_pct": 12.31 }, { "reason": "SMART_EXIT_C_PROFIT_LOCK", "first_pct": 47.69, "last_pct": 50.77 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.12 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -1.264 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.813 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 13, "avg": -0.186 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -0.072 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__smart_exit_b", "group": "SCALP", "n": 371, "early": { "n": 185, "wr": 23.243, "wr_ci": [ 17.74, 29.84 ], "avg": -0.37291, "median_net": -0.59603, "sum_net_pct": -68.989, "net_pnl_krw": -68932.29, "fees_krw": 18458.77, "pf": 0.2735, "days": 4, "trade_sequence_dd_ppt": 69.202, "exit_top": [ [ "STOP_LOSS", 62 ], [ "FAST_FAIL_BREAKOUT", 58 ], [ "TIME_STOP", 33 ], [ "TRAILING_STOP", 32 ] ] }, "late": { "n": 186, "wr": 25.269, "wr_ci": [ 19.57, 31.97 ], "avg": -0.35481, "median_net": -0.57995, "sum_net_pct": -65.995, "net_pnl_krw": -65896.31, "fees_krw": 18554.22, "pf": 0.2987, "days": 3, "trade_sequence_dd_ppt": 67.268, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 53 ], [ "STOP_LOSS", 52 ], [ "TIME_STOP", 52 ], [ "TRAILING_STOP", 28 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, "delta_wr_pp": 2.026, "delta_avg_pnl_pp": 0.0181, "mix_effect_pp": 0.03222, "within_or_new_cell_pp": -0.01411, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 17.84, "last_pct": 27.96 }, { "reason": "STOP_LOSS", "first_pct": 33.51, "last_pct": 27.96 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 31.35, "last_pct": 28.49 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.031 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.169 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 17, "avg": -0.2 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 22, "avg": -0.542 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 23, "avg": -0.44 }, { "l1": "NARROW_LEADERSHIP__FLAT", "n": 8, "avg": -0.436 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_micro__smart_exit_b", "group": "SCALP", "n": 702, "early": { "n": 351, "wr": 28.49, "wr_ci": [ 24.02, 33.43 ], "avg": -0.27203, "median_net": -0.61388, "sum_net_pct": -95.483, "net_pnl_krw": -94943.45, "fees_krw": 34959.34, "pf": 0.4337, "days": 4, "trade_sequence_dd_ppt": 95.483, "exit_top": [ [ "STOP_LOSS", 126 ], [ "FAST_FAIL_BREAKOUT", 83 ], [ "TRAILING_STOP", 79 ], [ "TIME_STOP", 63 ] ] }, "late": { "n": 351, "wr": 27.635, "wr_ci": [ 23.22, 32.54 ], "avg": -0.28991, "median_net": -0.57338, "sum_net_pct": -101.76, "net_pnl_krw": -101538.6, "fees_krw": 35015.36, "pf": 0.4085, "days": 3, "trade_sequence_dd_ppt": 101.76, "exit_top": [ [ "STOP_LOSS", 109 ], [ "TIME_STOP", 95 ], [ "FAST_FAIL_BREAKOUT", 79 ], [ "TRAILING_STOP", 65 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, "delta_wr_pp": -0.855, "delta_avg_pnl_pp": -0.01788, "mix_effect_pp": 0.00899, "within_or_new_cell_pp": -0.02687, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 17.95, "last_pct": 27.07 }, { "reason": "STOP_LOSS", "first_pct": 35.9, "last_pct": 31.05 }, { "reason": "TRAILING_STOP", "first_pct": 22.51, "last_pct": 18.52 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": 0.064 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 9, "avg": 0.016 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 8, "avg": -0.074 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 38, "avg": -0.522 }, { "l1": "MIXED_REBOUND__UP", "n": 15, "avg": -0.47 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 19, "avg": -0.448 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_macro__smart_exit_b", "group": "SCALP", "n": 242, "early": { "n": 121, "wr": 28.099, "wr_ci": [ 20.86, 36.69 ], "avg": -0.41635, "median_net": -0.87309, "sum_net_pct": -50.379, "net_pnl_krw": -50340.08, "fees_krw": 12073.62, "pf": 0.4322, "days": 4, "trade_sequence_dd_ppt": 50.379, "exit_top": [ [ "STOP_LOSS", 43 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "SMART_EXIT_B_PROFIT_LOCK", 27 ], [ "TIME_STOP", 24 ] ] }, "late": { "n": 121, "wr": 30.579, "wr_ci": [ 23.07, 39.28 ], "avg": -0.43393, "median_net": -0.86008, "sum_net_pct": -52.505, "net_pnl_krw": -52382.85, "fees_krw": 12058.85, "pf": 0.4039, "days": 3, "trade_sequence_dd_ppt": 54.073, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 39 ], [ "STOP_LOSS", 31 ], [ "SMART_EXIT_B_PROFIT_LOCK", 28 ], [ "TIME_STOP", 23 ] ] }, "delta_wr_pp": 2.48, "delta_avg_pnl_pp": -0.01758, "mix_effect_pp": -0.0916, "within_or_new_cell_pp": 0.07403, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 35.54, "last_pct": 25.62 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 22.31, "last_pct": 32.23 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 22.31, "last_pct": 23.14 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -0.147 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 22, "avg": -0.321 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.526 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 16, "avg": -0.682 }, { "l1": "SELECTIVE_INFLOW__DOWN", "n": 12, "avg": -0.401 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 10, "avg": -0.266 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_b", "group": "SCALP", "n": 104, "early": { "n": 52, "wr": 23.077, "wr_ci": [ 13.72, 36.13 ], "avg": -0.48489, "median_net": -0.64107, "sum_net_pct": -25.214, "net_pnl_krw": -25169.44, "fees_krw": 5183.67, "pf": 0.1783, "days": 4, "trade_sequence_dd_ppt": 25.214, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 22 ], [ "STOP_LOSS", 17 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ] ] }, "late": { "n": 52, "wr": 26.923, "wr_ci": [ 16.77, 40.25 ], "avg": -0.50116, "median_net": -0.61741, "sum_net_pct": -26.061, "net_pnl_krw": -25979.49, "fees_krw": 5178.76, "pf": 0.1897, "days": 3, "trade_sequence_dd_ppt": 26.53, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "STOP_LOSS", 17 ] ] }, "delta_wr_pp": 3.846, "delta_avg_pnl_pp": -0.01627, "mix_effect_pp": -0.15087, "within_or_new_cell_pp": 0.13459, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 25.0, "last_pct": 32.69 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 42.31, "last_pct": 34.62 }, { "reason": "STOP_LOSS", "first_pct": 32.69, "last_pct": 32.69 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 9, "avg": -0.203 } ] }, { "stage": "FORWARD", "bot": "persistent_expansion_runner", "group": "CORE", "n": 98, "early": { "n": 49, "wr": 34.694, "wr_ci": [ 22.92, 48.69 ], "avg": -0.65809, "median_net": -1.72081, "sum_net_pct": -32.246, "net_pnl_krw": -32164.48, "fees_krw": 4879.26, "pf": 0.5457, "days": 4, "trade_sequence_dd_ppt": 35.549, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 17 ], [ "TRAILING_STOP", 17 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 1 ] ] }, "late": { "n": 49, "wr": 32.653, "wr_ci": [ 21.21, 46.62 ], "avg": -0.64359, "median_net": -1.68651, "sum_net_pct": -31.536, "net_pnl_krw": -31509.51, "fees_krw": 4874.5, "pf": 0.6017, "days": 3, "trade_sequence_dd_ppt": 39.486, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "TRAILING_STOP", 16 ], [ "STOP_LOSS", 10 ] ] }, "delta_wr_pp": -2.041, "delta_avg_pnl_pp": 0.0145, "mix_effect_pp": -0.14504, "within_or_new_cell_pp": 0.15953, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 34.69, "last_pct": 46.94 }, { "reason": "STOP_LOSS", "first_pct": 28.57, "last_pct": 20.41 }, { "reason": "TRAILING_STOP", "first_pct": 34.69, "last_pct": 32.65 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_ema_pullback_reclaim_micro__smart_exit_c", "group": "SCALP", "n": 710, "early": { "n": 355, "wr": 24.789, "wr_ci": [ 20.58, 29.53 ], "avg": -0.38281, "median_net": -0.7003, "sum_net_pct": -135.899, "net_pnl_krw": -135759.54, "fees_krw": 35418.92, "pf": 0.2857, "days": 4, "trade_sequence_dd_ppt": 135.899, "exit_top": [ [ "STOP_LOSS", 160 ], [ "TIME_STOP", 65 ], [ "FAST_FAIL_BREAKOUT", 60 ], [ "TRAILING_STOP", 45 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ] ] }, "late": { "n": 355, "wr": 24.789, "wr_ci": [ 20.58, 29.53 ], "avg": -0.39591, "median_net": -0.64469, "sum_net_pct": -140.549, "net_pnl_krw": -140262.16, "fees_krw": 35395.93, "pf": 0.3147, "days": 3, "trade_sequence_dd_ppt": 142.444, "exit_top": [ [ "STOP_LOSS", 140 ], [ "TIME_STOP", 84 ], [ "FAST_FAIL_BREAKOUT", 69 ], [ "TRAILING_STOP", 35 ], [ "SMART_EXIT_C_PROFIT_LOCK", 27 ] ] }, "delta_wr_pp": 0.0, "delta_avg_pnl_pp": -0.0131, "mix_effect_pp": -0.024, "within_or_new_cell_pp": 0.01089, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "STOP_LOSS", "first_pct": 45.07, "last_pct": 39.44 }, { "reason": "TIME_STOP", "first_pct": 18.31, "last_pct": 23.66 }, { "reason": "TRAILING_STOP", "first_pct": 12.68, "last_pct": 9.86 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 14, "avg": -0.023 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 26, "avg": -0.201 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 22, "avg": -0.25 } ], "worst_new_regimes": [ { "l1": "NARROW_LEADERSHIP__FLAT", "n": 11, "avg": -0.672 }, { "l1": "MIXED_REBOUND__STRONG_UP", "n": 10, "avg": -0.616 }, { "l1": "MIXED_REBOUND__UP", "n": 10, "avg": -0.549 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_bullish_candle_impulse_micro__smart_exit_a", "group": "SCALP", "n": 204, "early": { "n": 102, "wr": 15.686, "wr_ci": [ 9.89, 23.97 ], "avg": -0.47381, "median_net": -0.62141, "sum_net_pct": -48.329, "net_pnl_krw": -48291.04, "fees_krw": 10172.29, "pf": 0.2651, "days": 4, "trade_sequence_dd_ppt": 48.934, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 51 ], [ "FAST_FAIL_BREAKOUT", 29 ], [ "TRAILING_STOP", 13 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 4 ] ] }, "late": { "n": 102, "wr": 14.706, "wr_ci": [ 9.12, 22.85 ], "avg": -0.48574, "median_net": -0.59204, "sum_net_pct": -49.545, "net_pnl_krw": -49447.69, "fees_krw": 10160.91, "pf": 0.2867, "days": 3, "trade_sequence_dd_ppt": 49.545, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 49 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "TRAILING_STOP", 10 ], [ "TIME_STOP", 8 ], [ "STOP_LOSS", 3 ] ] }, "delta_wr_pp": -0.98, "delta_avg_pnl_pp": -0.01193, "mix_effect_pp": 0.07147, "within_or_new_cell_pp": -0.0834, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 3.92, "last_pct": 7.84 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 28.43, "last_pct": 31.37 }, { "reason": "TRAILING_STOP", "first_pct": 12.75, "last_pct": 9.8 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 12, "avg": -0.327 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.638 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__UP", "n": 10, "avg": -0.659 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 15, "avg": -0.521 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.468 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed__smart_exit_b", "group": "SCALP", "n": 104, "early": { "n": 52, "wr": 26.923, "wr_ci": [ 16.77, 40.25 ], "avg": -0.38651, "median_net": -0.56917, "sum_net_pct": -20.098, "net_pnl_krw": -20072.86, "fees_krw": 5186.71, "pf": 0.1921, "days": 4, "trade_sequence_dd_ppt": 20.098, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 6 ] ] }, "late": { "n": 52, "wr": 28.846, "wr_ci": [ 18.33, 42.27 ], "avg": -0.37539, "median_net": -0.63414, "sum_net_pct": -19.52, "net_pnl_krw": -19502.17, "fees_krw": 5188.58, "pf": 0.2745, "days": 3, "trade_sequence_dd_ppt": 19.52, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "STOP_LOSS", 15 ], [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "TIME_STOP", 8 ] ] }, "delta_wr_pp": 1.923, "delta_avg_pnl_pp": 0.01112, "mix_effect_pp": -0.0405, "within_or_new_cell_pp": 0.05162, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 30.77, "last_pct": 25.0 }, { "reason": "TIME_STOP", "first_pct": 11.54, "last_pct": 15.38 }, { "reason": "STOP_LOSS", "first_pct": 26.92, "last_pct": 28.85 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "af_six_pct_upside_prediction_v0001__smart_exit_c", "group": "ADAPTIVE", "n": 215, "early": { "n": 107, "wr": 34.579, "wr_ci": [ 26.24, 43.98 ], "avg": -0.72604, "median_net": -1.64761, "sum_net_pct": -77.687, "net_pnl_krw": -57065.46, "fees_krw": 8204.2, "pf": 0.4112, "days": 4, "trade_sequence_dd_ppt": 78.945, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 44 ], [ "SMART_EXIT_C_PROFIT_LOCK", 37 ], [ "SMART_EXIT_C_HARD_CAP", 24 ], [ "TAKE_PROFIT", 2 ] ] }, "late": { "n": 108, "wr": 33.333, "wr_ci": [ 25.15, 42.66 ], "avg": -0.7161, "median_net": -1.70451, "sum_net_pct": -77.339, "net_pnl_krw": -77207.52, "fees_krw": 10740.09, "pf": 0.4423, "days": 5, "trade_sequence_dd_ppt": 78.199, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 49 ], [ "SMART_EXIT_C_PROFIT_LOCK", 37 ], [ "SMART_EXIT_C_HARD_CAP", 21 ], [ "TIME_STOP", 1 ] ] }, "delta_wr_pp": -1.246, "delta_avg_pnl_pp": 0.00994, "mix_effect_pp": 0.00474, "within_or_new_cell_pp": -0.15219, "effect_residual_pp": 0.15739, "earliest": "2026-10-05", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 41.12, "last_pct": 45.37 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 22.43, "last_pct": 19.44 }, { "reason": "TAKE_PROFIT", "first_pct": 1.87, "last_pct": 0.0 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.239 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 8, "avg": -0.973 }, { "l1": "SELECTIVE_INFLOW__STRONG_DOWN", "n": 9, "avg": -1.223 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 15, "avg": -1.475 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 9, "avg": -1.362 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 13, "avg": -1.092 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__smart_exit_a", "group": "SCALP", "n": 457, "early": { "n": 228, "wr": 22.368, "wr_ci": [ 17.44, 28.21 ], "avg": -0.38169, "median_net": -0.59451, "sum_net_pct": -87.024, "net_pnl_krw": -87927.29, "fees_krw": 22581.95, "pf": 0.3102, "days": 4, "trade_sequence_dd_ppt": 88.288, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 81 ], [ "STOP_LOSS", 61 ], [ "TRAILING_STOP", 48 ], [ "SMART_EXIT_A_FAILURE", 25 ], [ "TIME_STOP", 13 ] ] }, "late": { "n": 229, "wr": 22.707, "wr_ci": [ 17.76, 28.56 ], "avg": -0.39091, "median_net": -0.56897, "sum_net_pct": -89.519, "net_pnl_krw": -89364.21, "fees_krw": 22835.04, "pf": 0.294, "days": 3, "trade_sequence_dd_ppt": 89.54, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 58 ], [ "STOP_LOSS", 51 ], [ "TRAILING_STOP", 44 ], [ "SMART_EXIT_A_FAILURE", 41 ], [ "TIME_STOP", 35 ] ] }, "delta_wr_pp": 0.339, "delta_avg_pnl_pp": -0.00922, "mix_effect_pp": 0.03079, "within_or_new_cell_pp": -0.04001, "effect_residual_pp": 1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 35.53, "last_pct": 25.33 }, { "reason": "TIME_STOP", "first_pct": 5.7, "last_pct": 15.28 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 10.96, "last_pct": 17.9 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": 0.019 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": -0.043 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 12, "avg": -0.207 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.823 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 23, "avg": -0.595 }, { "l1": "BROAD_RISK_ON__UP", "n": 8, "avg": -0.561 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_macro__smart_exit_c", "group": "SCALP", "n": 742, "early": { "n": 371, "wr": 20.485, "wr_ci": [ 16.69, 24.88 ], "avg": -0.33025, "median_net": -0.55007, "sum_net_pct": -122.523, "net_pnl_krw": -121570.37, "fees_krw": 36867.31, "pf": 0.3365, "days": 4, "trade_sequence_dd_ppt": 123.914, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 117 ], [ "SMART_EXIT_C_FAILURE", 83 ], [ "STOP_LOSS", 74 ], [ "TRAILING_STOP", 63 ], [ "TIME_STOP", 33 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, "late": { "n": 371, "wr": 20.755, "wr_ci": [ 16.94, 25.17 ], "avg": -0.33865, "median_net": -0.50194, "sum_net_pct": -125.637, "net_pnl_krw": -125409.86, "fees_krw": 37006.09, "pf": 0.2837, "days": 3, "trade_sequence_dd_ppt": 125.637, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 109 ], [ "FAST_FAIL_BREAKOUT", 93 ], [ "TIME_STOP", 65 ], [ "TRAILING_STOP", 57 ], [ "STOP_LOSS", 47 ] ] }, "delta_wr_pp": 0.27, "delta_avg_pnl_pp": -0.0084, "mix_effect_pp": -0.02656, "within_or_new_cell_pp": 0.01817, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 8.89, "last_pct": 17.52 }, { "reason": "STOP_LOSS", "first_pct": 19.95, "last_pct": 12.67 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 22.37, "last_pct": 29.38 } ], "best_old_regimes": [ { "l1": "MIXED_REBOUND__FLAT", "n": 9, "avg": -0.02 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 16, "avg": -0.171 }, { "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "n": 19, "avg": -0.207 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 16, "avg": -0.464 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 40, "avg": -0.454 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 34, "avg": -0.421 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_lower_wick_reversal_macro__smart_exit_b", "group": "SCALP", "n": 84, "early": { "n": 42, "wr": 35.714, "wr_ci": [ 22.99, 50.83 ], "avg": -0.31932, "median_net": -0.63621, "sum_net_pct": -13.412, "net_pnl_krw": -12586.71, "fees_krw": 4120.36, "pf": 0.4467, "days": 4, "trade_sequence_dd_ppt": 13.752, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 14 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 8 ] ] }, "late": { "n": 42, "wr": 38.095, "wr_ci": [ 25.0, 53.19 ], "avg": -0.31128, "median_net": -0.47117, "sum_net_pct": -13.074, "net_pnl_krw": -13029.68, "fees_krw": 4188.06, "pf": 0.4521, "days": 3, "trade_sequence_dd_ppt": 13.074, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 12 ], [ "SMART_EXIT_B_PROFIT_LOCK", 11 ], [ "TIME_STOP", 11 ], [ "STOP_LOSS", 8 ] ] }, "delta_wr_pp": 2.381, "delta_avg_pnl_pp": 0.00804, "mix_effect_pp": 0.10496, "within_or_new_cell_pp": -0.09691, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 19.05, "last_pct": 28.57 }, { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 33.33, "last_pct": 26.19 }, { "reason": "STOP_LOSS", "first_pct": 23.81, "last_pct": 19.05 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_donchian_breakout_macro__smart_exit_b", "group": "SCALP", "n": 460, "early": { "n": 230, "wr": 23.043, "wr_ci": [ 18.07, 28.9 ], "avg": -0.38895, "median_net": -0.66574, "sum_net_pct": -89.46, "net_pnl_krw": -88253.22, "fees_krw": 22781.91, "pf": 0.3223, "days": 4, "trade_sequence_dd_ppt": 89.46, "exit_top": [ [ "STOP_LOSS", 82 ], [ "FAST_FAIL_BREAKOUT", 82 ], [ "TRAILING_STOP", 47 ], [ "TIME_STOP", 17 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "late": { "n": 230, "wr": 23.478, "wr_ci": [ 18.46, 29.36 ], "avg": -0.39697, "median_net": -0.63203, "sum_net_pct": -91.302, "net_pnl_krw": -91149.88, "fees_krw": 22934.02, "pf": 0.2947, "days": 3, "trade_sequence_dd_ppt": 91.323, "exit_top": [ [ "STOP_LOSS", 77 ], [ "FAST_FAIL_BREAKOUT", 61 ], [ "TIME_STOP", 47 ], [ "TRAILING_STOP", 43 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, "delta_wr_pp": 0.435, "delta_avg_pnl_pp": -0.00802, "mix_effect_pp": 0.01434, "within_or_new_cell_pp": -0.02235, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 7.39, "last_pct": 20.43 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 35.65, "last_pct": 26.52 }, { "reason": "STOP_LOSS", "first_pct": 35.65, "last_pct": 33.48 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": 0.019 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 16, "avg": -0.079 }, { "l1": "DEAD_CAT_BOUNCE__DOWN", "n": 11, "avg": -0.268 } ], "worst_new_regimes": [ { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.735 }, { "l1": "BROAD_RISK_ON__FLAT", "n": 9, "avg": -0.682 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 23, "avg": -0.599 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_range_breakout_macro__smart_exit_a", "group": "SCALP", "n": 160, "early": { "n": 80, "wr": 25.0, "wr_ci": [ 16.81, 35.48 ], "avg": -0.42818, "median_net": -0.72982, "sum_net_pct": -34.254, "net_pnl_krw": -34223.79, "fees_krw": 7980.36, "pf": 0.3614, "days": 4, "trade_sequence_dd_ppt": 34.254, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "SMART_EXIT_A_FAILURE", 18 ], [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 11 ] ] }, "late": { "n": 80, "wr": 23.75, "wr_ci": [ 15.76, 34.14 ], "avg": -0.43478, "median_net": -0.84037, "sum_net_pct": -34.782, "net_pnl_krw": -34757.61, "fees_krw": 7973.02, "pf": 0.4114, "days": 3, "trade_sequence_dd_ppt": 35.326, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 28 ], [ "STOP_LOSS", 15 ], [ "TRAILING_STOP", 15 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "TIME_STOP", 10 ] ] }, "delta_wr_pp": -1.25, "delta_avg_pnl_pp": -0.0066, "mix_effect_pp": -0.08403, "within_or_new_cell_pp": 0.07743, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 26.25, "last_pct": 35.0 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 22.5, "last_pct": 15.0 }, { "reason": "TIME_STOP", "first_pct": 13.75, "last_pct": 12.5 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 8, "avg": -0.297 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.466 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 8, "avg": -0.728 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.73 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.596 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.534 } ] }, { "stage": "FORWARD", "bot": "elliott_wave3_core__smart_exit_c", "group": "CORE", "n": 71, "early": { "n": 35, "wr": 34.286, "wr_ci": [ 20.83, 50.85 ], "avg": -0.56837, "median_net": -1.50775, "sum_net_pct": -19.893, "net_pnl_krw": -13580.26, "fees_krw": 2943.09, "pf": 0.5041, "days": 4, "trade_sequence_dd_ppt": 27.303, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "STOP_LOSS", 4 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, "late": { "n": 36, "wr": 36.111, "wr_ci": [ 22.48, 52.43 ], "avg": -0.56313, "median_net": -1.61369, "sum_net_pct": -20.273, "net_pnl_krw": -20243.9, "fees_krw": 3584.99, "pf": 0.5101, "days": 4, "trade_sequence_dd_ppt": 25.416, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_C_HARD_CAP", 7 ], [ "STOP_LOSS", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ] ] }, "delta_wr_pp": 1.825, "delta_avg_pnl_pp": 0.00524, "mix_effect_pp": -0.40866, "within_or_new_cell_pp": 0.37165, "effect_residual_pp": 0.04225, "earliest": "2026-10-06", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 40.0, "last_pct": 27.78 }, { "reason": "SMART_EXIT_C_HARD_CAP", "first_pct": 11.43, "last_pct": 19.44 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 2.86, "last_pct": 8.33 } ], "best_old_regimes": [], "worst_new_regimes": [] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__smart_exit_a", "group": "SCALP", "n": 376, "early": { "n": 188, "wr": 19.681, "wr_ci": [ 14.63, 25.95 ], "avg": -0.36182, "median_net": -0.49416, "sum_net_pct": -68.023, "net_pnl_krw": -67971.14, "fees_krw": 18758.63, "pf": 0.2362, "days": 4, "trade_sequence_dd_ppt": 68.023, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 65 ], [ "FAST_FAIL_BREAKOUT", 46 ], [ "TRAILING_STOP", 28 ], [ "TIME_STOP", 26 ], [ "STOP_LOSS", 23 ] ] }, "late": { "n": 188, "wr": 20.745, "wr_ci": [ 15.56, 27.1 ], "avg": -0.35721, "median_net": -0.51238, "sum_net_pct": -67.155, "net_pnl_krw": -67060.09, "fees_krw": 18753.59, "pf": 0.272, "days": 3, "trade_sequence_dd_ppt": 68.621, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 74 ], [ "TIME_STOP", 38 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TRAILING_STOP", 23 ], [ "STOP_LOSS", 15 ] ] }, "delta_wr_pp": 1.064, "delta_avg_pnl_pp": 0.00461, "mix_effect_pp": 0.04505, "within_or_new_cell_pp": -0.04044, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 13.83, "last_pct": 20.21 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 34.57, "last_pct": 39.36 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.47, "last_pct": 20.21 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.132 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.197 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 18, "avg": -0.281 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 23, "avg": -0.508 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 24, "avg": -0.465 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.416 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_macro", "group": "SCALP", "n": 352, "early": { "n": 176, "wr": 28.409, "wr_ci": [ 22.26, 35.48 ], "avg": -0.38789, "median_net": -0.8509, "sum_net_pct": -68.268, "net_pnl_krw": -68218.98, "fees_krw": 17559.82, "pf": 0.427, "days": 3, "trade_sequence_dd_ppt": 71.765, "exit_top": [ [ "STOP_LOSS", 53 ], [ "FAST_FAIL_BREAKOUT", 50 ], [ "TIME_STOP", 42 ], [ "TRAILING_STOP", 31 ] ] }, "late": { "n": 176, "wr": 28.977, "wr_ci": [ 22.78, 36.07 ], "avg": -0.38343, "median_net": -0.81478, "sum_net_pct": -67.484, "net_pnl_krw": -67321.42, "fees_krw": 17548.67, "pf": 0.4147, "days": 4, "trade_sequence_dd_ppt": 67.679, "exit_top": [ [ "TIME_STOP", 62 ], [ "FAST_FAIL_BREAKOUT", 49 ], [ "STOP_LOSS", 44 ], [ "TRAILING_STOP", 21 ] ] }, "delta_wr_pp": 0.568, "delta_avg_pnl_pp": 0.00446, "mix_effect_pp": -0.03051, "within_or_new_cell_pp": 0.03497, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 23.86, "last_pct": 35.23 }, { "reason": "TRAILING_STOP", "first_pct": 17.61, "last_pct": 11.93 }, { "reason": "STOP_LOSS", "first_pct": 30.11, "last_pct": 25.0 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__DOWN", "n": 12, "avg": -0.208 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 12, "avg": -0.235 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 31, "avg": -0.331 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 21, "avg": -0.874 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 19, "avg": -0.59 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 12, "avg": -0.445 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_trend_micro__smart_exit_a", "group": "SCALP", "n": 197, "early": { "n": 98, "wr": 17.347, "wr_ci": [ 11.12, 26.04 ], "avg": -0.54749, "median_net": -0.72163, "sum_net_pct": -53.654, "net_pnl_krw": -53282.2, "fees_krw": 9688.38, "pf": 0.2401, "days": 4, "trade_sequence_dd_ppt": 54.324, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 27 ], [ "STOP_LOSS", 26 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 11 ] ] }, "late": { "n": 99, "wr": 19.192, "wr_ci": [ 12.64, 28.04 ], "avg": -0.55193, "median_net": -0.84115, "sum_net_pct": -54.641, "net_pnl_krw": -54523.06, "fees_krw": 9859.2, "pf": 0.3251, "days": 3, "trade_sequence_dd_ppt": 54.641, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 30 ], [ "STOP_LOSS", 24 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TRAILING_STOP", 19 ], [ "TIME_STOP", 4 ] ] }, "delta_wr_pp": 1.845, "delta_avg_pnl_pp": -0.00444, "mix_effect_pp": -0.00371, "within_or_new_cell_pp": -0.00073, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.22, "last_pct": 4.04 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 18.37, "last_pct": 22.22 }, { "reason": "TRAILING_STOP", "first_pct": 16.33, "last_pct": 19.19 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 9, "avg": -0.091 }, { "l1": "SELECTIVE_INFLOW__UP", "n": 11, "avg": -0.369 }, { "l1": "SELECTIVE_INFLOW__FLAT", "n": 8, "avg": -0.477 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 21, "avg": -0.832 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 10, "avg": -0.679 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 8, "avg": -0.336 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_bb_squeeze_breakout_micro__smart_exit_c", "group": "SCALP", "n": 378, "early": { "n": 189, "wr": 20.106, "wr_ci": [ 15.01, 26.39 ], "avg": -0.35454, "median_net": -0.48891, "sum_net_pct": -67.008, "net_pnl_krw": -66957.08, "fees_krw": 18859.01, "pf": 0.2382, "days": 4, "trade_sequence_dd_ppt": 67.221, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 64 ], [ "FAST_FAIL_BREAKOUT", 47 ], [ "TIME_STOP", 28 ], [ "TRAILING_STOP", 28 ], [ "STOP_LOSS", 22 ] ] }, "late": { "n": 189, "wr": 20.635, "wr_ci": [ 15.48, 26.96 ], "avg": -0.35761, "median_net": -0.50466, "sum_net_pct": -67.588, "net_pnl_krw": -67491.56, "fees_krw": 18853.29, "pf": 0.2673, "days": 3, "trade_sequence_dd_ppt": 68.84, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 74 ], [ "FAST_FAIL_BREAKOUT", 39 ], [ "TIME_STOP", 37 ], [ "TRAILING_STOP", 24 ], [ "STOP_LOSS", 15 ] ] }, "delta_wr_pp": 0.529, "delta_avg_pnl_pp": -0.00307, "mix_effect_pp": 0.05325, "within_or_new_cell_pp": -0.05631, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 33.86, "last_pct": 39.15 }, { "reason": "TIME_STOP", "first_pct": 14.81, "last_pct": 19.58 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.87, "last_pct": 20.63 } ], "best_old_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 10, "avg": -0.113 }, { "l1": "PANIC_LIQUIDATION__DOWN", "n": 9, "avg": -0.197 }, { "l1": "BROAD_RISK_ON__STRONG_UP", "n": 18, "avg": -0.288 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 22, "avg": -0.55 }, { "l1": "MIXED_REBOUND__UP", "n": 8, "avg": -0.468 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 24, "avg": -0.457 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_b", "group": "SCALP", "n": 140, "early": { "n": 70, "wr": 34.286, "wr_ci": [ 24.25, 45.96 ], "avg": -0.48701, "median_net": -0.8196, "sum_net_pct": -34.091, "net_pnl_krw": -34027.27, "fees_krw": 6939.97, "pf": 0.2491, "days": 4, "trade_sequence_dd_ppt": 34.968, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "STOP_LOSS", 24 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TIME_STOP", 5 ] ] }, "late": { "n": 70, "wr": 38.571, "wr_ci": [ 28.05, 50.28 ], "avg": -0.48535, "median_net": -0.84958, "sum_net_pct": -33.975, "net_pnl_krw": -33915.12, "fees_krw": 6973.99, "pf": 0.2837, "days": 3, "trade_sequence_dd_ppt": 35.615, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "STOP_LOSS", 25 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 3 ] ] }, "delta_wr_pp": 4.285, "delta_avg_pnl_pp": 0.00166, "mix_effect_pp": -0.06083, "within_or_new_cell_pp": 0.06249, "effect_residual_pp": 0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "SMART_EXIT_B_PROFIT_LOCK", "first_pct": 41.43, "last_pct": 45.71 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 17.14, "last_pct": 14.29 }, { "reason": "TIME_STOP", "first_pct": 7.14, "last_pct": 4.29 } ], "best_old_regimes": [], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__UP", "n": 8, "avg": -0.952 }, { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 8, "avg": -0.529 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 9, "avg": -0.134 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_micro__smart_exit_a", "group": "SCALP", "n": 729, "early": { "n": 364, "wr": 23.077, "wr_ci": [ 19.04, 27.67 ], "avg": -0.30813, "median_net": -0.51204, "sum_net_pct": -112.16, "net_pnl_krw": -111573.51, "fees_krw": 36250.26, "pf": 0.3525, "days": 4, "trade_sequence_dd_ppt": 112.16, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 107 ], [ "FAST_FAIL_BREAKOUT", 90 ], [ "TRAILING_STOP", 67 ], [ "STOP_LOSS", 58 ], [ "TIME_STOP", 42 ] ] }, "late": { "n": 365, "wr": 23.014, "wr_ci": [ 18.99, 27.6 ], "avg": -0.30659, "median_net": -0.50384, "sum_net_pct": -111.904, "net_pnl_krw": -111688.96, "fees_krw": 36409.9, "pf": 0.3515, "days": 3, "trade_sequence_dd_ppt": 112.631, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 122 ], [ "FAST_FAIL_BREAKOUT", 78 ], [ "TRAILING_STOP", 60 ], [ "TIME_STOP", 57 ], [ "STOP_LOSS", 48 ] ] }, "delta_wr_pp": -0.063, "delta_avg_pnl_pp": 0.00154, "mix_effect_pp": 0.02015, "within_or_new_cell_pp": -0.0186, "effect_residual_pp": -1e-05, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.54, "last_pct": 15.62 }, { "reason": "SMART_EXIT_A_FAILURE", "first_pct": 29.4, "last_pct": 33.42 }, { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 24.73, "last_pct": 21.37 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 11, "avg": 0.101 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 18, "avg": -0.141 }, { "l1": "DEAD_CAT_BOUNCE__UP", "n": 18, "avg": -0.188 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 39, "avg": -0.53 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 21, "avg": -0.502 }, { "l1": "MIXED_REBOUND__UP", "n": 16, "avg": -0.474 } ] }, { "stage": "FORWARD", "bot": "scalp_1m_vwap_reclaim_micro__smart_exit_c", "group": "SCALP", "n": 730, "early": { "n": 365, "wr": 22.466, "wr_ci": [ 18.48, 27.02 ], "avg": -0.30566, "median_net": -0.50879, "sum_net_pct": -111.566, "net_pnl_krw": -111004.64, "fees_krw": 36351.01, "pf": 0.35, "days": 4, "trade_sequence_dd_ppt": 111.566, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 113 ], [ "FAST_FAIL_BREAKOUT", 87 ], [ "TRAILING_STOP", 64 ], [ "STOP_LOSS", 58 ], [ "TIME_STOP", 43 ] ] }, "late": { "n": 365, "wr": 22.466, "wr_ci": [ 18.48, 27.02 ], "avg": -0.30664, "median_net": -0.49927, "sum_net_pct": -111.924, "net_pnl_krw": -111714.1, "fees_krw": 36411.36, "pf": 0.3454, "days": 3, "trade_sequence_dd_ppt": 111.924, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 122 ], [ "FAST_FAIL_BREAKOUT", 80 ], [ "TIME_STOP", 57 ], [ "TRAILING_STOP", 57 ], [ "STOP_LOSS", 48 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, "delta_wr_pp": 0.0, "delta_avg_pnl_pp": -0.00098, "mix_effect_pp": 0.01493, "within_or_new_cell_pp": -0.01591, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "TIME_STOP", "first_pct": 11.78, "last_pct": 15.62 }, { "reason": "STOP_LOSS", "first_pct": 15.89, "last_pct": 13.15 }, { "reason": "SMART_EXIT_C_FAILURE", "first_pct": 30.96, "last_pct": 33.42 } ], "best_old_regimes": [ { "l1": "BROAD_RISK_ON__FLAT", "n": 10, "avg": 0.034 }, { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 17, "avg": -0.107 }, { "l1": "BROAD_RISK_ON__STRONG_DOWN", "n": 9, "avg": -0.134 } ], "worst_new_regimes": [ { "l1": "DEAD_CAT_BOUNCE__FLAT", "n": 39, "avg": -0.527 }, { "l1": "SELECTIVE_INFLOW__STRONG_UP", "n": 22, "avg": -0.515 }, { "l1": "MIXED_REBOUND__UP", "n": 16, "avg": -0.447 } ] }, { "stage": "FORWARD", "bot": "scalp_5m_stochastic_reversal_micro_fast_discovery", "group": "SCALP", "n": 69, "early": { "n": 34, "wr": 26.471, "wr_ci": [ 14.6, 43.12 ], "avg": -0.56074, "median_net": -0.85958, "sum_net_pct": -19.065, "net_pnl_krw": -19057.47, "fees_krw": 3390.54, "pf": 0.1493, "days": 3, "trade_sequence_dd_ppt": 19.065, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "TAKE_PROFIT", 7 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 3 ], [ "TRAILING_STOP", 3 ] ] }, "late": { "n": 35, "wr": 25.714, "wr_ci": [ 14.16, 42.07 ], "avg": -0.5598, "median_net": -0.90605, "sum_net_pct": -19.593, "net_pnl_krw": -19541.48, "fees_krw": 3485.33, "pf": 0.1407, "days": 4, "trade_sequence_dd_ppt": 19.593, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 10 ], [ "TAKE_PROFIT", 9 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 2 ] ] }, "delta_wr_pp": -0.757, "delta_avg_pnl_pp": 0.00094, "mix_effect_pp": 0.081, "within_or_new_cell_pp": -0.08006, "effect_residual_pp": -0.0, "earliest": "2026-10-07", "latest": "2026-10-12", "exit_changes": [ { "reason": "FAST_FAIL_BREAKOUT", "first_pct": 47.06, "last_pct": 28.57 }, { "reason": "STOP_LOSS", "first_pct": 14.71, "last_pct": 28.57 }, { "reason": "TAKE_PROFIT", "first_pct": 20.59, "last_pct": 25.71 } ], "best_old_regimes": [ { "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "n": 10, "avg": -0.489 } ], "worst_new_regimes": [ { "l1": "SELECTIVE_INFLOW__FLAT", "n": 9, "avg": -0.531 } ] } ], "group_trends": { "SCALP": { "early": { "n": 51081, "wr": 27.075, "wr_ci": [ 26.69, 27.46 ], "avg": -0.33515, "median_net": -0.59236, "sum_net_pct": -17119.945, "net_pnl_krw": -17066664.56, "fees_krw": 5089200.97, "pf": 0.3678, "days": 4, "trade_sequence_dd_ppt": 17120.741, "exit_top": [ [ "STOP_LOSS", 15172 ], [ "FAST_FAIL_BREAKOUT", 13722 ], [ "TRAILING_STOP", 8576 ], [ "TIME_STOP", 6201 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1628 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1408 ], [ "TAKE_PROFIT", 1407 ] ] }, "late": { "n": 51081, "wr": 23.349, "wr_ci": [ 22.98, 23.72 ], "avg": -0.42218, "median_net": -0.6244, "sum_net_pct": -21565.179, "net_pnl_krw": -21519935.07, "fees_krw": 5091523.39, "pf": 0.2738, "days": 3, "trade_sequence_dd_ppt": 21590.876, "exit_top": [ [ "STOP_LOSS", 14712 ], [ "FAST_FAIL_BREAKOUT", 13259 ], [ "TIME_STOP", 8578 ], [ "TRAILING_STOP", 6857 ], [ "SMART_EXIT_A_FAILURE", 1676 ], [ "SMART_EXIT_C_FAILURE", 1492 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1481 ] ] }, "split_date": "2026-10-10" }, "CORE": { "early": { "n": 1954, "wr": 40.379, "wr_ci": [ 38.22, 42.57 ], "avg": -0.31686, "median_net": -0.79562, "sum_net_pct": -619.146, "net_pnl_krw": -493082.44, "fees_krw": 121889.0, "pf": 0.6764, "days": 5, "trade_sequence_dd_ppt": 654.039, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 397 ], [ "STOP_LOSS", 344 ], [ "TRAILING_STOP", 332 ], [ "SMART_EXIT_B_PROFIT_LOCK", 246 ], [ "SMART_EXIT_C_PROFIT_LOCK", 220 ], [ "TIME_STOP", 115 ], [ "TAKE_PROFIT", 99 ] ] }, "late": { "n": 1954, "wr": 36.899, "wr_ci": [ 34.79, 39.06 ], "avg": -0.32772, "median_net": -0.9126, "sum_net_pct": -640.364, "net_pnl_krw": -698897.54, "fees_krw": 148778.95, "pf": 0.6655, "days": 4, "trade_sequence_dd_ppt": 691.265, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 538 ], [ "TRAILING_STOP", 427 ], [ "STOP_LOSS", 335 ], [ "SMART_EXIT_B_PROFIT_LOCK", 188 ], [ "SMART_EXIT_C_PROFIT_LOCK", 155 ], [ "TAKE_PROFIT", 104 ], [ "TIME_STOP", 79 ] ] }, "split_date": "2026-10-09" }, "ML": { "early": { "n": 180, "wr": 37.778, "wr_ci": [ 31.02, 45.05 ], "avg": -0.40977, "median_net": -1.59894, "sum_net_pct": -73.758, "net_pnl_krw": -87766.58, "fees_krw": 14771.64, "pf": 0.6926, "days": 7, "trade_sequence_dd_ppt": 147.292, "exit_top": [ [ "STOP_LOSS", 45 ], [ "TIME_STOP", 32 ], [ "SMART_EXIT_C_FAILURE", 20 ], [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "SMART_EXIT_C_PROFIT_LOCK", 16 ], [ "SMART_EXIT_A_FAILURE", 13 ], [ "SMART_EXIT_C_HARD_CAP", 13 ] ] }, "late": { "n": 180, "wr": 41.667, "wr_ci": [ 34.71, 48.97 ], "avg": -0.1335, "median_net": -0.23282, "sum_net_pct": -24.03, "net_pnl_krw": -46571.41, "fees_krw": 13099.73, "pf": 0.8286, "days": 3, "trade_sequence_dd_ppt": 62.141, "exit_top": [ [ "TIME_STOP", 71 ], [ "STOP_LOSS", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "SMART_EXIT_C_FAILURE", 8 ], [ "TRAILING_STOP", 8 ], [ "SMART_EXIT_A_FAILURE", 7 ] ] }, "split_date": "2026-10-10" }, "ADAPTIVE": { "early": { "n": 2155, "wr": 40.278, "wr_ci": [ 38.23, 42.36 ], "avg": -0.71405, "median_net": -1.14115, "sum_net_pct": -1538.776, "net_pnl_krw": -553668.99, "fees_krw": 75913.03, "pf": 0.4962, "days": 9, "trade_sequence_dd_ppt": 1620.621, "exit_top": [ [ "STOP_LOSS", 745 ], [ "SMART_EXIT_B_PROFIT_LOCK", 297 ], [ "SMART_EXIT_C_PROFIT_LOCK", 293 ], [ "TRAILING_STOP", 236 ], [ "TIME_STOP", 236 ], [ "SMART_EXIT_C_FAILURE", 119 ], [ "SMART_EXIT_C_HARD_CAP", 114 ] ] }, "late": { "n": 2155, "wr": 42.691, "wr_ci": [ 40.62, 44.79 ], "avg": -0.49275, "median_net": -0.1, "sum_net_pct": -1061.883, "net_pnl_krw": -378224.66, "fees_krw": 74470.39, "pf": 0.5782, "days": 4, "trade_sequence_dd_ppt": 1063.751, "exit_top": [ [ "STOP_LOSS", 592 ], [ "SMART_EXIT_B_PROFIT_LOCK", 405 ], [ "SMART_EXIT_C_PROFIT_LOCK", 402 ], [ "TRAILING_STOP", 220 ], [ "TIME_STOP", 184 ], [ "SMART_EXIT_C_HARD_CAP", 135 ], [ "SMART_EXIT_C_FAILURE", 130 ] ] }, "split_date": "2026-10-09" } }, "mid_strategy_cases": [ { "strategy": "scalp_1m_macd_impulse_micro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro", "name": "MACD Impulse 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1613, "wr": 26.162, "wr_ci": [ 24.08, 28.36 ], "avg": -0.37997, "median_net": -0.70822, "sum_net_pct": -612.897, "net_pnl_krw": -611782.86, "fees_krw": 160859.7, "pf": 0.3409, "days": 6, "trade_sequence_dd_ppt": 612.918, "exit_top": [ [ "STOP_LOSS", 828 ], [ "TRAILING_STOP", 372 ], [ "TIME_STOP", 230 ], [ "FAST_FAIL_BREAKOUT", 183 ] ] }, "wins": [ { "day": "2026-10-10", "ticker": "KRW-GMT", "pnl": 3.963008130081308, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__FLAT", "1H": "BROAD_RISK_ON__UP", "4H": "OUTFLOW_PRESSURE__FLAT", "vote": 46.67, "margin": 4, "mfe": 4.878048780487809, "mae": 0.0 }, { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 3.8552059682127817, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 4.670775218942591, "mae": -0.19461563412260796 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.98664259927798, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.7220216606498187 }, { "day": "2026-10-11", "ticker": "KRW-TOKAMAK", "pnl": -2.647745098039215, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__DOWN", "1H": "DEAD_CAT_BOUNCE__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 86.67, "margin": 11, "mfe": 0.0, "mae": -1.176470588235301 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_macro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro", "name": "Bullish Candle Impulse 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1609, "wr": 22.25, "wr_ci": [ 20.28, 24.35 ], "avg": -0.37587, "median_net": -0.60353, "sum_net_pct": -604.771, "net_pnl_krw": -603638.31, "fees_krw": 160465.69, "pf": 0.3075, "days": 6, "trade_sequence_dd_ppt": 604.792, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 711 ], [ "STOP_LOSS", 364 ], [ "TRAILING_STOP", 280 ], [ "TIME_STOP", 254 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 5.276567337461293, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-11", "ticker": "KRW-CPOOL", "pnl": 4.44318181818182, "reason": "TRAILING_STOP", "l1": "SELECTIVE_INFLOW__FLAT", "1H": "THIN_INFLOW__UP", "4H": "FADING_BREADTH__STRONG_UP", "vote": 93.33, "margin": 13, "mfe": 3.1818181818181746, "mae": 0.0 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.806227436823109, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 }, { "day": "2026-10-12", "ticker": "KRW-META", "pnl": -2.641101694915263, "reason": "FAST_FAIL_BREAKOUT", "l1": "PANIC_LIQUIDATION__STRONG_DOWN", "1H": "PANIC_LIQUIDATION__FLAT", "4H": "BROAD_RISK_ON__STRONG_UP", "vote": 86.67, "margin": 11, "mfe": 0.0, "mae": -0.8474576271186529 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_micro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro", "name": "Bullish Candle Impulse 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1593, "wr": 22.536, "wr_ci": [ 20.55, 24.65 ], "avg": -0.37346, "median_net": -0.60995, "sum_net_pct": -594.928, "net_pnl_krw": -593747.56, "fees_krw": 158862.59, "pf": 0.3197, "days": 6, "trade_sequence_dd_ppt": 596.175, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 640 ], [ "STOP_LOSS", 392 ], [ "TRAILING_STOP", 301 ], [ "TIME_STOP", 260 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 4.928444272445817, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-10", "ticker": "KRW-GMT", "pnl": 3.963008130081308, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__FLAT", "1H": "BROAD_RISK_ON__UP", "4H": "OUTFLOW_PRESSURE__FLAT", "vote": 46.67, "margin": 4, "mfe": 4.878048780487809, "mae": 0.0 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-TOKAMAK", "pnl": -2.843725490196082, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__DOWN", "1H": "DEAD_CAT_BOUNCE__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 86.67, "margin": 11, "mfe": 0.0, "mae": -1.176470588235301 }, { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.806227436823109, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 } ] }, { "strategy": "scalp_1m_ema_trend_micro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro", "name": "EMA Trend Continuation 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1550, "wr": 25.29, "wr_ci": [ 23.19, 27.51 ], "avg": -0.37127, "median_net": -0.63593, "sum_net_pct": -575.475, "net_pnl_krw": -574408.99, "fees_krw": 154571.09, "pf": 0.3245, "days": 6, "trade_sequence_dd_ppt": 576.794, "exit_top": [ [ "STOP_LOSS", 536 ], [ "FAST_FAIL_BREAKOUT", 410 ], [ "TRAILING_STOP", 321 ], [ "TIME_STOP", 283 ] ] }, "wins": [ { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 4.29519543973942, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 5.114006514657987, "mae": 0.0 }, { "day": "2026-10-08", "ticker": "KRW-JUP", "pnl": 4.019414316702829, "reason": "TIME_STOP", "l1": "DEAD_CAT_BOUNCE__FLAT", "1H": "PANIC_LIQUIDATION__UP", "4H": "ROTATION_RECOVERY__STRONG_DOWN", "vote": 93.33, "margin": 13, "mfe": 4.121475054229928, "mae": 0.0 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.8160326086956515, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 5, "mfe": 0.36231884057971175, "mae": -0.7246376811594235 }, { "day": "2026-10-09", "ticker": "KRW-CYBER", "pnl": -2.127383367139955, "reason": "STOP_LOSS", "l1": "SPECULATIVE_EXPANSION__STRONG_DOWN", "1H": "FRAGILE_BREAKOUT__DOWN", "4H": "ROTATION_RECOVERY__DOWN", "vote": 46.67, "margin": 1, "mfe": 0.0, "mae": -0.6085192697768749 } ] }, { "strategy": "scalp_1m_macd_impulse_macro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro", "name": "MACD Impulse 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1500, "wr": 25.0, "wr_ci": [ 22.87, 27.25 ], "avg": -0.39327, "median_net": -0.70714, "sum_net_pct": -589.908, "net_pnl_krw": -588921.67, "fees_krw": 149585.45, "pf": 0.3167, "days": 6, "trade_sequence_dd_ppt": 590.237, "exit_top": [ [ "STOP_LOSS", 720 ], [ "TRAILING_STOP", 332 ], [ "FAST_FAIL_BREAKOUT", 226 ], [ "TIME_STOP", 222 ] ] }, "wins": [ { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 4.29519543973942, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 5.114006514657987, "mae": 0.0 }, { "day": "2026-10-11", "ticker": "KRW-CKB", "pnl": 2.8111650485437027, "reason": "TRAILING_STOP", "l1": "BROAD_RISK_ON__UP", "1H": "BROAD_RISK_ON__STRONG_DOWN", "4H": "FRAGILE_BREAKOUT__UP", "vote": 86.67, "margin": 11, "mfe": 3.398058252427183, "mae": -0.4854368932038944 } ], "losses": [ { "day": "2026-10-08", "ticker": "KRW-MET2", "pnl": -2.7266251728907296, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "1H": "FRAGILE_BREAKOUT__DOWN", "4H": "PANIC_LIQUIDATION__STRONG_DOWN", "vote": 53.33, "margin": 4, "mfe": 0.4149377593360981, "mae": -0.6915629322268302 }, { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.59875, "reason": "STOP_LOSS", "l1": "SELECTIVE_INFLOW__UP", "1H": "NARROW_LEADERSHIP__STRONG_UP", "4H": "BROAD_RISK_ON__STRONG_UP", "vote": 100.0, "margin": 15, "mfe": 0.17857142857142794, "mae": -0.7142857142857117 } ] }, { "strategy": "scalp_1m_ema_trend_macro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro", "name": "EMA Trend Continuation 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1309, "wr": 25.057, "wr_ci": [ 22.79, 27.48 ], "avg": -0.35918, "median_net": -0.64575, "sum_net_pct": -470.162, "net_pnl_krw": -469164.91, "fees_krw": 130537.79, "pf": 0.3535, "days": 6, "trade_sequence_dd_ppt": 470.162, "exit_top": [ [ "STOP_LOSS", 438 ], [ "FAST_FAIL_BREAKOUT", 385 ], [ "TRAILING_STOP", 294 ], [ "TIME_STOP", 192 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 4.54533974533682, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 4.29519543973942, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 5.114006514657987, "mae": 0.0 } ], "losses": [ { "day": "2026-10-09", "ticker": "KRW-DRV", "pnl": -3.992133956386289, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__STRONG_UP", "1H": "DEAD_CAT_BOUNCE__STRONG_UP", "4H": "BROAD_RECOVERY__STRONG_DOWN", "vote": 26.67, "margin": 1, "mfe": 0.0, "mae": -0.6230529595015577 }, { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.806227436823109, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 } ] }, { "strategy": "scalp_1m_rsi_momentum_micro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro", "name": "RSI Momentum 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1248, "wr": 26.122, "wr_ci": [ 23.76, 28.63 ], "avg": -0.38172, "median_net": -0.70822, "sum_net_pct": -476.392, "net_pnl_krw": -475675.51, "fees_krw": 124478.98, "pf": 0.3287, "days": 6, "trade_sequence_dd_ppt": 477.711, "exit_top": [ [ "STOP_LOSS", 635 ], [ "TRAILING_STOP", 290 ], [ "TIME_STOP", 184 ], [ "FAST_FAIL_BREAKOUT", 139 ] ] }, "wins": [ { "day": "2026-10-08", "ticker": "KRW-JUP", "pnl": 4.019414316702829, "reason": "TIME_STOP", "l1": "DEAD_CAT_BOUNCE__FLAT", "1H": "PANIC_LIQUIDATION__UP", "4H": "ROTATION_RECOVERY__STRONG_DOWN", "vote": 93.33, "margin": 13, "mfe": 4.121475054229928, "mae": 0.0 }, { "day": "2026-10-08", "ticker": "KRW-PROM", "pnl": 3.159239130434774, "reason": "TRAILING_STOP", "l1": "BROAD_RISK_ON__DOWN", "1H": "THIN_INFLOW__DOWN", "4H": "PANIC_LIQUIDATION__STRONG_DOWN", "vote": 66.67, "margin": 6, "mfe": 3.864734299516903, "mae": -0.48309178743961567 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.8160326086956515, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 5, "mfe": 0.36231884057971175, "mae": -0.7246376811594235 }, { "day": "2026-10-11", "ticker": "KRW-DOS", "pnl": -2.29068493150685, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__FLAT", "1H": "PANIC_LIQUIDATION__DOWN", "4H": "BROAD_EXPANSION__UP", "vote": 73.33, "margin": 7, "mfe": 0.5479452054794498, "mae": -0.8219178082191747 } ] }, { "strategy": "scalp_1m_rsi_momentum_macro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro", "name": "RSI Momentum 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1124, "wr": 27.313, "wr_ci": [ 24.79, 29.99 ], "avg": -0.36064, "median_net": -0.70211, "sum_net_pct": -405.364, "net_pnl_krw": -404795.33, "fees_krw": 112119.57, "pf": 0.3593, "days": 6, "trade_sequence_dd_ppt": 405.364, "exit_top": [ [ "STOP_LOSS", 543 ], [ "TRAILING_STOP", 278 ], [ "FAST_FAIL_BREAKOUT", 160 ], [ "TIME_STOP", 143 ] ] }, "wins": [ { "day": "2026-10-08", "ticker": "KRW-MET2", "pnl": 3.9611738148984235, "reason": "TRAILING_STOP", "l1": "BROAD_RISK_ON__FLAT", "1H": "BROAD_RISK_ON__STRONG_DOWN", "4H": "PANIC_LIQUIDATION__STRONG_DOWN", "vote": 33.33, "margin": 0, "mfe": 4.740406320541757, "mae": 0.0 }, { "day": "2026-10-08", "ticker": "KRW-MET2", "pnl": 2.935357917570502, "reason": "TRAILING_STOP", "l1": "BROAD_RISK_ON__STRONG_UP", "1H": "FRAGILE_BREAKOUT__STRONG_DOWN", "4H": "OUTFLOW_PRESSURE__STRONG_DOWN", "vote": 60.0, "margin": 7, "mfe": 3.6876355748373113, "mae": 0.0 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.98664259927798, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.7220216606498187 }, { "day": "2026-10-11", "ticker": "KRW-DOS", "pnl": -2.29068493150685, "reason": "STOP_LOSS", "l1": "DEAD_CAT_BOUNCE__FLAT", "1H": "PANIC_LIQUIDATION__DOWN", "4H": "BROAD_EXPANSION__UP", "vote": 73.33, "margin": 7, "mfe": 0.5479452054794498, "mae": -0.8219178082191747 } ] }, { "strategy": "scalp_1m_vwap_reclaim_macro", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro", "name": "VWAP Reclaim 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1116, "wr": 24.462, "wr_ci": [ 22.03, 27.07 ], "avg": -0.35369, "median_net": -0.6233, "sum_net_pct": -394.715, "net_pnl_krw": -394134.68, "fees_krw": 111338.22, "pf": 0.3325, "days": 6, "trade_sequence_dd_ppt": 394.715, "exit_top": [ [ "STOP_LOSS", 379 ], [ "FAST_FAIL_BREAKOUT", 333 ], [ "TRAILING_STOP", 211 ], [ "TIME_STOP", 193 ] ] }, "wins": [ { "day": "2026-10-11", "ticker": "KRW-CPOOL", "pnl": 4.44318181818182, "reason": "TRAILING_STOP", "l1": "SELECTIVE_INFLOW__FLAT", "1H": "THIN_INFLOW__UP", "4H": "FADING_BREADTH__STRONG_UP", "vote": 93.33, "margin": 13, "mfe": 3.1818181818181746, "mae": 0.0 }, { "day": "2026-10-11", "ticker": "KRW-CYBER", "pnl": 3.4179089026915044, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "PANIC_LIQUIDATION__DOWN", "4H": "FRAGILE_BREAKOUT__UP", "vote": 40.0, "margin": 3, "mfe": 4.140786749482395, "mae": 0.0 } ], "losses": [ { "day": "2026-10-08", "ticker": "KRW-MET2", "pnl": -2.314958448753453, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__STRONG_UP", "1H": "FRAGILE_BREAKOUT__DOWN", "4H": "PANIC_LIQUIDATION__STRONG_DOWN", "vote": 53.33, "margin": 4, "mfe": 0.5540166204986097, "mae": -0.5540166204986097 }, { "day": "2026-10-11", "ticker": "KRW-ERA", "pnl": -1.9682242990654082, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__UP", "1H": "DEAD_CAT_BOUNCE__STRONG_UP", "4H": "ROTATION_RECOVERY__STRONG_UP", "vote": 40.0, "margin": 1, "mfe": 0.0, "mae": -0.9345794392523255 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "name": "Bullish Candle Impulse 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1100, "wr": 23.364, "wr_ci": [ 20.96, 25.95 ], "avg": -0.36884, "median_net": -0.60736, "sum_net_pct": -405.727, "net_pnl_krw": -404418.83, "fees_krw": 109621.0, "pf": 0.3159, "days": 6, "trade_sequence_dd_ppt": 405.748, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 464 ], [ "STOP_LOSS", 251 ], [ "TIME_STOP", 189 ], [ "TRAILING_STOP", 125 ], [ "SMART_EXIT_B_PROFIT_LOCK", 71 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 5.0058049535603715, "reason": "SMART_EXIT_B_PROFIT_LOCK", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.489164086687314, "mae": -0.03869969040247723 }, { "day": "2026-10-09", "ticker": "KRW-MET2", "pnl": 3.409949832775918, "reason": "SMART_EXIT_B_PROFIT_LOCK", "l1": "PANIC_LIQUIDATION__UP", "1H": "OUTFLOW_PRESSURE__STRONG_UP", "4H": "BROAD_EXPANSION__STRONG_DOWN", "vote": 46.67, "margin": 3, "mfe": 4.013377926421402, "mae": -0.33444816053511683 } ], "losses": [ { "day": "2026-10-12", "ticker": "KRW-CKB", "pnl": -1.8535087719298335, "reason": "FAST_FAIL_BREAKOUT", "l1": "BROAD_RISK_ON__STRONG_DOWN", "1H": "PANIC_LIQUIDATION__FLAT", "4H": "SELECTIVE_INFLOW__UP", "vote": 73.33, "margin": 7, "mfe": 0.0, "mae": -0.7017543859649145 }, { "day": "2026-10-11", "ticker": "KRW-MBL", "pnl": -1.8382608695652174, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__UP", "1H": "FRAGILE_BREAKOUT__UP", "4H": "ROTATION_RECOVERY__STRONG_UP", "vote": 73.33, "margin": 9, "mfe": 0.0, "mae": -0.8695652173913104 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "name": "Bullish Candle Impulse 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1098, "wr": 22.404, "wr_ci": [ 20.04, 24.96 ], "avg": -0.38705, "median_net": -0.61126, "sum_net_pct": -424.986, "net_pnl_krw": -423226.83, "fees_krw": 109333.53, "pf": 0.2933, "days": 6, "trade_sequence_dd_ppt": 424.986, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 467 ], [ "STOP_LOSS", 251 ], [ "TIME_STOP", 190 ], [ "TRAILING_STOP", 190 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 4.154837461300312, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-09", "ticker": "KRW-MET2", "pnl": 3.0756688963210776, "reason": "TRAILING_STOP", "l1": "PANIC_LIQUIDATION__UP", "1H": "OUTFLOW_PRESSURE__STRONG_UP", "4H": "BROAD_EXPANSION__STRONG_DOWN", "vote": 46.67, "margin": 3, "mfe": 4.013377926421402, "mae": -0.33444816053511683 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.264981949458496, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 }, { "day": "2026-10-11", "ticker": "KRW-MBL", "pnl": -1.8382608695652174, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__UP", "1H": "FRAGILE_BREAKOUT__UP", "4H": "ROTATION_RECOVERY__STRONG_UP", "vote": 73.33, "margin": 9, "mfe": 0.0, "mae": -0.8695652173913104 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "name": "Bullish Candle Impulse 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1088, "wr": 22.886, "wr_ci": [ 20.49, 25.48 ], "avg": -0.37324, "median_net": -0.60736, "sum_net_pct": -406.08, "net_pnl_krw": -404201.59, "fees_krw": 108344.69, "pf": 0.3088, "days": 6, "trade_sequence_dd_ppt": 406.101, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 465 ], [ "STOP_LOSS", 246 ], [ "TIME_STOP", 184 ], [ "TRAILING_STOP", 122 ], [ "SMART_EXIT_C_PROFIT_LOCK", 71 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 4.967124613003102, "reason": "SMART_EXIT_C_PROFIT_LOCK", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.489164086687314, "mae": -0.03869969040247723 }, { "day": "2026-10-09", "ticker": "KRW-MET2", "pnl": 3.409949832775918, "reason": "SMART_EXIT_C_PROFIT_LOCK", "l1": "PANIC_LIQUIDATION__UP", "1H": "OUTFLOW_PRESSURE__STRONG_UP", "4H": "BROAD_EXPANSION__STRONG_DOWN", "vote": 46.67, "margin": 3, "mfe": 4.013377926421402, "mae": -0.33444816053511683 } ], "losses": [ { "day": "2026-10-12", "ticker": "KRW-CKB", "pnl": -1.8535087719298335, "reason": "FAST_FAIL_BREAKOUT", "l1": "BROAD_RISK_ON__STRONG_DOWN", "1H": "PANIC_LIQUIDATION__FLAT", "4H": "SELECTIVE_INFLOW__UP", "vote": 73.33, "margin": 7, "mfe": 0.0, "mae": -0.7017543859649145 }, { "day": "2026-10-11", "ticker": "KRW-MBL", "pnl": -1.8382608695652174, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__UP", "1H": "FRAGILE_BREAKOUT__UP", "4H": "ROTATION_RECOVERY__STRONG_UP", "vote": 73.33, "margin": 9, "mfe": 0.0, "mae": -0.8695652173913104 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "name": "Bullish Candle Impulse 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1028, "wr": 22.763, "wr_ci": [ 20.3, 25.42 ], "avg": -0.38543, "median_net": -0.63165, "sum_net_pct": -396.218, "net_pnl_krw": -393796.25, "fees_krw": 102280.59, "pf": 0.3014, "days": 6, "trade_sequence_dd_ppt": 396.239, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 385 ], [ "STOP_LOSS", 264 ], [ "TIME_STOP", 192 ], [ "TRAILING_STOP", 187 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 5.1605263157894665, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 3.8552059682127817, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 4.670775218942591, "mae": -0.19461563412260796 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.625812274368238, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 }, { "day": "2026-10-11", "ticker": "KRW-META", "pnl": -2.5378048780487847, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__FLAT", "1H": "DEAD_CAT_BOUNCE__UP", "4H": "BROAD_RISK_ON__STRONG_UP", "vote": 60.0, "margin": 5, "mfe": 0.8130081300812941, "mae": -2.4390243902439046 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_micro__smart_exit_c", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro__smart_exit_c", "name": "Bullish Candle Impulse 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1023, "wr": 22.092, "wr_ci": [ 19.66, 24.74 ], "avg": -0.3952, "median_net": -0.63052, "sum_net_pct": -404.294, "net_pnl_krw": -401833.46, "fees_krw": 101772.34, "pf": 0.2894, "days": 6, "trade_sequence_dd_ppt": 404.315, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 391 ], [ "STOP_LOSS", 262 ], [ "TIME_STOP", 183 ], [ "TRAILING_STOP", 182 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 5.083165634674926, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 3.8552059682127817, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 4.670775218942591, "mae": -0.19461563412260796 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.625812274368238, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 }, { "day": "2026-10-11", "ticker": "KRW-META", "pnl": -2.5378048780487847, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__FLAT", "1H": "DEAD_CAT_BOUNCE__UP", "4H": "BROAD_RISK_ON__STRONG_UP", "vote": 60.0, "margin": 5, "mfe": 0.8130081300812941, "mae": -2.4390243902439046 } ] }, { "strategy": "scalp_1m_bullish_candle_impulse_micro__smart_exit_b", "group": "SCALP", "sample": { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro__smart_exit_b", "name": "Bullish Candle Impulse 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1023, "wr": 22.385, "wr_ci": [ 19.94, 25.04 ], "avg": -0.39027, "median_net": -0.62617, "sum_net_pct": -399.248, "net_pnl_krw": -396799.52, "fees_krw": 101775.75, "pf": 0.2948, "days": 6, "trade_sequence_dd_ppt": 399.269, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 389 ], [ "STOP_LOSS", 259 ], [ "TIME_STOP", 190 ], [ "TRAILING_STOP", 179 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ] ] }, "wins": [ { "day": "2026-10-09", "ticker": "KRW-ATOM", "pnl": 5.1605263157894665, "reason": "TRAILING_STOP", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__STRONG_UP", "4H": "SPECULATIVE_EXPANSION__STRONG_DOWN", "vote": 100.0, "margin": 15, "mfe": 4.876160990712064, "mae": -0.03869969040247723 }, { "day": "2026-10-07", "ticker": "KRW-RAY", "pnl": 3.8552059682127817, "reason": "TRAILING_STOP", "l1": "MIXED_REBOUND__DOWN", "1H": "PANIC_LIQUIDATION__STRONG_DOWN", "4H": "MIXED_REBOUND__STRONG_DOWN", "vote": 60.0, "margin": 6, "mfe": 4.670775218942591, "mae": -0.19461563412260796 } ], "losses": [ { "day": "2026-10-11", "ticker": "KRW-STX", "pnl": -2.625812274368238, "reason": "FAST_FAIL_BREAKOUT", "l1": "DEAD_CAT_BOUNCE__UP", "1H": "THIN_INFLOW__FLAT", "4H": "SPECULATIVE_EXPANSION__FLAT", "vote": 60.0, "margin": 6, "mfe": 0.0, "mae": -0.5415162454873612 }, { "day": "2026-10-11", "ticker": "KRW-META", "pnl": -2.5378048780487847, "reason": "FAST_FAIL_BREAKOUT", "l1": "SELECTIVE_INFLOW__FLAT", "1H": "DEAD_CAT_BOUNCE__UP", "4H": "BROAD_RISK_ON__STRONG_UP", "vote": 60.0, "margin": 5, "mfe": 0.8130081300812941, "mae": -2.4390243902439046 } ] } ], "bot_rows": [ { "stage": "ACTUAL", "bot_id": "ma20_reclaim_micro", "name": "MA20 Reclaim Micro", "strategy_type": "ma20_reclaim_micro", "group": "CORE", "from": "2026-05-24", "to": "2026-10-04", "n": 21, "wr": 61.905, "wr_ci": [ 40.88, 79.25 ], "avg": -0.28908, "median_net": 0.27692, "sum_net_pct": -6.071, "net_pnl_krw": -1508.86, "fees_krw": 314.55, "pf": 0.5451, "days": 5, "trade_sequence_dd_ppt": 8.374, "exit_top": [ [ "TAKE_PROFIT", 6 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 4 ], [ "TIME_EXIT", 4 ], [ "TAKE_PROFIT_NET_LOSS", 2 ], [ "MANUAL_SELL_RECONCILED_MIN_NOTIONAL", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "ignition_breakout_1h", "name": "1H Ignition Breakout", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-05-24", "to": "2026-09-25", "n": 10, "wr": 10.0, "wr_ci": [ 1.79, 40.42 ], "avg": -1.6842, "median_net": -1.6872, "sum_net_pct": -16.842, "net_pnl_krw": -39245.4, "fees_krw": 2276.81, "pf": 0.0454, "days": 2, "trade_sequence_dd_ppt": 17.643, "exit_top": [ [ "STOP_LOSS", 9 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "bearish_relative_rebound_1h", "name": "Relative Strength Rebound 1H", "strategy_type": "None", "group": "CORE", "from": "2026-05-19", "to": "2026-09-28", "n": 8, "wr": 25.0, "wr_ci": [ 7.15, 59.07 ], "avg": -1.34318, "median_net": -3.18094, "sum_net_pct": -10.745, "net_pnl_krw": -21374.85, "fees_krw": 1554.1, "pf": 0.4194, "days": 4, "trade_sequence_dd_ppt": 17.435, "exit_top": [ [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "bearish_relative_rebound_4h", "name": "Relative Strength Rebound 4H", "strategy_type": "None", "group": "CORE", "from": "2026-05-20", "to": "2026-05-23", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -1.87557, "median_net": -2.80127, "sum_net_pct": -7.502, "net_pnl_krw": -13746.21, "fees_krw": 740.78, "pf": 0.1852, "days": 2, "trade_sequence_dd_ppt": 7.502, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "ignition_breakout_1h_persistent", "name": "1H Persistent Ignition", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-04", "to": "2026-10-05", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.55358, "median_net": -0.48716, "sum_net_pct": -2.214, "net_pnl_krw": -172.91, "fees_krw": 37.25, "pf": 0.0209, "days": 2, "trade_sequence_dd_ppt": 2.214, "exit_top": [ [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "runner_continuation_confirmation", "name": "Runner Continuation Confirmation", "strategy_type": "runner_continuation_confirmation", "group": "CORE", "from": "2026-09-28", "to": "2026-10-05", "n": 3, "wr": 0.0, "wr_ci": [ 0.0, 56.15 ], "avg": -2.76363, "median_net": -3.00161, "sum_net_pct": -8.291, "net_pnl_krw": -599.55, "fees_krw": 20.71, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 8.291, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "ACTUAL", "bot_id": "adaptive_breakout", "name": "adaptive_breakout", "strategy_type": "None", "group": "CORE", "from": "2026-05-18", "to": "2026-05-18", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -2.64284, "median_net": -2.64284, "sum_net_pct": -5.286, "net_pnl_krw": -14797.75, "fees_krw": 552.52, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 5.286, "exit_top": [ [ "STOP_LOSS", 2 ] ] }, { "stage": "ACTUAL", "bot_id": "runner_elevated_liquidity__smart_exit_a", "name": "Runner Elevated Liquidity · Smart Exit A", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 1.14801, "median_net": 1.14801, "sum_net_pct": 2.296, "net_pnl_krw": 690.09, "fees_krw": 60.3, "pf": 2.7202, "days": 1, "trade_sequence_dd_ppt": 1.335, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "runner_elevated_liquidity__smart_exit_b", "name": "Runner Elevated Liquidity · Smart Exit B", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-11", "to": "2026-10-11", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 1.00226, "median_net": 1.00226, "sum_net_pct": 2.005, "net_pnl_krw": 600.63, "fees_krw": 60.22, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "ACTUAL", "bot_id": "auto_ma20_reclaim_micro_b118e62c84", "name": "auto_ma20_reclaim_micro_b118e62c84", "strategy_type": "ma20_reclaim_micro", "group": "CORE", "from": "2026-10-03", "to": "2026-10-03", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.27294, "median_net": -1.27294, "sum_net_pct": -1.273, "net_pnl_krw": -76.27, "fees_krw": 5.95, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.273, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "runner_elevated_liquidity", "name": "Runner Elevated Liquidity", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-12", "to": "2026-10-12", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -2.81941, "median_net": -2.81941, "sum_net_pct": -2.819, "net_pnl_krw": -843.54, "fees_krw": 29.5, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 2.819, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "stage": "ACTUAL", "bot_id": "quant_breakout_1h", "name": "Quant Breakout 1H Candidate", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-09-25", "to": "2026-09-27", "n": 12, "wr": 41.667, "wr_ci": [ 19.33, 68.05 ], "avg": -0.1606, "median_net": -0.48676, "sum_net_pct": -1.927, "net_pnl_krw": -5304.8, "fees_krw": 987.27, "pf": 0.8074, "days": 3, "trade_sequence_dd_ppt": 6.249, "exit_top": [ [ "TRAILING_STOP", 4 ], [ "TIME_EXIT", 3 ], [ "STOP_LOSS", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "af_liquidity_inflow_v0001__smart_exit_c", "name": "af_liquidity_inflow_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 251, "wr": 50.199, "wr_ci": [ 44.06, 56.34 ], "avg": -0.38869, "median_net": 0.00416, "sum_net_pct": -97.562, "net_pnl_krw": -29268.69, "fees_krw": 7519.13, "pf": 0.5377, "days": 8, "trade_sequence_dd_ppt": 110.304, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 153 ], [ "SMART_EXIT_C_HARD_CAP", 59 ], [ "SMART_EXIT_C_FAILURE", 21 ], [ "STOP_LOSS", 17 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_relative_strength_rotation_v0001__smart_exit_c", "name": "af_relative_strength_rotation_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 249, "wr": 46.185, "wr_ci": [ 40.1, 52.39 ], "avg": -0.3676, "median_net": -0.1, "sum_net_pct": -91.533, "net_pnl_krw": -27459.78, "fees_krw": 7460.0, "pf": 0.5114, "days": 8, "trade_sequence_dd_ppt": 93.106, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 141 ], [ "SMART_EXIT_C_FAILURE", 52 ], [ "SMART_EXIT_C_HARD_CAP", 35 ], [ "STOP_LOSS", 19 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "af_liquidity_inflow_v0001__smart_exit_b", "name": "af_liquidity_inflow_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 237, "wr": 55.696, "wr_ci": [ 49.33, 61.88 ], "avg": -0.3149, "median_net": 0.10932, "sum_net_pct": -74.632, "net_pnl_krw": -22389.69, "fees_krw": 7102.36, "pf": 0.6088, "days": 8, "trade_sequence_dd_ppt": 89.349, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 165 ], [ "STOP_LOSS", 69 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "af_liquidity_inflow_v0001", "name": "af_liquidity_inflow_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-12", "n": 233, "wr": 33.906, "wr_ci": [ 28.13, 40.2 ], "avg": -0.99771, "median_net": -1.77631, "sum_net_pct": -232.467, "net_pnl_krw": -69740.06, "fees_krw": 6958.61, "pf": 0.4564, "days": 12, "trade_sequence_dd_ppt": 232.467, "exit_top": [ [ "STOP_LOSS", 132 ], [ "TRAILING_STOP", 67 ], [ "TIME_STOP", 34 ] ] }, { "stage": "FORWARD", "bot_id": "af_relative_strength_rotation_v0001__smart_exit_b", "name": "af_relative_strength_rotation_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 217, "wr": 54.378, "wr_ci": [ 47.73, 60.87 ], "avg": -0.33219, "median_net": 0.12639, "sum_net_pct": -72.086, "net_pnl_krw": -21625.81, "fees_krw": 6502.44, "pf": 0.5753, "days": 8, "trade_sequence_dd_ppt": 73.42, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 146 ], [ "STOP_LOSS", 66 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "af_six_pct_upside_prediction_v0001__smart_exit_c", "name": "6% Upside Prediction · XGBoost V1 · Smart Exit C", "strategy_type": "six_pct_upside_prediction", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 215, "wr": 33.953, "wr_ci": [ 27.95, 40.52 ], "avg": -0.72105, "median_net": -1.68113, "sum_net_pct": -155.026, "net_pnl_krw": -134272.98, "fees_krw": 18944.29, "pf": 0.4271, "days": 8, "trade_sequence_dd_ppt": 155.026, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 93 ], [ "SMART_EXIT_C_PROFIT_LOCK", 74 ], [ "SMART_EXIT_C_HARD_CAP", 45 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_momentum_v0001", "name": "af_momentum_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-12", "n": 210, "wr": 32.381, "wr_ci": [ 26.42, 38.98 ], "avg": -0.71477, "median_net": -1.43479, "sum_net_pct": -150.101, "net_pnl_krw": -45030.34, "fees_krw": 6280.63, "pf": 0.5115, "days": 12, "trade_sequence_dd_ppt": 150.754, "exit_top": [ [ "STOP_LOSS", 124 ], [ "TRAILING_STOP", 63 ], [ "TIME_STOP", 23 ] ] }, { "stage": "FORWARD", "bot_id": "af_momentum_v0001__smart_exit_c", "name": "af_momentum_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 208, "wr": 45.673, "wr_ci": [ 39.04, 52.46 ], "avg": -0.31917, "median_net": -0.1, "sum_net_pct": -66.388, "net_pnl_krw": -19916.44, "fees_krw": 6233.16, "pf": 0.5883, "days": 8, "trade_sequence_dd_ppt": 67.273, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 113 ], [ "SMART_EXIT_C_HARD_CAP", 38 ], [ "SMART_EXIT_C_FAILURE", 28 ], [ "STOP_LOSS", 27 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "af_momentum_v0001__smart_exit_b", "name": "af_momentum_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 197, "wr": 49.746, "wr_ci": [ 42.84, 56.67 ], "avg": -0.31305, "median_net": -0.04727, "sum_net_pct": -61.67, "net_pnl_krw": -18501.03, "fees_krw": 5903.7, "pf": 0.6131, "days": 8, "trade_sequence_dd_ppt": 62.721, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 118 ], [ "STOP_LOSS", 75 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "af_relative_strength_rotation_v0001", "name": "af_relative_strength_rotation_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-12", "n": 180, "wr": 34.444, "wr_ci": [ 27.89, 41.65 ], "avg": -0.80079, "median_net": -1.55622, "sum_net_pct": -144.143, "net_pnl_krw": -43242.83, "fees_krw": 5381.07, "pf": 0.5298, "days": 12, "trade_sequence_dd_ppt": 147.385, "exit_top": [ [ "STOP_LOSS", 102 ], [ "TRAILING_STOP", 46 ], [ "TIME_STOP", 32 ] ] }, { "stage": "FORWARD", "bot_id": "af_liquidity_inflow_v0001__smart_exit_a", "name": "af_liquidity_inflow_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 165, "wr": 27.273, "wr_ci": [ 21.05, 34.53 ], "avg": -0.90638, "median_net": -1.75663, "sum_net_pct": -149.553, "net_pnl_krw": -44865.79, "fees_krw": 4930.03, "pf": 0.4941, "days": 8, "trade_sequence_dd_ppt": 163.22, "exit_top": [ [ "STOP_LOSS", 81 ], [ "TRAILING_STOP", 37 ], [ "SMART_EXIT_A_FAILURE", 24 ], [ "TIME_STOP", 23 ] ] }, { "stage": "FORWARD", "bot_id": "af_momentum_v0001__smart_exit_a", "name": "af_momentum_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 143, "wr": 30.769, "wr_ci": [ 23.79, 38.75 ], "avg": -0.44972, "median_net": -1.27985, "sum_net_pct": -64.311, "net_pnl_krw": -19293.16, "fees_krw": 4282.49, "pf": 0.6508, "days": 8, "trade_sequence_dd_ppt": 64.311, "exit_top": [ [ "STOP_LOSS", 59 ], [ "TRAILING_STOP", 42 ], [ "SMART_EXIT_A_FAILURE", 27 ], [ "TIME_STOP", 15 ] ] }, { "stage": "FORWARD", "bot_id": "af_pullback_reclaim_v0001__smart_exit_c", "name": "af_pullback_reclaim_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-06", "to": "2026-10-12", "n": 130, "wr": 37.692, "wr_ci": [ 29.83, 46.26 ], "avg": -0.43901, "median_net": -0.32712, "sum_net_pct": -57.071, "net_pnl_krw": -17121.39, "fees_krw": 3893.39, "pf": 0.4548, "days": 7, "trade_sequence_dd_ppt": 63.741, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 64 ], [ "SMART_EXIT_C_FAILURE", 26 ], [ "SMART_EXIT_C_HARD_CAP", 20 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "af_pullback_reclaim_v0001", "name": "af_pullback_reclaim_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-12", "n": 129, "wr": 24.806, "wr_ci": [ 18.15, 32.92 ], "avg": -0.71523, "median_net": -1.03411, "sum_net_pct": -92.264, "net_pnl_krw": -27679.29, "fees_krw": 3858.09, "pf": 0.4236, "days": 12, "trade_sequence_dd_ppt": 100.48, "exit_top": [ [ "STOP_LOSS", 62 ], [ "TIME_STOP", 43 ], [ "TRAILING_STOP", 24 ] ] }, { "stage": "FORWARD", "bot_id": "af_relative_strength_rotation_v0001__smart_exit_a", "name": "af_relative_strength_rotation_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 129, "wr": 33.333, "wr_ci": [ 25.78, 41.85 ], "avg": -0.49084, "median_net": -1.23723, "sum_net_pct": -63.318, "net_pnl_krw": -18995.54, "fees_krw": 3862.43, "pf": 0.6308, "days": 8, "trade_sequence_dd_ppt": 63.318, "exit_top": [ [ "STOP_LOSS", 42 ], [ "SMART_EXIT_A_FAILURE", 35 ], [ "TRAILING_STOP", 32 ], [ "TIME_STOP", 20 ] ] }, { "stage": "FORWARD", "bot_id": "af_pullback_reclaim_v0001__smart_exit_b", "name": "af_pullback_reclaim_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-06", "to": "2026-10-12", "n": 116, "wr": 44.828, "wr_ci": [ 36.09, 53.9 ], "avg": -0.43617, "median_net": -0.1, "sum_net_pct": -50.595, "net_pnl_krw": -15178.64, "fees_krw": 3474.15, "pf": 0.4826, "days": 7, "trade_sequence_dd_ppt": 56.278, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 64 ], [ "STOP_LOSS", 42 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "af_volatility_expansion_v0001", "name": "af_volatility_expansion_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-12", "n": 108, "wr": 23.148, "wr_ci": [ 16.2, 31.94 ], "avg": -2.23721, "median_net": -2.92708, "sum_net_pct": -241.618, "net_pnl_krw": -72485.47, "fees_krw": 3205.36, "pf": 0.2374, "days": 12, "trade_sequence_dd_ppt": 259.01, "exit_top": [ [ "STOP_LOSS", 73 ], [ "TRAILING_STOP", 21 ], [ "TIME_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "af_volatility_expansion_v0001__smart_exit_c", "name": "af_volatility_expansion_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 97, "wr": 41.237, "wr_ci": [ 31.96, 51.18 ], "avg": -0.90858, "median_net": -0.46672, "sum_net_pct": -88.132, "net_pnl_krw": -26439.71, "fees_krw": 2898.23, "pf": 0.323, "days": 8, "trade_sequence_dd_ppt": 90.6, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 48 ], [ "SMART_EXIT_C_HARD_CAP", 28 ], [ "STOP_LOSS", 10 ], [ "SMART_EXIT_C_FAILURE", 10 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_volatility_expansion_v0001__smart_exit_b", "name": "af_volatility_expansion_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 95, "wr": 49.474, "wr_ci": [ 39.64, 59.35 ], "avg": -0.95325, "median_net": -0.1, "sum_net_pct": -90.558, "net_pnl_krw": -27167.49, "fees_krw": 2837.84, "pf": 0.3378, "days": 8, "trade_sequence_dd_ppt": 95.082, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 56 ], [ "STOP_LOSS", 38 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_pullback_reclaim_v0001__smart_exit_a", "name": "af_pullback_reclaim_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-06", "to": "2026-10-12", "n": 87, "wr": 22.989, "wr_ci": [ 15.4, 32.86 ], "avg": -0.55291, "median_net": -0.98682, "sum_net_pct": -48.103, "net_pnl_krw": -14430.89, "fees_krw": 2604.09, "pf": 0.5129, "days": 7, "trade_sequence_dd_ppt": 55.741, "exit_top": [ [ "TIME_STOP", 25 ], [ "STOP_LOSS", 25 ], [ "SMART_EXIT_A_FAILURE", 20 ], [ "TRAILING_STOP", 17 ] ] }, { "stage": "FORWARD", "bot_id": "af_volatility_expansion_v0001__smart_exit_a", "name": "af_volatility_expansion_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 79, "wr": 21.519, "wr_ci": [ 13.89, 31.79 ], "avg": -1.82816, "median_net": -2.47976, "sum_net_pct": -144.425, "net_pnl_krw": -43327.45, "fees_krw": 2349.51, "pf": 0.2904, "days": 8, "trade_sequence_dd_ppt": 163.778, "exit_top": [ [ "STOP_LOSS", 43 ], [ "TRAILING_STOP", 14 ], [ "SMART_EXIT_A_FAILURE", 12 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "af_predictive_model_c0005", "name": "af_predictive_model_c0005", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 73, "wr": 53.425, "wr_ci": [ 42.1, 64.41 ], "avg": 0.58516, "median_net": 0.30921, "sum_net_pct": 42.717, "net_pnl_krw": 12814.98, "fees_krw": 2197.51, "pf": 1.5292, "days": 8, "trade_sequence_dd_ppt": 23.943, "exit_top": [ [ "TIME_STOP", 31 ], [ "STOP_LOSS", 22 ], [ "TRAILING_STOP", 20 ] ] }, { "stage": "FORWARD", "bot_id": "af_predictive_model_v0001__smart_exit_c", "name": "af_predictive_model_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 68, "wr": 70.588, "wr_ci": [ 58.89, 80.08 ], "avg": 0.4844, "median_net": 0.4684, "sum_net_pct": 32.939, "net_pnl_krw": 9881.75, "fees_krw": 2045.96, "pf": 2.4167, "days": 8, "trade_sequence_dd_ppt": 7.698, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 57 ], [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_six_pct_upside_prediction_v0001__smart_exit_b", "name": "6% Upside Prediction · XGBoost V1 · Smart Exit B", "strategy_type": "six_pct_upside_prediction", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 66, "wr": 66.667, "wr_ci": [ 54.66, 76.84 ], "avg": -1.06359, "median_net": 0.68349, "sum_net_pct": -70.197, "net_pnl_krw": -53434.06, "fees_krw": 6028.35, "pf": 0.4669, "days": 8, "trade_sequence_dd_ppt": 77.774, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 47 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "af_breakout_v0001", "name": "af_breakout_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-12", "n": 64, "wr": 34.375, "wr_ci": [ 23.92, 46.6 ], "avg": -1.86164, "median_net": -3.43119, "sum_net_pct": -119.145, "net_pnl_krw": -35743.47, "fees_krw": 1903.08, "pf": 0.4086, "days": 12, "trade_sequence_dd_ppt": 119.145, "exit_top": [ [ "STOP_LOSS", 41 ], [ "TRAILING_STOP", 20 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "af_predictive_model_v0001__smart_exit_b", "name": "af_predictive_model_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 62, "wr": 74.194, "wr_ci": [ 62.12, 83.45 ], "avg": 0.62582, "median_net": 0.5031, "sum_net_pct": 38.801, "net_pnl_krw": 11640.19, "fees_krw": 1866.75, "pf": 3.4729, "days": 8, "trade_sequence_dd_ppt": 10.733, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 57 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "af_six_pct_upside_prediction_v0001__smart_exit_a", "name": "6% Upside Prediction · XGBoost V1 · Smart Exit A", "strategy_type": "six_pct_upside_prediction", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 61, "wr": 26.23, "wr_ci": [ 16.84, 38.44 ], "avg": -0.5724, "median_net": -1.71956, "sum_net_pct": -34.916, "net_pnl_krw": -18945.36, "fees_krw": 4825.79, "pf": 0.6859, "days": 8, "trade_sequence_dd_ppt": 43.105, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 34 ], [ "TIME_STOP", 12 ], [ "TAKE_PROFIT", 12 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "af_breakout_v0001__smart_exit_c", "name": "af_breakout_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 57, "wr": 50.877, "wr_ci": [ 38.26, 63.38 ], "avg": -0.79552, "median_net": 0.22346, "sum_net_pct": -45.345, "net_pnl_krw": -13603.42, "fees_krw": 1704.05, "pf": 0.5182, "days": 8, "trade_sequence_dd_ppt": 45.84, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 30 ], [ "SMART_EXIT_C_HARD_CAP", 15 ], [ "SMART_EXIT_C_FAILURE", 7 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_breakout_v0001__smart_exit_b", "name": "af_breakout_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 55, "wr": 58.182, "wr_ci": [ 45.03, 70.26 ], "avg": -0.81246, "median_net": 0.42884, "sum_net_pct": -44.685, "net_pnl_krw": -13405.61, "fees_krw": 1644.12, "pf": 0.531, "days": 8, "trade_sequence_dd_ppt": 45.18, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 34 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_predictive_model_v0001", "name": "af_predictive_model_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-11", "n": 53, "wr": 50.943, "wr_ci": [ 37.88, 63.88 ], "avg": 0.32327, "median_net": 0.27646, "sum_net_pct": 17.133, "net_pnl_krw": 5140.01, "fees_krw": 1593.37, "pf": 1.1983, "days": 11, "trade_sequence_dd_ppt": 27.301, "exit_top": [ [ "TIME_STOP", 32 ], [ "TRAILING_STOP", 12 ], [ "STOP_LOSS", 9 ] ] }, { "stage": "FORWARD", "bot_id": "af_breakout_v0001__smart_exit_a", "name": "af_breakout_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 46, "wr": 28.261, "wr_ci": [ 17.32, 42.55 ], "avg": -1.78795, "median_net": -2.26569, "sum_net_pct": -82.246, "net_pnl_krw": -24673.78, "fees_krw": 1368.35, "pf": 0.3986, "days": 8, "trade_sequence_dd_ppt": 82.246, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TRAILING_STOP", 12 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_mean_reversion_v0001", "name": "af_mean_reversion_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-02", "to": "2026-10-12", "n": 44, "wr": 38.636, "wr_ci": [ 25.72, 53.38 ], "avg": -0.36719, "median_net": -0.93825, "sum_net_pct": -16.156, "net_pnl_krw": -4846.94, "fees_krw": 1318.24, "pf": 0.5985, "days": 11, "trade_sequence_dd_ppt": 20.915, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TIME_STOP", 10 ], [ "TRAILING_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "af_six_pct_upside_prediction_v0001", "name": "6% Upside Prediction · XGBoost V1", "strategy_type": "six_pct_upside_prediction", "group": "ADAPTIVE", "from": "2026-10-03", "to": "2026-10-11", "n": 38, "wr": 36.842, "wr_ci": [ 23.38, 52.72 ], "avg": -1.29233, "median_net": -0.99848, "sum_net_pct": -49.108, "net_pnl_krw": -37817.58, "fees_krw": 2969.89, "pf": 0.5971, "days": 9, "trade_sequence_dd_ppt": 70.75, "exit_top": [ [ "TIME_STOP", 16 ], [ "TAKE_PROFIT", 12 ], [ "STOP_LOSS", 10 ] ] }, { "stage": "FORWARD", "bot_id": "af_mean_reversion_v0001__smart_exit_b", "name": "af_mean_reversion_v0001__smart_exit_b", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-06", "to": "2026-10-12", "n": 35, "wr": 40.0, "wr_ci": [ 25.55, 56.43 ], "avg": -0.46918, "median_net": -0.91544, "sum_net_pct": -16.421, "net_pnl_krw": -4926.4, "fees_krw": 1048.06, "pf": 0.4257, "days": 7, "trade_sequence_dd_ppt": 20.436, "exit_top": [ [ "STOP_LOSS", 18 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "af_mean_reversion_v0001__smart_exit_c", "name": "af_mean_reversion_v0001__smart_exit_c", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-06", "to": "2026-10-12", "n": 35, "wr": 40.0, "wr_ci": [ 25.55, 56.43 ], "avg": -0.40381, "median_net": -0.91544, "sum_net_pct": -14.133, "net_pnl_krw": -4239.97, "fees_krw": 1048.4, "pf": 0.46, "days": 7, "trade_sequence_dd_ppt": 18.652, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "SMART_EXIT_C_FAILURE", 10 ], [ "STOP_LOSS", 8 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "af_predictive_model_v0001__smart_exit_a", "name": "af_predictive_model_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-05", "to": "2026-10-12", "n": 35, "wr": 45.714, "wr_ci": [ 30.47, 61.81 ], "avg": 0.18888, "median_net": -0.1, "sum_net_pct": 6.611, "net_pnl_krw": 1983.22, "fees_krw": 1051.52, "pf": 1.1305, "days": 8, "trade_sequence_dd_ppt": 26.016, "exit_top": [ [ "TIME_STOP", 17 ], [ "TRAILING_STOP", 9 ], [ "STOP_LOSS", 5 ], [ "SMART_EXIT_A_FAILURE", 4 ] ] }, { "stage": "FORWARD", "bot_id": "af_mean_reversion_v0001__smart_exit_a", "name": "af_mean_reversion_v0001__smart_exit_a", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-06", "to": "2026-10-12", "n": 34, "wr": 35.294, "wr_ci": [ 21.49, 52.09 ], "avg": -0.26831, "median_net": -1.03102, "sum_net_pct": -9.123, "net_pnl_krw": -2736.78, "fees_krw": 1019.14, "pf": 0.6815, "days": 7, "trade_sequence_dd_ppt": 16.153, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 11 ], [ "STOP_LOSS", 10 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "af_lead_lag_v0001", "name": "af_lead_lag_v0001", "strategy_type": "adaptive_family", "group": "ADAPTIVE", "from": "2026-10-01", "to": "2026-10-02", "n": 9, "wr": 55.556, "wr_ci": [ 26.66, 81.12 ], "avg": -0.20294, "median_net": 0.33268, "sum_net_pct": -1.826, "net_pnl_krw": -547.95, "fees_krw": 269.86, "pf": 0.7456, "days": 2, "trade_sequence_dd_ppt": 5.95, "exit_top": [ [ "STOP_LOSS", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "ma20_reclaim_micro", "name": "MA20 Reclaim Micro", "strategy_type": "ma20_reclaim_micro", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 259, "wr": 40.541, "wr_ci": [ 34.74, 46.62 ], "avg": -0.36169, "median_net": -0.69112, "sum_net_pct": -93.678, "net_pnl_krw": -61855.92, "fees_krw": 12310.48, "pf": 0.4006, "days": 6, "trade_sequence_dd_ppt": 99.809, "exit_top": [ [ "TAKE_PROFIT", 72 ], [ "STOP_LOSS", 69 ], [ "FAST_FAIL_BREAKOUT", 67 ], [ "TRAILING_STOP", 42 ], [ "TIME_STOP", 9 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_exit_a", "name": "Runner Elevated Liquidity · Smart Exit A", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 142, "wr": 33.099, "wr_ci": [ 25.89, 41.19 ], "avg": -0.41352, "median_net": -1.57986, "sum_net_pct": -58.72, "net_pnl_krw": -43100.18, "fees_krw": 12473.25, "pf": 0.6915, "days": 8, "trade_sequence_dd_ppt": 64.534, "exit_top": [ [ "TRAILING_STOP", 41 ], [ "FAST_FAIL_BREAKOUT", 36 ], [ "STOP_LOSS", 26 ], [ "SMART_EXIT_A_FAILURE", 25 ], [ "TIME_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_exit_b", "name": "Runner Elevated Liquidity · Smart Exit B", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 142, "wr": 44.366, "wr_ci": [ 36.45, 52.58 ], "avg": -0.40871, "median_net": -1.50117, "sum_net_pct": -58.037, "net_pnl_krw": -42230.4, "fees_krw": 12393.01, "pf": 0.6659, "days": 8, "trade_sequence_dd_ppt": 62.43, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 62 ], [ "STOP_LOSS", 35 ], [ "FAST_FAIL_BREAKOUT", 35 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_entry_b__smart_exit_c", "name": "1H Persistent Ignition · Smart Entry B · Ladder Pricing · Smart Exit C", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 138, "wr": 34.783, "wr_ci": [ 27.35, 43.04 ], "avg": -0.30917, "median_net": -0.25481, "sum_net_pct": -42.665, "net_pnl_krw": -24356.5, "fees_krw": 5265.02, "pf": 0.3266, "days": 8, "trade_sequence_dd_ppt": 45.107, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 80 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "SMART_EXIT_C_HARD_CAP", 16 ], [ "TAKE_PROFIT", 13 ], [ "SMART_EXIT_C_FAILURE", 9 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_exit_a", "name": "1H Persistent Ignition · Smart Exit A", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 136, "wr": 30.147, "wr_ci": [ 23.07, 38.32 ], "avg": -0.50369, "median_net": -0.85955, "sum_net_pct": -68.502, "net_pnl_krw": -55063.52, "fees_krw": 11269.23, "pf": 0.2639, "days": 8, "trade_sequence_dd_ppt": 68.502, "exit_top": [ [ "TRAILING_STOP", 51 ], [ "FAST_FAIL_BREAKOUT", 37 ], [ "SMART_EXIT_A_FAILURE", 20 ], [ "TAKE_PROFIT", 15 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_exit_c", "name": "1H Persistent Ignition · Smart Exit C", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 136, "wr": 27.206, "wr_ci": [ 20.43, 35.23 ], "avg": -0.4851, "median_net": -0.76711, "sum_net_pct": -65.973, "net_pnl_krw": -54020.74, "fees_krw": 11269.42, "pf": 0.2104, "days": 8, "trade_sequence_dd_ppt": 66.599, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 59 ], [ "FAST_FAIL_BREAKOUT", 33 ], [ "SMART_EXIT_C_HARD_CAP", 23 ], [ "SMART_EXIT_C_FAILURE", 11 ], [ "TAKE_PROFIT", 10 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_exit_b", "name": "1H Persistent Ignition · Smart Exit B", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 131, "wr": 31.298, "wr_ci": [ 23.99, 39.68 ], "avg": -0.5118, "median_net": -0.44439, "sum_net_pct": -67.045, "net_pnl_krw": -54511.96, "fees_krw": 10950.28, "pf": 0.2313, "days": 8, "trade_sequence_dd_ppt": 67.045, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 62 ], [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 23 ], [ "TAKE_PROFIT", 11 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_entry_b__smart_exit_a", "name": "1H Persistent Ignition · Smart Entry B · Ladder Pricing · Smart Exit A", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 130, "wr": 41.538, "wr_ci": [ 33.43, 50.13 ], "avg": -0.25791, "median_net": -0.13279, "sum_net_pct": -33.528, "net_pnl_krw": -16990.21, "fees_krw": 5244.5, "pf": 0.4799, "days": 8, "trade_sequence_dd_ppt": 34.594, "exit_top": [ [ "TRAILING_STOP", 53 ], [ "FAST_FAIL_BREAKOUT", 26 ], [ "TAKE_PROFIT", 23 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_entry_b__smart_exit_b", "name": "1H Persistent Ignition · Smart Entry B · Ladder Pricing · Smart Exit B", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 130, "wr": 33.846, "wr_ci": [ 26.28, 42.34 ], "avg": -0.35207, "median_net": -0.22983, "sum_net_pct": -45.769, "net_pnl_krw": -25634.52, "fees_krw": 5028.36, "pf": 0.2856, "days": 8, "trade_sequence_dd_ppt": 47.477, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 83 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "STOP_LOSS", 16 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_entry__smart_exit_a", "name": "Runner Elevated Liquidity · Smart Entry A · Smart Exit A", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 127, "wr": 38.583, "wr_ci": [ 30.57, 47.27 ], "avg": -0.148, "median_net": -1.40811, "sum_net_pct": -18.796, "net_pnl_krw": -32566.85, "fees_krw": 6608.31, "pf": 0.8777, "days": 8, "trade_sequence_dd_ppt": 30.868, "exit_top": [ [ "TRAILING_STOP", 41 ], [ "FAST_FAIL_BREAKOUT", 24 ], [ "STOP_LOSS", 21 ], [ "TIME_STOP", 21 ], [ "SMART_EXIT_A_FAILURE", 20 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent", "name": "1H Persistent Ignition", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 114, "wr": 31.579, "wr_ci": [ 23.77, 40.59 ], "avg": -0.5183, "median_net": -0.75547, "sum_net_pct": -59.086, "net_pnl_krw": -58979.02, "fees_krw": 11354.62, "pf": 0.2709, "days": 6, "trade_sequence_dd_ppt": 59.086, "exit_top": [ [ "TRAILING_STOP", 43 ], [ "FAST_FAIL_BREAKOUT", 32 ], [ "STOP_LOSS", 22 ], [ "TAKE_PROFIT", 16 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity", "name": "Runner Elevated Liquidity", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 109, "wr": 34.862, "wr_ci": [ 26.57, 44.19 ], "avg": -0.35949, "median_net": -1.52786, "sum_net_pct": -39.185, "net_pnl_krw": -39102.56, "fees_krw": 10864.61, "pf": 0.7396, "days": 6, "trade_sequence_dd_ppt": 49.517, "exit_top": [ [ "TRAILING_STOP", 34 ], [ "STOP_LOSS", 31 ], [ "FAST_FAIL_BREAKOUT", 30 ], [ "TIME_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner", "name": "Persistent Expansion / Staircase Runner", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 98, "wr": 33.673, "wr_ci": [ 25.09, 43.49 ], "avg": -0.65084, "median_net": -1.69377, "sum_net_pct": -63.782, "net_pnl_krw": -63673.98, "fees_krw": 9753.75, "pf": 0.5753, "days": 6, "trade_sequence_dd_ppt": 67.144, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 40 ], [ "TRAILING_STOP", 33 ], [ "STOP_LOSS", 24 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_entry", "name": "Runner Elevated Liquidity · Smart Entry A", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 93, "wr": 43.011, "wr_ci": [ 33.42, 53.15 ], "avg": 0.07465, "median_net": -1.00636, "sum_net_pct": 6.943, "net_pnl_krw": -19150.28, "fees_krw": 5552.81, "pf": 1.0631, "days": 6, "trade_sequence_dd_ppt": 22.356, "exit_top": [ [ "TRAILING_STOP", 35 ], [ "STOP_LOSS", 21 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "TIME_STOP", 17 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h_persistent__smart_entry_b", "name": "1H Persistent Ignition · Smart Entry B · Ladder Pricing", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 91, "wr": 45.055, "wr_ci": [ 35.24, 55.27 ], "avg": -0.16827, "median_net": -0.1, "sum_net_pct": -15.313, "net_pnl_krw": -11188.94, "fees_krw": 4206.69, "pf": 0.6314, "days": 6, "trade_sequence_dd_ppt": 25.656, "exit_top": [ [ "TRAILING_STOP", 39 ], [ "TAKE_PROFIT", 21 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "ignition_breakout_1h", "name": "1H Ignition Breakout", "strategy_type": "ignition_breakout_1h", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 88, "wr": 48.864, "wr_ci": [ 38.69, 59.13 ], "avg": 0.2573, "median_net": -0.18198, "sum_net_pct": 22.642, "net_pnl_krw": 7965.57, "fees_krw": 3721.55, "pf": 1.3822, "days": 6, "trade_sequence_dd_ppt": 14.701, "exit_top": [ [ "TRAILING_STOP", 39 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_entry", "name": "Persistent Expansion / Staircase Runner · Smart Entry A", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 85, "wr": 43.529, "wr_ci": [ 33.5, 54.12 ], "avg": -0.04039, "median_net": -1.50775, "sum_net_pct": -3.433, "net_pnl_krw": -26740.16, "fees_krw": 4836.39, "pf": 0.9689, "days": 6, "trade_sequence_dd_ppt": 29.176, "exit_top": [ [ "TRAILING_STOP", 37 ], [ "STOP_LOSS", 24 ], [ "FAST_FAIL_BREAKOUT", 23 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "runner_continuation_confirmation", "name": "Runner Continuation Confirmation", "strategy_type": "runner_continuation_confirmation", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 78, "wr": 43.59, "wr_ci": [ 33.14, 54.64 ], "avg": -0.20842, "median_net": -1.42595, "sum_net_pct": -16.257, "net_pnl_krw": -16225.84, "fees_krw": 7779.57, "pf": 0.8373, "days": 6, "trade_sequence_dd_ppt": 31.995, "exit_top": [ [ "TRAILING_STOP", 32 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "STOP_LOSS", 18 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_exit_b", "name": "Elliott Wave 3 Breakout · Smart Exit B", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 71, "wr": 39.437, "wr_ci": [ 28.89, 51.06 ], "avg": -0.52019, "median_net": -1.47862, "sum_net_pct": -36.933, "net_pnl_krw": -28678.51, "fees_krw": 6530.66, "pf": 0.5507, "days": 7, "trade_sequence_dd_ppt": 46.394, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "STOP_LOSS", 17 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_exit_c", "name": "Elliott Wave 3 Breakout · Smart Exit C", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 71, "wr": 35.211, "wr_ci": [ 25.12, 46.82 ], "avg": -0.56571, "median_net": -1.52055, "sum_net_pct": -40.166, "net_pnl_krw": -33824.16, "fees_krw": 6528.08, "pf": 0.5072, "days": 7, "trade_sequence_dd_ppt": 51.202, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "FAST_FAIL_BREAKOUT", 24 ], [ "SMART_EXIT_C_HARD_CAP", 11 ], [ "STOP_LOSS", 7 ], [ "SMART_EXIT_C_FAILURE", 4 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_entry__smart_exit_b", "name": "Elliott Wave 3 Breakout · Smart Entry A · Smart Exit B", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 68, "wr": 45.588, "wr_ci": [ 34.3, 57.34 ], "avg": -0.35129, "median_net": -0.72871, "sum_net_pct": -23.887, "net_pnl_krw": -31545.69, "fees_krw": 3690.04, "pf": 0.6728, "days": 7, "trade_sequence_dd_ppt": 36.895, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 36 ], [ "STOP_LOSS", 18 ], [ "FAST_FAIL_BREAKOUT", 14 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_entry__smart_exit_c", "name": "Elliott Wave 3 Breakout · Smart Entry A · Smart Exit C", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 68, "wr": 42.647, "wr_ci": [ 31.6, 54.48 ], "avg": -0.33251, "median_net": -1.35037, "sum_net_pct": -22.611, "net_pnl_krw": -28244.01, "fees_krw": 3670.18, "pf": 0.6688, "days": 7, "trade_sequence_dd_ppt": 36.494, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 34 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "STOP_LOSS", 6 ], [ "SMART_EXIT_C_FAILURE", 4 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_exit_a", "name": "Elliott Wave 3 Breakout · Smart Exit A", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 67, "wr": 14.925, "wr_ci": [ 8.31, 25.34 ], "avg": -1.18168, "median_net": -1.80855, "sum_net_pct": -79.172, "net_pnl_krw": -67329.76, "fees_krw": 6112.02, "pf": 0.3181, "days": 7, "trade_sequence_dd_ppt": 80.508, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 27 ], [ "STOP_LOSS", 22 ], [ "TRAILING_STOP", 10 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_entry__smart_exit_a", "name": "Elliott Wave 3 Breakout · Smart Entry A · Smart Exit A", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 58, "wr": 24.138, "wr_ci": [ 14.96, 36.53 ], "avg": -0.54808, "median_net": -1.65946, "sum_net_pct": -31.789, "net_pnl_krw": -28456.8, "fees_krw": 3206.5, "pf": 0.6404, "days": 7, "trade_sequence_dd_ppt": 46.643, "exit_top": [ [ "STOP_LOSS", 17 ], [ "FAST_FAIL_BREAKOUT", 15 ], [ "TRAILING_STOP", 14 ], [ "SMART_EXIT_A_FAILURE", 9 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_first_rebreak__smart_exit_a", "name": "Bottom Impulse First Rebreak · Smart Exit A", "strategy_type": "bottom_impulse_first_rebreak", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 57, "wr": 38.596, "wr_ci": [ 27.06, 51.57 ], "avg": -0.36791, "median_net": -1.12829, "sum_net_pct": -20.971, "net_pnl_krw": -16523.23, "fees_krw": 5145.26, "pf": 0.6185, "days": 7, "trade_sequence_dd_ppt": 23.752, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 23 ], [ "TRAILING_STOP", 22 ], [ "TIME_STOP", 6 ], [ "STOP_LOSS", 4 ], [ "SMART_EXIT_A_FAILURE", 2 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_first_rebreak__smart_exit_b", "name": "Bottom Impulse First Rebreak · Smart Exit B", "strategy_type": "bottom_impulse_first_rebreak", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 57, "wr": 49.123, "wr_ci": [ 36.62, 61.74 ], "avg": -0.32105, "median_net": -0.1, "sum_net_pct": -18.3, "net_pnl_krw": -15566.86, "fees_krw": 5145.74, "pf": 0.5959, "days": 7, "trade_sequence_dd_ppt": 22.463, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "TIME_STOP", 4 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_first_rebreak__smart_exit_c", "name": "Bottom Impulse First Rebreak · Smart Exit C", "strategy_type": "bottom_impulse_first_rebreak", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 57, "wr": 47.368, "wr_ci": [ 34.99, 60.08 ], "avg": -0.30143, "median_net": -0.1, "sum_net_pct": -17.182, "net_pnl_krw": -15301.43, "fees_krw": 5145.87, "pf": 0.6163, "days": 7, "trade_sequence_dd_ppt": 22.229, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 28 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core", "name": "Elliott Wave 3 Breakout", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 57, "wr": 19.298, "wr_ci": [ 11.13, 31.34 ], "avg": -0.82653, "median_net": -1.80855, "sum_net_pct": -47.112, "net_pnl_krw": -47070.21, "fees_krw": 5671.74, "pf": 0.5229, "days": 6, "trade_sequence_dd_ppt": 47.112, "exit_top": [ [ "STOP_LOSS", 25 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_entry__smart_exit_c", "name": "Classical Fibonacci Retracement · Smart Entry A · Smart Exit C", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 55, "wr": 47.273, "wr_ci": [ 34.69, 60.21 ], "avg": -0.12541, "median_net": -0.72896, "sum_net_pct": -6.897, "net_pnl_krw": -15629.87, "fees_krw": 3522.96, "pf": 0.8577, "days": 8, "trade_sequence_dd_ppt": 20.874, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 30 ], [ "SMART_EXIT_C_FAILURE", 9 ], [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "FAST_FAIL_BREAKOUT", 8 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_exit_b", "name": "Classical Fibonacci Retracement · Smart Exit B", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 55, "wr": 43.636, "wr_ci": [ 31.37, 56.73 ], "avg": -0.5423, "median_net": -1.5058, "sum_net_pct": -29.827, "net_pnl_krw": -24262.34, "fees_krw": 5321.62, "pf": 0.5915, "days": 8, "trade_sequence_dd_ppt": 44.41, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 24 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_exit_c", "name": "Classical Fibonacci Retracement · Smart Exit C", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 55, "wr": 40.0, "wr_ci": [ 28.12, 53.19 ], "avg": -0.32077, "median_net": -1.51399, "sum_net_pct": -17.643, "net_pnl_krw": -14034.78, "fees_krw": 5326.73, "pf": 0.6969, "days": 8, "trade_sequence_dd_ppt": 33.944, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_first_rebreak", "name": "Bottom Impulse First Rebreak", "strategy_type": "bottom_impulse_first_rebreak", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 54, "wr": 40.741, "wr_ci": [ 28.68, 54.03 ], "avg": -0.29744, "median_net": -0.93074, "sum_net_pct": -16.062, "net_pnl_krw": -16014.36, "fees_krw": 5384.41, "pf": 0.662, "days": 6, "trade_sequence_dd_ppt": 22.056, "exit_top": [ [ "TRAILING_STOP", 22 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TIME_STOP", 9 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_entry__smart_exit_b", "name": "Classical Fibonacci Retracement · Smart Entry A · Smart Exit B", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 54, "wr": 53.704, "wr_ci": [ 40.61, 66.31 ], "avg": -0.24958, "median_net": 0.53249, "sum_net_pct": -13.477, "net_pnl_krw": -20050.2, "fees_krw": 3490.48, "pf": 0.7732, "days": 8, "trade_sequence_dd_ppt": 29.055, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_exit_a", "name": "Classical Fibonacci Retracement · Smart Exit A", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 54, "wr": 27.778, "wr_ci": [ 17.62, 40.89 ], "avg": -0.72327, "median_net": -1.62078, "sum_net_pct": -39.057, "net_pnl_krw": -36195.88, "fees_krw": 5215.84, "pf": 0.5619, "days": 8, "trade_sequence_dd_ppt": 48.162, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "TRAILING_STOP", 14 ], [ "SMART_EXIT_A_FAILURE", 11 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_entry__smart_exit_a", "name": "Classical Fibonacci Retracement · Smart Entry A · Smart Exit A", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-05", "to": "2026-10-12", "n": 53, "wr": 35.849, "wr_ci": [ 24.3, 49.31 ], "avg": -0.06221, "median_net": -1.60579, "sum_net_pct": -3.297, "net_pnl_krw": -17247.8, "fees_krw": 3643.21, "pf": 0.9552, "days": 8, "trade_sequence_dd_ppt": 37.43, "exit_top": [ [ "TRAILING_STOP", 19 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "elliott_wave3_core__smart_entry", "name": "Elliott Wave 3 Breakout · Smart Entry A", "strategy_type": "elliott_wave3", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 48, "wr": 29.167, "wr_ci": [ 18.24, 43.18 ], "avg": -0.31336, "median_net": -1.70647, "sum_net_pct": -15.041, "net_pnl_krw": -26781.95, "fees_krw": 2913.1, "pf": 0.8002, "days": 6, "trade_sequence_dd_ppt": 26.968, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TRAILING_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_reacceleration", "name": "Bottom Impulse Reacceleration", "strategy_type": "bottom_impulse_reacceleration", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 46, "wr": 41.304, "wr_ci": [ 28.29, 55.66 ], "avg": -0.28421, "median_net": -1.44328, "sum_net_pct": -13.073, "net_pnl_krw": -13034.41, "fees_krw": 4585.24, "pf": 0.7509, "days": 6, "trade_sequence_dd_ppt": 18.081, "exit_top": [ [ "TRAILING_STOP", 19 ], [ "STOP_LOSS", 17 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core", "name": "Classical Fibonacci Retracement", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 46, "wr": 32.609, "wr_ci": [ 20.87, 47.03 ], "avg": -0.62139, "median_net": -1.69312, "sum_net_pct": -28.584, "net_pnl_krw": -28569.29, "fees_krw": 4579.33, "pf": 0.6414, "days": 6, "trade_sequence_dd_ppt": 37.783, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "TRAILING_STOP", 14 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_exit_c", "name": "Runner Elevated Liquidity · Smart Exit C", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-05", "to": "2026-10-08", "n": 46, "wr": 50.0, "wr_ci": [ 36.12, 63.88 ], "avg": 0.00256, "median_net": 0.25104, "sum_net_pct": 0.118, "net_pnl_krw": 11848.61, "fees_krw": 2837.34, "pf": 1.0029, "days": 4, "trade_sequence_dd_ppt": 18.626, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_C_HARD_CAP", 7 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_1h__smart_exit_a", "name": "Relative Strength Rebound 1H · Smart Exit A", "strategy_type": "bearish_relative_rebound_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-10", "n": 45, "wr": 28.889, "wr_ci": [ 17.73, 43.37 ], "avg": -0.84089, "median_net": -1.25216, "sum_net_pct": -37.84, "net_pnl_krw": -15134.25, "fees_krw": 1436.6, "pf": 0.4053, "days": 6, "trade_sequence_dd_ppt": 38.429, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 17 ], [ "TRAILING_STOP", 14 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "fibonacci_retracement_core__smart_entry", "name": "Classical Fibonacci Retracement · Smart Entry A", "strategy_type": "fibonacci_retracement", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 43, "wr": 44.186, "wr_ci": [ 30.43, 58.89 ], "avg": 0.13932, "median_net": -1.27037, "sum_net_pct": 5.991, "net_pnl_krw": -9525.98, "fees_krw": 2875.15, "pf": 1.0988, "days": 6, "trade_sequence_dd_ppt": 22.953, "exit_top": [ [ "TRAILING_STOP", 18 ], [ "STOP_LOSS", 14 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_entry__smart_exit_b", "name": "Runner Elevated Liquidity · Smart Entry A · Smart Exit B", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-05", "to": "2026-10-08", "n": 43, "wr": 53.488, "wr_ci": [ 38.92, 67.49 ], "avg": 0.08877, "median_net": 0.78271, "sum_net_pct": 3.817, "net_pnl_krw": 4666.88, "fees_krw": 1621.48, "pf": 1.0984, "days": 4, "trade_sequence_dd_ppt": 15.252, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "STOP_LOSS", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "runner_elevated_liquidity__smart_entry__smart_exit_c", "name": "Runner Elevated Liquidity · Smart Entry A · Smart Exit C", "strategy_type": "runner_elevated_liquidity", "group": "CORE", "from": "2026-10-05", "to": "2026-10-08", "n": 43, "wr": 53.488, "wr_ci": [ 38.92, 67.49 ], "avg": 0.21154, "median_net": 0.78271, "sum_net_pct": 9.096, "net_pnl_krw": 6844.92, "fees_krw": 1622.57, "pf": 1.2715, "days": 4, "trade_sequence_dd_ppt": 13.097, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_1h", "name": "Relative Strength Rebound 1H", "strategy_type": "bearish_relative_rebound_1h", "group": "CORE", "from": "2026-10-07", "to": "2026-10-12", "n": 26, "wr": 57.692, "wr_ci": [ 38.95, 74.46 ], "avg": -0.0106, "median_net": 0.92757, "sum_net_pct": -0.276, "net_pnl_krw": -160.68, "fees_krw": 910.06, "pf": 0.9912, "days": 6, "trade_sequence_dd_ppt": 16.868, "exit_top": [ [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 9 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_1h__smart_exit_c", "name": "Relative Strength Rebound 1H · Smart Exit C", "strategy_type": "bearish_relative_rebound_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 19, "wr": 52.632, "wr_ci": [ 31.71, 72.67 ], "avg": 0.11399, "median_net": 0.40608, "sum_net_pct": 2.166, "net_pnl_krw": 612.77, "fees_krw": 395.5, "pf": 1.147, "days": 2, "trade_sequence_dd_ppt": 4.74, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 10 ], [ "SMART_EXIT_C_FAILURE", 5 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_1h__smart_exit_b", "name": "Relative Strength Rebound 1H · Smart Exit B", "strategy_type": "bearish_relative_rebound_1h", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 16, "wr": 62.5, "wr_ci": [ 38.64, 81.52 ], "avg": 0.16345, "median_net": 0.77754, "sum_net_pct": 2.615, "net_pnl_krw": -518.12, "fees_krw": 379.93, "pf": 1.1804, "days": 2, "trade_sequence_dd_ppt": 6.165, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 11 ], [ "STOP_LOSS", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "ma20_reclaim_selective__smart_exit_a", "name": "MA20 Selective Reclaim · Smart Exit A", "strategy_type": "ma20_reclaim_selective", "group": "CORE", "from": "2026-10-06", "to": "2026-10-11", "n": 16, "wr": 37.5, "wr_ci": [ 18.48, 61.36 ], "avg": -0.33978, "median_net": -0.75172, "sum_net_pct": -5.436, "net_pnl_krw": -4222.33, "fees_krw": 726.91, "pf": 0.3926, "days": 5, "trade_sequence_dd_ppt": 6.061, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "ma20_reclaim_selective__smart_exit_b", "name": "MA20 Selective Reclaim · Smart Exit B", "strategy_type": "ma20_reclaim_selective", "group": "CORE", "from": "2026-10-06", "to": "2026-10-11", "n": 16, "wr": 31.25, "wr_ci": [ 14.16, 55.6 ], "avg": -0.52071, "median_net": -0.85304, "sum_net_pct": -8.331, "net_pnl_krw": -4918.41, "fees_krw": 694.55, "pf": 0.1799, "days": 5, "trade_sequence_dd_ppt": 8.331, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "STOP_LOSS", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "ma20_reclaim_selective__smart_exit_c", "name": "MA20 Selective Reclaim · Smart Exit C", "strategy_type": "ma20_reclaim_selective", "group": "CORE", "from": "2026-10-06", "to": "2026-10-11", "n": 16, "wr": 31.25, "wr_ci": [ 14.16, 55.6 ], "avg": -0.39859, "median_net": -0.72785, "sum_net_pct": -6.377, "net_pnl_krw": -4298.72, "fees_krw": 694.86, "pf": 0.2294, "days": 5, "trade_sequence_dd_ppt": 6.377, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_entry__smart_exit_c", "name": "Persistent Expansion / Staircase Runner · Smart Entry A · Smart Exit C", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 15, "wr": 60.0, "wr_ci": [ 35.75, 80.18 ], "avg": 0.63559, "median_net": 0.6503, "sum_net_pct": 9.534, "net_pnl_krw": -760.16, "fees_krw": 509.87, "pf": 1.9013, "days": 2, "trade_sequence_dd_ppt": 3.955, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 10 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_entry__smart_exit_b", "name": "Persistent Expansion / Staircase Runner · Smart Entry A · Smart Exit B", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 14, "wr": 64.286, "wr_ci": [ 38.76, 83.66 ], "avg": 0.52768, "median_net": 0.88082, "sum_net_pct": 7.388, "net_pnl_krw": -954.06, "fees_krw": 479.76, "pf": 1.5938, "days": 2, "trade_sequence_dd_ppt": 6.675, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "STOP_LOSS", 4 ] ] }, { "stage": "FORWARD", "bot_id": "ma20_reclaim_selective", "name": "MA20 Selective Reclaim", "strategy_type": "ma20_reclaim_selective", "group": "CORE", "from": "2026-10-09", "to": "2026-10-12", "n": 13, "wr": 30.769, "wr_ci": [ 12.68, 57.63 ], "avg": -0.61576, "median_net": -0.88701, "sum_net_pct": -8.005, "net_pnl_krw": -6147.08, "fees_krw": 768.02, "pf": 0.2026, "days": 4, "trade_sequence_dd_ppt": 8.005, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 3 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_exit_b", "name": "Persistent Expansion / Staircase Runner · Smart Exit B", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 13, "wr": 69.231, "wr_ci": [ 42.37, 87.32 ], "avg": 0.76751, "median_net": 1.42208, "sum_net_pct": 9.978, "net_pnl_krw": 3262.44, "fees_krw": 671.97, "pf": 1.9894, "days": 2, "trade_sequence_dd_ppt": 3.047, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "STOP_LOSS", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_exit_c", "name": "Persistent Expansion / Staircase Runner · Smart Exit C", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 13, "wr": 69.231, "wr_ci": [ 42.37, 87.32 ], "avg": 0.98752, "median_net": 1.42208, "sum_net_pct": 12.838, "net_pnl_krw": 4166.62, "fees_krw": 672.42, "pf": 2.777, "days": 2, "trade_sequence_dd_ppt": 2.194, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_entry__smart_exit_a", "name": "Persistent Expansion / Staircase Runner · Smart Entry A · Smart Exit A", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 12, "wr": 66.667, "wr_ci": [ 39.06, 86.19 ], "avg": 1.09047, "median_net": 2.14033, "sum_net_pct": 13.086, "net_pnl_krw": 788.73, "fees_krw": 415.6, "pf": 2.3379, "days": 2, "trade_sequence_dd_ppt": 4.686, "exit_top": [ [ "TRAILING_STOP", 8 ], [ "STOP_LOSS", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ] ] }, { "stage": "FORWARD", "bot_id": "persistent_expansion_runner__smart_exit_a", "name": "Persistent Expansion / Staircase Runner · Smart Exit A", "strategy_type": "persistent_expansion", "group": "CORE", "from": "2026-10-05", "to": "2026-10-06", "n": 12, "wr": 58.333, "wr_ci": [ 31.95, 80.67 ], "avg": 0.80568, "median_net": 1.46547, "sum_net_pct": 9.668, "net_pnl_krw": 2025.46, "fees_krw": 571.3, "pf": 1.9625, "days": 2, "trade_sequence_dd_ppt": 3.663, "exit_top": [ [ "TRAILING_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_reacceleration__smart_exit_a", "name": "Bottom Impulse Reacceleration · Smart Exit A", "strategy_type": "bottom_impulse_reacceleration", "group": "CORE", "from": "2026-10-06", "to": "2026-10-07", "n": 10, "wr": 50.0, "wr_ci": [ 23.66, 76.34 ], "avg": 0.07932, "median_net": 0.49142, "sum_net_pct": 0.793, "net_pnl_krw": 4917.15, "fees_krw": 692.8, "pf": 1.0872, "days": 2, "trade_sequence_dd_ppt": 4.374, "exit_top": [ [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 4 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_reacceleration__smart_exit_b", "name": "Bottom Impulse Reacceleration · Smart Exit B", "strategy_type": "bottom_impulse_reacceleration", "group": "CORE", "from": "2026-10-06", "to": "2026-10-07", "n": 10, "wr": 70.0, "wr_ci": [ 39.68, 89.22 ], "avg": 0.51528, "median_net": 1.1194, "sum_net_pct": 5.153, "net_pnl_krw": 7161.54, "fees_krw": 693.93, "pf": 1.7811, "days": 2, "trade_sequence_dd_ppt": 3.149, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "bottom_impulse_reacceleration__smart_exit_c", "name": "Bottom Impulse Reacceleration · Smart Exit C", "strategy_type": "bottom_impulse_reacceleration", "group": "CORE", "from": "2026-10-06", "to": "2026-10-07", "n": 10, "wr": 70.0, "wr_ci": [ 39.68, 89.22 ], "avg": 0.6135, "median_net": 1.1194, "sum_net_pct": 6.135, "net_pnl_krw": 7566.41, "fees_krw": 694.13, "pf": 2.0927, "days": 2, "trade_sequence_dd_ppt": 2.688, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "confirmed_momentum_breakout", "name": "Confirmed Momentum Breakout", "strategy_type": "breakout", "group": "CORE", "from": "2026-10-08", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -1.32481, "median_net": -1.69473, "sum_net_pct": -7.949, "net_pnl_krw": -5730.16, "fees_krw": 375.87, "pf": 0.0977, "days": 4, "trade_sequence_dd_ppt": 7.949, "exit_top": [ [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry__smart_exit_a", "name": "Sideways → Uptrend Transition · Smart Entry A · Smart Exit A", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.58676, "median_net": -0.79876, "sum_net_pct": -3.521, "net_pnl_krw": -1794.23, "fees_krw": 266.94, "pf": 0.2423, "days": 4, "trade_sequence_dd_ppt": 4.646, "exit_top": [ [ "TIME_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry__smart_exit_b", "name": "Sideways → Uptrend Transition · Smart Entry A · Smart Exit B", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 50.0, "wr_ci": [ 18.76, 81.24 ], "avg": -0.26689, "median_net": 0.10482, "sum_net_pct": -1.601, "net_pnl_krw": -1217.74, "fees_krw": 267.23, "pf": 0.4962, "days": 4, "trade_sequence_dd_ppt": 2.62, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TIME_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry__smart_exit_c", "name": "Sideways → Uptrend Transition · Smart Entry A · Smart Exit C", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.47305, "median_net": -0.27954, "sum_net_pct": -2.838, "net_pnl_krw": -1345.05, "fees_krw": 267.16, "pf": 0.1838, "days": 4, "trade_sequence_dd_ppt": 3.148, "exit_top": [ [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry_b__smart_exit_a", "name": "Sideways → Uptrend Transition · Smart Entry B · Ladder Pricing · Smart Exit A", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.58676, "median_net": -0.79876, "sum_net_pct": -3.521, "net_pnl_krw": -1794.23, "fees_krw": 266.94, "pf": 0.2423, "days": 4, "trade_sequence_dd_ppt": 4.646, "exit_top": [ [ "TIME_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry_b__smart_exit_b", "name": "Sideways → Uptrend Transition · Smart Entry B · Ladder Pricing · Smart Exit B", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 50.0, "wr_ci": [ 18.76, 81.24 ], "avg": -0.22362, "median_net": 0.10482, "sum_net_pct": -1.342, "net_pnl_krw": -1153.0, "fees_krw": 267.26, "pf": 0.5779, "days": 4, "trade_sequence_dd_ppt": 2.62, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TIME_STOP", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry_b__smart_exit_c", "name": "Sideways → Uptrend Transition · Smart Entry B · Ladder Pricing · Smart Exit C", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.47305, "median_net": -0.27954, "sum_net_pct": -2.838, "net_pnl_krw": -1345.05, "fees_krw": 267.16, "pf": 0.1838, "days": 4, "trade_sequence_dd_ppt": 3.148, "exit_top": [ [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_exit_a", "name": "Sideways → Uptrend Transition · Smart Exit A", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.68249, "median_net": -1.07427, "sum_net_pct": -4.095, "net_pnl_krw": -4676.5, "fees_krw": 555.97, "pf": 0.2714, "days": 4, "trade_sequence_dd_ppt": 5.62, "exit_top": [ [ "TIME_STOP", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_exit_b", "name": "Sideways → Uptrend Transition · Smart Exit B", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.569, "median_net": -0.49145, "sum_net_pct": -3.414, "net_pnl_krw": -3666.54, "fees_krw": 556.48, "pf": 0.3428, "days": 4, "trade_sequence_dd_ppt": 4.127, "exit_top": [ [ "TIME_STOP", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_exit_c", "name": "Sideways → Uptrend Transition · Smart Exit C", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-06", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.81793, "median_net": -1.07427, "sum_net_pct": -4.908, "net_pnl_krw": -5164.07, "fees_krw": 555.73, "pf": 0.1268, "days": 4, "trade_sequence_dd_ppt": 5.62, "exit_top": [ [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "conservative_breakout", "name": "Conservative Breakout", "strategy_type": "breakout", "group": "CORE", "from": "2026-10-11", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -1.23972, "median_net": -1.88985, "sum_net_pct": -4.959, "net_pnl_krw": -2806.88, "fees_krw": 180.19, "pf": 0.1453, "days": 2, "trade_sequence_dd_ppt": 5.802, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition", "name": "Sideways → Uptrend Transition", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-10", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.61647, "median_net": -0.8459, "sum_net_pct": -2.466, "net_pnl_krw": -2434.39, "fees_krw": 397.01, "pf": 0.4281, "days": 3, "trade_sequence_dd_ppt": 2.62, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry", "name": "Sideways → Uptrend Transition · Smart Entry A", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-10", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.47791, "median_net": -0.63439, "sum_net_pct": -1.912, "net_pnl_krw": -1286.56, "fees_krw": 137.13, "pf": 0.5084, "days": 3, "trade_sequence_dd_ppt": 2.62, "exit_top": [ [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "sideways_to_uptrend_transition__smart_entry_b", "name": "Sideways → Uptrend Transition · Smart Entry B · Ladder Pricing", "strategy_type": "sideways_to_uptrend_transition", "group": "CORE", "from": "2026-10-10", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.47791, "median_net": -0.63439, "sum_net_pct": -1.912, "net_pnl_krw": -1286.56, "fees_krw": 137.13, "pf": 0.5084, "days": 3, "trade_sequence_dd_ppt": 2.62, "exit_top": [ [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_4h", "name": "Relative Strength Rebound 4H", "strategy_type": "bearish_relative_rebound_4h", "group": "CORE", "from": "2026-10-07", "to": "2026-10-07", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -3.13534, "median_net": -3.13534, "sum_net_pct": -3.135, "net_pnl_krw": -1724.44, "fees_krw": 54.16, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.135, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_4h__smart_exit_b", "name": "Relative Strength Rebound 4H · Smart Exit B", "strategy_type": "bearish_relative_rebound_4h", "group": "CORE", "from": "2026-10-12", "to": "2026-10-12", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.02814, "median_net": 0.02814, "sum_net_pct": 0.028, "net_pnl_krw": 5.62, "fees_krw": 19.99, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "bearish_relative_rebound_4h__smart_exit_c", "name": "Relative Strength Rebound 4H · Smart Exit C", "strategy_type": "bearish_relative_rebound_4h", "group": "CORE", "from": "2026-10-12", "to": "2026-10-12", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.02814, "median_net": 0.02814, "sum_net_pct": 0.028, "net_pnl_krw": 5.62, "fees_krw": 19.99, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_soon_lag5", "name": "leadlag_1m_btc_soon_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 4, "wr": 75.0, "wr_ci": [ 30.06, 95.44 ], "avg": 0.53888, "median_net": 0.5574, "sum_net_pct": 2.156, "net_pnl_krw": 646.66, "fees_krw": 120.38, "pf": 3.9824, "days": 1, "trade_sequence_dd_ppt": 0.723, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_fold_lag3", "name": "leadlag_1m_eth_fold_lag3", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 3, "wr": 66.667, "wr_ci": [ 20.77, 93.85 ], "avg": 0.11016, "median_net": 0.52081, "sum_net_pct": 0.33, "net_pnl_krw": 99.14, "fees_krw": 90.09, "pf": 1.4609, "days": 1, "trade_sequence_dd_ppt": 0.717, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_ark_lag5", "name": "leadlag_1m_eth_ark_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 0.39299, "median_net": 0.39299, "sum_net_pct": 0.786, "net_pnl_krw": 235.79, "fees_krw": 60.15, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_0g_lag10", "name": "leadlag_1m_xrp_0g_lag10", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 0.87358, "median_net": 0.87358, "sum_net_pct": 1.747, "net_pnl_krw": 524.15, "fees_krw": 60.29, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TRAILING_STOP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_soon_lag15", "name": "leadlag_1m_xrp_soon_lag15", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.24418, "median_net": 0.24418, "sum_net_pct": 0.488, "net_pnl_krw": 146.51, "fees_krw": 60.1, "pf": 5.8836, "days": 1, "trade_sequence_dd_ppt": 0.1, "exit_top": [ [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_soon_lag2", "name": "leadlag_1m_xrp_soon_lag2", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.09739, "median_net": -0.09739, "sum_net_pct": -0.195, "net_pnl_krw": -58.44, "fees_krw": 60.0, "pf": 0.7622, "days": 1, "trade_sequence_dd_ppt": 0.819, "exit_top": [ [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_wld_lag1", "name": "leadlag_1m_xrp_wld_lag1", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-10-01", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.17725, "median_net": 0.17725, "sum_net_pct": 0.355, "net_pnl_krw": 106.35, "fees_krw": 60.08, "pf": 4.5451, "days": 2, "trade_sequence_dd_ppt": 0.1, "exit_top": [ [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_0g_lag5", "name": "leadlag_1m_btc_0g_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.75613, "median_net": -0.75613, "sum_net_pct": -0.756, "net_pnl_krw": -226.84, "fees_krw": 29.9, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.756, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_bera_lag5", "name": "leadlag_1m_btc_bera_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.47942, "median_net": 0.47942, "sum_net_pct": 0.479, "net_pnl_krw": 143.83, "fees_krw": 30.09, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_cashcat_lag3", "name": "leadlag_1m_btc_cashcat_lag3", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.31132, "median_net": 0.31132, "sum_net_pct": 0.311, "net_pnl_krw": 93.4, "fees_krw": 30.06, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_crv_lag2", "name": "leadlag_1m_btc_crv_lag2", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.48004, "median_net": -0.48004, "sum_net_pct": -0.48, "net_pnl_krw": -144.01, "fees_krw": 29.94, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.48, "exit_top": [ [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_drv_lag3", "name": "leadlag_1m_btc_drv_lag3", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.28295, "median_net": 0.28295, "sum_net_pct": 0.283, "net_pnl_krw": 84.89, "fees_krw": 30.06, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_hbar_lag15", "name": "leadlag_1m_btc_hbar_lag15", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.1, "median_net": -0.1, "sum_net_pct": -0.1, "net_pnl_krw": -30.0, "fees_krw": 30.0, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.1, "exit_top": [ [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_btc_soon_lag10", "name": "leadlag_1m_btc_soon_lag10", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.83601, "median_net": -0.83601, "sum_net_pct": -0.836, "net_pnl_krw": -250.8, "fees_krw": 29.89, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.836, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_algo_lag5", "name": "leadlag_1m_eth_algo_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -1.20442, "median_net": -1.20442, "sum_net_pct": -1.204, "net_pnl_krw": -361.33, "fees_krw": 29.83, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.204, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_ark_lag1", "name": "leadlag_1m_eth_ark_lag1", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 1.42985, "median_net": 1.42985, "sum_net_pct": 1.43, "net_pnl_krw": 428.95, "fees_krw": 30.23, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_lsk_lag1", "name": "leadlag_1m_eth_lsk_lag1", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.65339, "median_net": 0.65339, "sum_net_pct": 0.653, "net_pnl_krw": 196.02, "fees_krw": 30.11, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_mew_lag5", "name": "leadlag_1m_eth_mew_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.1, "median_net": -0.1, "sum_net_pct": -0.1, "net_pnl_krw": -30.0, "fees_krw": 30.0, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.1, "exit_top": [ [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_soon_lag15", "name": "leadlag_1m_eth_soon_lag15", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.21933, "median_net": 0.21933, "sum_net_pct": 0.219, "net_pnl_krw": 65.8, "fees_krw": 30.05, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_trac_lag5", "name": "leadlag_1m_eth_trac_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 1.49665, "median_net": 1.49665, "sum_net_pct": 1.497, "net_pnl_krw": 448.99, "fees_krw": 30.24, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_eth_xpl_lag3", "name": "leadlag_1m_eth_xpl_lag3", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.63493, "median_net": 0.63493, "sum_net_pct": 0.635, "net_pnl_krw": 190.48, "fees_krw": 30.11, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_sol_fold_lag1", "name": "leadlag_1m_sol_fold_lag1", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.62275, "median_net": -0.62275, "sum_net_pct": -0.623, "net_pnl_krw": -186.83, "fees_krw": 29.92, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.623, "exit_top": [ [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_sol_soon_lag3", "name": "leadlag_1m_sol_soon_lag3", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.32173, "median_net": 0.32173, "sum_net_pct": 0.322, "net_pnl_krw": 96.52, "fees_krw": 30.06, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_fold_lag1", "name": "leadlag_1m_xrp_fold_lag1", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-29", "to": "2026-09-29", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.1, "median_net": -0.1, "sum_net_pct": -0.1, "net_pnl_krw": -30.0, "fees_krw": 30.0, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.1, "exit_top": [ [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_fold_lag15", "name": "leadlag_1m_xrp_fold_lag15", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-09-30", "to": "2026-09-30", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.72796, "median_net": -0.72796, "sum_net_pct": -0.728, "net_pnl_krw": -218.39, "fees_krw": 29.91, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.728, "exit_top": [ [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "leadlag_1m_xrp_wld_lag5", "name": "leadlag_1m_xrp_wld_lag5", "strategy_type": "lead_lag", "group": "LEAD_LAG", "from": "2026-10-01", "to": "2026-10-01", "n": 1, "wr": 100.0, "wr_ci": [ 20.65, 100.0 ], "avg": 0.03636, "median_net": 0.03636, "sum_net_pct": 0.036, "net_pnl_krw": 10.91, "fees_krw": 30.02, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "feature_inference_core", "name": "Feature Inference Core · XGBoost", "strategy_type": "feature_inference_core", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 37, "wr": 40.541, "wr_ci": [ 26.35, 56.51 ], "avg": -0.06741, "median_net": -0.24985, "sum_net_pct": -2.494, "net_pnl_krw": -2488.77, "fees_krw": 3693.8, "pf": 0.9237, "days": 5, "trade_sequence_dd_ppt": 14.437, "exit_top": [ [ "TIME_STOP", 18 ], [ "STOP_LOSS", 11 ], [ "TRAILING_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_competing_risk_v3__smart_exit_c", "name": "High-Conviction Asymmetric · Competing Risk V3 · Smart Exit C", "strategy_type": "high_conviction_competing_risk", "group": "ML", "from": "2026-10-05", "to": "2026-10-12", "n": 33, "wr": 24.242, "wr_ci": [ 12.83, 41.02 ], "avg": -1.23958, "median_net": -1.75207, "sum_net_pct": -40.906, "net_pnl_krw": -39179.54, "fees_krw": 2886.41, "pf": 0.2017, "days": 8, "trade_sequence_dd_ppt": 41.441, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 15 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_competing_risk_v3__smart_exit_a", "name": "High-Conviction Asymmetric · Competing Risk V3 · Smart Exit A", "strategy_type": "high_conviction_competing_risk", "group": "ML", "from": "2026-10-05", "to": "2026-10-12", "n": 21, "wr": 28.571, "wr_ci": [ 13.81, 49.96 ], "avg": -1.09517, "median_net": -1.73223, "sum_net_pct": -22.999, "net_pnl_krw": -20386.07, "fees_krw": 1858.1, "pf": 0.3649, "days": 8, "trade_sequence_dd_ppt": 25.747, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 9 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 5 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_failure_vote_v2__smart_exit_c", "name": "High-Conviction Asymmetric · Failure Vote V2 · Smart Exit C", "strategy_type": "high_conviction_failure_vote", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 19, "wr": 31.579, "wr_ci": [ 15.36, 53.99 ], "avg": -0.91897, "median_net": -1.77028, "sum_net_pct": -17.46, "net_pnl_krw": -17460.27, "fees_krw": 1888.6, "pf": 0.3233, "days": 5, "trade_sequence_dd_ppt": 17.618, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 6 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_asymmetric_v1__smart_exit_c", "name": "High-Conviction Asymmetric · XGBoost V1 · Smart Exit C", "strategy_type": "high_conviction_asymmetric", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 18, "wr": 50.0, "wr_ci": [ 29.03, 70.97 ], "avg": -0.40193, "median_net": -0.31183, "sum_net_pct": -7.235, "net_pnl_krw": -7239.6, "fees_krw": 1793.22, "pf": 0.5457, "days": 5, "trade_sequence_dd_ppt": 7.633, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "SMART_EXIT_C_FAILURE", 7 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_competing_risk_v3", "name": "High-Conviction Asymmetric · Competing Risk V3", "strategy_type": "high_conviction_competing_risk", "group": "ML", "from": "2026-10-04", "to": "2026-10-11", "n": 16, "wr": 25.0, "wr_ci": [ 10.18, 49.5 ], "avg": -0.32234, "median_net": -0.68987, "sum_net_pct": -5.157, "net_pnl_krw": 2359.81, "fees_krw": 1149.05, "pf": 0.7573, "days": 8, "trade_sequence_dd_ppt": 15.054, "exit_top": [ [ "TIME_STOP", 9 ], [ "STOP_LOSS", 5 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_competing_risk_v3__smart_exit_b", "name": "High-Conviction Asymmetric · Competing Risk V3 · Smart Exit B", "strategy_type": "high_conviction_competing_risk", "group": "ML", "from": "2026-10-05", "to": "2026-10-09", "n": 16, "wr": 68.75, "wr_ci": [ 44.4, 85.84 ], "avg": 0.20834, "median_net": 0.65903, "sum_net_pct": 3.333, "net_pnl_krw": -3789.4, "fees_krw": 1367.32, "pf": 1.1969, "days": 5, "trade_sequence_dd_ppt": 12.696, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "STOP_LOSS", 5 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h", "name": "Quant Breakout 1H Candidate", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-09", "to": "2026-10-11", "n": 15, "wr": 26.667, "wr_ci": [ 10.9, 51.95 ], "avg": -0.42131, "median_net": -0.83313, "sum_net_pct": -6.32, "net_pnl_krw": -6304.26, "fees_krw": 1493.9, "pf": 0.3376, "days": 3, "trade_sequence_dd_ppt": 6.32, "exit_top": [ [ "TIME_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_failure_vote_v2", "name": "High-Conviction Asymmetric · Failure Vote V2", "strategy_type": "high_conviction_failure_vote", "group": "ML", "from": "2026-10-04", "to": "2026-10-12", "n": 14, "wr": 28.571, "wr_ci": [ 11.72, 54.65 ], "avg": -0.73397, "median_net": -1.10242, "sum_net_pct": -10.276, "net_pnl_krw": -9980.63, "fees_krw": 1163.76, "pf": 0.5615, "days": 6, "trade_sequence_dd_ppt": 17.23, "exit_top": [ [ "TIME_STOP", 6 ], [ "STOP_LOSS", 6 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_failure_vote_v2__smart_exit_a", "name": "High-Conviction Asymmetric · Failure Vote V2 · Smart Exit A", "strategy_type": "high_conviction_failure_vote", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 14, "wr": 21.429, "wr_ci": [ 7.57, 47.59 ], "avg": -0.4814, "median_net": -1.79678, "sum_net_pct": -6.74, "net_pnl_krw": -6790.66, "fees_krw": 1394.08, "pf": 0.7079, "days": 5, "trade_sequence_dd_ppt": 7.633, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 6 ], [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_failure_vote_v2__smart_exit_b", "name": "High-Conviction Asymmetric · Failure Vote V2 · Smart Exit B", "strategy_type": "high_conviction_failure_vote", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 13, "wr": 38.462, "wr_ci": [ 17.71, 64.48 ], "avg": -1.19143, "median_net": -1.83324, "sum_net_pct": -15.489, "net_pnl_krw": -15483.15, "fees_krw": 1290.78, "pf": 0.3419, "days": 5, "trade_sequence_dd_ppt": 15.646, "exit_top": [ [ "STOP_LOSS", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_asymmetric_v1", "name": "High-Conviction Asymmetric · XGBoost V1", "strategy_type": "high_conviction_asymmetric", "group": "ML", "from": "2026-10-04", "to": "2026-10-11", "n": 12, "wr": 41.667, "wr_ci": [ 19.33, 68.05 ], "avg": 0.31535, "median_net": -0.2358, "sum_net_pct": 3.784, "net_pnl_krw": -4271.53, "fees_krw": 947.18, "pf": 1.285, "days": 5, "trade_sequence_dd_ppt": 10.981, "exit_top": [ [ "TIME_STOP", 7 ], [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_asymmetric_v1__smart_exit_a", "name": "High-Conviction Asymmetric · XGBoost V1 · Smart Exit A", "strategy_type": "high_conviction_asymmetric", "group": "ML", "from": "2026-10-08", "to": "2026-10-11", "n": 12, "wr": 33.333, "wr_ci": [ 13.81, 60.94 ], "avg": -0.18132, "median_net": -1.20013, "sum_net_pct": -2.176, "net_pnl_krw": -2218.13, "fees_krw": 1197.09, "pf": 0.8528, "days": 4, "trade_sequence_dd_ppt": 6.652, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 4 ], [ "TIME_STOP", 4 ], [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_asymmetric_v1__smart_exit_b", "name": "High-Conviction Asymmetric · XGBoost V1 · Smart Exit B", "strategy_type": "high_conviction_asymmetric", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 12, "wr": 50.0, "wr_ci": [ 25.38, 74.62 ], "avg": -1.05024, "median_net": -0.31183, "sum_net_pct": -12.603, "net_pnl_krw": -12605.4, "fees_krw": 1191.69, "pf": 0.348, "days": 5, "trade_sequence_dd_ppt": 13.545, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_4h__smart_exit_a", "name": "Quant Breakout 4H Candidate · Smart Exit A", "strategy_type": "quant_breakout_4h", "group": "ML", "from": "2026-10-05", "to": "2026-10-12", "n": 9, "wr": 66.667, "wr_ci": [ 35.42, 87.94 ], "avg": 1.21486, "median_net": 0.91644, "sum_net_pct": 10.934, "net_pnl_krw": 1962.66, "fees_krw": 225.67, "pf": 3.5195, "days": 5, "trade_sequence_dd_ppt": 2.46, "exit_top": [ [ "TRAILING_STOP", 6 ], [ "STOP_LOSS", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_4h__smart_exit_b", "name": "Quant Breakout 4H Candidate · Smart Exit B", "strategy_type": "quant_breakout_4h", "group": "ML", "from": "2026-10-05", "to": "2026-10-12", "n": 9, "wr": 55.556, "wr_ci": [ 26.66, 81.12 ], "avg": -0.12631, "median_net": 0.29402, "sum_net_pct": -1.137, "net_pnl_krw": -661.7, "fees_krw": 224.36, "pf": 0.7876, "days": 5, "trade_sequence_dd_ppt": 3.078, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_4h__smart_exit_c", "name": "Quant Breakout 4H Candidate · Smart Exit C", "strategy_type": "quant_breakout_4h", "group": "ML", "from": "2026-10-05", "to": "2026-10-12", "n": 9, "wr": 55.556, "wr_ci": [ 26.66, 81.12 ], "avg": -0.05936, "median_net": 0.29402, "sum_net_pct": -0.534, "net_pnl_krw": -487.84, "fees_krw": 224.44, "pf": 0.8875, "days": 5, "trade_sequence_dd_ppt": 2.7, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_r5_smart_exit", "name": "High-Conviction V8-R5 · Smart Exit", "strategy_type": "high_conviction_v8_risk_variant", "group": "ML", "from": "2026-10-10", "to": "2026-10-12", "n": 8, "wr": 62.5, "wr_ci": [ 30.57, 86.32 ], "avg": 1.70787, "median_net": 1.07037, "sum_net_pct": 13.663, "net_pnl_krw": 4531.53, "fees_krw": 268.43, "pf": 4.2897, "days": 3, "trade_sequence_dd_ppt": 3.113, "exit_top": [ [ "V8-R5_SMART_STOP", 5 ], [ "V8-R5_TARGET", 3 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_lambdarank", "name": "High-Conviction V8 · LambdaRank Baseline", "strategy_type": "high_conviction_v8_risk_variant", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 7, "wr": 42.857, "wr_ci": [ 15.82, 74.95 ], "avg": 0.33247, "median_net": -0.1, "sum_net_pct": 2.327, "net_pnl_krw": 457.12, "fees_krw": 139.78, "pf": 1.4158, "days": 2, "trade_sequence_dd_ppt": 3.725, "exit_top": [ [ "V8_TIME_24H", 5 ], [ "V8_STOP", 1 ], [ "V8_TARGET", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_r6_cash_rotation", "name": "High-Conviction V8-R6 · Cash Rotation", "strategy_type": "high_conviction_v8_cash_rotation", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": 0.08909, "median_net": -0.58874, "sum_net_pct": 0.535, "net_pnl_krw": 502.21, "fees_krw": 599.43, "pf": 1.1757, "days": 2, "trade_sequence_dd_ppt": 3.043, "exit_top": [ [ "V8_R6_ROTATE_TO_CASH", 4 ], [ "V8_R6_ROTATE_TO_KRW-ANKR", 1 ], [ "V8_R6_ROTATE_TO_KRW-THETA", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_r1_capacity_aware", "name": "High-Conviction V8-R1 · Capacity-Aware", "strategy_type": "high_conviction_v8_risk_variant", "group": "ML", "from": "2026-10-10", "to": "2026-10-10", "n": 5, "wr": 60.0, "wr_ci": [ 23.07, 88.24 ], "avg": 0.58694, "median_net": 0.54693, "sum_net_pct": 2.935, "net_pnl_krw": 962.37, "fees_krw": 166.86, "pf": 1.5881, "days": 1, "trade_sequence_dd_ppt": 3.984, "exit_top": [ [ "V8-R1_TIME_24H", 3 ], [ "V8-R1_STOP", 1 ], [ "V8-R1_TARGET", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_r2_concentrated_rank", "name": "High-Conviction V8-R2 · Concentrated Rank", "strategy_type": "high_conviction_v8_risk_variant", "group": "ML", "from": "2026-10-10", "to": "2026-10-10", "n": 5, "wr": 60.0, "wr_ci": [ 23.07, 88.24 ], "avg": 0.58694, "median_net": 0.54693, "sum_net_pct": 2.935, "net_pnl_krw": 962.37, "fees_krw": 166.86, "pf": 1.5881, "days": 1, "trade_sequence_dd_ppt": 3.984, "exit_top": [ [ "V8-R2_TIME_24H", 3 ], [ "V8-R2_STOP", 1 ], [ "V8-R2_TARGET", 1 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_r4_risk_aware_rank", "name": "High-Conviction V8-R4 · Risk-Aware LambdaRank", "strategy_type": "high_conviction_v8_risk_variant", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 5, "wr": 60.0, "wr_ci": [ 23.07, 88.24 ], "avg": 2.37193, "median_net": 4.52731, "sum_net_pct": 11.86, "net_pnl_krw": 3930.05, "fees_krw": 168.12, "pf": 4.108, "days": 2, "trade_sequence_dd_ppt": 3.816, "exit_top": [ [ "V8-R4_TARGET", 3 ], [ "V8-R4_TIME_24H", 1 ], [ "V8-R4_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_4h", "name": "Quant Breakout 4H Candidate", "strategy_type": "quant_breakout_4h", "group": "ML", "from": "2026-10-08", "to": "2026-10-12", "n": 5, "wr": 60.0, "wr_ci": [ 23.07, 88.24 ], "avg": -0.08147, "median_net": 0.6659, "sum_net_pct": -0.407, "net_pnl_krw": 335.05, "fees_krw": 136.71, "pf": 0.8874, "days": 3, "trade_sequence_dd_ppt": 2.701, "exit_top": [ [ "TRAILING_STOP", 3 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "high_conviction_v8_r3_failure_risk_veto", "name": "High-Conviction V8-R3 · Failure-Risk Veto", "strategy_type": "high_conviction_v8_risk_variant", "group": "ML", "from": "2026-10-10", "to": "2026-10-10", "n": 4, "wr": 75.0, "wr_ci": [ 30.06, 95.44 ], "avg": 1.72969, "median_net": 1.12122, "sum_net_pct": 6.919, "net_pnl_krw": 2290.39, "fees_krw": 134.17, "pf": 7.8783, "days": 1, "trade_sequence_dd_ppt": 1.006, "exit_top": [ [ "V8-R3_TIME_24H", 3 ], [ "V8-R3_TARGET", 1 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065", "name": "Quant Breakout 1H Shadow p>=0.65", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.215, "median_net": -0.23282, "sum_net_pct": -0.645, "net_pnl_krw": -643.45, "fees_krw": 299.11, "pf": 0.1412, "days": 2, "trade_sequence_dd_ppt": 0.751, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry A", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.10457, "median_net": -0.23282, "sum_net_pct": -0.314, "net_pnl_krw": -84.24, "fees_krw": 113.14, "pf": 0.421, "days": 2, "trade_sequence_dd_ppt": 0.542, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry__smart_exit_a", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry A · Smart Exit A", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.10457, "median_net": -0.23282, "sum_net_pct": -0.314, "net_pnl_krw": -84.24, "fees_krw": 113.14, "pf": 0.421, "days": 2, "trade_sequence_dd_ppt": 0.542, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry__smart_exit_b", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry A · Smart Exit B", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.10457, "median_net": -0.23282, "sum_net_pct": -0.314, "net_pnl_krw": -84.24, "fees_krw": 113.14, "pf": 0.421, "days": 2, "trade_sequence_dd_ppt": 0.542, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry__smart_exit_c", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry A · Smart Exit C", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.09597, "median_net": -0.23282, "sum_net_pct": -0.288, "net_pnl_krw": -72.23, "fees_krw": 113.15, "pf": 0.4686, "days": 2, "trade_sequence_dd_ppt": 0.542, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry_b", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry B · Ladder Pricing", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.11456, "median_net": -0.23282, "sum_net_pct": -0.344, "net_pnl_krw": -98.21, "fees_krw": 113.14, "pf": 0.399, "days": 2, "trade_sequence_dd_ppt": 0.572, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry_b__smart_exit_a", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry B · Ladder Pricing · Smart Exit A", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.10597, "median_net": -0.23282, "sum_net_pct": -0.318, "net_pnl_krw": -86.2, "fees_krw": 113.14, "pf": 0.4441, "days": 2, "trade_sequence_dd_ppt": 0.572, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry_b__smart_exit_b", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry B · Ladder Pricing · Smart Exit B", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.07158, "median_net": -0.23282, "sum_net_pct": -0.215, "net_pnl_krw": -38.16, "fees_krw": 113.17, "pf": 0.6245, "days": 2, "trade_sequence_dd_ppt": 0.572, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_entry_b__smart_exit_c", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Entry B · Ladder Pricing · Smart Exit C", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.10597, "median_net": -0.23282, "sum_net_pct": -0.318, "net_pnl_krw": -86.2, "fees_krw": 113.14, "pf": 0.4441, "days": 2, "trade_sequence_dd_ppt": 0.572, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_exit_a", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Exit A", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.22358, "median_net": -0.23282, "sum_net_pct": -0.671, "net_pnl_krw": -669.14, "fees_krw": 299.1, "pf": 0.1069, "days": 2, "trade_sequence_dd_ppt": 0.751, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_exit_b", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Exit B", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.22358, "median_net": -0.23282, "sum_net_pct": -0.671, "net_pnl_krw": -669.14, "fees_krw": 299.1, "pf": 0.1069, "days": 2, "trade_sequence_dd_ppt": 0.751, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "quant_breakout_1h_shadow_065__smart_exit_c", "name": "Quant Breakout 1H Shadow p>=0.65 · Smart Exit C", "strategy_type": "quant_breakout_1h", "group": "ML", "from": "2026-10-10", "to": "2026-10-11", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.22358, "median_net": -0.23282, "sum_net_pct": -0.671, "net_pnl_krw": -669.14, "fees_krw": 299.1, "pf": 0.1069, "days": 2, "trade_sequence_dd_ppt": 0.751, "exit_top": [ [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro", "name": "MACD Impulse 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1613, "wr": 26.162, "wr_ci": [ 24.08, 28.36 ], "avg": -0.37997, "median_net": -0.70822, "sum_net_pct": -612.897, "net_pnl_krw": -611782.86, "fees_krw": 160859.7, "pf": 0.3409, "days": 6, "trade_sequence_dd_ppt": 612.918, "exit_top": [ [ "STOP_LOSS", 828 ], [ "TRAILING_STOP", 372 ], [ "TIME_STOP", 230 ], [ "FAST_FAIL_BREAKOUT", 183 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro", "name": "Bullish Candle Impulse 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1609, "wr": 22.25, "wr_ci": [ 20.28, 24.35 ], "avg": -0.37587, "median_net": -0.60353, "sum_net_pct": -604.771, "net_pnl_krw": -603638.31, "fees_krw": 160465.69, "pf": 0.3075, "days": 6, "trade_sequence_dd_ppt": 604.792, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 711 ], [ "STOP_LOSS", 364 ], [ "TRAILING_STOP", 280 ], [ "TIME_STOP", 254 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro", "name": "Bullish Candle Impulse 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1593, "wr": 22.536, "wr_ci": [ 20.55, 24.65 ], "avg": -0.37346, "median_net": -0.60995, "sum_net_pct": -594.928, "net_pnl_krw": -593747.56, "fees_krw": 158862.59, "pf": 0.3197, "days": 6, "trade_sequence_dd_ppt": 596.175, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 640 ], [ "STOP_LOSS", 392 ], [ "TRAILING_STOP", 301 ], [ "TIME_STOP", 260 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro", "name": "EMA Trend Continuation 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1550, "wr": 25.29, "wr_ci": [ 23.19, 27.51 ], "avg": -0.37127, "median_net": -0.63593, "sum_net_pct": -575.475, "net_pnl_krw": -574408.99, "fees_krw": 154571.09, "pf": 0.3245, "days": 6, "trade_sequence_dd_ppt": 576.794, "exit_top": [ [ "STOP_LOSS", 536 ], [ "FAST_FAIL_BREAKOUT", 410 ], [ "TRAILING_STOP", 321 ], [ "TIME_STOP", 283 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro", "name": "MACD Impulse 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1500, "wr": 25.0, "wr_ci": [ 22.87, 27.25 ], "avg": -0.39327, "median_net": -0.70714, "sum_net_pct": -589.908, "net_pnl_krw": -588921.67, "fees_krw": 149585.45, "pf": 0.3167, "days": 6, "trade_sequence_dd_ppt": 590.237, "exit_top": [ [ "STOP_LOSS", 720 ], [ "TRAILING_STOP", 332 ], [ "FAST_FAIL_BREAKOUT", 226 ], [ "TIME_STOP", 222 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro", "name": "EMA Trend Continuation 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1309, "wr": 25.057, "wr_ci": [ 22.79, 27.48 ], "avg": -0.35918, "median_net": -0.64575, "sum_net_pct": -470.162, "net_pnl_krw": -469164.91, "fees_krw": 130537.79, "pf": 0.3535, "days": 6, "trade_sequence_dd_ppt": 470.162, "exit_top": [ [ "STOP_LOSS", 438 ], [ "FAST_FAIL_BREAKOUT", 385 ], [ "TRAILING_STOP", 294 ], [ "TIME_STOP", 192 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro", "name": "Range Breakout 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1274, "wr": 21.429, "wr_ci": [ 19.26, 23.77 ], "avg": -0.40668, "median_net": -0.60736, "sum_net_pct": -518.115, "net_pnl_krw": -517017.0, "fees_krw": 127018.72, "pf": 0.2797, "days": 6, "trade_sequence_dd_ppt": 519.455, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 583 ], [ "STOP_LOSS", 284 ], [ "TRAILING_STOP", 239 ], [ "TIME_STOP", 168 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro", "name": "RSI Momentum 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1248, "wr": 26.122, "wr_ci": [ 23.76, 28.63 ], "avg": -0.38172, "median_net": -0.70822, "sum_net_pct": -476.392, "net_pnl_krw": -475675.51, "fees_krw": 124478.98, "pf": 0.3287, "days": 6, "trade_sequence_dd_ppt": 477.711, "exit_top": [ [ "STOP_LOSS", 635 ], [ "TRAILING_STOP", 290 ], [ "TIME_STOP", 184 ], [ "FAST_FAIL_BREAKOUT", 139 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro", "name": "Stochastic Reversal 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1209, "wr": 25.724, "wr_ci": [ 23.34, 28.26 ], "avg": -0.3235, "median_net": -0.56618, "sum_net_pct": -391.106, "net_pnl_krw": -390429.72, "fees_krw": 120633.2, "pf": 0.3503, "days": 6, "trade_sequence_dd_ppt": 391.106, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 468 ], [ "STOP_LOSS", 296 ], [ "TIME_STOP", 227 ], [ "TRAILING_STOP", 218 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro", "name": "EMA Pullback Reclaim 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1177, "wr": 27.018, "wr_ci": [ 24.56, 29.63 ], "avg": -0.34033, "median_net": -0.67443, "sum_net_pct": -400.563, "net_pnl_krw": -399931.97, "fees_krw": 117417.92, "pf": 0.3719, "days": 6, "trade_sequence_dd_ppt": 400.563, "exit_top": [ [ "STOP_LOSS", 496 ], [ "TRAILING_STOP", 251 ], [ "TIME_STOP", 218 ], [ "FAST_FAIL_BREAKOUT", 212 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro", "name": "RSI Momentum 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1124, "wr": 27.313, "wr_ci": [ 24.79, 29.99 ], "avg": -0.36064, "median_net": -0.70211, "sum_net_pct": -405.364, "net_pnl_krw": -404795.33, "fees_krw": 112119.57, "pf": 0.3593, "days": 6, "trade_sequence_dd_ppt": 405.364, "exit_top": [ [ "STOP_LOSS", 543 ], [ "TRAILING_STOP", 278 ], [ "FAST_FAIL_BREAKOUT", 160 ], [ "TIME_STOP", 143 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro", "name": "VWAP Reclaim 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1116, "wr": 24.462, "wr_ci": [ 22.03, 27.07 ], "avg": -0.35369, "median_net": -0.6233, "sum_net_pct": -394.715, "net_pnl_krw": -394134.68, "fees_krw": 111338.22, "pf": 0.3325, "days": 6, "trade_sequence_dd_ppt": 394.715, "exit_top": [ [ "STOP_LOSS", 379 ], [ "FAST_FAIL_BREAKOUT", 333 ], [ "TRAILING_STOP", 211 ], [ "TIME_STOP", 193 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro", "name": "VWAP Reclaim 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1115, "wr": 26.457, "wr_ci": [ 23.95, 29.12 ], "avg": -0.30133, "median_net": -0.5879, "sum_net_pct": -335.983, "net_pnl_krw": -335519.86, "fees_krw": 111263.78, "pf": 0.3945, "days": 6, "trade_sequence_dd_ppt": 337.335, "exit_top": [ [ "STOP_LOSS", 365 ], [ "FAST_FAIL_BREAKOUT", 291 ], [ "TRAILING_STOP", 233 ], [ "TIME_STOP", 226 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro__smart_exit_b", "name": "Bullish Candle Impulse 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1100, "wr": 23.364, "wr_ci": [ 20.96, 25.95 ], "avg": -0.36884, "median_net": -0.60736, "sum_net_pct": -405.727, "net_pnl_krw": -404418.83, "fees_krw": 109621.0, "pf": 0.3159, "days": 6, "trade_sequence_dd_ppt": 405.748, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 464 ], [ "STOP_LOSS", 251 ], [ "TIME_STOP", 189 ], [ "TRAILING_STOP", 125 ], [ "SMART_EXIT_B_PROFIT_LOCK", 71 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro__smart_exit_a", "name": "Bullish Candle Impulse 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1098, "wr": 22.404, "wr_ci": [ 20.04, 24.96 ], "avg": -0.38705, "median_net": -0.61126, "sum_net_pct": -424.986, "net_pnl_krw": -423226.83, "fees_krw": 109333.53, "pf": 0.2933, "days": 6, "trade_sequence_dd_ppt": 424.986, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 467 ], [ "STOP_LOSS", 251 ], [ "TIME_STOP", 190 ], [ "TRAILING_STOP", 190 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro", "name": "Range Breakout 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1089, "wr": 21.488, "wr_ci": [ 19.15, 24.03 ], "avg": -0.40391, "median_net": -0.6233, "sum_net_pct": -439.863, "net_pnl_krw": -438972.39, "fees_krw": 108570.73, "pf": 0.2962, "days": 6, "trade_sequence_dd_ppt": 440.034, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 511 ], [ "STOP_LOSS", 247 ], [ "TRAILING_STOP", 207 ], [ "TIME_STOP", 124 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro__smart_exit_c", "name": "Bullish Candle Impulse 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1088, "wr": 22.886, "wr_ci": [ 20.49, 25.48 ], "avg": -0.37324, "median_net": -0.60736, "sum_net_pct": -406.08, "net_pnl_krw": -404201.59, "fees_krw": 108344.69, "pf": 0.3088, "days": 6, "trade_sequence_dd_ppt": 406.101, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 465 ], [ "STOP_LOSS", 246 ], [ "TIME_STOP", 184 ], [ "TRAILING_STOP", 122 ], [ "SMART_EXIT_C_PROFIT_LOCK", 71 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro__smart_exit_a", "name": "Bullish Candle Impulse 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1028, "wr": 22.763, "wr_ci": [ 20.3, 25.42 ], "avg": -0.38543, "median_net": -0.63165, "sum_net_pct": -396.218, "net_pnl_krw": -393796.25, "fees_krw": 102280.59, "pf": 0.3014, "days": 6, "trade_sequence_dd_ppt": 396.239, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 385 ], [ "STOP_LOSS", 264 ], [ "TIME_STOP", 192 ], [ "TRAILING_STOP", 187 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro__smart_exit_b", "name": "Bullish Candle Impulse 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1023, "wr": 22.385, "wr_ci": [ 19.94, 25.04 ], "avg": -0.39027, "median_net": -0.62617, "sum_net_pct": -399.248, "net_pnl_krw": -396799.52, "fees_krw": 101775.75, "pf": 0.2948, "days": 6, "trade_sequence_dd_ppt": 399.269, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 389 ], [ "STOP_LOSS", 259 ], [ "TIME_STOP", 190 ], [ "TRAILING_STOP", 179 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro__smart_exit_c", "name": "Bullish Candle Impulse 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1023, "wr": 22.092, "wr_ci": [ 19.66, 24.74 ], "avg": -0.3952, "median_net": -0.63052, "sum_net_pct": -404.294, "net_pnl_krw": -401833.46, "fees_krw": 101772.34, "pf": 0.2894, "days": 6, "trade_sequence_dd_ppt": 404.315, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 391 ], [ "STOP_LOSS", 262 ], [ "TIME_STOP", 183 ], [ "TRAILING_STOP", 182 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__smart_exit_a", "name": "MACD Impulse 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1019, "wr": 21.59, "wr_ci": [ 19.17, 24.22 ], "avg": -0.40949, "median_net": -0.62744, "sum_net_pct": -417.274, "net_pnl_krw": -417582.32, "fees_krw": 101443.75, "pf": 0.2715, "days": 6, "trade_sequence_dd_ppt": 418.629, "exit_top": [ [ "STOP_LOSS", 357 ], [ "TRAILING_STOP", 200 ], [ "SMART_EXIT_A_FAILURE", 198 ], [ "FAST_FAIL_BREAKOUT", 162 ], [ "TIME_STOP", 102 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__smart_exit_c", "name": "MACD Impulse 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1013, "wr": 21.52, "wr_ci": [ 19.1, 24.16 ], "avg": -0.40791, "median_net": -0.63449, "sum_net_pct": -413.216, "net_pnl_krw": -413531.79, "fees_krw": 100846.67, "pf": 0.2785, "days": 6, "trade_sequence_dd_ppt": 414.336, "exit_top": [ [ "STOP_LOSS", 363 ], [ "SMART_EXIT_C_FAILURE", 189 ], [ "FAST_FAIL_BREAKOUT", 161 ], [ "TRAILING_STOP", 132 ], [ "TIME_STOP", 101 ], [ "SMART_EXIT_C_PROFIT_LOCK", 67 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro__smart_exit_b", "name": "EMA Trend Continuation 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1006, "wr": 23.062, "wr_ci": [ 20.56, 25.76 ], "avg": -0.42726, "median_net": -0.67635, "sum_net_pct": -429.824, "net_pnl_krw": -428757.67, "fees_krw": 100248.28, "pf": 0.2493, "days": 6, "trade_sequence_dd_ppt": 429.824, "exit_top": [ [ "STOP_LOSS", 369 ], [ "FAST_FAIL_BREAKOUT", 257 ], [ "TIME_STOP", 207 ], [ "TRAILING_STOP", 118 ], [ "SMART_EXIT_B_PROFIT_LOCK", 55 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro__smart_exit_c", "name": "EMA Trend Continuation 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1005, "wr": 22.985, "wr_ci": [ 20.49, 25.69 ], "avg": -0.42803, "median_net": -0.67443, "sum_net_pct": -430.175, "net_pnl_krw": -428996.12, "fees_krw": 100068.72, "pf": 0.2451, "days": 6, "trade_sequence_dd_ppt": 430.175, "exit_top": [ [ "STOP_LOSS", 365 ], [ "FAST_FAIL_BREAKOUT", 258 ], [ "TIME_STOP", 208 ], [ "TRAILING_STOP", 120 ], [ "SMART_EXIT_C_PROFIT_LOCK", 54 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro", "name": "Donchian Breakout 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1004, "wr": 26.295, "wr_ci": [ 23.67, 29.1 ], "avg": -0.35309, "median_net": -0.63665, "sum_net_pct": -354.507, "net_pnl_krw": -353847.6, "fees_krw": 100141.85, "pf": 0.3633, "days": 6, "trade_sequence_dd_ppt": 355.847, "exit_top": [ [ "STOP_LOSS", 342 ], [ "FAST_FAIL_BREAKOUT", 301 ], [ "TRAILING_STOP", 224 ], [ "TIME_STOP", 137 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro__smart_exit_a", "name": "EMA Trend Continuation 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 1001, "wr": 22.577, "wr_ci": [ 20.1, 25.27 ], "avg": -0.42571, "median_net": -0.66567, "sum_net_pct": -426.133, "net_pnl_krw": -424953.12, "fees_krw": 99668.22, "pf": 0.2474, "days": 6, "trade_sequence_dd_ppt": 426.133, "exit_top": [ [ "STOP_LOSS", 358 ], [ "FAST_FAIL_BREAKOUT", 258 ], [ "TIME_STOP", 220 ], [ "TRAILING_STOP", 165 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro__smart_exit_a", "name": "MACD Impulse 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 992, "wr": 26.008, "wr_ci": [ 23.37, 28.83 ], "avg": -0.38416, "median_net": -0.70945, "sum_net_pct": -381.09, "net_pnl_krw": -379087.7, "fees_krw": 98772.02, "pf": 0.3278, "days": 6, "trade_sequence_dd_ppt": 381.111, "exit_top": [ [ "STOP_LOSS", 492 ], [ "TRAILING_STOP", 227 ], [ "TIME_STOP", 163 ], [ "FAST_FAIL_BREAKOUT", 110 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro__smart_exit_b", "name": "MACD Impulse 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 986, "wr": 26.268, "wr_ci": [ 23.62, 29.1 ], "avg": -0.37933, "median_net": -0.70688, "sum_net_pct": -374.016, "net_pnl_krw": -371288.15, "fees_krw": 98095.81, "pf": 0.3343, "days": 6, "trade_sequence_dd_ppt": 374.037, "exit_top": [ [ "STOP_LOSS", 487 ], [ "TIME_STOP", 162 ], [ "TRAILING_STOP", 145 ], [ "FAST_FAIL_BREAKOUT", 110 ], [ "SMART_EXIT_B_PROFIT_LOCK", 82 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro__smart_exit_c", "name": "MACD Impulse 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 977, "wr": 26.1, "wr_ci": [ 23.44, 28.94 ], "avg": -0.38109, "median_net": -0.70576, "sum_net_pct": -372.32, "net_pnl_krw": -369584.05, "fees_krw": 97194.43, "pf": 0.3298, "days": 6, "trade_sequence_dd_ppt": 372.341, "exit_top": [ [ "STOP_LOSS", 479 ], [ "TIME_STOP", 167 ], [ "TRAILING_STOP", 142 ], [ "FAST_FAIL_BREAKOUT", 110 ], [ "SMART_EXIT_C_PROFIT_LOCK", 79 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__smart_exit_b", "name": "MACD Impulse 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 968, "wr": 23.864, "wr_ci": [ 21.29, 26.65 ], "avg": -0.40568, "median_net": -0.7048, "sum_net_pct": -392.699, "net_pnl_krw": -392753.35, "fees_krw": 96360.95, "pf": 0.2926, "days": 6, "trade_sequence_dd_ppt": 393.475, "exit_top": [ [ "STOP_LOSS", 459 ], [ "FAST_FAIL_BREAKOUT", 158 ], [ "TIME_STOP", 147 ], [ "TRAILING_STOP", 136 ], [ "SMART_EXIT_B_PROFIT_LOCK", 68 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro", "name": "Stochastic Reversal 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 942, "wr": 24.31, "wr_ci": [ 21.68, 27.15 ], "avg": -0.33109, "median_net": -0.55639, "sum_net_pct": -311.888, "net_pnl_krw": -311436.7, "fees_krw": 93982.06, "pf": 0.3291, "days": 6, "trade_sequence_dd_ppt": 312.02, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 364 ], [ "STOP_LOSS", 213 ], [ "TIME_STOP", 193 ], [ "TRAILING_STOP", 172 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro", "name": "EMA Pullback Reclaim 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 935, "wr": 27.059, "wr_ci": [ 24.31, 30.0 ], "avg": -0.33753, "median_net": -0.68622, "sum_net_pct": -315.589, "net_pnl_krw": -315046.29, "fees_krw": 93267.01, "pf": 0.391, "days": 6, "trade_sequence_dd_ppt": 316.334, "exit_top": [ [ "STOP_LOSS", 382 ], [ "TRAILING_STOP", 220 ], [ "FAST_FAIL_BREAKOUT", 192 ], [ "TIME_STOP", 141 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro", "name": "Donchian Breakout 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 842, "wr": 25.772, "wr_ci": [ 22.93, 28.83 ], "avg": -0.35743, "median_net": -0.63307, "sum_net_pct": -300.954, "net_pnl_krw": -300479.3, "fees_krw": 83987.72, "pf": 0.3512, "days": 6, "trade_sequence_dd_ppt": 301.526, "exit_top": [ [ "STOP_LOSS", 290 ], [ "FAST_FAIL_BREAKOUT", 260 ], [ "TRAILING_STOP", 193 ], [ "TIME_STOP", 99 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro__smart_exit_c", "name": "EMA Trend Continuation 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 842, "wr": 23.397, "wr_ci": [ 20.66, 26.37 ], "avg": -0.39189, "median_net": -0.63737, "sum_net_pct": -329.972, "net_pnl_krw": -328295.43, "fees_krw": 83794.17, "pf": 0.3087, "days": 6, "trade_sequence_dd_ppt": 329.972, "exit_top": [ [ "STOP_LOSS", 274 ], [ "FAST_FAIL_BREAKOUT", 264 ], [ "TRAILING_STOP", 172 ], [ "TIME_STOP", 129 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro__smart_exit_b", "name": "EMA Trend Continuation 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 836, "wr": 23.445, "wr_ci": [ 20.7, 26.43 ], "avg": -0.39314, "median_net": -0.64817, "sum_net_pct": -328.664, "net_pnl_krw": -326966.14, "fees_krw": 83193.1, "pf": 0.3095, "days": 6, "trade_sequence_dd_ppt": 328.664, "exit_top": [ [ "STOP_LOSS", 271 ], [ "FAST_FAIL_BREAKOUT", 262 ], [ "TRAILING_STOP", 172 ], [ "TIME_STOP", 128 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro__smart_exit_a", "name": "EMA Trend Continuation 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 833, "wr": 23.529, "wr_ci": [ 20.77, 26.53 ], "avg": -0.39226, "median_net": -0.65323, "sum_net_pct": -326.751, "net_pnl_krw": -325056.11, "fees_krw": 82894.07, "pf": 0.3146, "days": 6, "trade_sequence_dd_ppt": 326.751, "exit_top": [ [ "STOP_LOSS", 274 ], [ "FAST_FAIL_BREAKOUT", 258 ], [ "TRAILING_STOP", 176 ], [ "TIME_STOP", 125 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro__smart_exit_b", "name": "Stochastic Reversal 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 777, "wr": 25.483, "wr_ci": [ 22.54, 28.66 ], "avg": -0.34175, "median_net": -0.57595, "sum_net_pct": -265.541, "net_pnl_krw": -264656.07, "fees_krw": 77439.75, "pf": 0.3165, "days": 6, "trade_sequence_dd_ppt": 266.531, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 281 ], [ "STOP_LOSS", 208 ], [ "TIME_STOP", 151 ], [ "TRAILING_STOP", 121 ], [ "SMART_EXIT_B_PROFIT_LOCK", 16 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro__smart_exit_a", "name": "Stochastic Reversal 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 772, "wr": 25.0, "wr_ci": [ 22.07, 28.17 ], "avg": -0.35116, "median_net": -0.58519, "sum_net_pct": -271.094, "net_pnl_krw": -270199.47, "fees_krw": 76937.54, "pf": 0.3058, "days": 6, "trade_sequence_dd_ppt": 271.094, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 277 ], [ "STOP_LOSS", 207 ], [ "TIME_STOP", 151 ], [ "TRAILING_STOP", 137 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro__smart_exit_c", "name": "Stochastic Reversal 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 768, "wr": 25.651, "wr_ci": [ 22.69, 28.86 ], "avg": -0.33134, "median_net": -0.56336, "sum_net_pct": -254.473, "net_pnl_krw": -253590.6, "fees_krw": 76544.74, "pf": 0.3263, "days": 6, "trade_sequence_dd_ppt": 255.796, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 275 ], [ "STOP_LOSS", 204 ], [ "TIME_STOP", 150 ], [ "TRAILING_STOP", 123 ], [ "SMART_EXIT_C_PROFIT_LOCK", 16 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__smart_exit_c", "name": "Range Breakout 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 765, "wr": 22.353, "wr_ci": [ 19.54, 25.44 ], "avg": -0.39551, "median_net": -0.59176, "sum_net_pct": -302.564, "net_pnl_krw": -302292.94, "fees_krw": 76045.11, "pf": 0.2832, "days": 6, "trade_sequence_dd_ppt": 302.743, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 334 ], [ "STOP_LOSS", 169 ], [ "TIME_STOP", 120 ], [ "TRAILING_STOP", 113 ], [ "SMART_EXIT_C_PROFIT_LOCK", 29 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__smart_exit_a", "name": "Range Breakout 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 756, "wr": 22.487, "wr_ci": [ 19.65, 25.6 ], "avg": -0.40133, "median_net": -0.60513, "sum_net_pct": -303.408, "net_pnl_krw": -302375.51, "fees_krw": 75062.31, "pf": 0.2811, "days": 6, "trade_sequence_dd_ppt": 303.429, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 332 ], [ "STOP_LOSS", 169 ], [ "TRAILING_STOP", 141 ], [ "TIME_STOP", 114 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__smart_exit_b", "name": "Range Breakout 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 751, "wr": 22.503, "wr_ci": [ 19.66, 25.63 ], "avg": -0.39963, "median_net": -0.59809, "sum_net_pct": -300.124, "net_pnl_krw": -299849.18, "fees_krw": 74643.96, "pf": 0.2815, "days": 6, "trade_sequence_dd_ppt": 300.304, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 328 ], [ "STOP_LOSS", 169 ], [ "TIME_STOP", 114 ], [ "TRAILING_STOP", 112 ], [ "SMART_EXIT_B_PROFIT_LOCK", 28 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro__smart_exit_a", "name": "VWAP Reclaim 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 749, "wr": 20.828, "wr_ci": [ 18.07, 23.88 ], "avg": -0.33781, "median_net": -0.5302, "sum_net_pct": -253.019, "net_pnl_krw": -251839.9, "fees_krw": 74570.06, "pf": 0.3152, "days": 6, "trade_sequence_dd_ppt": 253.019, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 207 ], [ "SMART_EXIT_A_FAILURE", 198 ], [ "TRAILING_STOP", 126 ], [ "STOP_LOSS", 120 ], [ "TIME_STOP", 98 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro__smart_exit_c", "name": "VWAP Reclaim 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 742, "wr": 20.62, "wr_ci": [ 17.86, 23.68 ], "avg": -0.33445, "median_net": -0.51966, "sum_net_pct": -248.16, "net_pnl_krw": -246980.23, "fees_krw": 73873.4, "pf": 0.3108, "days": 6, "trade_sequence_dd_ppt": 248.16, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 210 ], [ "SMART_EXIT_C_FAILURE", 192 ], [ "STOP_LOSS", 121 ], [ "TRAILING_STOP", 120 ], [ "TIME_STOP", 98 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro__smart_exit_b", "name": "RSI Momentum 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 736, "wr": 23.098, "wr_ci": [ 20.2, 26.28 ], "avg": -0.42855, "median_net": -0.70668, "sum_net_pct": -315.415, "net_pnl_krw": -314676.75, "fees_krw": 73348.74, "pf": 0.2661, "days": 6, "trade_sequence_dd_ppt": 315.415, "exit_top": [ [ "STOP_LOSS", 369 ], [ "TIME_STOP", 128 ], [ "TRAILING_STOP", 101 ], [ "FAST_FAIL_BREAKOUT", 87 ], [ "SMART_EXIT_B_PROFIT_LOCK", 51 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro__smart_exit_c", "name": "VWAP Reclaim 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 730, "wr": 22.466, "wr_ci": [ 19.59, 25.63 ], "avg": -0.30615, "median_net": -0.50397, "sum_net_pct": -223.49, "net_pnl_krw": -222718.74, "fees_krw": 72762.37, "pf": 0.3477, "days": 6, "trade_sequence_dd_ppt": 223.49, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 235 ], [ "FAST_FAIL_BREAKOUT", 167 ], [ "TRAILING_STOP", 121 ], [ "STOP_LOSS", 106 ], [ "TIME_STOP", 100 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro__smart_exit_a", "name": "VWAP Reclaim 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 729, "wr": 23.045, "wr_ci": [ 20.13, 26.24 ], "avg": -0.30736, "median_net": -0.50838, "sum_net_pct": -224.064, "net_pnl_krw": -223262.47, "fees_krw": 72660.16, "pf": 0.352, "days": 6, "trade_sequence_dd_ppt": 224.064, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 229 ], [ "FAST_FAIL_BREAKOUT", 168 ], [ "TRAILING_STOP", 127 ], [ "STOP_LOSS", 106 ], [ "TIME_STOP", 99 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro__smart_exit_a", "name": "EMA Pullback Reclaim 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 723, "wr": 24.481, "wr_ci": [ 21.49, 27.75 ], "avg": -0.39919, "median_net": -0.69383, "sum_net_pct": -288.613, "net_pnl_krw": -287461.67, "fees_krw": 72026.97, "pf": 0.2916, "days": 6, "trade_sequence_dd_ppt": 288.613, "exit_top": [ [ "STOP_LOSS", 306 ], [ "TIME_STOP", 150 ], [ "FAST_FAIL_BREAKOUT", 136 ], [ "TRAILING_STOP", 131 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro__smart_exit_b", "name": "VWAP Reclaim 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 717, "wr": 25.384, "wr_ci": [ 22.33, 28.69 ], "avg": -0.33242, "median_net": -0.61654, "sum_net_pct": -238.345, "net_pnl_krw": -236941.38, "fees_krw": 71378.49, "pf": 0.3531, "days": 6, "trade_sequence_dd_ppt": 238.345, "exit_top": [ [ "STOP_LOSS", 239 ], [ "FAST_FAIL_BREAKOUT", 205 ], [ "TIME_STOP", 141 ], [ "TRAILING_STOP", 131 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro__smart_exit_b", "name": "EMA Pullback Reclaim 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 715, "wr": 25.175, "wr_ci": [ 22.13, 28.48 ], "avg": -0.39099, "median_net": -0.68622, "sum_net_pct": -279.556, "net_pnl_krw": -278423.5, "fees_krw": 71232.88, "pf": 0.3009, "days": 6, "trade_sequence_dd_ppt": 279.556, "exit_top": [ [ "STOP_LOSS", 303 ], [ "TIME_STOP", 147 ], [ "FAST_FAIL_BREAKOUT", 130 ], [ "TRAILING_STOP", 85 ], [ "SMART_EXIT_B_PROFIT_LOCK", 50 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro__smart_exit_c", "name": "EMA Pullback Reclaim 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 710, "wr": 24.789, "wr_ci": [ 21.75, 28.09 ], "avg": -0.38936, "median_net": -0.67933, "sum_net_pct": -276.448, "net_pnl_krw": -276021.7, "fees_krw": 70814.85, "pf": 0.3008, "days": 6, "trade_sequence_dd_ppt": 276.448, "exit_top": [ [ "STOP_LOSS", 300 ], [ "TIME_STOP", 149 ], [ "FAST_FAIL_BREAKOUT", 129 ], [ "TRAILING_STOP", 80 ], [ "SMART_EXIT_C_PROFIT_LOCK", 52 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro__smart_exit_b", "name": "VWAP Reclaim 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 702, "wr": 28.063, "wr_ci": [ 24.87, 31.5 ], "avg": -0.28097, "median_net": -0.59134, "sum_net_pct": -197.243, "net_pnl_krw": -196482.06, "fees_krw": 69974.7, "pf": 0.421, "days": 6, "trade_sequence_dd_ppt": 197.243, "exit_top": [ [ "STOP_LOSS", 235 ], [ "FAST_FAIL_BREAKOUT", 162 ], [ "TIME_STOP", 158 ], [ "TRAILING_STOP", 144 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__smart_exit_c", "name": "Range Breakout 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 679, "wr": 21.944, "wr_ci": [ 18.99, 25.21 ], "avg": -0.40735, "median_net": -0.60995, "sum_net_pct": -276.587, "net_pnl_krw": -275385.73, "fees_krw": 67617.7, "pf": 0.2777, "days": 6, "trade_sequence_dd_ppt": 276.609, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 314 ], [ "STOP_LOSS", 152 ], [ "TRAILING_STOP", 95 ], [ "TIME_STOP", 93 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__smart_exit_a", "name": "Range Breakout 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 676, "wr": 22.041, "wr_ci": [ 19.08, 25.32 ], "avg": -0.41607, "median_net": -0.61623, "sum_net_pct": -281.267, "net_pnl_krw": -279572.44, "fees_krw": 67235.92, "pf": 0.27, "days": 6, "trade_sequence_dd_ppt": 281.288, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 313 ], [ "STOP_LOSS", 148 ], [ "TRAILING_STOP", 118 ], [ "TIME_STOP", 97 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__smart_exit_b", "name": "Range Breakout 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 672, "wr": 21.875, "wr_ci": [ 18.91, 25.16 ], "avg": -0.41445, "median_net": -0.61256, "sum_net_pct": -278.513, "net_pnl_krw": -276829.94, "fees_krw": 66838.75, "pf": 0.273, "days": 6, "trade_sequence_dd_ppt": 278.534, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 311 ], [ "STOP_LOSS", 148 ], [ "TIME_STOP", 94 ], [ "TRAILING_STOP", 94 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro__smart_exit_b", "name": "RSI Momentum 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 660, "wr": 28.03, "wr_ci": [ 24.74, 31.58 ], "avg": -0.3626, "median_net": -0.65846, "sum_net_pct": -239.317, "net_pnl_krw": -238595.41, "fees_krw": 65755.17, "pf": 0.3411, "days": 6, "trade_sequence_dd_ppt": 239.317, "exit_top": [ [ "STOP_LOSS", 301 ], [ "TIME_STOP", 106 ], [ "TRAILING_STOP", 106 ], [ "FAST_FAIL_BREAKOUT", 89 ], [ "SMART_EXIT_B_PROFIT_LOCK", 58 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro__smart_exit_a", "name": "RSI Momentum 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 659, "wr": 28.376, "wr_ci": [ 25.07, 31.94 ], "avg": -0.35128, "median_net": -0.65682, "sum_net_pct": -231.493, "net_pnl_krw": -230770.77, "fees_krw": 65658.92, "pf": 0.359, "days": 6, "trade_sequence_dd_ppt": 231.493, "exit_top": [ [ "STOP_LOSS", 296 ], [ "TRAILING_STOP", 167 ], [ "TIME_STOP", 106 ], [ "FAST_FAIL_BREAKOUT", 90 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro", "name": "Bollinger Squeeze Breakout 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 658, "wr": 25.228, "wr_ci": [ 22.06, 28.68 ], "avg": -0.31958, "median_net": -0.57861, "sum_net_pct": -210.285, "net_pnl_krw": -210053.53, "fees_krw": 65663.39, "pf": 0.3535, "days": 6, "trade_sequence_dd_ppt": 210.892, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 215 ], [ "STOP_LOSS", 185 ], [ "TIME_STOP", 139 ], [ "TRAILING_STOP", 119 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro__smart_exit_c", "name": "RSI Momentum 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 657, "wr": 28.158, "wr_ci": [ 24.85, 31.72 ], "avg": -0.35764, "median_net": -0.65528, "sum_net_pct": -234.971, "net_pnl_krw": -234261.4, "fees_krw": 65457.71, "pf": 0.3461, "days": 6, "trade_sequence_dd_ppt": 234.971, "exit_top": [ [ "STOP_LOSS", 298 ], [ "TIME_STOP", 106 ], [ "TRAILING_STOP", 106 ], [ "FAST_FAIL_BREAKOUT", 89 ], [ "SMART_EXIT_C_PROFIT_LOCK", 58 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro__smart_exit_c", "name": "Stochastic Reversal 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 574, "wr": 23.345, "wr_ci": [ 20.07, 26.98 ], "avg": -0.35987, "median_net": -0.57297, "sum_net_pct": -206.563, "net_pnl_krw": -206292.67, "fees_krw": 57261.4, "pf": 0.2787, "days": 6, "trade_sequence_dd_ppt": 206.563, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 221 ], [ "STOP_LOSS", 132 ], [ "TIME_STOP", 119 ], [ "TRAILING_STOP", 70 ], [ "SMART_EXIT_C_PROFIT_LOCK", 32 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro", "name": "Bollinger Squeeze Breakout 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 571, "wr": 25.394, "wr_ci": [ 22.0, 29.12 ], "avg": -0.3261, "median_net": -0.58363, "sum_net_pct": -186.204, "net_pnl_krw": -186018.93, "fees_krw": 56978.64, "pf": 0.3452, "days": 6, "trade_sequence_dd_ppt": 186.618, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 192 ], [ "STOP_LOSS", 166 ], [ "TRAILING_STOP", 109 ], [ "TIME_STOP", 104 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro__smart_exit_b", "name": "Stochastic Reversal 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 569, "wr": 22.671, "wr_ci": [ 19.42, 26.29 ], "avg": -0.37507, "median_net": -0.58285, "sum_net_pct": -213.413, "net_pnl_krw": -213130.96, "fees_krw": 56758.97, "pf": 0.263, "days": 6, "trade_sequence_dd_ppt": 213.413, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 220 ], [ "STOP_LOSS", 135 ], [ "TIME_STOP", 119 ], [ "TRAILING_STOP", 66 ], [ "SMART_EXIT_B_PROFIT_LOCK", 29 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro__smart_exit_a", "name": "Stochastic Reversal 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 563, "wr": 22.735, "wr_ci": [ 19.46, 26.38 ], "avg": -0.38172, "median_net": -0.58363, "sum_net_pct": -214.909, "net_pnl_krw": -214624.3, "fees_krw": 56158.34, "pf": 0.2553, "days": 6, "trade_sequence_dd_ppt": 214.909, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 216 ], [ "STOP_LOSS", 137 ], [ "TIME_STOP", 119 ], [ "TRAILING_STOP", 91 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro__smart_exit_a", "name": "EMA Pullback Reclaim 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 534, "wr": 26.592, "wr_ci": [ 23.02, 30.5 ], "avg": -0.36809, "median_net": -0.6895, "sum_net_pct": -196.558, "net_pnl_krw": -196299.67, "fees_krw": 53263.62, "pf": 0.3341, "days": 6, "trade_sequence_dd_ppt": 196.558, "exit_top": [ [ "STOP_LOSS", 224 ], [ "TRAILING_STOP", 115 ], [ "FAST_FAIL_BREAKOUT", 102 ], [ "TIME_STOP", 93 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro__smart_exit_c", "name": "EMA Pullback Reclaim 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 531, "wr": 26.742, "wr_ci": [ 23.15, 30.66 ], "avg": -0.34427, "median_net": -0.6845, "sum_net_pct": -182.807, "net_pnl_krw": -182561.54, "fees_krw": 52971.01, "pf": 0.3646, "days": 6, "trade_sequence_dd_ppt": 182.807, "exit_top": [ [ "STOP_LOSS", 221 ], [ "FAST_FAIL_BREAKOUT", 99 ], [ "TIME_STOP", 91 ], [ "TRAILING_STOP", 70 ], [ "SMART_EXIT_C_PROFIT_LOCK", 50 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro__smart_exit_b", "name": "EMA Pullback Reclaim 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 530, "wr": 26.792, "wr_ci": [ 23.2, 30.72 ], "avg": -0.35804, "median_net": -0.68337, "sum_net_pct": -189.761, "net_pnl_krw": -189512.18, "fees_krw": 52868.12, "pf": 0.3455, "days": 6, "trade_sequence_dd_ppt": 189.761, "exit_top": [ [ "STOP_LOSS", 221 ], [ "FAST_FAIL_BREAKOUT", 102 ], [ "TIME_STOP", 90 ], [ "TRAILING_STOP", 69 ], [ "SMART_EXIT_B_PROFIT_LOCK", 48 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro__smart_exit_a", "name": "Donchian Breakout 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 511, "wr": 24.658, "wr_ci": [ 21.12, 28.57 ], "avg": -0.39782, "median_net": -0.64247, "sum_net_pct": -203.286, "net_pnl_krw": -202265.81, "fees_krw": 50873.63, "pf": 0.301, "days": 6, "trade_sequence_dd_ppt": 203.307, "exit_top": [ [ "STOP_LOSS", 172 ], [ "FAST_FAIL_BREAKOUT", 150 ], [ "TRAILING_STOP", 108 ], [ "TIME_STOP", 81 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro__smart_exit_c", "name": "Donchian Breakout 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 511, "wr": 24.853, "wr_ci": [ 21.3, 28.78 ], "avg": -0.38526, "median_net": -0.63521, "sum_net_pct": -196.87, "net_pnl_krw": -195852.81, "fees_krw": 50876.64, "pf": 0.3129, "days": 6, "trade_sequence_dd_ppt": 196.891, "exit_top": [ [ "STOP_LOSS", 170 ], [ "FAST_FAIL_BREAKOUT", 150 ], [ "TRAILING_STOP", 105 ], [ "TIME_STOP", 81 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro__smart_exit_b", "name": "Donchian Breakout 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 510, "wr": 24.706, "wr_ci": [ 21.16, 28.63 ], "avg": -0.39269, "median_net": -0.63557, "sum_net_pct": -200.271, "net_pnl_krw": -199258.7, "fees_krw": 50775.5, "pf": 0.3029, "days": 6, "trade_sequence_dd_ppt": 200.292, "exit_top": [ [ "STOP_LOSS", 169 ], [ "FAST_FAIL_BREAKOUT", 151 ], [ "TRAILING_STOP", 104 ], [ "TIME_STOP", 81 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro", "name": "EMA Trend Continuation 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 497, "wr": 28.773, "wr_ci": [ 24.97, 32.9 ], "avg": -0.40637, "median_net": -0.94703, "sum_net_pct": -201.966, "net_pnl_krw": -201627.18, "fees_krw": 49553.55, "pf": 0.4841, "days": 6, "trade_sequence_dd_ppt": 205.881, "exit_top": [ [ "STOP_LOSS", 175 ], [ "FAST_FAIL_BREAKOUT", 145 ], [ "TRAILING_STOP", 124 ], [ "TIME_STOP", 53 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro", "name": "MACD Impulse 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 494, "wr": 32.996, "wr_ci": [ 28.99, 37.26 ], "avg": -0.40604, "median_net": -1.05598, "sum_net_pct": -200.586, "net_pnl_krw": -200251.13, "fees_krw": 49259.92, "pf": 0.4719, "days": 6, "trade_sequence_dd_ppt": 203.265, "exit_top": [ [ "STOP_LOSS", 244 ], [ "TRAILING_STOP", 126 ], [ "TIME_STOP", 77 ], [ "FAST_FAIL_BREAKOUT", 47 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro", "name": "MACD Impulse 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 491, "wr": 32.179, "wr_ci": [ 28.2, 36.44 ], "avg": -0.37942, "median_net": -1.07144, "sum_net_pct": -186.294, "net_pnl_krw": -186018.59, "fees_krw": 48966.6, "pf": 0.5168, "days": 6, "trade_sequence_dd_ppt": 193.587, "exit_top": [ [ "STOP_LOSS", 253 ], [ "TRAILING_STOP", 131 ], [ "TIME_STOP", 60 ], [ "FAST_FAIL_BREAKOUT", 47 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro", "name": "Lower Wick Reversal 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 479, "wr": 25.887, "wr_ci": [ 22.17, 29.99 ], "avg": -0.31697, "median_net": -0.55009, "sum_net_pct": -151.829, "net_pnl_krw": -151576.25, "fees_krw": 47797.84, "pf": 0.3508, "days": 6, "trade_sequence_dd_ppt": 152.314, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 207 ], [ "STOP_LOSS", 114 ], [ "TRAILING_STOP", 95 ], [ "TIME_STOP", 63 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro", "name": "EMA Trend Continuation 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 469, "wr": 32.196, "wr_ci": [ 28.13, 36.55 ], "avg": -0.39851, "median_net": -0.91926, "sum_net_pct": -186.901, "net_pnl_krw": -186588.23, "fees_krw": 46764.52, "pf": 0.4624, "days": 6, "trade_sequence_dd_ppt": 189.387, "exit_top": [ [ "STOP_LOSS", 162 ], [ "FAST_FAIL_BREAKOUT", 119 ], [ "TRAILING_STOP", 115 ], [ "TIME_STOP", 73 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__smart_exit_c", "name": "Donchian Breakout 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 461, "wr": 22.126, "wr_ci": [ 18.58, 26.14 ], "avg": -0.38683, "median_net": -0.58402, "sum_net_pct": -178.327, "net_pnl_krw": -177269.4, "fees_krw": 45816.28, "pf": 0.3054, "days": 6, "trade_sequence_dd_ppt": 178.348, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 143 ], [ "STOP_LOSS", 113 ], [ "TRAILING_STOP", 87 ], [ "SMART_EXIT_C_FAILURE", 67 ], [ "TIME_STOP", 47 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__smart_exit_b", "name": "Donchian Breakout 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 460, "wr": 23.261, "wr_ci": [ 19.63, 27.33 ], "avg": -0.39296, "median_net": -0.64027, "sum_net_pct": -180.762, "net_pnl_krw": -179403.09, "fees_krw": 45715.94, "pf": 0.3086, "days": 6, "trade_sequence_dd_ppt": 180.783, "exit_top": [ [ "STOP_LOSS", 159 ], [ "FAST_FAIL_BREAKOUT", 143 ], [ "TRAILING_STOP", 90 ], [ "TIME_STOP", 64 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__smart_exit_a", "name": "Donchian Breakout 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 457, "wr": 22.538, "wr_ci": [ 18.95, 26.59 ], "avg": -0.38631, "median_net": -0.58995, "sum_net_pct": -176.544, "net_pnl_krw": -177291.51, "fees_krw": 45416.99, "pf": 0.3021, "days": 6, "trade_sequence_dd_ppt": 177.829, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 139 ], [ "STOP_LOSS", 112 ], [ "TRAILING_STOP", 92 ], [ "SMART_EXIT_A_FAILURE", 66 ], [ "TIME_STOP", 48 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro", "name": "Bullish Candle Impulse 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 449, "wr": 29.621, "wr_ci": [ 25.59, 34.0 ], "avg": -0.40065, "median_net": -0.87763, "sum_net_pct": -179.89, "net_pnl_krw": -179599.16, "fees_krw": 44771.13, "pf": 0.4446, "days": 6, "trade_sequence_dd_ppt": 180.931, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 161 ], [ "STOP_LOSS", 107 ], [ "TRAILING_STOP", 93 ], [ "TIME_STOP", 88 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro", "name": "RSI Momentum 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 416, "wr": 33.654, "wr_ci": [ 29.28, 38.33 ], "avg": -0.33952, "median_net": -1.07093, "sum_net_pct": -141.24, "net_pnl_krw": -140843.75, "fees_krw": 41490.7, "pf": 0.5636, "days": 6, "trade_sequence_dd_ppt": 147.29, "exit_top": [ [ "STOP_LOSS", 208 ], [ "TRAILING_STOP", 113 ], [ "TIME_STOP", 65 ], [ "FAST_FAIL_BREAKOUT", 30 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro", "name": "Bullish Candle Impulse 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 409, "wr": 28.117, "wr_ci": [ 23.98, 32.66 ], "avg": -0.43675, "median_net": -0.8996, "sum_net_pct": -178.629, "net_pnl_krw": -178367.81, "fees_krw": 40777.04, "pf": 0.4089, "days": 6, "trade_sequence_dd_ppt": 178.629, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 142 ], [ "STOP_LOSS", 105 ], [ "TRAILING_STOP", 82 ], [ "TIME_STOP", 80 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro", "name": "Lower Wick Reversal 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 408, "wr": 24.755, "wr_ci": [ 20.82, 29.17 ], "avg": -0.32477, "median_net": -0.55709, "sum_net_pct": -132.507, "net_pnl_krw": -132236.1, "fees_krw": 40707.44, "pf": 0.3381, "days": 6, "trade_sequence_dd_ppt": 132.992, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 172 ], [ "STOP_LOSS", 92 ], [ "TRAILING_STOP", 75 ], [ "TIME_STOP", 69 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro", "name": "Range Breakout 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 408, "wr": 28.431, "wr_ci": [ 24.27, 32.99 ], "avg": -0.41803, "median_net": -0.90779, "sum_net_pct": -170.558, "net_pnl_krw": -170185.56, "fees_krw": 40671.22, "pf": 0.4504, "days": 6, "trade_sequence_dd_ppt": 171.363, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 155 ], [ "STOP_LOSS", 109 ], [ "TRAILING_STOP", 90 ], [ "TIME_STOP", 54 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro", "name": "RSI Momentum 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 396, "wr": 30.303, "wr_ci": [ 25.98, 35.0 ], "avg": -0.40825, "median_net": -1.10255, "sum_net_pct": -161.667, "net_pnl_krw": -161379.57, "fees_krw": 39487.39, "pf": 0.4858, "days": 6, "trade_sequence_dd_ppt": 162.747, "exit_top": [ [ "STOP_LOSS", 215 ], [ "TRAILING_STOP", 101 ], [ "TIME_STOP", 60 ], [ "FAST_FAIL_BREAKOUT", 20 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 378, "wr": 20.37, "wr_ci": [ 16.62, 24.72 ], "avg": -0.35607, "median_net": -0.49689, "sum_net_pct": -134.596, "net_pnl_krw": -134448.65, "fees_krw": 37712.3, "pf": 0.2531, "days": 6, "trade_sequence_dd_ppt": 134.596, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 138 ], [ "FAST_FAIL_BREAKOUT", 86 ], [ "TIME_STOP", 65 ], [ "TRAILING_STOP", 52 ], [ "STOP_LOSS", 37 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 376, "wr": 20.213, "wr_ci": [ 16.46, 24.56 ], "avg": -0.35952, "median_net": -0.50007, "sum_net_pct": -135.178, "net_pnl_krw": -135031.23, "fees_krw": 37512.22, "pf": 0.2544, "days": 6, "trade_sequence_dd_ppt": 135.178, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 139 ], [ "FAST_FAIL_BREAKOUT", 84 ], [ "TIME_STOP", 64 ], [ "TRAILING_STOP", 51 ], [ "STOP_LOSS", 38 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 371, "wr": 24.259, "wr_ci": [ 20.18, 28.87 ], "avg": -0.36384, "median_net": -0.58285, "sum_net_pct": -134.983, "net_pnl_krw": -134828.59, "fees_krw": 37012.98, "pf": 0.286, "days": 6, "trade_sequence_dd_ppt": 135.004, "exit_top": [ [ "STOP_LOSS", 114 ], [ "FAST_FAIL_BREAKOUT", 111 ], [ "TIME_STOP", 85 ], [ "TRAILING_STOP", 60 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro", "name": "Stochastic Reversal 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 354, "wr": 24.011, "wr_ci": [ 19.86, 28.72 ], "avg": -0.49392, "median_net": -0.88091, "sum_net_pct": -174.848, "net_pnl_krw": -174617.09, "fees_krw": 35292.02, "pf": 0.3261, "days": 6, "trade_sequence_dd_ppt": 174.848, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 119 ], [ "STOP_LOSS", 96 ], [ "TIME_STOP", 93 ], [ "TRAILING_STOP", 46 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro", "name": "Donchian Breakout 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 352, "wr": 31.25, "wr_ci": [ 26.63, 36.27 ], "avg": -0.39306, "median_net": -0.9423, "sum_net_pct": -138.358, "net_pnl_krw": -138080.84, "fees_krw": 35100.24, "pf": 0.4874, "days": 6, "trade_sequence_dd_ppt": 138.358, "exit_top": [ [ "STOP_LOSS", 127 ], [ "FAST_FAIL_BREAKOUT", 93 ], [ "TRAILING_STOP", 85 ], [ "TIME_STOP", 47 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro", "name": "Stochastic Reversal 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 352, "wr": 28.693, "wr_ci": [ 24.22, 33.63 ], "avg": -0.38566, "median_net": -0.83692, "sum_net_pct": -135.752, "net_pnl_krw": -135540.4, "fees_krw": 35108.49, "pf": 0.421, "days": 6, "trade_sequence_dd_ppt": 135.947, "exit_top": [ [ "TIME_STOP", 104 ], [ "FAST_FAIL_BREAKOUT", 99 ], [ "STOP_LOSS", 97 ], [ "TRAILING_STOP", 52 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro", "name": "Range Breakout 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 347, "wr": 28.818, "wr_ci": [ 24.31, 33.8 ], "avg": -0.40388, "median_net": -0.892, "sum_net_pct": -140.146, "net_pnl_krw": -139883.58, "fees_krw": 34599.16, "pf": 0.4457, "days": 6, "trade_sequence_dd_ppt": 141.726, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 144 ], [ "TRAILING_STOP", 83 ], [ "STOP_LOSS", 74 ], [ "TIME_STOP", 46 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro", "name": "EMA Pullback Reclaim 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 327, "wr": 32.11, "wr_ci": [ 27.28, 37.35 ], "avg": -0.39673, "median_net": -0.93992, "sum_net_pct": -129.731, "net_pnl_krw": -129490.86, "fees_krw": 32606.72, "pf": 0.4677, "days": 6, "trade_sequence_dd_ppt": 135.85, "exit_top": [ [ "STOP_LOSS", 128 ], [ "TRAILING_STOP", 79 ], [ "FAST_FAIL_BREAKOUT", 61 ], [ "TIME_STOP", 59 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 321, "wr": 24.922, "wr_ci": [ 20.51, 29.93 ], "avg": -0.34975, "median_net": -0.62467, "sum_net_pct": -112.27, "net_pnl_krw": -112156.09, "fees_krw": 32026.69, "pf": 0.3224, "days": 6, "trade_sequence_dd_ppt": 112.27, "exit_top": [ [ "STOP_LOSS", 107 ], [ "FAST_FAIL_BREAKOUT", 94 ], [ "TIME_STOP", 66 ], [ "TRAILING_STOP", 54 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 320, "wr": 25.312, "wr_ci": [ 20.86, 30.35 ], "avg": -0.35077, "median_net": -0.61837, "sum_net_pct": -112.246, "net_pnl_krw": -112139.66, "fees_krw": 31927.2, "pf": 0.3155, "days": 6, "trade_sequence_dd_ppt": 112.246, "exit_top": [ [ "STOP_LOSS", 106 ], [ "FAST_FAIL_BREAKOUT", 93 ], [ "TIME_STOP", 66 ], [ "TRAILING_STOP", 31 ], [ "SMART_EXIT_B_PROFIT_LOCK", 24 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 318, "wr": 25.157, "wr_ci": [ 20.7, 30.2 ], "avg": -0.35037, "median_net": -0.62385, "sum_net_pct": -111.417, "net_pnl_krw": -111310.7, "fees_krw": 31727.51, "pf": 0.317, "days": 6, "trade_sequence_dd_ppt": 111.417, "exit_top": [ [ "STOP_LOSS", 106 ], [ "FAST_FAIL_BREAKOUT", 92 ], [ "TIME_STOP", 66 ], [ "TRAILING_STOP", 30 ], [ "SMART_EXIT_C_PROFIT_LOCK", 24 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro", "name": "Donchian Breakout 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 307, "wr": 29.642, "wr_ci": [ 24.81, 34.98 ], "avg": -0.4403, "median_net": -0.9274, "sum_net_pct": -135.173, "net_pnl_krw": -135014.35, "fees_krw": 30610.69, "pf": 0.4262, "days": 6, "trade_sequence_dd_ppt": 135.173, "exit_top": [ [ "STOP_LOSS", 107 ], [ "FAST_FAIL_BREAKOUT", 85 ], [ "TRAILING_STOP", 79 ], [ "TIME_STOP", 36 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro", "name": "EMA Pullback Reclaim 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 303, "wr": 28.713, "wr_ci": [ 23.91, 34.05 ], "avg": -0.48328, "median_net": -1.00864, "sum_net_pct": -146.433, "net_pnl_krw": -146208.23, "fees_krw": 30203.67, "pf": 0.3752, "days": 6, "trade_sequence_dd_ppt": 149.696, "exit_top": [ [ "STOP_LOSS", 128 ], [ "TRAILING_STOP", 63 ], [ "FAST_FAIL_BREAKOUT", 56 ], [ "TIME_STOP", 56 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro__smart_exit_c", "name": "MACD Impulse 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 293, "wr": 32.423, "wr_ci": [ 27.32, 37.98 ], "avg": -0.39436, "median_net": -0.6811, "sum_net_pct": -115.549, "net_pnl_krw": -115271.85, "fees_krw": 29216.32, "pf": 0.3579, "days": 6, "trade_sequence_dd_ppt": 120.71, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 105 ], [ "SMART_EXIT_C_PROFIT_LOCK", 100 ], [ "STOP_LOSS", 51 ], [ "TIME_STOP", 19 ], [ "FAST_FAIL_BREAKOUT", 18 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro", "name": "VWAP Reclaim 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 281, "wr": 33.808, "wr_ci": [ 28.53, 39.52 ], "avg": -0.2713, "median_net": -0.76338, "sum_net_pct": -76.237, "net_pnl_krw": -76126.79, "fees_krw": 28048.96, "pf": 0.5742, "days": 6, "trade_sequence_dd_ppt": 79.009, "exit_top": [ [ "TIME_STOP", 84 ], [ "STOP_LOSS", 84 ], [ "FAST_FAIL_BREAKOUT", 58 ], [ "TRAILING_STOP", 55 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro__smart_exit_c", "name": "Bullish Candle Impulse 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 274, "wr": 25.912, "wr_ci": [ 21.08, 31.41 ], "avg": -0.34263, "median_net": -0.5855, "sum_net_pct": -93.88, "net_pnl_krw": -93743.11, "fees_krw": 27334.38, "pf": 0.452, "days": 6, "trade_sequence_dd_ppt": 94.72, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 94 ], [ "SMART_EXIT_C_PROFIT_LOCK", 54 ], [ "FAST_FAIL_BREAKOUT", 51 ], [ "STOP_LOSS", 42 ], [ "TIME_STOP", 33 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__acceptance_confirmed", "name": "Range Breakout 1M · Fast Context · Acceptance Confirmed", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 273, "wr": 24.176, "wr_ci": [ 19.48, 29.59 ], "avg": -0.38462, "median_net": -0.60038, "sum_net_pct": -105.0, "net_pnl_krw": -104754.18, "fees_krw": 27220.09, "pf": 0.3311, "days": 6, "trade_sequence_dd_ppt": 105.0, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 132 ], [ "TRAILING_STOP", 63 ], [ "STOP_LOSS", 53 ], [ "TIME_STOP", 25 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro__smart_exit_a", "name": "Bullish Candle Impulse 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 270, "wr": 22.593, "wr_ci": [ 18.01, 27.95 ], "avg": -0.4154, "median_net": -0.62605, "sum_net_pct": -112.157, "net_pnl_krw": -111985.7, "fees_krw": 26920.38, "pf": 0.3704, "days": 6, "trade_sequence_dd_ppt": 112.684, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 96 ], [ "FAST_FAIL_BREAKOUT", 50 ], [ "TIME_STOP", 44 ], [ "STOP_LOSS", 41 ], [ "TRAILING_STOP", 39 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro__smart_exit_a", "name": "MACD Impulse 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 270, "wr": 23.704, "wr_ci": [ 19.02, 29.12 ], "avg": -0.47261, "median_net": -0.78398, "sum_net_pct": -127.605, "net_pnl_krw": -127344.12, "fees_krw": 26911.32, "pf": 0.3579, "days": 6, "trade_sequence_dd_ppt": 129.17, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 98 ], [ "STOP_LOSS", 68 ], [ "TRAILING_STOP", 52 ], [ "TIME_STOP", 32 ], [ "FAST_FAIL_BREAKOUT", 20 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro__smart_exit_b", "name": "MACD Impulse 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 259, "wr": 36.68, "wr_ci": [ 31.04, 42.7 ], "avg": -0.44716, "median_net": -0.87883, "sum_net_pct": -115.814, "net_pnl_krw": -115589.35, "fees_krw": 25820.18, "pf": 0.3595, "days": 6, "trade_sequence_dd_ppt": 117.07, "exit_top": [ [ "STOP_LOSS", 108 ], [ "SMART_EXIT_B_PROFIT_LOCK", 101 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TIME_STOP", 23 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_fast_discovery", "name": "MACD Impulse 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 248, "wr": 31.855, "wr_ci": [ 26.37, 37.89 ], "avg": -0.30954, "median_net": -0.32199, "sum_net_pct": -76.765, "net_pnl_krw": -76627.77, "fees_krw": 24744.22, "pf": 0.2143, "days": 6, "trade_sequence_dd_ppt": 77.216, "exit_top": [ [ "STOP_LOSS", 100 ], [ "TAKE_PROFIT", 71 ], [ "TRAILING_STOP", 34 ], [ "TIME_STOP", 31 ], [ "FAST_FAIL_BREAKOUT", 12 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro", "name": "Bollinger Squeeze Breakout 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 247, "wr": 34.413, "wr_ci": [ 28.77, 40.54 ], "avg": -0.32765, "median_net": -0.85638, "sum_net_pct": -80.929, "net_pnl_krw": -80739.26, "fees_krw": 24641.32, "pf": 0.5145, "days": 6, "trade_sequence_dd_ppt": 90.058, "exit_top": [ [ "STOP_LOSS", 83 ], [ "TIME_STOP", 61 ], [ "FAST_FAIL_BREAKOUT", 52 ], [ "TRAILING_STOP", 51 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro__smart_exit_a", "name": "EMA Trend Continuation 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 243, "wr": 30.453, "wr_ci": [ 25.01, 36.51 ], "avg": -0.35804, "median_net": -0.86298, "sum_net_pct": -87.003, "net_pnl_krw": -85661.36, "fees_krw": 24127.04, "pf": 0.5082, "days": 6, "trade_sequence_dd_ppt": 88.154, "exit_top": [ [ "STOP_LOSS", 70 ], [ "FAST_FAIL_BREAKOUT", 57 ], [ "TRAILING_STOP", 55 ], [ "TIME_STOP", 32 ], [ "SMART_EXIT_A_FAILURE", 29 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__acceptance_confirmed", "name": "Donchian Breakout 1M · Macro Context · Acceptance Confirmed", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 242, "wr": 19.835, "wr_ci": [ 15.3, 25.31 ], "avg": -0.4585, "median_net": -0.72474, "sum_net_pct": -110.958, "net_pnl_krw": -110723.94, "fees_krw": 24114.71, "pf": 0.2775, "days": 6, "trade_sequence_dd_ppt": 111.93, "exit_top": [ [ "STOP_LOSS", 89 ], [ "FAST_FAIL_BREAKOUT", 84 ], [ "TRAILING_STOP", 55 ], [ "TIME_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro__smart_exit_b", "name": "Bullish Candle Impulse 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 242, "wr": 29.339, "wr_ci": [ 23.96, 35.36 ], "avg": -0.42514, "median_net": -0.86804, "sum_net_pct": -102.884, "net_pnl_krw": -102722.93, "fees_krw": 24132.46, "pf": 0.4181, "days": 6, "trade_sequence_dd_ppt": 103.724, "exit_top": [ [ "STOP_LOSS", 74 ], [ "FAST_FAIL_BREAKOUT", 66 ], [ "SMART_EXIT_B_PROFIT_LOCK", 55 ], [ "TIME_STOP", 47 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__continuation_hold", "name": "MACD Impulse 1M · Macro Context · Continuation Hold", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 240, "wr": 19.583, "wr_ci": [ 15.06, 25.07 ], "avg": -0.49363, "median_net": -0.89515, "sum_net_pct": -118.471, "net_pnl_krw": -118246.79, "fees_krw": 23911.11, "pf": 0.3824, "days": 6, "trade_sequence_dd_ppt": 118.785, "exit_top": [ [ "STOP_LOSS", 188 ], [ "TRAILING_STOP", 42 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro__smart_exit_c", "name": "EMA Trend Continuation 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 236, "wr": 29.661, "wr_ci": [ 24.2, 35.78 ], "avg": -0.40002, "median_net": -0.86298, "sum_net_pct": -94.404, "net_pnl_krw": -94920.94, "fees_krw": 23491.73, "pf": 0.4557, "days": 6, "trade_sequence_dd_ppt": 95.097, "exit_top": [ [ "STOP_LOSS", 69 ], [ "SMART_EXIT_C_PROFIT_LOCK", 59 ], [ "FAST_FAIL_BREAKOUT", 52 ], [ "SMART_EXIT_C_FAILURE", 37 ], [ "TIME_STOP", 19 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro", "name": "VWAP Reclaim 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 235, "wr": 33.617, "wr_ci": [ 27.88, 39.88 ], "avg": -0.356, "median_net": -0.82241, "sum_net_pct": -83.66, "net_pnl_krw": -83530.32, "fees_krw": 23440.68, "pf": 0.4658, "days": 6, "trade_sequence_dd_ppt": 84.722, "exit_top": [ [ "STOP_LOSS", 76 ], [ "TIME_STOP", 68 ], [ "TRAILING_STOP", 47 ], [ "FAST_FAIL_BREAKOUT", 44 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro__smart_exit_c", "name": "Stochastic Reversal 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 233, "wr": 24.464, "wr_ci": [ 19.39, 30.37 ], "avg": -0.37473, "median_net": -0.44171, "sum_net_pct": -87.313, "net_pnl_krw": -87179.65, "fees_krw": 23243.45, "pf": 0.1468, "days": 6, "trade_sequence_dd_ppt": 87.313, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 90 ], [ "SMART_EXIT_C_FAILURE", 87 ], [ "FAST_FAIL_BREAKOUT", 29 ], [ "SMART_EXIT_C_HARD_CAP", 22 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro", "name": "Lower Wick Reversal 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 232, "wr": 27.155, "wr_ci": [ 21.84, 33.22 ], "avg": -0.38069, "median_net": -0.86057, "sum_net_pct": -88.319, "net_pnl_krw": -88158.79, "fees_krw": 23136.3, "pf": 0.4342, "days": 6, "trade_sequence_dd_ppt": 88.882, "exit_top": [ [ "TIME_STOP", 74 ], [ "FAST_FAIL_BREAKOUT", 67 ], [ "STOP_LOSS", 62 ], [ "TRAILING_STOP", 29 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__acceptance_confirmed__smart_exit_c", "name": "Range Breakout 1M · Fast Context · Acceptance Confirmed · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 228, "wr": 22.368, "wr_ci": [ 17.44, 28.21 ], "avg": -0.37737, "median_net": -0.53584, "sum_net_pct": -86.041, "net_pnl_krw": -85849.65, "fees_krw": 22732.96, "pf": 0.2582, "days": 6, "trade_sequence_dd_ppt": 86.041, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 98 ], [ "SMART_EXIT_C_PROFIT_LOCK", 57 ], [ "SMART_EXIT_C_FAILURE", 37 ], [ "SMART_EXIT_C_HARD_CAP", 26 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro__smart_exit_c", "name": "Bullish Candle Impulse 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 228, "wr": 21.491, "wr_ci": [ 16.66, 27.27 ], "avg": -0.48501, "median_net": -0.55627, "sum_net_pct": -110.582, "net_pnl_krw": -110077.68, "fees_krw": 22652.06, "pf": 0.1735, "days": 6, "trade_sequence_dd_ppt": 110.582, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 79 ], [ "FAST_FAIL_BREAKOUT", 74 ], [ "SMART_EXIT_C_PROFIT_LOCK", 69 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__acceptance_confirmed__smart_exit_a", "name": "Range Breakout 1M · Fast Context · Acceptance Confirmed · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 226, "wr": 19.912, "wr_ci": [ 15.23, 25.6 ], "avg": -0.41239, "median_net": -0.56156, "sum_net_pct": -93.2, "net_pnl_krw": -92978.3, "fees_krw": 22529.37, "pf": 0.279, "days": 6, "trade_sequence_dd_ppt": 93.2, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 103 ], [ "SMART_EXIT_A_FAILURE", 45 ], [ "TRAILING_STOP", 44 ], [ "TIME_STOP", 18 ], [ "STOP_LOSS", 16 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_fast_discovery", "name": "MACD Impulse 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 223, "wr": 30.942, "wr_ci": [ 25.24, 37.29 ], "avg": -0.35558, "median_net": -0.52805, "sum_net_pct": -79.294, "net_pnl_krw": -79184.89, "fees_krw": 22246.78, "pf": 0.2033, "days": 6, "trade_sequence_dd_ppt": 79.466, "exit_top": [ [ "STOP_LOSS", 99 ], [ "TAKE_PROFIT", 59 ], [ "TRAILING_STOP", 30 ], [ "TIME_STOP", 20 ], [ "FAST_FAIL_BREAKOUT", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro__acceptance_confirmed__smart_exit_b", "name": "Range Breakout 1M · Fast Context · Acceptance Confirmed · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 223, "wr": 25.112, "wr_ci": [ 19.87, 31.19 ], "avg": -0.3854, "median_net": -0.59236, "sum_net_pct": -85.945, "net_pnl_krw": -85764.01, "fees_krw": 22233.15, "pf": 0.2937, "days": 6, "trade_sequence_dd_ppt": 85.945, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 104 ], [ "SMART_EXIT_B_PROFIT_LOCK", 64 ], [ "STOP_LOSS", 40 ], [ "TIME_STOP", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro", "name": "Lower Wick Reversal 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 222, "wr": 26.126, "wr_ci": [ 20.79, 32.28 ], "avg": -0.41137, "median_net": -0.88481, "sum_net_pct": -91.323, "net_pnl_krw": -91184.6, "fees_krw": 22139.27, "pf": 0.4237, "days": 6, "trade_sequence_dd_ppt": 92.372, "exit_top": [ [ "STOP_LOSS", 69 ], [ "FAST_FAIL_BREAKOUT", 62 ], [ "TIME_STOP", 54 ], [ "TRAILING_STOP", 37 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery", "name": "EMA Pullback Reclaim 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 220, "wr": 31.818, "wr_ci": [ 26.02, 38.24 ], "avg": -0.35849, "median_net": -0.50412, "sum_net_pct": -78.868, "net_pnl_krw": -78717.64, "fees_krw": 21945.62, "pf": 0.1952, "days": 6, "trade_sequence_dd_ppt": 80.393, "exit_top": [ [ "STOP_LOSS", 83 ], [ "TAKE_PROFIT", 61 ], [ "TIME_STOP", 27 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TRAILING_STOP", 22 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro", "name": "Bollinger Squeeze Breakout 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 220, "wr": 30.0, "wr_ci": [ 24.33, 36.36 ], "avg": -0.34862, "median_net": -0.90209, "sum_net_pct": -76.697, "net_pnl_krw": -76580.24, "fees_krw": 21944.21, "pf": 0.5047, "days": 6, "trade_sequence_dd_ppt": 79.823, "exit_top": [ [ "STOP_LOSS", 78 ], [ "FAST_FAIL_BREAKOUT", 49 ], [ "TRAILING_STOP", 48 ], [ "TIME_STOP", 45 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro__smart_exit_a", "name": "Stochastic Reversal 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 220, "wr": 16.818, "wr_ci": [ 12.45, 22.32 ], "avg": -0.37885, "median_net": -0.56183, "sum_net_pct": -83.347, "net_pnl_krw": -83231.7, "fees_krw": 21947.4, "pf": 0.358, "days": 6, "trade_sequence_dd_ppt": 85.931, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 116 ], [ "FAST_FAIL_BREAKOUT", 38 ], [ "TIME_STOP", 35 ], [ "TRAILING_STOP", 21 ], [ "STOP_LOSS", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro__smart_exit_b", "name": "EMA Trend Continuation 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 219, "wr": 32.42, "wr_ci": [ 26.57, 38.88 ], "avg": -0.40033, "median_net": -0.92603, "sum_net_pct": -87.672, "net_pnl_krw": -86014.6, "fees_krw": 21727.59, "pf": 0.4665, "days": 6, "trade_sequence_dd_ppt": 87.672, "exit_top": [ [ "STOP_LOSS", 83 ], [ "SMART_EXIT_B_PROFIT_LOCK", 58 ], [ "FAST_FAIL_BREAKOUT", 47 ], [ "TIME_STOP", 31 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro__smart_exit_c", "name": "EMA Trend Continuation 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 211, "wr": 24.171, "wr_ci": [ 18.89, 30.38 ], "avg": -0.40137, "median_net": -0.48149, "sum_net_pct": -84.689, "net_pnl_krw": -84538.2, "fees_krw": 21039.45, "pf": 0.1634, "days": 6, "trade_sequence_dd_ppt": 84.794, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 93 ], [ "SMART_EXIT_C_FAILURE", 46 ], [ "SMART_EXIT_C_HARD_CAP", 42 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro__smart_exit_b", "name": "Bullish Candle Impulse 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 210, "wr": 32.857, "wr_ci": [ 26.86, 39.47 ], "avg": -0.49295, "median_net": -0.81907, "sum_net_pct": -103.52, "net_pnl_krw": -103331.52, "fees_krw": 20928.5, "pf": 0.2151, "days": 6, "trade_sequence_dd_ppt": 103.52, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 90 ], [ "FAST_FAIL_BREAKOUT", 63 ], [ "STOP_LOSS", 43 ], [ "TIME_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_fast_discovery", "name": "EMA Trend Continuation 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 209, "wr": 31.1, "wr_ci": [ 25.21, 37.67 ], "avg": -0.32783, "median_net": -0.50482, "sum_net_pct": -68.517, "net_pnl_krw": -68401.89, "fees_krw": 20851.16, "pf": 0.207, "days": 6, "trade_sequence_dd_ppt": 70.113, "exit_top": [ [ "STOP_LOSS", 66 ], [ "TAKE_PROFIT", 61 ], [ "FAST_FAIL_BREAKOUT", 40 ], [ "TIME_STOP", 25 ], [ "TRAILING_STOP", 17 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro__smart_exit_b", "name": "EMA Trend Continuation 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 209, "wr": 30.144, "wr_ci": [ 24.33, 36.68 ], "avg": -0.41124, "median_net": -0.20005, "sum_net_pct": -85.95, "net_pnl_krw": -84900.18, "fees_krw": 20759.7, "pf": 0.1806, "days": 6, "trade_sequence_dd_ppt": 85.95, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 124 ], [ "FAST_FAIL_BREAKOUT", 51 ], [ "STOP_LOSS", 29 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro__smart_exit_b", "name": "Stochastic Reversal 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 209, "wr": 33.014, "wr_ci": [ 27.0, 39.65 ], "avg": -0.40534, "median_net": -0.3241, "sum_net_pct": -84.715, "net_pnl_krw": -84593.56, "fees_krw": 20843.75, "pf": 0.1921, "days": 6, "trade_sequence_dd_ppt": 84.715, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 102 ], [ "FAST_FAIL_BREAKOUT", 55 ], [ "STOP_LOSS", 31 ], [ "TIME_STOP", 21 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro__smart_exit_a", "name": "Bullish Candle Impulse 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 204, "wr": 15.196, "wr_ci": [ 10.92, 20.76 ], "avg": -0.47978, "median_net": -0.61956, "sum_net_pct": -97.874, "net_pnl_krw": -97738.73, "fees_krw": 20333.2, "pf": 0.2762, "days": 6, "trade_sequence_dd_ppt": 97.874, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 100 ], [ "FAST_FAIL_BREAKOUT", 61 ], [ "TRAILING_STOP", 23 ], [ "TIME_STOP", 12 ], [ "STOP_LOSS", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro__smart_exit_c", "name": "RSI Momentum 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 204, "wr": 32.843, "wr_ci": [ 26.77, 39.55 ], "avg": -0.36713, "median_net": -0.43807, "sum_net_pct": -74.894, "net_pnl_krw": -74762.53, "fees_krw": 20349.4, "pf": 0.267, "days": 6, "trade_sequence_dd_ppt": 75.691, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 87 ], [ "SMART_EXIT_C_FAILURE", 73 ], [ "STOP_LOSS", 33 ], [ "TIME_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__acceptance_confirmed__smart_exit_a", "name": "Donchian Breakout 1M · Macro Context · Acceptance Confirmed · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 203, "wr": 17.241, "wr_ci": [ 12.67, 23.03 ], "avg": -0.42958, "median_net": -0.59665, "sum_net_pct": -87.204, "net_pnl_krw": -86621.32, "fees_krw": 20153.12, "pf": 0.2553, "days": 6, "trade_sequence_dd_ppt": 87.204, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 66 ], [ "SMART_EXIT_A_FAILURE", 52 ], [ "TRAILING_STOP", 39 ], [ "STOP_LOSS", 35 ], [ "TIME_STOP", 11 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__acceptance_confirmed__smart_exit_b", "name": "Donchian Breakout 1M · Macro Context · Acceptance Confirmed · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 203, "wr": 24.631, "wr_ci": [ 19.21, 30.99 ], "avg": -0.41836, "median_net": -0.64027, "sum_net_pct": -84.927, "net_pnl_krw": -84361.41, "fees_krw": 20154.36, "pf": 0.2606, "days": 6, "trade_sequence_dd_ppt": 84.927, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 70 ], [ "STOP_LOSS", 66 ], [ "SMART_EXIT_B_PROFIT_LOCK", 60 ], [ "TIME_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__acceptance_confirmed__smart_exit_c", "name": "Donchian Breakout 1M · Macro Context · Acceptance Confirmed · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 200, "wr": 21.5, "wr_ci": [ 16.37, 27.7 ], "avg": -0.37485, "median_net": -0.57005, "sum_net_pct": -74.97, "net_pnl_krw": -74406.55, "fees_krw": 19859.12, "pf": 0.2678, "days": 6, "trade_sequence_dd_ppt": 74.97, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 61 ], [ "SMART_EXIT_C_PROFIT_LOCK", 50 ], [ "SMART_EXIT_C_HARD_CAP", 48 ], [ "SMART_EXIT_C_FAILURE", 37 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro__smart_exit_a", "name": "MACD Impulse 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 200, "wr": 32.5, "wr_ci": [ 26.39, 39.27 ], "avg": -0.36427, "median_net": -0.99606, "sum_net_pct": -72.855, "net_pnl_krw": -72789.65, "fees_krw": 19948.19, "pf": 0.5122, "days": 6, "trade_sequence_dd_ppt": 75.544, "exit_top": [ [ "STOP_LOSS", 73 ], [ "TRAILING_STOP", 47 ], [ "TIME_STOP", 40 ], [ "SMART_EXIT_A_FAILURE", 22 ], [ "FAST_FAIL_BREAKOUT", 18 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro__smart_exit_b", "name": "RSI Momentum 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 198, "wr": 44.949, "wr_ci": [ 38.18, 51.91 ], "avg": -0.3138, "median_net": -0.1, "sum_net_pct": -62.132, "net_pnl_krw": -61985.81, "fees_krw": 19715.77, "pf": 0.3781, "days": 6, "trade_sequence_dd_ppt": 63.983, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 115 ], [ "STOP_LOSS", 58 ], [ "TIME_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 11 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro__smart_exit_a", "name": "EMA Trend Continuation 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 197, "wr": 18.274, "wr_ci": [ 13.5, 24.26 ], "avg": -0.54972, "median_net": -0.82166, "sum_net_pct": -108.295, "net_pnl_krw": -107805.26, "fees_krw": 19547.58, "pf": 0.2855, "days": 6, "trade_sequence_dd_ppt": 108.965, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 57 ], [ "STOP_LOSS", 50 ], [ "FAST_FAIL_BREAKOUT", 40 ], [ "TRAILING_STOP", 35 ], [ "TIME_STOP", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro__smart_exit_b", "name": "MACD Impulse 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 197, "wr": 30.457, "wr_ci": [ 24.45, 37.21 ], "avg": -0.45049, "median_net": -1.05921, "sum_net_pct": -88.747, "net_pnl_krw": -88587.12, "fees_krw": 19638.51, "pf": 0.4326, "days": 6, "trade_sequence_dd_ppt": 90.818, "exit_top": [ [ "STOP_LOSS", 95 ], [ "SMART_EXIT_B_PROFIT_LOCK", 50 ], [ "TIME_STOP", 32 ], [ "FAST_FAIL_BREAKOUT", 20 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro__smart_exit_c", "name": "MACD Impulse 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 197, "wr": 29.949, "wr_ci": [ 23.99, 36.68 ], "avg": -0.43136, "median_net": -1.07144, "sum_net_pct": -84.977, "net_pnl_krw": -84826.63, "fees_krw": 19641.41, "pf": 0.4529, "days": 6, "trade_sequence_dd_ppt": 87.781, "exit_top": [ [ "STOP_LOSS", 73 ], [ "SMART_EXIT_C_PROFIT_LOCK", 52 ], [ "TIME_STOP", 28 ], [ "SMART_EXIT_C_FAILURE", 25 ], [ "FAST_FAIL_BREAKOUT", 19 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_fast_discovery", "name": "Stochastic Reversal 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 195, "wr": 28.205, "wr_ci": [ 22.36, 34.9 ], "avg": -0.3269, "median_net": -0.50384, "sum_net_pct": -63.745, "net_pnl_krw": -63640.71, "fees_krw": 19454.83, "pf": 0.1845, "days": 6, "trade_sequence_dd_ppt": 64.461, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 76 ], [ "TAKE_PROFIT", 45 ], [ "STOP_LOSS", 33 ], [ "TIME_STOP", 27 ], [ "TRAILING_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro", "name": "Bollinger Mean Reversion 1M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 185, "wr": 24.324, "wr_ci": [ 18.71, 30.99 ], "avg": -0.32861, "median_net": -0.56512, "sum_net_pct": -60.793, "net_pnl_krw": -60710.07, "fees_krw": 18463.73, "pf": 0.3397, "days": 6, "trade_sequence_dd_ppt": 60.793, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 93 ], [ "STOP_LOSS", 38 ], [ "TRAILING_STOP", 33 ], [ "TIME_STOP", 21 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_fast_discovery", "name": "VWAP Reclaim 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 185, "wr": 30.811, "wr_ci": [ 24.6, 37.8 ], "avg": -0.29765, "median_net": -0.36796, "sum_net_pct": -55.064, "net_pnl_krw": -55006.4, "fees_krw": 18464.2, "pf": 0.2262, "days": 6, "trade_sequence_dd_ppt": 56.367, "exit_top": [ [ "STOP_LOSS", 51 ], [ "TAKE_PROFIT", 49 ], [ "FAST_FAIL_BREAKOUT", 34 ], [ "TIME_STOP", 33 ], [ "TRAILING_STOP", 18 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro__smart_exit_a", "name": "RSI Momentum 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 185, "wr": 29.189, "wr_ci": [ 23.11, 36.11 ], "avg": -0.30695, "median_net": -0.6576, "sum_net_pct": -56.785, "net_pnl_krw": -57140.68, "fees_krw": 18418.34, "pf": 0.5292, "days": 6, "trade_sequence_dd_ppt": 61.806, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 63 ], [ "STOP_LOSS", 50 ], [ "TRAILING_STOP", 41 ], [ "TIME_STOP", 25 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_fast_discovery", "name": "VWAP Reclaim 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 183, "wr": 34.426, "wr_ci": [ 27.93, 41.57 ], "avg": -0.27079, "median_net": -0.31403, "sum_net_pct": -49.554, "net_pnl_krw": -49485.35, "fees_krw": 18265.35, "pf": 0.2744, "days": 6, "trade_sequence_dd_ppt": 50.812, "exit_top": [ [ "TAKE_PROFIT", 55 ], [ "STOP_LOSS", 46 ], [ "FAST_FAIL_BREAKOUT", 35 ], [ "TIME_STOP", 29 ], [ "TRAILING_STOP", 18 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__continuation_hold", "name": "Range Breakout 1M · Macro Context · Continuation Hold", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 182, "wr": 14.835, "wr_ci": [ 10.4, 20.72 ], "avg": -0.35526, "median_net": -0.59851, "sum_net_pct": -64.657, "net_pnl_krw": -64469.7, "fees_krw": 18143.87, "pf": 0.4193, "days": 6, "trade_sequence_dd_ppt": 68.837, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 128 ], [ "STOP_LOSS", 27 ], [ "TRAILING_STOP", 25 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro__smart_exit_c", "name": "Range Breakout 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 177, "wr": 29.379, "wr_ci": [ 23.16, 36.47 ], "avg": -0.43442, "median_net": -0.5233, "sum_net_pct": -76.893, "net_pnl_krw": -76781.74, "fees_krw": 17647.19, "pf": 0.2094, "days": 6, "trade_sequence_dd_ppt": 77.419, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 72 ], [ "FAST_FAIL_BREAKOUT", 57 ], [ "SMART_EXIT_C_FAILURE", 35 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro__smart_exit_b", "name": "Stochastic Reversal 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 175, "wr": 23.429, "wr_ci": [ 17.77, 30.23 ], "avg": -0.39915, "median_net": -0.31247, "sum_net_pct": -69.851, "net_pnl_krw": -69714.18, "fees_krw": 17449.8, "pf": 0.2157, "days": 6, "trade_sequence_dd_ppt": 70.186, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 87 ], [ "FAST_FAIL_BREAKOUT", 46 ], [ "STOP_LOSS", 25 ], [ "TIME_STOP", 17 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro__smart_exit_c", "name": "Stochastic Reversal 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 174, "wr": 19.54, "wr_ci": [ 14.33, 26.06 ], "avg": -0.40077, "median_net": -0.588, "sum_net_pct": -69.733, "net_pnl_krw": -69601.89, "fees_krw": 17352.35, "pf": 0.1857, "days": 6, "trade_sequence_dd_ppt": 69.733, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 77 ], [ "FAST_FAIL_BREAKOUT", 44 ], [ "SMART_EXIT_C_FAILURE", 39 ], [ "TIME_STOP", 9 ], [ "SMART_EXIT_C_HARD_CAP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro__smart_exit_a", "name": "Stochastic Reversal 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 170, "wr": 15.882, "wr_ci": [ 11.15, 22.12 ], "avg": -0.53496, "median_net": -0.77059, "sum_net_pct": -90.943, "net_pnl_krw": -90807.28, "fees_krw": 16941.32, "pf": 0.2441, "days": 6, "trade_sequence_dd_ppt": 90.943, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 61 ], [ "FAST_FAIL_BREAKOUT", 52 ], [ "TIME_STOP", 27 ], [ "TRAILING_STOP", 16 ], [ "STOP_LOSS", 14 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery", "name": "EMA Pullback Reclaim 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 164, "wr": 33.537, "wr_ci": [ 26.76, 41.07 ], "avg": -0.28515, "median_net": -0.37414, "sum_net_pct": -46.764, "net_pnl_krw": -46678.49, "fees_krw": 16365.76, "pf": 0.2748, "days": 6, "trade_sequence_dd_ppt": 48.485, "exit_top": [ [ "STOP_LOSS", 55 ], [ "TAKE_PROFIT", 52 ], [ "TRAILING_STOP", 21 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "TIME_STOP", 17 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__continuation_hold", "name": "Donchian Breakout 1M · Macro Context · Continuation Hold", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 161, "wr": 15.528, "wr_ci": [ 10.74, 21.92 ], "avg": -0.45628, "median_net": -0.75843, "sum_net_pct": -73.461, "net_pnl_krw": -73295.83, "fees_krw": 16044.75, "pf": 0.3598, "days": 6, "trade_sequence_dd_ppt": 73.776, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 69 ], [ "STOP_LOSS", 67 ], [ "TRAILING_STOP", 23 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro__smart_exit_b", "name": "Range Breakout 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 161, "wr": 37.267, "wr_ci": [ 30.18, 44.95 ], "avg": -0.40829, "median_net": -0.5737, "sum_net_pct": -65.734, "net_pnl_krw": -65650.99, "fees_krw": 16054.46, "pf": 0.2683, "days": 6, "trade_sequence_dd_ppt": 66.261, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 79 ], [ "FAST_FAIL_BREAKOUT", 50 ], [ "STOP_LOSS", 25 ], [ "TIME_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro__smart_exit_c", "name": "EMA Pullback Reclaim 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 160, "wr": 33.125, "wr_ci": [ 26.3, 40.74 ], "avg": -0.39473, "median_net": -0.48641, "sum_net_pct": -63.157, "net_pnl_krw": -63063.51, "fees_krw": 15960.42, "pf": 0.2428, "days": 6, "trade_sequence_dd_ppt": 64.227, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 64 ], [ "SMART_EXIT_C_FAILURE", 59 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "STOP_LOSS", 16 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro__smart_exit_a", "name": "Range Breakout 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 160, "wr": 24.375, "wr_ci": [ 18.37, 31.58 ], "avg": -0.43148, "median_net": -0.83425, "sum_net_pct": -69.036, "net_pnl_krw": -68981.4, "fees_krw": 15953.39, "pf": 0.3876, "days": 6, "trade_sequence_dd_ppt": 69.563, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 49 ], [ "SMART_EXIT_A_FAILURE", 30 ], [ "TRAILING_STOP", 30 ], [ "STOP_LOSS", 30 ], [ "TIME_STOP", 21 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_fast_discovery", "name": "EMA Trend Continuation 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 158, "wr": 32.278, "wr_ci": [ 25.48, 39.91 ], "avg": -0.3205, "median_net": -0.50432, "sum_net_pct": -50.639, "net_pnl_krw": -50543.68, "fees_krw": 15761.47, "pf": 0.2261, "days": 6, "trade_sequence_dd_ppt": 51.091, "exit_top": [ [ "STOP_LOSS", 56 ], [ "TAKE_PROFIT", 49 ], [ "FAST_FAIL_BREAKOUT", 26 ], [ "TRAILING_STOP", 16 ], [ "TIME_STOP", 11 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro__smart_exit_b", "name": "EMA Pullback Reclaim 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 153, "wr": 43.137, "wr_ci": [ 35.55, 51.06 ], "avg": -0.36242, "median_net": -0.1, "sum_net_pct": -55.45, "net_pnl_krw": -55376.51, "fees_krw": 15264.32, "pf": 0.3202, "days": 6, "trade_sequence_dd_ppt": 56.267, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 83 ], [ "STOP_LOSS", 44 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "TIME_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_c", "name": "MACD Impulse 1M · Macro Context · Continuation Hold · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 148, "wr": 25.676, "wr_ci": [ 19.32, 33.27 ], "avg": -0.41258, "median_net": -0.61988, "sum_net_pct": -61.062, "net_pnl_krw": -61029.24, "fees_krw": 14671.34, "pf": 0.2353, "days": 6, "trade_sequence_dd_ppt": 61.783, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 73 ], [ "SMART_EXIT_C_PROFIT_LOCK", 47 ], [ "SMART_EXIT_C_FAILURE", 26 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro__smart_exit_a", "name": "EMA Pullback Reclaim 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 146, "wr": 20.548, "wr_ci": [ 14.79, 27.82 ], "avg": -0.51721, "median_net": -0.71182, "sum_net_pct": -75.513, "net_pnl_krw": -75436.38, "fees_krw": 14553.38, "pf": 0.3049, "days": 6, "trade_sequence_dd_ppt": 76.977, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 50 ], [ "STOP_LOSS", 34 ], [ "TRAILING_STOP", 24 ], [ "FAST_FAIL_BREAKOUT", 23 ], [ "TIME_STOP", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_a", "name": "MACD Impulse 1M · Macro Context · Continuation Hold · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 145, "wr": 14.483, "wr_ci": [ 9.67, 21.13 ], "avg": -0.50994, "median_net": -0.74963, "sum_net_pct": -73.942, "net_pnl_krw": -73843.85, "fees_krw": 14443.53, "pf": 0.3025, "days": 6, "trade_sequence_dd_ppt": 75.474, "exit_top": [ [ "STOP_LOSS", 64 ], [ "SMART_EXIT_A_FAILURE", 57 ], [ "TRAILING_STOP", 21 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro__continuation_hold__smart_exit_b", "name": "MACD Impulse 1M · Macro Context · Continuation Hold · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 144, "wr": 31.25, "wr_ci": [ 24.25, 39.22 ], "avg": -0.43197, "median_net": -0.77201, "sum_net_pct": -62.203, "net_pnl_krw": -62064.04, "fees_krw": 14350.48, "pf": 0.2781, "days": 6, "trade_sequence_dd_ppt": 62.817, "exit_top": [ [ "STOP_LOSS", 81 ], [ "SMART_EXIT_B_PROFIT_LOCK", 57 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_c", "name": "EMA Pullback Reclaim 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 144, "wr": 26.389, "wr_ci": [ 19.87, 34.13 ], "avg": -0.46605, "median_net": -0.53934, "sum_net_pct": -67.111, "net_pnl_krw": -66989.47, "fees_krw": 14314.47, "pf": 0.2049, "days": 6, "trade_sequence_dd_ppt": 67.111, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 60 ], [ "SMART_EXIT_C_PROFIT_LOCK", 48 ], [ "FAST_FAIL_BREAKOUT", 21 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro__smart_exit_a", "name": "RSI Momentum 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 143, "wr": 17.483, "wr_ci": [ 12.13, 24.54 ], "avg": -0.4375, "median_net": -0.56488, "sum_net_pct": -62.562, "net_pnl_krw": -62488.07, "fees_krw": 14257.54, "pf": 0.3025, "days": 6, "trade_sequence_dd_ppt": 65.93, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 85 ], [ "TRAILING_STOP", 24 ], [ "STOP_LOSS", 24 ], [ "TIME_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 141, "wr": 30.496, "wr_ci": [ 23.5, 38.53 ], "avg": -0.29493, "median_net": -0.38971, "sum_net_pct": -41.586, "net_pnl_krw": -41497.91, "fees_krw": 14070.19, "pf": 0.1897, "days": 6, "trade_sequence_dd_ppt": 43.591, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 34 ], [ "TAKE_PROFIT", 25 ], [ "SMART_EXIT_C_HARD_CAP", 20 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "TIME_STOP", 11 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 140, "wr": 32.143, "wr_ci": [ 24.97, 40.27 ], "avg": -0.31305, "median_net": -0.28039, "sum_net_pct": -43.826, "net_pnl_krw": -43729.72, "fees_krw": 13969.13, "pf": 0.1906, "days": 6, "trade_sequence_dd_ppt": 45.365, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 38 ], [ "STOP_LOSS", 35 ], [ "TAKE_PROFIT", 27 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "TIME_STOP", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_b", "name": "EMA Pullback Reclaim 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 140, "wr": 36.429, "wr_ci": [ 28.92, 44.66 ], "avg": -0.48618, "median_net": -0.82889, "sum_net_pct": -68.065, "net_pnl_krw": -67942.39, "fees_krw": 13913.96, "pf": 0.2668, "days": 6, "trade_sequence_dd_ppt": 69.382, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 61 ], [ "STOP_LOSS", 49 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TIME_STOP", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 138, "wr": 28.261, "wr_ci": [ 21.42, 36.28 ], "avg": -0.31901, "median_net": -0.41525, "sum_net_pct": -44.023, "net_pnl_krw": -43928.41, "fees_krw": 13769.47, "pf": 0.2222, "days": 6, "trade_sequence_dd_ppt": 46.283, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 42 ], [ "TAKE_PROFIT", 37 ], [ "STOP_LOSS", 18 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "TIME_STOP", 15 ], [ "TRAILING_STOP", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro", "name": "Bollinger Mean Reversion 1M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 134, "wr": 26.119, "wr_ci": [ 19.42, 34.15 ], "avg": -0.30943, "median_net": -0.55185, "sum_net_pct": -41.464, "net_pnl_krw": -41430.98, "fees_krw": 13376.65, "pf": 0.3532, "days": 6, "trade_sequence_dd_ppt": 41.464, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 65 ], [ "STOP_LOSS", 26 ], [ "TRAILING_STOP", 23 ], [ "TIME_STOP", 20 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_fast_discovery__smart_exit_c", "name": "EMA Trend Continuation 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 132, "wr": 20.455, "wr_ci": [ 14.46, 28.12 ], "avg": -0.3635, "median_net": -0.43372, "sum_net_pct": -47.981, "net_pnl_krw": -47909.45, "fees_krw": 13167.38, "pf": 0.1123, "days": 6, "trade_sequence_dd_ppt": 48.433, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 36 ], [ "SMART_EXIT_C_PROFIT_LOCK", 35 ], [ "FAST_FAIL_BREAKOUT", 19 ], [ "SMART_EXIT_C_HARD_CAP", 18 ], [ "TAKE_PROFIT", 18 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_fast_discovery__smart_exit_a", "name": "MACD Impulse 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 132, "wr": 23.485, "wr_ci": [ 17.07, 31.4 ], "avg": -0.39491, "median_net": -0.5174, "sum_net_pct": -52.129, "net_pnl_krw": -52055.41, "fees_krw": 13166.67, "pf": 0.1659, "days": 6, "trade_sequence_dd_ppt": 52.688, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 38 ], [ "STOP_LOSS", 38 ], [ "TAKE_PROFIT", 27 ], [ "TRAILING_STOP", 14 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_fast_discovery__smart_exit_b", "name": "MACD Impulse 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 132, "wr": 25.758, "wr_ci": [ 19.06, 33.83 ], "avg": -0.38032, "median_net": -0.55116, "sum_net_pct": -50.202, "net_pnl_krw": -50136.37, "fees_krw": 13167.63, "pf": 0.1591, "days": 6, "trade_sequence_dd_ppt": 51.115, "exit_top": [ [ "STOP_LOSS", 56 ], [ "SMART_EXIT_B_PROFIT_LOCK", 38 ], [ "TAKE_PROFIT", 23 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_fast_discovery__smart_exit_c", "name": "MACD Impulse 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 132, "wr": 25.0, "wr_ci": [ 18.39, 33.02 ], "avg": -0.35964, "median_net": -0.4669, "sum_net_pct": -47.472, "net_pnl_krw": -47404.84, "fees_krw": 13169.0, "pf": 0.1614, "days": 6, "trade_sequence_dd_ppt": 48.216, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 34 ], [ "SMART_EXIT_C_HARD_CAP", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 31 ], [ "TAKE_PROFIT", 23 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_fast_discovery__smart_exit_b", "name": "EMA Trend Continuation 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 131, "wr": 24.427, "wr_ci": [ 17.87, 32.44 ], "avg": -0.33768, "median_net": -0.40045, "sum_net_pct": -44.236, "net_pnl_krw": -44170.64, "fees_krw": 13069.0, "pf": 0.1347, "days": 6, "trade_sequence_dd_ppt": 44.595, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 41 ], [ "STOP_LOSS", 38 ], [ "TAKE_PROFIT", 22 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro__smart_exit_c", "name": "RSI Momentum 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 131, "wr": 31.298, "wr_ci": [ 23.99, 39.68 ], "avg": -0.36095, "median_net": -0.48369, "sum_net_pct": -47.284, "net_pnl_krw": -47169.98, "fees_krw": 13026.16, "pf": 0.2424, "days": 6, "trade_sequence_dd_ppt": 47.982, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 64 ], [ "SMART_EXIT_C_PROFIT_LOCK", 52 ], [ "SMART_EXIT_C_HARD_CAP", 13 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_fast_discovery__smart_exit_a", "name": "EMA Trend Continuation 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 130, "wr": 22.308, "wr_ci": [ 16.0, 30.2 ], "avg": -0.39219, "median_net": -0.50295, "sum_net_pct": -50.984, "net_pnl_krw": -50907.41, "fees_krw": 12965.58, "pf": 0.1422, "days": 6, "trade_sequence_dd_ppt": 51.344, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 40 ], [ "TAKE_PROFIT", 27 ], [ "STOP_LOSS", 25 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_fast_discovery", "name": "Stochastic Reversal 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 130, "wr": 23.846, "wr_ci": [ 17.34, 31.86 ], "avg": -0.36834, "median_net": -0.51653, "sum_net_pct": -47.884, "net_pnl_krw": -47781.27, "fees_krw": 12963.05, "pf": 0.1494, "days": 6, "trade_sequence_dd_ppt": 48.241, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 46 ], [ "STOP_LOSS", 27 ], [ "TAKE_PROFIT", 25 ], [ "TIME_STOP", 22 ], [ "TRAILING_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro", "name": "Bollinger Mean Reversion 5M · Macro Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 130, "wr": 35.385, "wr_ci": [ 27.69, 43.92 ], "avg": -0.25314, "median_net": -0.71317, "sum_net_pct": -32.909, "net_pnl_krw": -32880.65, "fees_krw": 12978.23, "pf": 0.577, "days": 6, "trade_sequence_dd_ppt": 33.834, "exit_top": [ [ "TIME_STOP", 46 ], [ "STOP_LOSS", 36 ], [ "FAST_FAIL_BREAKOUT", 24 ], [ "TRAILING_STOP", 24 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_fast_discovery", "name": "RSI Momentum 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 128, "wr": 32.812, "wr_ci": [ 25.28, 41.34 ], "avg": -0.30836, "median_net": -0.3148, "sum_net_pct": -39.47, "net_pnl_krw": -39388.59, "fees_krw": 12771.0, "pf": 0.2386, "days": 6, "trade_sequence_dd_ppt": 40.749, "exit_top": [ [ "STOP_LOSS", 53 ], [ "TAKE_PROFIT", 39 ], [ "TIME_STOP", 18 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_fast_discovery__smart_exit_c", "name": "MACD Impulse 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 127, "wr": 22.047, "wr_ci": [ 15.72, 30.02 ], "avg": -0.32888, "median_net": -0.42263, "sum_net_pct": -41.768, "net_pnl_krw": -41706.34, "fees_krw": 12671.89, "pf": 0.1403, "days": 6, "trade_sequence_dd_ppt": 42.341, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 40 ], [ "SMART_EXIT_C_HARD_CAP", 32 ], [ "SMART_EXIT_C_PROFIT_LOCK", 30 ], [ "TAKE_PROFIT", 19 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Acceptance Confirmed", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 126, "wr": 27.778, "wr_ci": [ 20.7, 36.17 ], "avg": -0.32578, "median_net": -0.61865, "sum_net_pct": -41.048, "net_pnl_krw": -40996.65, "fees_krw": 12572.1, "pf": 0.3636, "days": 6, "trade_sequence_dd_ppt": 42.187, "exit_top": [ [ "STOP_LOSS", 41 ], [ "FAST_FAIL_BREAKOUT", 37 ], [ "TIME_STOP", 25 ], [ "TRAILING_STOP", 23 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_fast_discovery__smart_exit_a", "name": "MACD Impulse 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 126, "wr": 20.635, "wr_ci": [ 14.49, 28.52 ], "avg": -0.37038, "median_net": -0.47651, "sum_net_pct": -46.669, "net_pnl_krw": -46602.74, "fees_krw": 12569.39, "pf": 0.1347, "days": 6, "trade_sequence_dd_ppt": 47.061, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 44 ], [ "STOP_LOSS", 32 ], [ "TAKE_PROFIT", 22 ], [ "TRAILING_STOP", 14 ], [ "TIME_STOP", 11 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_fast_discovery__smart_exit_b", "name": "MACD Impulse 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 126, "wr": 24.603, "wr_ci": [ 17.91, 32.8 ], "avg": -0.3225, "median_net": -0.23304, "sum_net_pct": -40.635, "net_pnl_krw": -40570.48, "fees_krw": 12572.41, "pf": 0.1486, "days": 6, "trade_sequence_dd_ppt": 41.027, "exit_top": [ [ "STOP_LOSS", 53 ], [ "SMART_EXIT_B_PROFIT_LOCK", 41 ], [ "TAKE_PROFIT", 21 ], [ "TIME_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro__smart_exit_a", "name": "EMA Pullback Reclaim 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 126, "wr": 15.079, "wr_ci": [ 9.87, 22.35 ], "avg": -0.54877, "median_net": -0.65779, "sum_net_pct": -69.145, "net_pnl_krw": -69485.05, "fees_krw": 12513.64, "pf": 0.2289, "days": 6, "trade_sequence_dd_ppt": 69.157, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 64 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro__smart_exit_b", "name": "RSI Momentum 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 126, "wr": 45.238, "wr_ci": [ 36.82, 53.94 ], "avg": -0.36266, "median_net": -0.1, "sum_net_pct": -45.695, "net_pnl_krw": -45581.49, "fees_krw": 12528.05, "pf": 0.3302, "days": 6, "trade_sequence_dd_ppt": 46.392, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 70 ], [ "STOP_LOSS", 45 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__continuation_hold__smart_exit_c", "name": "Range Breakout 1M · Macro Context · Continuation Hold · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 125, "wr": 21.6, "wr_ci": [ 15.29, 29.6 ], "avg": -0.40812, "median_net": -0.54599, "sum_net_pct": -51.015, "net_pnl_krw": -50968.44, "fees_krw": 12376.48, "pf": 0.1934, "days": 6, "trade_sequence_dd_ppt": 51.772, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 78 ], [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "SMART_EXIT_C_HARD_CAP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__continuation_hold__smart_exit_a", "name": "Range Breakout 1M · Macro Context · Continuation Hold · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 123, "wr": 13.008, "wr_ci": [ 8.17, 20.09 ], "avg": -0.43321, "median_net": -0.62421, "sum_net_pct": -53.285, "net_pnl_krw": -54224.97, "fees_krw": 12173.94, "pf": 0.3196, "days": 6, "trade_sequence_dd_ppt": 54.637, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 87 ], [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 11 ], [ "SMART_EXIT_A_FAILURE", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro__continuation_hold__smart_exit_b", "name": "Range Breakout 1M · Macro Context · Continuation Hold · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 121, "wr": 22.314, "wr_ci": [ 15.81, 30.52 ], "avg": -0.44062, "median_net": -0.57035, "sum_net_pct": -53.315, "net_pnl_krw": -53257.79, "fees_krw": 11974.68, "pf": 0.1854, "days": 6, "trade_sequence_dd_ppt": 53.938, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 80 ], [ "SMART_EXIT_B_PROFIT_LOCK", 34 ], [ "STOP_LOSS", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_fast_discovery__smart_exit_b", "name": "VWAP Reclaim 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 121, "wr": 33.058, "wr_ci": [ 25.31, 41.85 ], "avg": -0.24282, "median_net": -0.16572, "sum_net_pct": -29.381, "net_pnl_krw": -29363.06, "fees_krw": 12082.87, "pf": 0.2606, "days": 6, "trade_sequence_dd_ppt": 30.05, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 32 ], [ "TAKE_PROFIT", 29 ], [ "STOP_LOSS", 27 ], [ "FAST_FAIL_BREAKOUT", 22 ], [ "TIME_STOP", 11 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro__smart_exit_a", "name": "Range Breakout 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 120, "wr": 20.833, "wr_ci": [ 14.53, 28.95 ], "avg": -0.44515, "median_net": -0.78434, "sum_net_pct": -53.418, "net_pnl_krw": -53340.25, "fees_krw": 11958.5, "pf": 0.3661, "days": 6, "trade_sequence_dd_ppt": 53.418, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 33 ], [ "SMART_EXIT_A_FAILURE", 33 ], [ "TRAILING_STOP", 22 ], [ "STOP_LOSS", 20 ], [ "TIME_STOP", 12 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_fast_discovery__smart_exit_a", "name": "VWAP Reclaim 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 119, "wr": 31.092, "wr_ci": [ 23.48, 39.89 ], "avg": -0.25025, "median_net": -0.40015, "sum_net_pct": -29.78, "net_pnl_krw": -29762.02, "fees_krw": 11882.89, "pf": 0.2602, "days": 6, "trade_sequence_dd_ppt": 30.825, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 46 ], [ "TAKE_PROFIT", 31 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 10 ], [ "STOP_LOSS", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro__smart_exit_c", "name": "Donchian Breakout 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 119, "wr": 36.134, "wr_ci": [ 28.06, 45.07 ], "avg": -0.33245, "median_net": -0.41137, "sum_net_pct": -39.562, "net_pnl_krw": -39494.89, "fees_krw": 11873.43, "pf": 0.2809, "days": 6, "trade_sequence_dd_ppt": 40.236, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 59 ], [ "SMART_EXIT_C_HARD_CAP", 32 ], [ "SMART_EXIT_C_FAILURE", 15 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_fast_discovery__smart_exit_c", "name": "VWAP Reclaim 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 118, "wr": 29.661, "wr_ci": [ 22.17, 38.44 ], "avg": -0.24195, "median_net": -0.39018, "sum_net_pct": -28.55, "net_pnl_krw": -28531.55, "fees_krw": 11783.45, "pf": 0.2392, "days": 6, "trade_sequence_dd_ppt": 29.219, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 43 ], [ "SMART_EXIT_C_PROFIT_LOCK", 25 ], [ "TAKE_PROFIT", 25 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "SMART_EXIT_C_HARD_CAP", 7 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro__smart_exit_b", "name": "Range Breakout 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 118, "wr": 33.051, "wr_ci": [ 25.22, 41.95 ], "avg": -0.44217, "median_net": -0.65811, "sum_net_pct": -52.176, "net_pnl_krw": -52065.12, "fees_krw": 11761.24, "pf": 0.2539, "days": 6, "trade_sequence_dd_ppt": 53.016, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 56 ], [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 23 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro__smart_exit_a", "name": "VWAP Reclaim 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 118, "wr": 34.746, "wr_ci": [ 26.76, 43.7 ], "avg": -0.2247, "median_net": -0.76656, "sum_net_pct": -26.514, "net_pnl_krw": -26491.34, "fees_krw": 11781.05, "pf": 0.6226, "days": 6, "trade_sequence_dd_ppt": 28.538, "exit_top": [ [ "TIME_STOP", 39 ], [ "STOP_LOSS", 33 ], [ "FAST_FAIL_BREAKOUT", 23 ], [ "TRAILING_STOP", 23 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_fast_discovery", "name": "RSI Momentum 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 117, "wr": 34.188, "wr_ci": [ 26.22, 43.16 ], "avg": -0.33506, "median_net": -0.55277, "sum_net_pct": -39.202, "net_pnl_krw": -39132.29, "fees_krw": 11672.91, "pf": 0.2516, "days": 6, "trade_sequence_dd_ppt": 40.736, "exit_top": [ [ "STOP_LOSS", 55 ], [ "TAKE_PROFIT", 35 ], [ "TIME_STOP", 11 ], [ "TRAILING_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_fast_discovery__smart_exit_a", "name": "Stochastic Reversal 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 117, "wr": 23.077, "wr_ci": [ 16.37, 31.49 ], "avg": -0.32353, "median_net": -0.429, "sum_net_pct": -37.852, "net_pnl_krw": -37795.22, "fees_krw": 11673.04, "pf": 0.1452, "days": 6, "trade_sequence_dd_ppt": 38.114, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 36 ], [ "FAST_FAIL_BREAKOUT", 30 ], [ "TAKE_PROFIT", 23 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 11 ], [ "STOP_LOSS", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_fast_discovery__smart_exit_b", "name": "Stochastic Reversal 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 117, "wr": 24.786, "wr_ci": [ 17.85, 33.33 ], "avg": -0.30815, "median_net": -0.34618, "sum_net_pct": -36.054, "net_pnl_krw": -35999.93, "fees_krw": 11673.94, "pf": 0.1169, "days": 6, "trade_sequence_dd_ppt": 36.054, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 36 ], [ "SMART_EXIT_B_PROFIT_LOCK", 35 ], [ "STOP_LOSS", 18 ], [ "TAKE_PROFIT", 15 ], [ "TIME_STOP", 13 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro__smart_exit_b", "name": "Donchian Breakout 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 117, "wr": 45.299, "wr_ci": [ 36.57, 54.33 ], "avg": -0.25295, "median_net": -0.1, "sum_net_pct": -29.596, "net_pnl_krw": -29544.41, "fees_krw": 11679.01, "pf": 0.3933, "days": 6, "trade_sequence_dd_ppt": 30.602, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 77 ], [ "FAST_FAIL_BREAKOUT", 23 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro__smart_exit_b", "name": "VWAP Reclaim 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 117, "wr": 33.333, "wr_ci": [ 25.44, 42.28 ], "avg": -0.2567, "median_net": -0.81906, "sum_net_pct": -30.033, "net_pnl_krw": -29992.26, "fees_krw": 11678.93, "pf": 0.6004, "days": 6, "trade_sequence_dd_ppt": 32.057, "exit_top": [ [ "TIME_STOP", 39 ], [ "STOP_LOSS", 30 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TRAILING_STOP", 13 ], [ "SMART_EXIT_B_PROFIT_LOCK", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro", "name": "Bollinger Mean Reversion 5M · Fast Context", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 116, "wr": 31.897, "wr_ci": [ 24.11, 40.84 ], "avg": -0.34596, "median_net": -0.83848, "sum_net_pct": -40.131, "net_pnl_krw": -40080.54, "fees_krw": 11574.43, "pf": 0.4769, "days": 6, "trade_sequence_dd_ppt": 46.434, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 34 ], [ "STOP_LOSS", 31 ], [ "TIME_STOP", 31 ], [ "TRAILING_STOP", 20 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_fast_discovery__smart_exit_c", "name": "Stochastic Reversal 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 114, "wr": 21.93, "wr_ci": [ 15.32, 30.37 ], "avg": -0.31316, "median_net": -0.39573, "sum_net_pct": -35.701, "net_pnl_krw": -35647.25, "fees_krw": 11374.54, "pf": 0.103, "days": 6, "trade_sequence_dd_ppt": 35.701, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 34 ], [ "SMART_EXIT_C_PROFIT_LOCK", 30 ], [ "FAST_FAIL_BREAKOUT", 27 ], [ "TAKE_PROFIT", 12 ], [ "TIME_STOP", 6 ], [ "SMART_EXIT_C_HARD_CAP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro__smart_exit_c", "name": "VWAP Reclaim 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 113, "wr": 35.398, "wr_ci": [ 27.19, 44.56 ], "avg": -0.24512, "median_net": -0.78303, "sum_net_pct": -27.699, "net_pnl_krw": -27682.0, "fees_krw": 11281.21, "pf": 0.599, "days": 6, "trade_sequence_dd_ppt": 29.723, "exit_top": [ [ "TIME_STOP", 37 ], [ "STOP_LOSS", 30 ], [ "FAST_FAIL_BREAKOUT", 25 ], [ "TRAILING_STOP", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro__smart_exit_a", "name": "Donchian Breakout 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 111, "wr": 26.126, "wr_ci": [ 18.85, 35.0 ], "avg": -0.38425, "median_net": -0.73764, "sum_net_pct": -42.652, "net_pnl_krw": -42591.94, "fees_krw": 11069.61, "pf": 0.4417, "days": 6, "trade_sequence_dd_ppt": 42.865, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 39 ], [ "FAST_FAIL_BREAKOUT", 28 ], [ "TRAILING_STOP", 23 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro__smart_exit_c", "name": "Range Breakout 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 111, "wr": 24.324, "wr_ci": [ 17.29, 33.08 ], "avg": -0.48647, "median_net": -0.55954, "sum_net_pct": -53.998, "net_pnl_krw": -53880.77, "fees_krw": 11060.79, "pf": 0.1721, "days": 6, "trade_sequence_dd_ppt": 54.525, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 38 ], [ "SMART_EXIT_C_FAILURE", 35 ], [ "FAST_FAIL_BREAKOUT", 24 ], [ "STOP_LOSS", 11 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_fast_discovery__smart_exit_a", "name": "VWAP Reclaim 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 110, "wr": 28.182, "wr_ci": [ 20.62, 37.22 ], "avg": -0.27286, "median_net": -0.4105, "sum_net_pct": -30.015, "net_pnl_krw": -29991.97, "fees_krw": 10982.33, "pf": 0.2341, "days": 6, "trade_sequence_dd_ppt": 33.239, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 47 ], [ "TAKE_PROFIT", 28 ], [ "TIME_STOP", 10 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TRAILING_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Acceptance Confirmed · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 107, "wr": 21.495, "wr_ci": [ 14.77, 30.19 ], "avg": -0.35801, "median_net": -0.53331, "sum_net_pct": -38.307, "net_pnl_krw": -38265.99, "fees_krw": 10675.61, "pf": 0.2821, "days": 6, "trade_sequence_dd_ppt": 38.307, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 34 ], [ "FAST_FAIL_BREAKOUT", 29 ], [ "TIME_STOP", 18 ], [ "TRAILING_STOP", 16 ], [ "STOP_LOSS", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 106, "wr": 28.302, "wr_ci": [ 20.6, 37.52 ], "avg": -0.25262, "median_net": -0.32097, "sum_net_pct": -26.778, "net_pnl_krw": -26726.03, "fees_krw": 10580.21, "pf": 0.2467, "days": 6, "trade_sequence_dd_ppt": 28.733, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 26 ], [ "SMART_EXIT_C_FAILURE", 25 ], [ "TAKE_PROFIT", 22 ], [ "SMART_EXIT_C_HARD_CAP", 16 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Acceptance Confirmed · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 105, "wr": 22.857, "wr_ci": [ 15.87, 31.76 ], "avg": -0.36936, "median_net": -0.51996, "sum_net_pct": -38.783, "net_pnl_krw": -38741.62, "fees_krw": 10475.47, "pf": 0.2212, "days": 6, "trade_sequence_dd_ppt": 38.783, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 29 ], [ "SMART_EXIT_C_PROFIT_LOCK", 26 ], [ "SMART_EXIT_C_HARD_CAP", 20 ], [ "SMART_EXIT_C_FAILURE", 20 ], [ "TIME_STOP", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro__acceptance_confirmed__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Acceptance Confirmed · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 104, "wr": 27.885, "wr_ci": [ 20.17, 37.17 ], "avg": -0.38095, "median_net": -0.59002, "sum_net_pct": -39.619, "net_pnl_krw": -39575.03, "fees_krw": 10375.28, "pf": 0.2349, "days": 6, "trade_sequence_dd_ppt": 39.619, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 32 ], [ "STOP_LOSS", 29 ], [ "SMART_EXIT_B_PROFIT_LOCK", 29 ], [ "TIME_STOP", 14 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_b", "name": "Donchian Breakout 1M · Macro Context · Continuation Hold · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 104, "wr": 25.0, "wr_ci": [ 17.67, 34.11 ], "avg": -0.49303, "median_net": -0.63326, "sum_net_pct": -51.275, "net_pnl_krw": -51148.93, "fees_krw": 10362.44, "pf": 0.1841, "days": 6, "trade_sequence_dd_ppt": 51.453, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 40 ], [ "STOP_LOSS", 34 ], [ "SMART_EXIT_B_PROFIT_LOCK", 30 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 104, "wr": 32.692, "wr_ci": [ 24.43, 42.18 ], "avg": -0.25596, "median_net": -0.40259, "sum_net_pct": -26.62, "net_pnl_krw": -26566.96, "fees_krw": 10380.33, "pf": 0.2953, "days": 6, "trade_sequence_dd_ppt": 28.502, "exit_top": [ [ "TAKE_PROFIT", 31 ], [ "SMART_EXIT_A_FAILURE", 31 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 10 ], [ "TRAILING_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 104, "wr": 31.731, "wr_ci": [ 23.57, 41.19 ], "avg": -0.26876, "median_net": -0.21541, "sum_net_pct": -27.951, "net_pnl_krw": -27896.64, "fees_krw": 10379.66, "pf": 0.2512, "days": 6, "trade_sequence_dd_ppt": 29.906, "exit_top": [ [ "STOP_LOSS", 30 ], [ "SMART_EXIT_B_PROFIT_LOCK", 27 ], [ "TAKE_PROFIT", 25 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "TIME_STOP", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_fast_discovery", "name": "Bullish Candle Impulse 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 103, "wr": 27.184, "wr_ci": [ 19.53, 36.48 ], "avg": -0.33923, "median_net": -0.37733, "sum_net_pct": -34.94, "net_pnl_krw": -34895.55, "fees_krw": 10278.41, "pf": 0.1572, "days": 6, "trade_sequence_dd_ppt": 34.94, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 35 ], [ "TAKE_PROFIT", 21 ], [ "TRAILING_STOP", 17 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_a", "name": "Donchian Breakout 1M · Macro Context · Continuation Hold · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 103, "wr": 11.65, "wr_ci": [ 6.79, 19.27 ], "avg": -0.5347, "median_net": -0.7334, "sum_net_pct": -55.074, "net_pnl_krw": -54955.01, "fees_krw": 10260.63, "pf": 0.2593, "days": 6, "trade_sequence_dd_ppt": 55.103, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 40 ], [ "STOP_LOSS", 33 ], [ "SMART_EXIT_A_FAILURE", 18 ], [ "TRAILING_STOP", 12 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro__continuation_hold__smart_exit_c", "name": "Donchian Breakout 1M · Macro Context · Continuation Hold · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 102, "wr": 24.51, "wr_ci": [ 17.19, 33.68 ], "avg": -0.43924, "median_net": -0.57405, "sum_net_pct": -44.803, "net_pnl_krw": -44687.61, "fees_krw": 10165.57, "pf": 0.1889, "days": 6, "trade_sequence_dd_ppt": 45.003, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 37 ], [ "SMART_EXIT_C_HARD_CAP", 29 ], [ "SMART_EXIT_C_PROFIT_LOCK", 27 ], [ "SMART_EXIT_C_FAILURE", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_fast_discovery", "name": "Range Breakout 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 95, "wr": 27.368, "wr_ci": [ 19.41, 37.08 ], "avg": -0.34976, "median_net": -0.5002, "sum_net_pct": -33.227, "net_pnl_krw": -33191.39, "fees_krw": 9478.77, "pf": 0.1499, "days": 6, "trade_sequence_dd_ppt": 33.227, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 37 ], [ "TAKE_PROFIT", 20 ], [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 11 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro__smart_exit_c", "name": "Bollinger Mean Reversion 1M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 93, "wr": 23.656, "wr_ci": [ 16.17, 33.23 ], "avg": -0.32204, "median_net": -0.53175, "sum_net_pct": -29.949, "net_pnl_krw": -29908.25, "fees_krw": 9281.61, "pf": 0.3133, "days": 6, "trade_sequence_dd_ppt": 29.949, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 47 ], [ "STOP_LOSS", 17 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_fast_discovery__smart_exit_b", "name": "EMA Trend Continuation 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 93, "wr": 22.581, "wr_ci": [ 15.27, 32.07 ], "avg": -0.40658, "median_net": -0.53812, "sum_net_pct": -37.812, "net_pnl_krw": -37760.11, "fees_krw": 9274.82, "pf": 0.0997, "days": 6, "trade_sequence_dd_ppt": 38.331, "exit_top": [ [ "STOP_LOSS", 36 ], [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TAKE_PROFIT", 14 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_fast_discovery__smart_exit_c", "name": "EMA Trend Continuation 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 93, "wr": 21.505, "wr_ci": [ 14.37, 30.9 ], "avg": -0.38608, "median_net": -0.47764, "sum_net_pct": -35.906, "net_pnl_krw": -35852.78, "fees_krw": 9275.77, "pf": 0.0969, "days": 6, "trade_sequence_dd_ppt": 36.425, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 25 ], [ "SMART_EXIT_C_PROFIT_LOCK", 21 ], [ "SMART_EXIT_C_HARD_CAP", 19 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TAKE_PROFIT", 12 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro__smart_exit_c", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 93, "wr": 29.032, "wr_ci": [ 20.79, 38.94 ], "avg": -0.31815, "median_net": -0.39615, "sum_net_pct": -29.588, "net_pnl_krw": -29546.6, "fees_krw": 9279.62, "pf": 0.2146, "days": 6, "trade_sequence_dd_ppt": 29.918, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 47 ], [ "SMART_EXIT_C_FAILURE", 31 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_fast_discovery", "name": "Bullish Candle Impulse 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 92, "wr": 26.087, "wr_ci": [ 18.2, 35.89 ], "avg": -0.35397, "median_net": -0.51283, "sum_net_pct": -32.565, "net_pnl_krw": -32515.1, "fees_krw": 9178.59, "pf": 0.2069, "days": 6, "trade_sequence_dd_ppt": 34.776, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 38 ], [ "TAKE_PROFIT", 26 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro__smart_exit_b", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 92, "wr": 36.957, "wr_ci": [ 27.8, 47.16 ], "avg": -0.2761, "median_net": -0.1, "sum_net_pct": -25.401, "net_pnl_krw": -25360.36, "fees_krw": 9181.81, "pf": 0.3043, "days": 6, "trade_sequence_dd_ppt": 27.466, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 62 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 14 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro__smart_exit_a", "name": "Bollinger Mean Reversion 1M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 90, "wr": 22.222, "wr_ci": [ 14.87, 31.85 ], "avg": -0.35469, "median_net": -0.53268, "sum_net_pct": -31.922, "net_pnl_krw": -31874.7, "fees_krw": 8980.55, "pf": 0.2762, "days": 6, "trade_sequence_dd_ppt": 31.922, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 46 ], [ "STOP_LOSS", 17 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 13 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro__smart_exit_b", "name": "Bollinger Mean Reversion 1M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 90, "wr": 22.222, "wr_ci": [ 14.87, 31.85 ], "avg": -0.35355, "median_net": -0.53222, "sum_net_pct": -31.82, "net_pnl_krw": -31772.71, "fees_krw": 8980.6, "pf": 0.277, "days": 6, "trade_sequence_dd_ppt": 31.82, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 46 ], [ "STOP_LOSS", 17 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 8 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_fast_discovery__smart_exit_a", "name": "EMA Trend Continuation 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 90, "wr": 20.0, "wr_ci": [ 13.04, 29.41 ], "avg": -0.41288, "median_net": -0.49745, "sum_net_pct": -37.159, "net_pnl_krw": -37105.47, "fees_krw": 8975.0, "pf": 0.1192, "days": 6, "trade_sequence_dd_ppt": 37.519, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 28 ], [ "TAKE_PROFIT", 17 ], [ "STOP_LOSS", 17 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro__smart_exit_a", "name": "Donchian Breakout 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 87, "wr": 16.092, "wr_ci": [ 9.83, 25.22 ], "avg": -0.41708, "median_net": -0.55373, "sum_net_pct": -36.286, "net_pnl_krw": -36252.61, "fees_krw": 8672.04, "pf": 0.3893, "days": 6, "trade_sequence_dd_ppt": 36.286, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 41 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 14 ], [ "STOP_LOSS", 12 ], [ "TIME_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro__smart_exit_a", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 86, "wr": 23.256, "wr_ci": [ 15.59, 33.21 ], "avg": -0.44503, "median_net": -0.72695, "sum_net_pct": -38.272, "net_pnl_krw": -38205.6, "fees_krw": 8575.43, "pf": 0.3511, "days": 6, "trade_sequence_dd_ppt": 40.717, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 25 ], [ "STOP_LOSS", 22 ], [ "TIME_STOP", 14 ], [ "TRAILING_STOP", 13 ], [ "FAST_FAIL_BREAKOUT", 12 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro__smart_exit_c", "name": "Donchian Breakout 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 86, "wr": 24.419, "wr_ci": [ 16.56, 34.46 ], "avg": -0.39823, "median_net": -0.45687, "sum_net_pct": -34.247, "net_pnl_krw": -34182.2, "fees_krw": 8574.15, "pf": 0.1838, "days": 6, "trade_sequence_dd_ppt": 34.247, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 41 ], [ "SMART_EXIT_C_FAILURE", 28 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro__smart_exit_b", "name": "Donchian Breakout 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 85, "wr": 32.941, "wr_ci": [ 23.88, 43.48 ], "avg": -0.3839, "median_net": -0.1, "sum_net_pct": -32.632, "net_pnl_krw": -32565.17, "fees_krw": 8474.24, "pf": 0.2104, "days": 6, "trade_sequence_dd_ppt": 32.889, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 55 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "STOP_LOSS", 10 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro__smart_exit_b", "name": "Lower Wick Reversal 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 84, "wr": 36.905, "wr_ci": [ 27.37, 47.58 ], "avg": -0.3153, "median_net": -0.57678, "sum_net_pct": -26.485, "net_pnl_krw": -25616.38, "fees_krw": 8308.42, "pf": 0.4494, "days": 6, "trade_sequence_dd_ppt": 26.485, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 25 ], [ "TIME_STOP", 21 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "STOP_LOSS", 18 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_fast_discovery", "name": "Stochastic Reversal 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 84, "wr": 26.19, "wr_ci": [ 17.98, 36.49 ], "avg": -0.56861, "median_net": -0.83003, "sum_net_pct": -47.763, "net_pnl_krw": -47668.2, "fees_krw": 8367.91, "pf": 0.1362, "days": 6, "trade_sequence_dd_ppt": 47.763, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 33 ], [ "TAKE_PROFIT", 19 ], [ "STOP_LOSS", 15 ], [ "TIME_STOP", 10 ], [ "TRAILING_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro__smart_exit_c", "name": "Lower Wick Reversal 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 83, "wr": 19.277, "wr_ci": [ 12.23, 29.04 ], "avg": -0.39995, "median_net": -0.51379, "sum_net_pct": -33.196, "net_pnl_krw": -32793.61, "fees_krw": 8203.56, "pf": 0.269, "days": 6, "trade_sequence_dd_ppt": 33.196, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 41 ], [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 10 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro__smart_exit_c", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 81, "wr": 32.099, "wr_ci": [ 22.94, 42.88 ], "avg": -0.29064, "median_net": -0.44089, "sum_net_pct": -23.542, "net_pnl_krw": -23518.66, "fees_krw": 8084.68, "pf": 0.2911, "days": 6, "trade_sequence_dd_ppt": 23.92, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "SMART_EXIT_C_FAILURE", 27 ], [ "SMART_EXIT_C_HARD_CAP", 16 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro__smart_exit_c", "name": "VWAP Reclaim 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 81, "wr": 22.222, "wr_ci": [ 14.54, 32.42 ], "avg": -0.56119, "median_net": -0.96913, "sum_net_pct": -45.456, "net_pnl_krw": -45389.45, "fees_krw": 8069.38, "pf": 0.3071, "days": 6, "trade_sequence_dd_ppt": 45.456, "exit_top": [ [ "STOP_LOSS", 28 ], [ "FAST_FAIL_BREAKOUT", 20 ], [ "SMART_EXIT_C_PROFIT_LOCK", 15 ], [ "TIME_STOP", 13 ], [ "SMART_EXIT_C_FAILURE", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro__smart_exit_a", "name": "Lower Wick Reversal 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 80, "wr": 18.75, "wr_ci": [ 11.71, 28.66 ], "avg": -0.3496, "median_net": -0.50741, "sum_net_pct": -27.968, "net_pnl_krw": -27578.98, "fees_krw": 7908.28, "pf": 0.3695, "days": 6, "trade_sequence_dd_ppt": 27.968, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 38 ], [ "TIME_STOP", 17 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 7 ], [ "STOP_LOSS", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro__smart_exit_a", "name": "VWAP Reclaim 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 80, "wr": 23.75, "wr_ci": [ 15.76, 34.14 ], "avg": -0.58958, "median_net": -0.97294, "sum_net_pct": -47.166, "net_pnl_krw": -47116.03, "fees_krw": 7970.24, "pf": 0.269, "days": 6, "trade_sequence_dd_ppt": 47.166, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TIME_STOP", 21 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_A_FAILURE", 11 ], [ "TRAILING_STOP", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_discovery", "name": "MACD Impulse 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 79, "wr": 29.114, "wr_ci": [ 20.25, 39.91 ], "avg": -0.43069, "median_net": -0.6168, "sum_net_pct": -34.025, "net_pnl_krw": -33959.44, "fees_krw": 7871.88, "pf": 0.1498, "days": 1, "trade_sequence_dd_ppt": 34.388, "exit_top": [ [ "STOP_LOSS", 37 ], [ "TAKE_PROFIT", 20 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_fast_discovery", "name": "Range Breakout 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 79, "wr": 30.38, "wr_ci": [ 21.34, 41.23 ], "avg": -0.32244, "median_net": -0.50466, "sum_net_pct": -25.473, "net_pnl_krw": -25452.21, "fees_krw": 7885.88, "pf": 0.2364, "days": 6, "trade_sequence_dd_ppt": 26.775, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 29 ], [ "TAKE_PROFIT", 22 ], [ "STOP_LOSS", 13 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_discovery", "name": "MACD Impulse 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 78, "wr": 20.513, "wr_ci": [ 13.04, 30.75 ], "avg": -0.50517, "median_net": -0.63056, "sum_net_pct": -39.403, "net_pnl_krw": -39338.92, "fees_krw": 7770.98, "pf": 0.0945, "days": 1, "trade_sequence_dd_ppt": 39.403, "exit_top": [ [ "STOP_LOSS", 41 ], [ "TAKE_PROFIT", 17 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro__smart_exit_b", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 78, "wr": 41.026, "wr_ci": [ 30.78, 52.11 ], "avg": -0.40453, "median_net": -0.44505, "sum_net_pct": -31.554, "net_pnl_krw": -31491.57, "fees_krw": 7777.72, "pf": 0.2507, "days": 6, "trade_sequence_dd_ppt": 32.288, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 44 ], [ "STOP_LOSS", 17 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro__smart_exit_b", "name": "VWAP Reclaim 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 78, "wr": 25.641, "wr_ci": [ 17.26, 36.31 ], "avg": -0.48046, "median_net": -0.94797, "sum_net_pct": -37.476, "net_pnl_krw": -37435.82, "fees_krw": 7775.46, "pf": 0.3616, "days": 6, "trade_sequence_dd_ppt": 37.476, "exit_top": [ [ "STOP_LOSS", 30 ], [ "TIME_STOP", 17 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_fast_discovery", "name": "Donchian Breakout 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 76, "wr": 28.947, "wr_ci": [ 19.96, 39.96 ], "avg": -0.31378, "median_net": -0.36917, "sum_net_pct": -23.848, "net_pnl_krw": -23823.79, "fees_krw": 7584.94, "pf": 0.2052, "days": 6, "trade_sequence_dd_ppt": 23.848, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 21 ], [ "TAKE_PROFIT", 19 ], [ "STOP_LOSS", 18 ], [ "TRAILING_STOP", 10 ], [ "TIME_STOP", 8 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_fast_discovery__smart_exit_a", "name": "Stochastic Reversal 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 76, "wr": 21.053, "wr_ci": [ 13.4, 31.5 ], "avg": -0.33875, "median_net": -0.43164, "sum_net_pct": -25.745, "net_pnl_krw": -25705.75, "fees_krw": 7582.0, "pf": 0.153, "days": 6, "trade_sequence_dd_ppt": 26.564, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 28 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "TAKE_PROFIT", 14 ], [ "TIME_STOP", 7 ], [ "TRAILING_STOP", 5 ], [ "STOP_LOSS", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_fast_discovery__smart_exit_b", "name": "Stochastic Reversal 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 76, "wr": 22.368, "wr_ci": [ 14.46, 32.93 ], "avg": -0.34982, "median_net": -0.46564, "sum_net_pct": -26.586, "net_pnl_krw": -26547.86, "fees_krw": 7581.58, "pf": 0.1154, "days": 6, "trade_sequence_dd_ppt": 26.688, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 25 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "STOP_LOSS", 13 ], [ "TIME_STOP", 13 ], [ "TAKE_PROFIT", 10 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_fast_discovery__smart_exit_c", "name": "Stochastic Reversal 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 76, "wr": 19.737, "wr_ci": [ 12.34, 30.04 ], "avg": -0.33998, "median_net": -0.41828, "sum_net_pct": -25.839, "net_pnl_krw": -25800.4, "fees_krw": 7581.95, "pf": 0.1117, "days": 6, "trade_sequence_dd_ppt": 25.94, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 27 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "TAKE_PROFIT", 9 ], [ "TIME_STOP", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_fast_discovery", "name": "MACD Impulse 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 76, "wr": 39.474, "wr_ci": [ 29.25, 50.71 ], "avg": -0.37481, "median_net": -0.91798, "sum_net_pct": -28.486, "net_pnl_krw": -28435.21, "fees_krw": 7580.42, "pf": 0.3671, "days": 6, "trade_sequence_dd_ppt": 30.045, "exit_top": [ [ "STOP_LOSS", 37 ], [ "TAKE_PROFIT", 29 ], [ "TIME_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_discovery", "name": "EMA Trend Continuation 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 75, "wr": 21.333, "wr_ci": [ 13.58, 31.88 ], "avg": -0.50334, "median_net": -0.62261, "sum_net_pct": -37.751, "net_pnl_krw": -37679.58, "fees_krw": 7472.59, "pf": 0.1025, "days": 1, "trade_sequence_dd_ppt": 37.751, "exit_top": [ [ "STOP_LOSS", 30 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "TAKE_PROFIT", 16 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro__smart_exit_c", "name": "Lower Wick Reversal 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 73, "wr": 19.178, "wr_ci": [ 11.78, 29.66 ], "avg": -0.30313, "median_net": -0.36832, "sum_net_pct": -22.129, "net_pnl_krw": -22023.02, "fees_krw": 7213.2, "pf": 0.3173, "days": 6, "trade_sequence_dd_ppt": 22.129, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 36 ], [ "SMART_EXIT_C_FAILURE", 18 ], [ "FAST_FAIL_BREAKOUT", 13 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro__smart_exit_a", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 71, "wr": 21.127, "wr_ci": [ 13.24, 31.98 ], "avg": -0.38464, "median_net": -0.62246, "sum_net_pct": -27.309, "net_pnl_krw": -27271.62, "fees_krw": 7080.54, "pf": 0.4093, "days": 6, "trade_sequence_dd_ppt": 30.93, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 26 ], [ "TRAILING_STOP", 15 ], [ "STOP_LOSS", 12 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TIME_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_fast_discovery__smart_exit_c", "name": "RSI Momentum 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 69, "wr": 18.841, "wr_ci": [ 11.35, 29.61 ], "avg": -0.36972, "median_net": -0.47764, "sum_net_pct": -25.511, "net_pnl_krw": -25479.78, "fees_krw": 6883.78, "pf": 0.099, "days": 6, "trade_sequence_dd_ppt": 26.083, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 22 ], [ "SMART_EXIT_C_PROFIT_LOCK", 21 ], [ "SMART_EXIT_C_HARD_CAP", 18 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_fast_discovery", "name": "Stochastic Reversal 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 69, "wr": 26.087, "wr_ci": [ 17.19, 37.51 ], "avg": -0.56026, "median_net": -0.86767, "sum_net_pct": -38.658, "net_pnl_krw": -38598.94, "fees_krw": 6875.87, "pf": 0.145, "days": 6, "trade_sequence_dd_ppt": 38.658, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 26 ], [ "TAKE_PROFIT", 16 ], [ "STOP_LOSS", 15 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_fast_discovery__smart_exit_a", "name": "RSI Momentum 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 67, "wr": 19.403, "wr_ci": [ 11.71, 30.42 ], "avg": -0.44121, "median_net": -0.5204, "sum_net_pct": -29.561, "net_pnl_krw": -29525.03, "fees_krw": 6681.66, "pf": 0.1002, "days": 6, "trade_sequence_dd_ppt": 30.133, "exit_top": [ [ "STOP_LOSS", 23 ], [ "SMART_EXIT_A_FAILURE", 23 ], [ "TRAILING_STOP", 8 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_fast_discovery__smart_exit_b", "name": "RSI Momentum 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 67, "wr": 20.896, "wr_ci": [ 12.88, 32.07 ], "avg": -0.36937, "median_net": -0.54955, "sum_net_pct": -24.748, "net_pnl_krw": -24717.4, "fees_krw": 6684.06, "pf": 0.1142, "days": 6, "trade_sequence_dd_ppt": 25.14, "exit_top": [ [ "STOP_LOSS", 30 ], [ "SMART_EXIT_B_PROFIT_LOCK", 24 ], [ "TAKE_PROFIT", 7 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro__smart_exit_b", "name": "Lower Wick Reversal 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 65, "wr": 29.231, "wr_ci": [ 19.58, 41.2 ], "avg": -0.30471, "median_net": -0.21168, "sum_net_pct": -19.806, "net_pnl_krw": -19706.25, "fees_krw": 6416.54, "pf": 0.3483, "days": 6, "trade_sequence_dd_ppt": 19.914, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 36 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 9 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_discovery", "name": "EMA Trend Continuation 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 63, "wr": 23.81, "wr_ci": [ 14.99, 35.64 ], "avg": -0.46693, "median_net": -0.61841, "sum_net_pct": -29.417, "net_pnl_krw": -29377.13, "fees_krw": 6279.61, "pf": 0.1244, "days": 1, "trade_sequence_dd_ppt": 29.417, "exit_top": [ [ "STOP_LOSS", 22 ], [ "TAKE_PROFIT", 17 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_fast_discovery", "name": "EMA Pullback Reclaim 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 63, "wr": 34.921, "wr_ci": [ 24.33, 47.25 ], "avg": -0.36125, "median_net": -0.32228, "sum_net_pct": -22.759, "net_pnl_krw": -22722.76, "fees_krw": 6285.11, "pf": 0.2843, "days": 6, "trade_sequence_dd_ppt": 24.394, "exit_top": [ [ "STOP_LOSS", 20 ], [ "TAKE_PROFIT", 19 ], [ "TRAILING_STOP", 11 ], [ "TIME_STOP", 9 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_fast_discovery", "name": "Donchian Breakout 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 61, "wr": 36.066, "wr_ci": [ 25.17, 48.61 ], "avg": -0.29949, "median_net": -0.50141, "sum_net_pct": -18.269, "net_pnl_krw": -18249.9, "fees_krw": 6089.34, "pf": 0.2653, "days": 6, "trade_sequence_dd_ppt": 18.277, "exit_top": [ [ "TAKE_PROFIT", 19 ], [ "FAST_FAIL_BREAKOUT", 17 ], [ "STOP_LOSS", 14 ], [ "TRAILING_STOP", 9 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro__smart_exit_a", "name": "Lower Wick Reversal 5M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 61, "wr": 21.311, "wr_ci": [ 12.9, 33.12 ], "avg": -0.3833, "median_net": -0.5467, "sum_net_pct": -23.381, "net_pnl_krw": -23017.74, "fees_krw": 6014.0, "pf": 0.3634, "days": 6, "trade_sequence_dd_ppt": 24.807, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 27 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "TRAILING_STOP", 10 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_fast_discovery", "name": "Lower Wick Reversal 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 59, "wr": 32.203, "wr_ci": [ 21.69, 44.9 ], "avg": -0.38709, "median_net": -0.55056, "sum_net_pct": -22.838, "net_pnl_krw": -22793.07, "fees_krw": 5884.41, "pf": 0.182, "days": 6, "trade_sequence_dd_ppt": 23.323, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 28 ], [ "TAKE_PROFIT", 14 ], [ "STOP_LOSS", 10 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_fast_discovery__smart_exit_c", "name": "Bullish Candle Impulse 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 57, "wr": 14.035, "wr_ci": [ 7.29, 25.32 ], "avg": -0.39636, "median_net": -0.43813, "sum_net_pct": -22.593, "net_pnl_krw": -22571.9, "fees_krw": 5686.79, "pf": 0.0649, "days": 6, "trade_sequence_dd_ppt": 22.593, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 21 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_C_PROFIT_LOCK", 11 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_fast_discovery__smart_exit_a", "name": "Bullish Candle Impulse 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 56, "wr": 14.286, "wr_ci": [ 7.42, 25.74 ], "avg": -0.41537, "median_net": -0.45774, "sum_net_pct": -23.261, "net_pnl_krw": -23241.47, "fees_krw": 5586.86, "pf": 0.0758, "days": 6, "trade_sequence_dd_ppt": 23.261, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 21 ], [ "FAST_FAIL_BREAKOUT", 18 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 5 ], [ "TAKE_PROFIT", 4 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_fast_discovery__smart_exit_b", "name": "Bullish Candle Impulse 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 56, "wr": 19.643, "wr_ci": [ 11.34, 31.84 ], "avg": -0.37557, "median_net": -0.471, "sum_net_pct": -21.032, "net_pnl_krw": -21013.35, "fees_krw": 5587.98, "pf": 0.0901, "days": 6, "trade_sequence_dd_ppt": 21.032, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 24 ], [ "SMART_EXIT_B_PROFIT_LOCK", 15 ], [ "TIME_STOP", 7 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_fast_discovery", "name": "EMA Trend Continuation 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 56, "wr": 35.714, "wr_ci": [ 24.46, 48.81 ], "avg": -0.37487, "median_net": -0.80815, "sum_net_pct": -20.993, "net_pnl_krw": -20963.04, "fees_krw": 5584.96, "pf": 0.308, "days": 6, "trade_sequence_dd_ppt": 21.512, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TAKE_PROFIT", 17 ], [ "TRAILING_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_fast_discovery", "name": "VWAP Reclaim 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 54, "wr": 42.593, "wr_ci": [ 30.33, 55.84 ], "avg": -0.20977, "median_net": -0.1, "sum_net_pct": -11.328, "net_pnl_krw": -11289.39, "fees_krw": 5388.54, "pf": 0.4482, "days": 6, "trade_sequence_dd_ppt": 12.449, "exit_top": [ [ "TAKE_PROFIT", 19 ], [ "TIME_STOP", 13 ], [ "STOP_LOSS", 10 ], [ "TRAILING_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_discovery__smart_exit_a", "name": "MACD Impulse 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 53, "wr": 20.755, "wr_ci": [ 12.0, 33.46 ], "avg": -0.48273, "median_net": -0.50248, "sum_net_pct": -25.585, "net_pnl_krw": -25533.54, "fees_krw": 5280.56, "pf": 0.0966, "days": 1, "trade_sequence_dd_ppt": 25.64, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 24 ], [ "TAKE_PROFIT", 11 ], [ "STOP_LOSS", 10 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_discovery__smart_exit_b", "name": "MACD Impulse 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 53, "wr": 24.528, "wr_ci": [ 14.93, 37.57 ], "avg": -0.40247, "median_net": -0.48295, "sum_net_pct": -21.331, "net_pnl_krw": -21286.14, "fees_krw": 5282.69, "pf": 0.1182, "days": 1, "trade_sequence_dd_ppt": 21.387, "exit_top": [ [ "STOP_LOSS", 21 ], [ "SMART_EXIT_B_PROFIT_LOCK", 12 ], [ "TAKE_PROFIT", 12 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_macro_discovery__smart_exit_c", "name": "MACD Impulse 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 53, "wr": 16.981, "wr_ci": [ 9.2, 29.23 ], "avg": -0.45749, "median_net": -0.48295, "sum_net_pct": -24.247, "net_pnl_krw": -24200.36, "fees_krw": 5281.23, "pf": 0.0757, "days": 1, "trade_sequence_dd_ppt": 24.303, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 21 ], [ "SMART_EXIT_C_HARD_CAP", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "TAKE_PROFIT", 9 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_discovery", "name": "Bullish Candle Impulse 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 51, "wr": 23.529, "wr_ci": [ 14.0, 36.76 ], "avg": -0.39148, "median_net": -0.52577, "sum_net_pct": -19.965, "net_pnl_krw": -19930.21, "fees_krw": 5083.65, "pf": 0.109, "days": 1, "trade_sequence_dd_ppt": 19.965, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 17 ], [ "TAKE_PROFIT", 10 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_fast_discovery__smart_exit_a", "name": "Bullish Candle Impulse 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 51, "wr": 13.725, "wr_ci": [ 6.81, 25.72 ], "avg": -0.44564, "median_net": -0.49043, "sum_net_pct": -22.728, "net_pnl_krw": -22709.36, "fees_krw": 5087.27, "pf": 0.0879, "days": 6, "trade_sequence_dd_ppt": 23.221, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 18 ], [ "FAST_FAIL_BREAKOUT", 16 ], [ "TRAILING_STOP", 7 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_fast_discovery__smart_exit_b", "name": "Bullish Candle Impulse 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 51, "wr": 21.569, "wr_ci": [ 12.49, 34.63 ], "avg": -0.39637, "median_net": -0.51302, "sum_net_pct": -20.215, "net_pnl_krw": -20201.16, "fees_krw": 5088.85, "pf": 0.1062, "days": 6, "trade_sequence_dd_ppt": 20.951, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 20 ], [ "SMART_EXIT_B_PROFIT_LOCK", 18 ], [ "STOP_LOSS", 7 ], [ "TAKE_PROFIT", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_fast_discovery__smart_exit_a", "name": "Range Breakout 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 51, "wr": 21.569, "wr_ci": [ 12.49, 34.63 ], "avg": -0.39003, "median_net": -0.48295, "sum_net_pct": -19.892, "net_pnl_krw": -19872.8, "fees_krw": 5088.16, "pf": 0.0861, "days": 6, "trade_sequence_dd_ppt": 19.892, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 18 ], [ "SMART_EXIT_A_FAILURE", 14 ], [ "TRAILING_STOP", 7 ], [ "TIME_STOP", 5 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_fast_discovery__smart_exit_b", "name": "Range Breakout 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 51, "wr": 25.49, "wr_ci": [ 15.55, 38.87 ], "avg": -0.35312, "median_net": -0.49119, "sum_net_pct": -18.009, "net_pnl_krw": -17994.05, "fees_krw": 5089.1, "pf": 0.0898, "days": 6, "trade_sequence_dd_ppt": 18.009, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 22 ], [ "SMART_EXIT_B_PROFIT_LOCK", 17 ], [ "TIME_STOP", 4 ], [ "TAKE_PROFIT", 4 ], [ "STOP_LOSS", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_fast_discovery__smart_exit_c", "name": "Range Breakout 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 51, "wr": 23.529, "wr_ci": [ 14.0, 36.76 ], "avg": -0.35658, "median_net": -0.4325, "sum_net_pct": -18.186, "net_pnl_krw": -18169.4, "fees_krw": 5089.01, "pf": 0.0882, "days": 6, "trade_sequence_dd_ppt": 18.186, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 17 ], [ "SMART_EXIT_C_FAILURE", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 13 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_discovery", "name": "RSI Momentum 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 51, "wr": 21.569, "wr_ci": [ 12.49, 34.63 ], "avg": -0.47489, "median_net": -0.59913, "sum_net_pct": -24.22, "net_pnl_krw": -24170.17, "fees_krw": 5081.37, "pf": 0.1058, "days": 1, "trade_sequence_dd_ppt": 24.22, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TAKE_PROFIT", 10 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_fast_discovery__smart_exit_c", "name": "Bullish Candle Impulse 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 49, "wr": 20.408, "wr_ci": [ 11.48, 33.64 ], "avg": -0.39985, "median_net": -0.47295, "sum_net_pct": -19.593, "net_pnl_krw": -19580.08, "fees_krw": 4889.38, "pf": 0.098, "days": 6, "trade_sequence_dd_ppt": 20.086, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 16 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "SMART_EXIT_C_PROFIT_LOCK", 12 ], [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_discovery__smart_exit_a", "name": "EMA Trend Continuation 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 49, "wr": 18.367, "wr_ci": [ 9.98, 31.36 ], "avg": -0.52402, "median_net": -0.52173, "sum_net_pct": -25.677, "net_pnl_krw": -25629.17, "fees_krw": 4882.76, "pf": 0.1013, "days": 1, "trade_sequence_dd_ppt": 25.677, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 26 ], [ "TAKE_PROFIT", 8 ], [ "STOP_LOSS", 7 ], [ "TRAILING_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_discovery__smart_exit_b", "name": "EMA Trend Continuation 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 49, "wr": 26.531, "wr_ci": [ 16.21, 40.26 ], "avg": -0.48153, "median_net": -0.61841, "sum_net_pct": -23.595, "net_pnl_krw": -23551.63, "fees_krw": 4884.24, "pf": 0.1067, "days": 1, "trade_sequence_dd_ppt": 23.595, "exit_top": [ [ "STOP_LOSS", 17 ], [ "SMART_EXIT_B_PROFIT_LOCK", 14 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_micro_discovery__smart_exit_c", "name": "EMA Trend Continuation 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 49, "wr": 18.367, "wr_ci": [ 9.98, 31.36 ], "avg": -0.47516, "median_net": -0.48665, "sum_net_pct": -23.283, "net_pnl_krw": -23237.11, "fees_krw": 4883.53, "pf": 0.0859, "days": 1, "trade_sequence_dd_ppt": 23.283, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 22 ], [ "SMART_EXIT_C_PROFIT_LOCK", 10 ], [ "SMART_EXIT_C_HARD_CAP", 9 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_discovery", "name": "MACD Impulse 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 49, "wr": 30.612, "wr_ci": [ 19.52, 44.53 ], "avg": -0.43939, "median_net": -0.20499, "sum_net_pct": -21.53, "net_pnl_krw": -21479.87, "fees_krw": 4880.48, "pf": 0.2215, "days": 1, "trade_sequence_dd_ppt": 22.062, "exit_top": [ [ "STOP_LOSS", 21 ], [ "TAKE_PROFIT", 20 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_discovery", "name": "RSI Momentum 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 48, "wr": 27.083, "wr_ci": [ 16.57, 41.0 ], "avg": -0.42639, "median_net": -0.61182, "sum_net_pct": -20.467, "net_pnl_krw": -20430.29, "fees_krw": 4783.03, "pf": 0.1518, "days": 1, "trade_sequence_dd_ppt": 20.467, "exit_top": [ [ "STOP_LOSS", 24 ], [ "TAKE_PROFIT", 10 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_discovery", "name": "Stochastic Reversal 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 48, "wr": 20.833, "wr_ci": [ 11.73, 34.26 ], "avg": -0.33343, "median_net": -0.33126, "sum_net_pct": -16.004, "net_pnl_krw": -15971.07, "fees_krw": 4787.95, "pf": 0.1588, "days": 1, "trade_sequence_dd_ppt": 16.667, "exit_top": [ [ "STOP_LOSS", 11 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "TAKE_PROFIT", 11 ], [ "TIME_STOP", 8 ], [ "TRAILING_STOP", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_discovery", "name": "VWAP Reclaim 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 48, "wr": 29.167, "wr_ci": [ 18.24, 43.18 ], "avg": -0.34324, "median_net": -0.43682, "sum_net_pct": -16.476, "net_pnl_krw": -16445.38, "fees_krw": 4787.03, "pf": 0.1824, "days": 1, "trade_sequence_dd_ppt": 16.476, "exit_top": [ [ "STOP_LOSS", 17 ], [ "TAKE_PROFIT", 13 ], [ "TIME_STOP", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_discovery", "name": "MACD Impulse 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 48, "wr": 31.25, "wr_ci": [ 19.95, 45.33 ], "avg": -0.43458, "median_net": -0.67158, "sum_net_pct": -20.86, "net_pnl_krw": -20812.45, "fees_krw": 4780.57, "pf": 0.242, "days": 1, "trade_sequence_dd_ppt": 21.089, "exit_top": [ [ "STOP_LOSS", 20 ], [ "TAKE_PROFIT", 19 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_discovery", "name": "Bullish Candle Impulse 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 47, "wr": 14.894, "wr_ci": [ 7.41, 27.69 ], "avg": -0.44932, "median_net": -0.59523, "sum_net_pct": -21.118, "net_pnl_krw": -21082.57, "fees_krw": 4683.15, "pf": 0.0612, "days": 1, "trade_sequence_dd_ppt": 21.212, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "STOP_LOSS", 10 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 7 ], [ "TRAILING_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_fast_discovery", "name": "EMA Trend Continuation 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 47, "wr": 34.043, "wr_ci": [ 22.17, 48.33 ], "avg": -0.36522, "median_net": -0.6255, "sum_net_pct": -17.165, "net_pnl_krw": -17147.37, "fees_krw": 4686.07, "pf": 0.2879, "days": 6, "trade_sequence_dd_ppt": 18.292, "exit_top": [ [ "STOP_LOSS", 17 ], [ "TAKE_PROFIT", 13 ], [ "TRAILING_STOP", 10 ], [ "FAST_FAIL_BREAKOUT", 7 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_fast_discovery", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 46, "wr": 32.609, "wr_ci": [ 20.87, 47.03 ], "avg": -0.24248, "median_net": -0.27773, "sum_net_pct": -11.154, "net_pnl_krw": -11148.38, "fees_krw": 4593.93, "pf": 0.2337, "days": 6, "trade_sequence_dd_ppt": 11.909, "exit_top": [ [ "TAKE_PROFIT", 12 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "STOP_LOSS", 9 ], [ "TIME_STOP", 9 ], [ "TRAILING_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_fast_discovery", "name": "MACD Impulse 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 45, "wr": 28.889, "wr_ci": [ 17.73, 43.37 ], "avg": -0.41854, "median_net": -0.85099, "sum_net_pct": -18.834, "net_pnl_krw": -18815.37, "fees_krw": 4487.42, "pf": 0.2739, "days": 6, "trade_sequence_dd_ppt": 19.989, "exit_top": [ [ "STOP_LOSS", 23 ], [ "TAKE_PROFIT", 10 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_discovery", "name": "VWAP Reclaim 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 43, "wr": 34.884, "wr_ci": [ 22.42, 49.83 ], "avg": -0.27, "median_net": -0.1, "sum_net_pct": -11.61, "net_pnl_krw": -11581.47, "fees_krw": 4289.86, "pf": 0.2257, "days": 1, "trade_sequence_dd_ppt": 12.17, "exit_top": [ [ "STOP_LOSS", 12 ], [ "TAKE_PROFIT", 11 ], [ "TRAILING_STOP", 8 ], [ "TIME_STOP", 7 ], [ "FAST_FAIL_BREAKOUT", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_discovery", "name": "EMA Trend Continuation 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 43, "wr": 41.86, "wr_ci": [ 28.38, 56.67 ], "avg": -0.36015, "median_net": -0.46612, "sum_net_pct": -15.487, "net_pnl_krw": -15471.04, "fees_krw": 4286.43, "pf": 0.3404, "days": 1, "trade_sequence_dd_ppt": 15.788, "exit_top": [ [ "TAKE_PROFIT", 19 ], [ "STOP_LOSS", 15 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_fast_discovery", "name": "Lower Wick Reversal 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 43, "wr": 41.86, "wr_ci": [ 28.38, 56.67 ], "avg": -0.34987, "median_net": -0.80529, "sum_net_pct": -15.044, "net_pnl_krw": -15007.55, "fees_krw": 4289.97, "pf": 0.363, "days": 6, "trade_sequence_dd_ppt": 17.809, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 16 ], [ "TAKE_PROFIT", 16 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_discovery", "name": "EMA Pullback Reclaim 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 42, "wr": 26.19, "wr_ci": [ 15.3, 41.07 ], "avg": -0.45105, "median_net": -0.56092, "sum_net_pct": -18.944, "net_pnl_krw": -18920.71, "fees_krw": 4185.9, "pf": 0.1085, "days": 1, "trade_sequence_dd_ppt": 18.944, "exit_top": [ [ "STOP_LOSS", 18 ], [ "TAKE_PROFIT", 9 ], [ "TRAILING_STOP", 6 ], [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_discovery__smart_exit_a", "name": "EMA Trend Continuation 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 42, "wr": 16.667, "wr_ci": [ 8.32, 30.6 ], "avg": -0.5105, "median_net": -0.48931, "sum_net_pct": -21.441, "net_pnl_krw": -21414.99, "fees_krw": 4186.38, "pf": 0.0882, "days": 1, "trade_sequence_dd_ppt": 21.441, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 25 ], [ "TAKE_PROFIT", 8 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_discovery__smart_exit_b", "name": "EMA Trend Continuation 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 42, "wr": 28.571, "wr_ci": [ 17.17, 43.57 ], "avg": -0.45435, "median_net": -0.61355, "sum_net_pct": -19.083, "net_pnl_krw": -19064.05, "fees_krw": 4187.56, "pf": 0.1362, "days": 1, "trade_sequence_dd_ppt": 19.083, "exit_top": [ [ "STOP_LOSS", 18 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "TAKE_PROFIT", 8 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_trend_macro_discovery__smart_exit_c", "name": "EMA Trend Continuation 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 42, "wr": 16.667, "wr_ci": [ 8.32, 30.6 ], "avg": -0.50526, "median_net": -0.48931, "sum_net_pct": -21.221, "net_pnl_krw": -21199.3, "fees_krw": 4186.49, "pf": 0.0895, "days": 1, "trade_sequence_dd_ppt": 21.221, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 21 ], [ "SMART_EXIT_C_HARD_CAP", 10 ], [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_discovery__smart_exit_a", "name": "Bullish Candle Impulse 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 41, "wr": 19.512, "wr_ci": [ 10.23, 34.01 ], "avg": -0.40182, "median_net": -0.52173, "sum_net_pct": -16.475, "net_pnl_krw": -16440.57, "fees_krw": 4086.15, "pf": 0.0983, "days": 1, "trade_sequence_dd_ppt": 16.483, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 13 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "TAKE_PROFIT", 7 ], [ "TIME_STOP", 5 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_discovery__smart_exit_b", "name": "Bullish Candle Impulse 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 41, "wr": 19.512, "wr_ci": [ 10.23, 34.01 ], "avg": -0.39707, "median_net": -0.52173, "sum_net_pct": -16.28, "net_pnl_krw": -16244.55, "fees_krw": 4086.25, "pf": 0.0923, "days": 1, "trade_sequence_dd_ppt": 16.28, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "STOP_LOSS", 8 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_macro_discovery__smart_exit_c", "name": "Bullish Candle Impulse 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 41, "wr": 12.195, "wr_ci": [ 5.32, 25.54 ], "avg": -0.42322, "median_net": -0.43767, "sum_net_pct": -17.352, "net_pnl_krw": -17317.02, "fees_krw": 4085.71, "pf": 0.0362, "days": 1, "trade_sequence_dd_ppt": 17.36, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 12 ], [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 10 ], [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_fast_discovery__smart_exit_a", "name": "Range Breakout 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 41, "wr": 26.829, "wr_ci": [ 15.69, 41.93 ], "avg": -0.37616, "median_net": -0.47575, "sum_net_pct": -15.423, "net_pnl_krw": -15414.16, "fees_krw": 4092.29, "pf": 0.1861, "days": 6, "trade_sequence_dd_ppt": 16.781, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 13 ], [ "FAST_FAIL_BREAKOUT", 12 ], [ "TAKE_PROFIT", 8 ], [ "TRAILING_STOP", 5 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_fast_discovery__smart_exit_b", "name": "Range Breakout 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 41, "wr": 31.707, "wr_ci": [ 19.56, 46.98 ], "avg": -0.36436, "median_net": -0.50963, "sum_net_pct": -14.939, "net_pnl_krw": -14931.11, "fees_krw": 4092.53, "pf": 0.1585, "days": 6, "trade_sequence_dd_ppt": 15.728, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 14 ], [ "FAST_FAIL_BREAKOUT", 14 ], [ "STOP_LOSS", 7 ], [ "TAKE_PROFIT", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_fast_discovery__smart_exit_c", "name": "Range Breakout 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 41, "wr": 29.268, "wr_ci": [ 17.61, 44.48 ], "avg": -0.36965, "median_net": -0.45194, "sum_net_pct": -15.156, "net_pnl_krw": -15148.05, "fees_krw": 4092.42, "pf": 0.1558, "days": 6, "trade_sequence_dd_ppt": 15.945, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 13 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro__smart_exit_b", "name": "Bollinger Mean Reversion 5M · Macro Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 41, "wr": 14.634, "wr_ci": [ 6.88, 28.44 ], "avg": -0.33531, "median_net": -0.17185, "sum_net_pct": -13.748, "net_pnl_krw": -13734.01, "fees_krw": 4091.4, "pf": 0.1523, "days": 6, "trade_sequence_dd_ppt": 15.451, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 26 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_fast_discovery", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 40, "wr": 35.0, "wr_ci": [ 22.13, 50.49 ], "avg": -0.286, "median_net": -0.38533, "sum_net_pct": -11.44, "net_pnl_krw": -11434.05, "fees_krw": 3994.04, "pf": 0.2615, "days": 6, "trade_sequence_dd_ppt": 11.787, "exit_top": [ [ "STOP_LOSS", 13 ], [ "TAKE_PROFIT", 12 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_fast_discovery", "name": "Lower Wick Reversal 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 40, "wr": 22.5, "wr_ci": [ 12.32, 37.5 ], "avg": -0.51016, "median_net": -0.66633, "sum_net_pct": -20.406, "net_pnl_krw": -20355.04, "fees_krw": 3985.2, "pf": 0.0963, "days": 6, "trade_sequence_dd_ppt": 20.495, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 19 ], [ "STOP_LOSS", 10 ], [ "TAKE_PROFIT", 7 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro__smart_exit_c", "name": "Bollinger Mean Reversion 5M · Macro Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 40, "wr": 12.5, "wr_ci": [ 5.46, 26.11 ], "avg": -0.40527, "median_net": -0.3773, "sum_net_pct": -16.211, "net_pnl_krw": -16187.76, "fees_krw": 3989.21, "pf": 0.0706, "days": 6, "trade_sequence_dd_ppt": 16.731, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 23 ], [ "SMART_EXIT_C_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_discovery", "name": "Stochastic Reversal 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 38, "wr": 15.789, "wr_ci": [ 7.44, 30.42 ], "avg": -0.479, "median_net": -0.59457, "sum_net_pct": -18.202, "net_pnl_krw": -18160.89, "fees_krw": 3786.37, "pf": 0.0571, "days": 1, "trade_sequence_dd_ppt": 18.202, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "STOP_LOSS", 8 ], [ "TAKE_PROFIT", 6 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_discovery__smart_exit_a", "name": "Bullish Candle Impulse 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 37, "wr": 10.811, "wr_ci": [ 4.29, 24.71 ], "avg": -0.45543, "median_net": -0.47622, "sum_net_pct": -16.851, "net_pnl_krw": -16823.71, "fees_krw": 3687.15, "pf": 0.0454, "days": 1, "trade_sequence_dd_ppt": 16.851, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 17 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TIME_STOP", 4 ], [ "TAKE_PROFIT", 4 ], [ "TRAILING_STOP", 3 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_discovery__smart_exit_b", "name": "Bullish Candle Impulse 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 37, "wr": 8.108, "wr_ci": [ 2.8, 21.3 ], "avg": -0.48277, "median_net": -0.59523, "sum_net_pct": -17.862, "net_pnl_krw": -17830.97, "fees_krw": 3686.65, "pf": 0.0267, "days": 1, "trade_sequence_dd_ppt": 17.862, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_discovery__smart_exit_a", "name": "MACD Impulse 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 37, "wr": 16.216, "wr_ci": [ 7.65, 31.14 ], "avg": -0.52865, "median_net": -0.53599, "sum_net_pct": -19.56, "net_pnl_krw": -19533.78, "fees_krw": 3686.09, "pf": 0.0752, "days": 1, "trade_sequence_dd_ppt": 19.56, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 17 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 6 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_fast_discovery", "name": "EMA Pullback Reclaim 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 37, "wr": 29.73, "wr_ci": [ 17.49, 45.78 ], "avg": -0.48299, "median_net": -0.89116, "sum_net_pct": -17.87, "net_pnl_krw": -17866.52, "fees_krw": 3690.65, "pf": 0.2792, "days": 6, "trade_sequence_dd_ppt": 19.162, "exit_top": [ [ "STOP_LOSS", 17 ], [ "TAKE_PROFIT", 10 ], [ "TRAILING_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bullish_candle_impulse_micro_discovery__smart_exit_c", "name": "Bullish Candle Impulse 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 5.556, "wr_ci": [ 1.54, 18.14 ], "avg": -0.48174, "median_net": -0.47777, "sum_net_pct": -17.343, "net_pnl_krw": -17311.04, "fees_krw": 3586.86, "pf": 0.0132, "days": 1, "trade_sequence_dd_ppt": 17.343, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 15 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_discovery__smart_exit_a", "name": "Stochastic Reversal 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 19.444, "wr_ci": [ 9.75, 35.03 ], "avg": -0.30726, "median_net": -0.34298, "sum_net_pct": -11.061, "net_pnl_krw": -11031.95, "fees_krw": 3590.9, "pf": 0.1423, "days": 1, "trade_sequence_dd_ppt": 11.277, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 12 ], [ "TAKE_PROFIT", 7 ], [ "TIME_STOP", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TRAILING_STOP", 5 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_discovery__smart_exit_b", "name": "Stochastic Reversal 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 13.889, "wr_ci": [ 6.08, 28.66 ], "avg": -0.36215, "median_net": -0.2356, "sum_net_pct": -13.037, "net_pnl_krw": -13008.27, "fees_krw": 3589.91, "pf": 0.0596, "days": 1, "trade_sequence_dd_ppt": 13.253, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 11 ], [ "STOP_LOSS", 8 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_macro_discovery__smart_exit_c", "name": "Stochastic Reversal 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 13.889, "wr_ci": [ 6.08, 28.66 ], "avg": -0.32891, "median_net": -0.32501, "sum_net_pct": -11.841, "net_pnl_krw": -11811.09, "fees_krw": 3590.51, "pf": 0.064, "days": 1, "trade_sequence_dd_ppt": 12.056, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 11 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ], [ "TAKE_PROFIT", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 4 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_discovery__smart_exit_a", "name": "VWAP Reclaim 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 25.0, "wr_ci": [ 13.75, 41.07 ], "avg": -0.35105, "median_net": -0.42032, "sum_net_pct": -12.638, "net_pnl_krw": -12612.43, "fees_krw": 3589.58, "pf": 0.1478, "days": 1, "trade_sequence_dd_ppt": 12.638, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 14 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 5 ], [ "STOP_LOSS", 5 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_discovery__smart_exit_b", "name": "VWAP Reclaim 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 25.0, "wr_ci": [ 13.75, 41.07 ], "avg": -0.27886, "median_net": -0.1, "sum_net_pct": -10.039, "net_pnl_krw": -10019.7, "fees_krw": 3590.88, "pf": 0.1556, "days": 1, "trade_sequence_dd_ppt": 10.039, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_discovery__smart_exit_c", "name": "VWAP Reclaim 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 36, "wr": 22.222, "wr_ci": [ 11.72, 38.09 ], "avg": -0.28849, "median_net": -0.39401, "sum_net_pct": -10.386, "net_pnl_krw": -10364.3, "fees_krw": 3590.71, "pf": 0.1363, "days": 1, "trade_sequence_dd_ppt": 10.386, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 10 ], [ "TAKE_PROFIT", 7 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_fast_discovery", "name": "Lower Wick Reversal 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 36, "wr": 50.0, "wr_ci": [ 34.47, 65.53 ], "avg": -0.29254, "median_net": -0.04731, "sum_net_pct": -10.531, "net_pnl_krw": -10500.4, "fees_krw": 3591.08, "pf": 0.3863, "days": 6, "trade_sequence_dd_ppt": 11.628, "exit_top": [ [ "TAKE_PROFIT", 15 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 8 ], [ "TRAILING_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_fast_discovery", "name": "VWAP Reclaim 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 36, "wr": 38.889, "wr_ci": [ 24.78, 55.14 ], "avg": -0.31827, "median_net": -0.25915, "sum_net_pct": -11.458, "net_pnl_krw": -11422.56, "fees_krw": 3590.49, "pf": 0.294, "days": 6, "trade_sequence_dd_ppt": 11.579, "exit_top": [ [ "TIME_STOP", 12 ], [ "TAKE_PROFIT", 9 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TRAILING_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_discovery", "name": "EMA Pullback Reclaim 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 35, "wr": 31.429, "wr_ci": [ 18.55, 47.98 ], "avg": -0.34159, "median_net": -0.27395, "sum_net_pct": -11.956, "net_pnl_krw": -11944.3, "fees_krw": 3490.05, "pf": 0.1849, "days": 1, "trade_sequence_dd_ppt": 11.956, "exit_top": [ [ "STOP_LOSS", 13 ], [ "TAKE_PROFIT", 10 ], [ "TIME_STOP", 5 ], [ "TRAILING_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_fast_discovery__smart_exit_a", "name": "Lower Wick Reversal 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 35, "wr": 31.429, "wr_ci": [ 18.55, 47.98 ], "avg": -0.35912, "median_net": -0.4173, "sum_net_pct": -12.569, "net_pnl_krw": -12551.92, "fees_krw": 3491.95, "pf": 0.1827, "days": 6, "trade_sequence_dd_ppt": 12.569, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_A_FAILURE", 10 ], [ "TAKE_PROFIT", 10 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_fast_discovery__smart_exit_b", "name": "Lower Wick Reversal 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 35, "wr": 31.429, "wr_ci": [ 18.55, 47.98 ], "avg": -0.41155, "median_net": -0.50346, "sum_net_pct": -14.404, "net_pnl_krw": -14384.09, "fees_krw": 3491.03, "pf": 0.122, "days": 6, "trade_sequence_dd_ppt": 14.404, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 15 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "TAKE_PROFIT", 6 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_fast_discovery__smart_exit_c", "name": "Lower Wick Reversal 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 35, "wr": 28.571, "wr_ci": [ 16.33, 45.06 ], "avg": -0.35955, "median_net": -0.42346, "sum_net_pct": -12.584, "net_pnl_krw": -12565.55, "fees_krw": 3491.94, "pf": 0.1352, "days": 6, "trade_sequence_dd_ppt": 12.584, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "SMART_EXIT_C_FAILURE", 9 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_discovery__smart_exit_b", "name": "MACD Impulse 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 35, "wr": 22.857, "wr_ci": [ 12.07, 39.02 ], "avg": -0.47881, "median_net": -0.53838, "sum_net_pct": -16.759, "net_pnl_krw": -16736.27, "fees_krw": 3487.85, "pf": 0.0907, "days": 1, "trade_sequence_dd_ppt": 16.759, "exit_top": [ [ "STOP_LOSS", 14 ], [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "TAKE_PROFIT", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_macd_impulse_micro_discovery__smart_exit_c", "name": "MACD Impulse 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 35, "wr": 17.143, "wr_ci": [ 8.1, 32.68 ], "avg": -0.49311, "median_net": -0.46612, "sum_net_pct": -17.259, "net_pnl_krw": -17237.79, "fees_krw": 3487.6, "pf": 0.0721, "days": 1, "trade_sequence_dd_ppt": 17.259, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 14 ], [ "SMART_EXIT_C_HARD_CAP", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_fast_discovery__smart_exit_a", "name": "Donchian Breakout 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 33, "wr": 15.152, "wr_ci": [ 6.65, 30.92 ], "avg": -0.41664, "median_net": -0.48295, "sum_net_pct": -13.749, "net_pnl_krw": -13740.53, "fees_krw": 3292.72, "pf": 0.0874, "days": 6, "trade_sequence_dd_ppt": 13.749, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 12 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "TIME_STOP", 3 ], [ "TRAILING_STOP", 3 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_fast_discovery__smart_exit_b", "name": "Donchian Breakout 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 33, "wr": 15.152, "wr_ci": [ 6.65, 30.92 ], "avg": -0.40061, "median_net": -0.49119, "sum_net_pct": -13.22, "net_pnl_krw": -13212.47, "fees_krw": 3292.98, "pf": 0.0651, "days": 6, "trade_sequence_dd_ppt": 13.22, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 11 ], [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 7 ], [ "TIME_STOP", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_fast_discovery__smart_exit_c", "name": "Donchian Breakout 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 33, "wr": 12.121, "wr_ci": [ 4.82, 27.33 ], "avg": -0.39427, "median_net": -0.46478, "sum_net_pct": -13.011, "net_pnl_krw": -13001.95, "fees_krw": 3293.08, "pf": 0.0608, "days": 6, "trade_sequence_dd_ppt": 13.011, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 12 ], [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_discovery", "name": "EMA Trend Continuation 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 33, "wr": 27.273, "wr_ci": [ 15.07, 44.22 ], "avg": -0.47987, "median_net": -0.79265, "sum_net_pct": -15.836, "net_pnl_krw": -15814.61, "fees_krw": 3289.28, "pf": 0.1886, "days": 1, "trade_sequence_dd_ppt": 15.836, "exit_top": [ [ "TAKE_PROFIT", 13 ], [ "STOP_LOSS", 9 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_discovery__smart_exit_a", "name": "VWAP Reclaim 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 32, "wr": 31.25, "wr_ci": [ 17.95, 48.57 ], "avg": -0.28869, "median_net": -0.41837, "sum_net_pct": -9.238, "net_pnl_krw": -9217.85, "fees_krw": 3191.97, "pf": 0.1901, "days": 1, "trade_sequence_dd_ppt": 9.798, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 12 ], [ "TAKE_PROFIT", 7 ], [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_discovery__smart_exit_b", "name": "VWAP Reclaim 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 32, "wr": 34.375, "wr_ci": [ 20.41, 51.69 ], "avg": -0.22861, "median_net": -0.1, "sum_net_pct": -7.315, "net_pnl_krw": -7299.78, "fees_krw": 3192.93, "pf": 0.19, "days": 1, "trade_sequence_dd_ppt": 7.599, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 13 ], [ "STOP_LOSS", 8 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_macro_discovery__smart_exit_c", "name": "VWAP Reclaim 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 32, "wr": 28.125, "wr_ci": [ 15.56, 45.37 ], "avg": -0.25409, "median_net": -0.37244, "sum_net_pct": -8.131, "net_pnl_krw": -8112.36, "fees_krw": 3192.53, "pf": 0.1657, "days": 1, "trade_sequence_dd_ppt": 8.415, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_discovery", "name": "RSI Momentum 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 32, "wr": 28.125, "wr_ci": [ 15.56, 45.37 ], "avg": -0.63624, "median_net": -0.95555, "sum_net_pct": -20.36, "net_pnl_krw": -20324.28, "fees_krw": 3185.07, "pf": 0.146, "days": 1, "trade_sequence_dd_ppt": 21.318, "exit_top": [ [ "STOP_LOSS", 18 ], [ "TAKE_PROFIT", 8 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 31, "wr": 12.903, "wr_ci": [ 5.13, 28.85 ], "avg": -0.55367, "median_net": -0.52173, "sum_net_pct": -17.164, "net_pnl_krw": -17144.14, "fees_krw": 3088.07, "pf": 0.0307, "days": 1, "trade_sequence_dd_ppt": 17.164, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 14 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 31, "wr": 25.806, "wr_ci": [ 13.7, 43.25 ], "avg": -0.36356, "median_net": -0.1, "sum_net_pct": -11.27, "net_pnl_krw": -11257.46, "fees_krw": 3091.01, "pf": 0.1011, "days": 1, "trade_sequence_dd_ppt": 11.336, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 11 ], [ "STOP_LOSS", 9 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_micro_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 31, "wr": 16.129, "wr_ci": [ 7.09, 32.63 ], "avg": -0.45998, "median_net": -0.43767, "sum_net_pct": -14.259, "net_pnl_krw": -14241.58, "fees_krw": 3089.52, "pf": 0.0256, "days": 1, "trade_sequence_dd_ppt": 14.325, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 9 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_discovery", "name": "Range Breakout 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 30, "wr": 16.667, "wr_ci": [ 7.34, 33.56 ], "avg": -0.40485, "median_net": -0.53234, "sum_net_pct": -12.145, "net_pnl_krw": -12131.55, "fees_krw": 2990.33, "pf": 0.111, "days": 1, "trade_sequence_dd_ppt": 12.239, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 12 ], [ "TIME_STOP", 6 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 4 ], [ "TRAILING_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_discovery__smart_exit_a", "name": "RSI Momentum 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 30, "wr": 20.0, "wr_ci": [ 9.5, 37.31 ], "avg": -0.53263, "median_net": -0.53622, "sum_net_pct": -15.979, "net_pnl_krw": -15941.58, "fees_krw": 2988.57, "pf": 0.1041, "days": 1, "trade_sequence_dd_ppt": 15.979, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 18 ], [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_discovery__smart_exit_b", "name": "RSI Momentum 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 30, "wr": 26.667, "wr_ci": [ 14.18, 44.45 ], "avg": -0.48152, "median_net": -0.61897, "sum_net_pct": -14.446, "net_pnl_krw": -14411.29, "fees_krw": 2989.34, "pf": 0.1213, "days": 1, "trade_sequence_dd_ppt": 14.446, "exit_top": [ [ "STOP_LOSS", 13 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_micro_discovery__smart_exit_c", "name": "RSI Momentum 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 30, "wr": 13.333, "wr_ci": [ 5.31, 29.68 ], "avg": -0.53004, "median_net": -0.53622, "sum_net_pct": -15.901, "net_pnl_krw": -15868.17, "fees_krw": 2988.61, "pf": 0.0732, "days": 1, "trade_sequence_dd_ppt": 15.901, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 16 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_discovery", "name": "RSI Momentum 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 30, "wr": 43.333, "wr_ci": [ 27.38, 60.8 ], "avg": -0.29616, "median_net": -0.1, "sum_net_pct": -8.885, "net_pnl_krw": -8864.65, "fees_krw": 2991.46, "pf": 0.3899, "days": 1, "trade_sequence_dd_ppt": 10.557, "exit_top": [ [ "TAKE_PROFIT", 12 ], [ "STOP_LOSS", 10 ], [ "TRAILING_STOP", 5 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_discovery", "name": "Range Breakout 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 29, "wr": 24.138, "wr_ci": [ 12.22, 42.11 ], "avg": -0.3224, "median_net": -0.5182, "sum_net_pct": -9.349, "net_pnl_krw": -9330.89, "fees_krw": 2890.75, "pf": 0.1949, "days": 1, "trade_sequence_dd_ppt": 9.587, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 12 ], [ "TAKE_PROFIT", 7 ], [ "TIME_STOP", 4 ], [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_fast_discovery", "name": "RSI Momentum 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 29, "wr": 58.621, "wr_ci": [ 40.74, 74.49 ], "avg": -0.09046, "median_net": 0.14378, "sum_net_pct": -2.623, "net_pnl_krw": -2598.96, "fees_krw": 2895.37, "pf": 0.7715, "days": 6, "trade_sequence_dd_ppt": 7.988, "exit_top": [ [ "TAKE_PROFIT", 14 ], [ "STOP_LOSS", 9 ], [ "TRAILING_STOP", 6 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_discovery__smart_exit_c", "name": "MACD Impulse 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 28, "wr": 14.286, "wr_ci": [ 5.7, 31.49 ], "avg": -0.44988, "median_net": -0.45313, "sum_net_pct": -12.597, "net_pnl_krw": -12559.67, "fees_krw": 2787.15, "pf": 0.1239, "days": 1, "trade_sequence_dd_ppt": 12.597, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ], [ "TAKE_PROFIT", 6 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_C_FAILURE", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_fast_discovery", "name": "RSI Momentum 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 28, "wr": 28.571, "wr_ci": [ 15.25, 47.06 ], "avg": -0.51677, "median_net": -0.92631, "sum_net_pct": -14.47, "net_pnl_krw": -14457.42, "fees_krw": 2790.59, "pf": 0.1975, "days": 6, "trade_sequence_dd_ppt": 15.165, "exit_top": [ [ "STOP_LOSS", 13 ], [ "TAKE_PROFIT", 6 ], [ "TRAILING_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_fast_discovery__smart_exit_a", "name": "Donchian Breakout 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 27, "wr": 22.222, "wr_ci": [ 10.61, 40.76 ], "avg": -0.33021, "median_net": -0.42035, "sum_net_pct": -8.916, "net_pnl_krw": -8909.01, "fees_krw": 2695.27, "pf": 0.1802, "days": 6, "trade_sequence_dd_ppt": 10.062, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 10 ], [ "TAKE_PROFIT", 5 ], [ "TRAILING_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_fast_discovery__smart_exit_b", "name": "Donchian Breakout 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 27, "wr": 22.222, "wr_ci": [ 10.61, 40.76 ], "avg": -0.31803, "median_net": -0.3007, "sum_net_pct": -8.587, "net_pnl_krw": -8581.42, "fees_krw": 2695.44, "pf": 0.1428, "days": 6, "trade_sequence_dd_ppt": 9.427, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 12 ], [ "FAST_FAIL_BREAKOUT", 8 ], [ "TAKE_PROFIT", 4 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_fast_discovery__smart_exit_c", "name": "Donchian Breakout 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 27, "wr": 22.222, "wr_ci": [ 10.61, 40.76 ], "avg": -0.306, "median_net": -0.4038, "sum_net_pct": -8.262, "net_pnl_krw": -8255.61, "fees_krw": 2695.6, "pf": 0.1417, "days": 6, "trade_sequence_dd_ppt": 8.793, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 10 ], [ "SMART_EXIT_C_PROFIT_LOCK", 8 ], [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_discovery__smart_exit_a", "name": "RSI Momentum 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 27, "wr": 18.519, "wr_ci": [ 8.18, 36.7 ], "avg": -0.50882, "median_net": -0.53599, "sum_net_pct": -13.738, "net_pnl_krw": -13711.82, "fees_krw": 2690.32, "pf": 0.1024, "days": 1, "trade_sequence_dd_ppt": 13.738, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 16 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 4 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_discovery__smart_exit_b", "name": "RSI Momentum 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 27, "wr": 29.63, "wr_ci": [ 15.85, 48.48 ], "avg": -0.45499, "median_net": -0.61627, "sum_net_pct": -12.285, "net_pnl_krw": -12259.75, "fees_krw": 2691.05, "pf": 0.1283, "days": 1, "trade_sequence_dd_ppt": 12.285, "exit_top": [ [ "STOP_LOSS", 11 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_discovery__smart_exit_c", "name": "RSI Momentum 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 27, "wr": 14.815, "wr_ci": [ 5.92, 32.48 ], "avg": -0.52754, "median_net": -0.53599, "sum_net_pct": -14.243, "net_pnl_krw": -14217.04, "fees_krw": 2690.07, "pf": 0.0754, "days": 1, "trade_sequence_dd_ppt": 14.243, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 15 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_fast_discovery", "name": "Bullish Candle Impulse 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 27, "wr": 14.815, "wr_ci": [ 5.92, 32.48 ], "avg": -0.61553, "median_net": -0.87481, "sum_net_pct": -16.619, "net_pnl_krw": -16608.51, "fees_krw": 2690.75, "pf": 0.1086, "days": 5, "trade_sequence_dd_ppt": 16.619, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 11 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 5 ], [ "TAKE_PROFIT", 5 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_discovery", "name": "Stochastic Reversal 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 27, "wr": 22.222, "wr_ci": [ 10.61, 40.76 ], "avg": -0.64888, "median_net": -0.84665, "sum_net_pct": -17.52, "net_pnl_krw": -17475.49, "fees_krw": 2687.13, "pf": 0.1234, "days": 1, "trade_sequence_dd_ppt": 17.52, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 12 ], [ "TAKE_PROFIT", 6 ], [ "STOP_LOSS", 5 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_discovery", "name": "Donchian Breakout 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 23.077, "wr_ci": [ 11.03, 42.05 ], "avg": -0.35713, "median_net": -0.52199, "sum_net_pct": -9.285, "net_pnl_krw": -9264.06, "fees_krw": 2591.86, "pf": 0.124, "days": 1, "trade_sequence_dd_ppt": 9.845, "exit_top": [ [ "STOP_LOSS", 8 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 6 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_discovery", "name": "Donchian Breakout 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 15.385, "wr_ci": [ 6.15, 33.53 ], "avg": -0.44178, "median_net": -0.54738, "sum_net_pct": -11.486, "net_pnl_krw": -11465.51, "fees_krw": 2590.93, "pf": 0.0567, "days": 1, "trade_sequence_dd_ppt": 11.901, "exit_top": [ [ "STOP_LOSS", 9 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 5 ], [ "TAKE_PROFIT", 4 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 7.692, "wr_ci": [ 2.14, 24.14 ], "avg": -0.61916, "median_net": -0.55954, "sum_net_pct": -16.098, "net_pnl_krw": -16081.21, "fees_krw": 2589.35, "pf": 0.0231, "days": 1, "trade_sequence_dd_ppt": 16.098, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 13 ], [ "STOP_LOSS", 6 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TRAILING_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 15.385, "wr_ci": [ 6.15, 33.53 ], "avg": -0.4157, "median_net": -0.25915, "sum_net_pct": -10.808, "net_pnl_krw": -10794.85, "fees_krw": 2591.99, "pf": 0.0557, "days": 1, "trade_sequence_dd_ppt": 10.874, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "STOP_LOSS", 8 ], [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_ema_pullback_reclaim_macro_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 7.692, "wr_ci": [ 2.14, 24.14 ], "avg": -0.54384, "median_net": -0.4552, "sum_net_pct": -14.14, "net_pnl_krw": -14123.11, "fees_krw": 2590.32, "pf": 0.0074, "days": 1, "trade_sequence_dd_ppt": 14.205, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 13 ], [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_discovery__smart_exit_a", "name": "Stochastic Reversal 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 19.231, "wr_ci": [ 8.51, 37.88 ], "avg": -0.39227, "median_net": -0.44757, "sum_net_pct": -10.199, "net_pnl_krw": -10171.9, "fees_krw": 2591.6, "pf": 0.0813, "days": 1, "trade_sequence_dd_ppt": 10.199, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 6 ], [ "TIME_STOP", 3 ], [ "TRAILING_STOP", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_discovery__smart_exit_b", "name": "Stochastic Reversal 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 19.231, "wr_ci": [ 8.51, 37.88 ], "avg": -0.40474, "median_net": -0.38803, "sum_net_pct": -10.523, "net_pnl_krw": -10496.68, "fees_krw": 2591.44, "pf": 0.0556, "days": 1, "trade_sequence_dd_ppt": 10.523, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_stochastic_reversal_micro_discovery__smart_exit_c", "name": "Stochastic Reversal 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 26, "wr": 19.231, "wr_ci": [ 8.51, 37.88 ], "avg": -0.37762, "median_net": -0.40406, "sum_net_pct": -9.818, "net_pnl_krw": -9791.81, "fees_krw": 2591.79, "pf": 0.0594, "days": 1, "trade_sequence_dd_ppt": 9.818, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 6 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 5 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 2 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_fast_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 23, "wr": 17.391, "wr_ci": [ 6.98, 37.14 ], "avg": -0.35395, "median_net": -0.42263, "sum_net_pct": -8.141, "net_pnl_krw": -8136.73, "fees_krw": 2295.7, "pf": 0.1576, "days": 6, "trade_sequence_dd_ppt": 8.141, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 10 ], [ "TAKE_PROFIT", 4 ], [ "STOP_LOSS", 3 ], [ "TRAILING_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_fast_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 23, "wr": 13.043, "wr_ci": [ 4.54, 32.13 ], "avg": -0.3618, "median_net": -0.59872, "sum_net_pct": -8.321, "net_pnl_krw": -8316.73, "fees_krw": 2295.61, "pf": 0.123, "days": 6, "trade_sequence_dd_ppt": 8.321, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "STOP_LOSS", 7 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TAKE_PROFIT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_fast_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 23, "wr": 13.043, "wr_ci": [ 4.54, 32.13 ], "avg": -0.37787, "median_net": -0.42263, "sum_net_pct": -8.691, "net_pnl_krw": -8686.8, "fees_krw": 2295.43, "pf": 0.1184, "days": 6, "trade_sequence_dd_ppt": 8.691, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_fast_discovery", "name": "Range Breakout 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 23, "wr": 17.391, "wr_ci": [ 6.98, 37.14 ], "avg": -0.56492, "median_net": -0.87481, "sum_net_pct": -12.993, "net_pnl_krw": -12993.4, "fees_krw": 2293.1, "pf": 0.1019, "days": 5, "trade_sequence_dd_ppt": 13.719, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 4 ], [ "TIME_STOP", 3 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_fast_discovery__smart_exit_a", "name": "MACD Impulse 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 22, "wr": 36.364, "wr_ci": [ 19.73, 57.05 ], "avg": -0.38402, "median_net": -0.65885, "sum_net_pct": -8.449, "net_pnl_krw": -8418.94, "fees_krw": 2192.84, "pf": 0.3281, "days": 6, "trade_sequence_dd_ppt": 10.976, "exit_top": [ [ "TAKE_PROFIT", 8 ], [ "SMART_EXIT_A_FAILURE", 7 ], [ "STOP_LOSS", 5 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_fast_discovery__smart_exit_b", "name": "MACD Impulse 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 22, "wr": 31.818, "wr_ci": [ 16.36, 52.68 ], "avg": -0.55305, "median_net": -0.92983, "sum_net_pct": -12.167, "net_pnl_krw": -12132.01, "fees_krw": 2190.98, "pf": 0.1992, "days": 6, "trade_sequence_dd_ppt": 13.559, "exit_top": [ [ "STOP_LOSS", 11 ], [ "TAKE_PROFIT", 7 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_fast_discovery__smart_exit_c", "name": "MACD Impulse 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 22, "wr": 31.818, "wr_ci": [ 16.36, 52.68 ], "avg": -0.37181, "median_net": -0.59721, "sum_net_pct": -8.18, "net_pnl_krw": -8150.7, "fees_krw": 2192.98, "pf": 0.3157, "days": 6, "trade_sequence_dd_ppt": 10.486, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_C_FAILURE", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_discovery", "name": "Stochastic Reversal 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 22, "wr": 22.727, "wr_ci": [ 10.12, 43.44 ], "avg": -0.55433, "median_net": -0.87125, "sum_net_pct": -12.195, "net_pnl_krw": -12161.35, "fees_krw": 2191.28, "pf": 0.1803, "days": 1, "trade_sequence_dd_ppt": 12.59, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 7 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_fast_discovery__smart_exit_a", "name": "Lower Wick Reversal 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 21, "wr": 23.81, "wr_ci": [ 10.63, 45.09 ], "avg": -0.36284, "median_net": -0.51075, "sum_net_pct": -7.62, "net_pnl_krw": -7597.4, "fees_krw": 2093.88, "pf": 0.166, "days": 5, "trade_sequence_dd_ppt": 7.62, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 7 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_fast_discovery__smart_exit_b", "name": "Lower Wick Reversal 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 21, "wr": 23.81, "wr_ci": [ 10.63, 45.09 ], "avg": -0.41219, "median_net": -0.53362, "sum_net_pct": -8.656, "net_pnl_krw": -8631.87, "fees_krw": 2093.36, "pf": 0.1016, "days": 5, "trade_sequence_dd_ppt": 9.053, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_fast_discovery__smart_exit_c", "name": "Lower Wick Reversal 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 21, "wr": 19.048, "wr_ci": [ 7.67, 40.0 ], "avg": -0.37157, "median_net": -0.42346, "sum_net_pct": -7.803, "net_pnl_krw": -7779.96, "fees_krw": 2093.79, "pf": 0.1077, "days": 5, "trade_sequence_dd_ppt": 8.2, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_FAILURE", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_discovery__smart_exit_a", "name": "Range Breakout 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 9.524, "wr_ci": [ 2.65, 28.91 ], "avg": -0.48396, "median_net": -0.53838, "sum_net_pct": -10.163, "net_pnl_krw": -10140.1, "fees_krw": 2091.31, "pf": 0.0329, "days": 1, "trade_sequence_dd_ppt": 10.163, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_discovery__smart_exit_b", "name": "Range Breakout 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 9.524, "wr_ci": [ 2.65, 28.91 ], "avg": -0.39699, "median_net": -0.52577, "sum_net_pct": -8.337, "net_pnl_krw": -8315.55, "fees_krw": 2092.22, "pf": 0.0552, "days": 1, "trade_sequence_dd_ppt": 8.337, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 8 ], [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ], [ "STOP_LOSS", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_macro_discovery__smart_exit_c", "name": "Range Breakout 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 0.0, "wr_ci": [ 0.0, 15.46 ], "avg": -0.5043, "median_net": -0.53282, "sum_net_pct": -10.59, "net_pnl_krw": -10567.34, "fees_krw": 2091.1, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 10.59, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_discovery__smart_exit_a", "name": "Range Breakout 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 4.762, "wr_ci": [ 0.85, 22.67 ], "avg": -0.57994, "median_net": -0.55639, "sum_net_pct": -12.179, "net_pnl_krw": -12162.48, "fees_krw": 2092.04, "pf": 0.005, "days": 1, "trade_sequence_dd_ppt": 12.179, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 10 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 3 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_discovery__smart_exit_b", "name": "Range Breakout 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 9.524, "wr_ci": [ 2.65, 28.91 ], "avg": -0.47058, "median_net": -0.55639, "sum_net_pct": -9.882, "net_pnl_krw": -9869.12, "fees_krw": 2093.18, "pf": 0.0411, "days": 1, "trade_sequence_dd_ppt": 9.882, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 3 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_discovery", "name": "Bullish Candle Impulse 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 57.143, "wr_ci": [ 36.55, 75.53 ], "avg": -0.1004, "median_net": 0.24585, "sum_net_pct": -2.108, "net_pnl_krw": -2098.94, "fees_krw": 2095.99, "pf": 0.7416, "days": 1, "trade_sequence_dd_ppt": 3.626, "exit_top": [ [ "TAKE_PROFIT", 11 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_discovery", "name": "EMA Pullback Reclaim 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 21, "wr": 52.381, "wr_ci": [ 32.37, 71.66 ], "avg": -0.20176, "median_net": 0.15628, "sum_net_pct": -4.237, "net_pnl_krw": -4233.16, "fees_krw": 2096.76, "pf": 0.5179, "days": 1, "trade_sequence_dd_ppt": 5.243, "exit_top": [ [ "TAKE_PROFIT", 12 ], [ "STOP_LOSS", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_fast_discovery__smart_exit_a", "name": "Stochastic Reversal 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 21, "wr": 19.048, "wr_ci": [ 7.67, 40.0 ], "avg": -0.58144, "median_net": -0.72081, "sum_net_pct": -12.21, "net_pnl_krw": -12184.51, "fees_krw": 2092.17, "pf": 0.1309, "days": 5, "trade_sequence_dd_ppt": 12.21, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "TAKE_PROFIT", 4 ], [ "TRAILING_STOP", 3 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_fast_discovery__smart_exit_b", "name": "Stochastic Reversal 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 21, "wr": 19.048, "wr_ci": [ 7.67, 40.0 ], "avg": -0.60914, "median_net": -0.90605, "sum_net_pct": -12.792, "net_pnl_krw": -12765.65, "fees_krw": 2091.88, "pf": 0.1032, "days": 5, "trade_sequence_dd_ppt": 12.98, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 10 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ], [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_fast_discovery__smart_exit_c", "name": "Stochastic Reversal 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 21, "wr": 19.048, "wr_ci": [ 7.67, 40.0 ], "avg": -0.56761, "median_net": -0.72081, "sum_net_pct": -11.92, "net_pnl_krw": -11894.25, "fees_krw": 2092.32, "pf": 0.1028, "days": 5, "trade_sequence_dd_ppt": 11.92, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_fast_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 20, "wr": 10.0, "wr_ci": [ 2.79, 30.1 ], "avg": -0.4325, "median_net": -0.4803, "sum_net_pct": -8.65, "net_pnl_krw": -8644.36, "fees_krw": 1995.45, "pf": 0.0365, "days": 5, "trade_sequence_dd_ppt": 8.65, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "TIME_STOP", 3 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_fast_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 20, "wr": 10.0, "wr_ci": [ 2.79, 30.1 ], "avg": -0.36631, "median_net": -0.471, "sum_net_pct": -7.326, "net_pnl_krw": -7320.85, "fees_krw": 1996.11, "pf": 0.0393, "days": 5, "trade_sequence_dd_ppt": 7.348, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 7 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 4 ], [ "TIME_STOP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_fast_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 20, "wr": 5.0, "wr_ci": [ 0.89, 23.61 ], "avg": -0.44638, "median_net": -0.4803, "sum_net_pct": -8.928, "net_pnl_krw": -8921.68, "fees_krw": 1995.31, "pf": 0.0108, "days": 5, "trade_sequence_dd_ppt": 8.928, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 6 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_range_breakout_micro_discovery__smart_exit_c", "name": "Range Breakout 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 0.0, "wr_ci": [ -0.0, 16.11 ], "avg": -0.52861, "median_net": -0.52727, "sum_net_pct": -10.572, "net_pnl_krw": -10559.36, "fees_krw": 1992.92, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 10.572, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 10 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TIME_STOP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_discovery", "name": "Bullish Candle Impulse 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 35.0, "wr_ci": [ 18.12, 56.71 ], "avg": -0.31551, "median_net": -0.15003, "sum_net_pct": -6.31, "net_pnl_krw": -6289.2, "fees_krw": 1993.73, "pf": 0.3567, "days": 1, "trade_sequence_dd_ppt": 6.939, "exit_top": [ [ "TAKE_PROFIT", 9 ], [ "FAST_FAIL_BREAKOUT", 7 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_fast_discovery", "name": "Bullish Candle Impulse 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 20, "wr": 25.0, "wr_ci": [ 11.19, 46.87 ], "avg": -0.49551, "median_net": -0.85063, "sum_net_pct": -9.91, "net_pnl_krw": -9903.66, "fees_krw": 1993.87, "pf": 0.1568, "days": 6, "trade_sequence_dd_ppt": 10.391, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 4 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_discovery__smart_exit_a", "name": "EMA Trend Continuation 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 15.0, "wr_ci": [ 5.24, 36.04 ], "avg": -0.48712, "median_net": -0.46578, "sum_net_pct": -9.742, "net_pnl_krw": -9723.84, "fees_krw": 1991.58, "pf": 0.1519, "days": 1, "trade_sequence_dd_ppt": 9.742, "exit_top": [ [ "TAKE_PROFIT", 8 ], [ "STOP_LOSS", 7 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_discovery__smart_exit_b", "name": "EMA Trend Continuation 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 15.0, "wr_ci": [ 5.24, 36.04 ], "avg": -0.50641, "median_net": -0.46892, "sum_net_pct": -10.128, "net_pnl_krw": -10104.75, "fees_krw": 1991.39, "pf": 0.0596, "days": 1, "trade_sequence_dd_ppt": 10.128, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_discovery__smart_exit_c", "name": "EMA Trend Continuation 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 10.0, "wr_ci": [ 2.79, 30.1 ], "avg": -0.53809, "median_net": -0.50075, "sum_net_pct": -10.762, "net_pnl_krw": -10740.38, "fees_krw": 1991.08, "pf": 0.0106, "days": 1, "trade_sequence_dd_ppt": 10.762, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 8 ], [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_discovery__smart_exit_a", "name": "MACD Impulse 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 15.0, "wr_ci": [ 5.24, 36.04 ], "avg": -0.58334, "median_net": -0.67442, "sum_net_pct": -11.667, "net_pnl_krw": -11638.67, "fees_krw": 1989.9, "pf": 0.1269, "days": 1, "trade_sequence_dd_ppt": 11.667, "exit_top": [ [ "TAKE_PROFIT", 7 ], [ "STOP_LOSS", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_A_FAILURE", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_macro_discovery__smart_exit_b", "name": "MACD Impulse 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 20, "wr": 20.0, "wr_ci": [ 8.07, 41.6 ], "avg": -0.51402, "median_net": -0.61767, "sum_net_pct": -10.28, "net_pnl_krw": -10257.02, "fees_krw": 1990.59, "pf": 0.1479, "days": 1, "trade_sequence_dd_ppt": 10.28, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "STOP_LOSS", 5 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_fast_discovery__smart_exit_a", "name": "Stochastic Reversal 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 20, "wr": 25.0, "wr_ci": [ 11.19, 46.87 ], "avg": -0.41443, "median_net": -0.52634, "sum_net_pct": -8.289, "net_pnl_krw": -8263.53, "fees_krw": 1993.16, "pf": 0.1941, "days": 4, "trade_sequence_dd_ppt": 8.543, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_A_FAILURE", 5 ], [ "TIME_STOP", 4 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_fast_discovery", "name": "Bollinger Mean Reversion 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 19, "wr": 31.579, "wr_ci": [ 15.36, 53.99 ], "avg": -0.60367, "median_net": -0.8572, "sum_net_pct": -11.47, "net_pnl_krw": -11448.81, "fees_krw": 1892.18, "pf": 0.1734, "days": 3, "trade_sequence_dd_ppt": 12.244, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_discovery__smart_exit_c", "name": "RSI Momentum 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 19, "wr": 5.263, "wr_ci": [ 0.94, 24.64 ], "avg": -0.61785, "median_net": -0.65575, "sum_net_pct": -11.739, "net_pnl_krw": -11723.33, "fees_krw": 1892.68, "pf": 0.0029, "days": 1, "trade_sequence_dd_ppt": 11.739, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 12 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_discovery__smart_exit_a", "name": "RSI Momentum 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 19, "wr": 42.105, "wr_ci": [ 23.14, 63.72 ], "avg": -0.36343, "median_net": -0.43169, "sum_net_pct": -6.905, "net_pnl_krw": -6892.29, "fees_krw": 1893.44, "pf": 0.3348, "days": 1, "trade_sequence_dd_ppt": 7.205, "exit_top": [ [ "TAKE_PROFIT", 9 ], [ "STOP_LOSS", 6 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_discovery__smart_exit_a", "name": "EMA Trend Continuation 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 44.444, "wr_ci": [ 24.56, 66.28 ], "avg": -0.25392, "median_net": -0.1, "sum_net_pct": -4.57, "net_pnl_krw": -4562.72, "fees_krw": 1794.71, "pf": 0.4475, "days": 1, "trade_sequence_dd_ppt": 4.872, "exit_top": [ [ "TAKE_PROFIT", 10 ], [ "STOP_LOSS", 5 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_discovery__smart_exit_b", "name": "EMA Trend Continuation 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 33.333, "wr_ci": [ 16.28, 56.25 ], "avg": -0.33801, "median_net": -0.15003, "sum_net_pct": -6.084, "net_pnl_krw": -6069.79, "fees_krw": 1793.95, "pf": 0.2454, "days": 1, "trade_sequence_dd_ppt": 6.084, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "STOP_LOSS", 5 ], [ "TAKE_PROFIT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_discovery__smart_exit_c", "name": "EMA Trend Continuation 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 16.667, "wr_ci": [ 5.84, 39.22 ], "avg": -0.40835, "median_net": -0.43263, "sum_net_pct": -7.35, "net_pnl_krw": -7334.12, "fees_krw": 1793.32, "pf": 0.1497, "days": 1, "trade_sequence_dd_ppt": 7.35, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_C_FAILURE", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_discovery__smart_exit_a", "name": "MACD Impulse 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 38.889, "wr_ci": [ 20.3, 61.38 ], "avg": -0.2436, "median_net": -0.15003, "sum_net_pct": -4.385, "net_pnl_krw": -4374.6, "fees_krw": 1793.52, "pf": 0.4653, "days": 1, "trade_sequence_dd_ppt": 4.385, "exit_top": [ [ "TAKE_PROFIT", 11 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_discovery__smart_exit_b", "name": "MACD Impulse 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 16.667, "wr_ci": [ 5.84, 39.22 ], "avg": -0.41302, "median_net": -0.28856, "sum_net_pct": -7.434, "net_pnl_krw": -7411.57, "fees_krw": 1792.0, "pf": 0.1405, "days": 1, "trade_sequence_dd_ppt": 7.434, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 9 ], [ "STOP_LOSS", 4 ], [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_discovery__smart_exit_c", "name": "MACD Impulse 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 5.556, "wr_ci": [ 0.99, 25.76 ], "avg": -0.43725, "median_net": -0.44962, "sum_net_pct": -7.87, "net_pnl_krw": -7847.04, "fees_krw": 1791.78, "pf": 0.0576, "days": 1, "trade_sequence_dd_ppt": 7.87, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "TAKE_PROFIT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_discovery__smart_exit_a", "name": "RSI Momentum 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 33.333, "wr_ci": [ 16.28, 56.25 ], "avg": -0.45555, "median_net": -0.80571, "sum_net_pct": -8.2, "net_pnl_krw": -8181.5, "fees_krw": 1792.96, "pf": 0.2355, "days": 1, "trade_sequence_dd_ppt": 8.859, "exit_top": [ [ "STOP_LOSS", 8 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_discovery__smart_exit_b", "name": "RSI Momentum 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 22.222, "wr_ci": [ 9.0, 45.22 ], "avg": -0.51238, "median_net": -0.68062, "sum_net_pct": -9.223, "net_pnl_krw": -9199.35, "fees_krw": 1792.58, "pf": 0.1191, "days": 1, "trade_sequence_dd_ppt": 9.882, "exit_top": [ [ "STOP_LOSS", 8 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_discovery__smart_exit_b", "name": "RSI Momentum 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 18, "wr": 33.333, "wr_ci": [ 16.28, 56.25 ], "avg": -0.39595, "median_net": -0.20455, "sum_net_pct": -7.127, "net_pnl_krw": -7109.27, "fees_krw": 1793.35, "pf": 0.2362, "days": 1, "trade_sequence_dd_ppt": 7.973, "exit_top": [ [ "STOP_LOSS", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 6 ], [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_fast_discovery__smart_exit_b", "name": "VWAP Reclaim 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 18, "wr": 44.444, "wr_ci": [ 24.56, 66.28 ], "avg": -0.0658, "median_net": -0.00281, "sum_net_pct": -1.184, "net_pnl_krw": -1170.79, "fees_krw": 1797.14, "pf": 0.688, "days": 6, "trade_sequence_dd_ppt": 2.103, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 10 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_fast_discovery__smart_exit_c", "name": "VWAP Reclaim 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 18, "wr": 38.889, "wr_ci": [ 20.3, 61.38 ], "avg": -0.22327, "median_net": -0.24588, "sum_net_pct": -4.019, "net_pnl_krw": -3995.97, "fees_krw": 1795.73, "pf": 0.3528, "days": 6, "trade_sequence_dd_ppt": 4.849, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 7 ], [ "SMART_EXIT_C_FAILURE", 5 ], [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_discovery__smart_exit_a", "name": "Donchian Breakout 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 17, "wr": 11.765, "wr_ci": [ 3.29, 34.34 ], "avg": -0.45656, "median_net": -0.53838, "sum_net_pct": -7.762, "net_pnl_krw": -7744.21, "fees_krw": 1693.0, "pf": 0.039, "days": 1, "trade_sequence_dd_ppt": 7.762, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 7 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 2 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_discovery__smart_exit_b", "name": "Donchian Breakout 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 17, "wr": 23.529, "wr_ci": [ 9.55, 47.26 ], "avg": -0.29278, "median_net": -0.1, "sum_net_pct": -4.977, "net_pnl_krw": -4959.5, "fees_krw": 1694.39, "pf": 0.1693, "days": 1, "trade_sequence_dd_ppt": 5.199, "exit_top": [ [ "STOP_LOSS", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_macro_discovery__smart_exit_c", "name": "Donchian Breakout 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 17, "wr": 5.882, "wr_ci": [ 1.05, 26.98 ], "avg": -0.46606, "median_net": -0.53838, "sum_net_pct": -7.923, "net_pnl_krw": -7905.59, "fees_krw": 1692.91, "pf": 0.031, "days": 1, "trade_sequence_dd_ppt": 7.923, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_fast_discovery", "name": "Donchian Breakout 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 17, "wr": 41.176, "wr_ci": [ 21.61, 63.99 ], "avg": -0.4331, "median_net": -0.87481, "sum_net_pct": -7.363, "net_pnl_krw": -7356.45, "fees_krw": 1694.91, "pf": 0.2287, "days": 6, "trade_sequence_dd_ppt": 8.666, "exit_top": [ [ "STOP_LOSS", 5 ], [ "TRAILING_STOP", 4 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_discovery__smart_exit_c", "name": "Donchian Breakout 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 16, "wr": 0.0, "wr_ci": [ 0.0, 19.36 ], "avg": -0.57459, "median_net": -0.62107, "sum_net_pct": -9.193, "net_pnl_krw": -9176.03, "fees_krw": 1592.96, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 9.193, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_vwap_reclaim_micro_fast_discovery__smart_exit_c", "name": "VWAP Reclaim 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-08", "n": 16, "wr": 62.5, "wr_ci": [ 38.64, 81.52 ], "avg": 0.11531, "median_net": 0.36642, "sum_net_pct": 1.845, "net_pnl_krw": 1844.99, "fees_krw": 1601.72, "pf": 1.7878, "days": 2, "trade_sequence_dd_ppt": 1.366, "exit_top": [ [ "TAKE_PROFIT", 9 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_discovery", "name": "EMA Pullback Reclaim 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 16, "wr": 56.25, "wr_ci": [ 33.18, 76.9 ], "avg": -0.02518, "median_net": 0.24542, "sum_net_pct": -0.403, "net_pnl_krw": -403.51, "fees_krw": 1599.2, "pf": 0.9153, "days": 1, "trade_sequence_dd_ppt": 1.841, "exit_top": [ [ "TAKE_PROFIT", 8 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_discovery__smart_exit_c", "name": "RSI Momentum 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 16, "wr": 18.75, "wr_ci": [ 6.59, 43.01 ], "avg": -0.53264, "median_net": -0.50225, "sum_net_pct": -8.522, "net_pnl_krw": -8505.01, "fees_krw": 1593.59, "pf": 0.1026, "days": 1, "trade_sequence_dd_ppt": 8.822, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 7 ], [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_discovery", "name": "VWAP Reclaim 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 16, "wr": 18.75, "wr_ci": [ 6.59, 43.01 ], "avg": -0.74627, "median_net": -0.92895, "sum_net_pct": -11.94, "net_pnl_krw": -11929.75, "fees_krw": 1593.52, "pf": 0.1081, "days": 1, "trade_sequence_dd_ppt": 12.567, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 8 ], [ "STOP_LOSS", 4 ], [ "TAKE_PROFIT", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_fast_discovery__smart_exit_a", "name": "VWAP Reclaim 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 16, "wr": 37.5, "wr_ci": [ 18.48, 61.36 ], "avg": -0.23382, "median_net": -0.27075, "sum_net_pct": -3.741, "net_pnl_krw": -3729.31, "fees_krw": 1597.29, "pf": 0.3542, "days": 6, "trade_sequence_dd_ppt": 4.481, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 6 ], [ "TAKE_PROFIT", 4 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_discovery", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 15, "wr": 20.0, "wr_ci": [ 7.05, 45.19 ], "avg": -0.44558, "median_net": -0.60544, "sum_net_pct": -6.684, "net_pnl_krw": -6681.17, "fees_krw": 1496.14, "pf": 0.1257, "days": 1, "trade_sequence_dd_ppt": 6.684, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "TIME_STOP", 4 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_discovery__smart_exit_a", "name": "Donchian Breakout 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 15, "wr": 6.667, "wr_ci": [ 1.19, 29.82 ], "avg": -0.5762, "median_net": -0.62049, "sum_net_pct": -8.643, "net_pnl_krw": -8626.48, "fees_krw": 1493.32, "pf": 0.0071, "days": 1, "trade_sequence_dd_ppt": 8.643, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 8 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TIME_STOP", 2 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_donchian_breakout_micro_discovery__smart_exit_b", "name": "Donchian Breakout 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 15, "wr": 13.333, "wr_ci": [ 3.74, 37.88 ], "avg": -0.42214, "median_net": -0.53838, "sum_net_pct": -6.332, "net_pnl_krw": -6314.87, "fees_krw": 1494.47, "pf": 0.0779, "days": 1, "trade_sequence_dd_ppt": 6.554, "exit_top": [ [ "STOP_LOSS", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_discovery__smart_exit_c", "name": "Bullish Candle Impulse 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 15, "wr": 20.0, "wr_ci": [ 7.05, 45.19 ], "avg": -0.4615, "median_net": -0.62605, "sum_net_pct": -6.923, "net_pnl_krw": -6906.97, "fees_krw": 1494.18, "pf": 0.171, "days": 1, "trade_sequence_dd_ppt": 6.923, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_discovery", "name": "Range Breakout 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 15, "wr": 33.333, "wr_ci": [ 15.18, 58.29 ], "avg": -0.42758, "median_net": -0.20005, "sum_net_pct": -6.414, "net_pnl_krw": -6394.92, "fees_krw": 1493.25, "pf": 0.2262, "days": 1, "trade_sequence_dd_ppt": 7.404, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 4 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_discovery__smart_exit_c", "name": "Stochastic Reversal 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 15, "wr": 6.667, "wr_ci": [ 1.19, 29.82 ], "avg": -0.55638, "median_net": -0.69142, "sum_net_pct": -8.346, "net_pnl_krw": -8326.41, "fees_krw": 1494.31, "pf": 0.0518, "days": 1, "trade_sequence_dd_ppt": 8.346, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_fast_discovery", "name": "Bollinger Mean Reversion 1M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 14, "wr": 21.429, "wr_ci": [ 7.57, 47.59 ], "avg": -0.43993, "median_net": -0.62752, "sum_net_pct": -6.159, "net_pnl_krw": -6149.11, "fees_krw": 1396.2, "pf": 0.171, "days": 5, "trade_sequence_dd_ppt": 6.519, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_discovery", "name": "Lower Wick Reversal 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 14, "wr": 35.714, "wr_ci": [ 16.34, 61.24 ], "avg": -0.32241, "median_net": -0.516, "sum_net_pct": -4.514, "net_pnl_krw": -4496.1, "fees_krw": 1395.85, "pf": 0.242, "days": 1, "trade_sequence_dd_ppt": 4.732, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 3 ], [ "TRAILING_STOP", 2 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_discovery__smart_exit_a", "name": "Bullish Candle Impulse 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 14, "wr": 42.857, "wr_ci": [ 21.38, 67.41 ], "avg": -0.14636, "median_net": -0.1, "sum_net_pct": -2.049, "net_pnl_krw": -2039.66, "fees_krw": 1396.56, "pf": 0.6025, "days": 1, "trade_sequence_dd_ppt": 2.47, "exit_top": [ [ "TAKE_PROFIT", 7 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_discovery__smart_exit_b", "name": "Bullish Candle Impulse 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 14, "wr": 35.714, "wr_ci": [ 16.34, 61.24 ], "avg": -0.17693, "median_net": -0.1, "sum_net_pct": -2.477, "net_pnl_krw": -2465.37, "fees_krw": 1396.35, "pf": 0.4882, "days": 1, "trade_sequence_dd_ppt": 3.904, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 5 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 14, "wr": 42.857, "wr_ci": [ 21.38, 67.41 ], "avg": -0.10936, "median_net": -0.06763, "sum_net_pct": -1.531, "net_pnl_krw": -1529.79, "fees_krw": 1399.12, "pf": 0.6871, "days": 5, "trade_sequence_dd_ppt": 4.166, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 14, "wr": 42.857, "wr_ci": [ 21.38, 67.41 ], "avg": -0.04247, "median_net": -0.1, "sum_net_pct": -0.595, "net_pnl_krw": -595.53, "fees_krw": 1399.73, "pf": 0.8253, "days": 5, "trade_sequence_dd_ppt": 2.98, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 8 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_fast_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 14, "wr": 35.714, "wr_ci": [ 16.34, 61.24 ], "avg": -0.10018, "median_net": -0.1, "sum_net_pct": -1.402, "net_pnl_krw": -1401.54, "fees_krw": 1399.33, "pf": 0.6496, "days": 5, "trade_sequence_dd_ppt": 3.169, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 6 ], [ "SMART_EXIT_C_FAILURE", 4 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_discovery", "name": "Range Breakout 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 14, "wr": 14.286, "wr_ci": [ 4.01, 39.94 ], "avg": -0.63806, "median_net": -0.88979, "sum_net_pct": -8.933, "net_pnl_krw": -8911.01, "fees_krw": 1393.07, "pf": 0.0851, "days": 1, "trade_sequence_dd_ppt": 8.933, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_discovery__smart_exit_a", "name": "Stochastic Reversal 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 14, "wr": 14.286, "wr_ci": [ 4.01, 39.94 ], "avg": -0.507, "median_net": -0.69247, "sum_net_pct": -7.098, "net_pnl_krw": -7078.91, "fees_krw": 1394.95, "pf": 0.1552, "days": 1, "trade_sequence_dd_ppt": 7.098, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 7 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_fast_discovery", "name": "Bollinger Mean Reversion 1M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 13, "wr": 23.077, "wr_ci": [ 8.18, 50.26 ], "avg": -0.35551, "median_net": -0.5182, "sum_net_pct": -4.622, "net_pnl_krw": -4614.52, "fees_krw": 1297.25, "pf": 0.1991, "days": 4, "trade_sequence_dd_ppt": 5.552, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_discovery", "name": "Lower Wick Reversal 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 13, "wr": 15.385, "wr_ci": [ 4.33, 42.24 ], "avg": -0.43024, "median_net": -0.55197, "sum_net_pct": -5.593, "net_pnl_krw": -5577.12, "fees_krw": 1295.48, "pf": 0.0587, "days": 1, "trade_sequence_dd_ppt": 5.593, "exit_top": [ [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TRAILING_STOP", 1 ], [ "TAKE_PROFIT", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_discovery", "name": "Donchian Breakout 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 13, "wr": 38.462, "wr_ci": [ 17.71, 64.48 ], "avg": -0.33892, "median_net": -0.1, "sum_net_pct": -4.406, "net_pnl_krw": -4405.05, "fees_krw": 1295.97, "pf": 0.3202, "days": 1, "trade_sequence_dd_ppt": 5.981, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "TIME_STOP", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_fast_discovery", "name": "Range Breakout 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 13, "wr": 15.385, "wr_ci": [ 4.33, 42.24 ], "avg": -0.7162, "median_net": -0.9455, "sum_net_pct": -9.311, "net_pnl_krw": -9311.4, "fees_krw": 1294.82, "pf": 0.1193, "days": 5, "trade_sequence_dd_ppt": 10.037, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 9 ], [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_discovery", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 33.333, "wr_ci": [ 13.81, 60.94 ], "avg": -0.37169, "median_net": -0.61492, "sum_net_pct": -4.46, "net_pnl_krw": -4457.58, "fees_krw": 1197.13, "pf": 0.2102, "days": 1, "trade_sequence_dd_ppt": 4.46, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 6 ], [ "TAKE_PROFIT", 4 ], [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_discovery__smart_exit_a", "name": "Bullish Candle Impulse 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 50.0, "wr_ci": [ 25.38, 74.62 ], "avg": -0.1909, "median_net": -0.00143, "sum_net_pct": -2.291, "net_pnl_krw": -2287.96, "fees_krw": 1196.87, "pf": 0.4411, "days": 1, "trade_sequence_dd_ppt": 3.587, "exit_top": [ [ "TAKE_PROFIT", 6 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_discovery__smart_exit_b", "name": "Bullish Candle Impulse 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 25.0, "wr_ci": [ 8.89, 53.23 ], "avg": -0.3806, "median_net": -0.15003, "sum_net_pct": -4.567, "net_pnl_krw": -4556.13, "fees_krw": 1195.73, "pf": 0.1256, "days": 1, "trade_sequence_dd_ppt": 4.977, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_discovery__smart_exit_c", "name": "Bullish Candle Impulse 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 16.667, "wr_ci": [ 4.7, 44.8 ], "avg": -0.48739, "median_net": -0.51214, "sum_net_pct": -5.849, "net_pnl_krw": -5838.03, "fees_krw": 1195.09, "pf": 0.0655, "days": 1, "trade_sequence_dd_ppt": 6.259, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 12, "wr": 16.667, "wr_ci": [ 4.7, 44.8 ], "avg": -0.50409, "median_net": -0.76612, "sum_net_pct": -6.049, "net_pnl_krw": -6051.05, "fees_krw": 1196.68, "pf": 0.271, "days": 5, "trade_sequence_dd_ppt": 7.082, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 5 ], [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 2 ], [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 12, "wr": 8.333, "wr_ci": [ 1.49, 35.39 ], "avg": -0.50405, "median_net": -0.6874, "sum_net_pct": -6.049, "net_pnl_krw": -6046.57, "fees_krw": 1196.68, "pf": 0.1459, "days": 5, "trade_sequence_dd_ppt": 7.082, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 6 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_fast_discovery__smart_exit_a", "name": "EMA Trend Continuation 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 12, "wr": 41.667, "wr_ci": [ 19.33, 68.05 ], "avg": -0.08153, "median_net": -0.49628, "sum_net_pct": -0.978, "net_pnl_krw": -984.35, "fees_krw": 1198.28, "pf": 0.8076, "days": 5, "trade_sequence_dd_ppt": 3.505, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_fast_discovery__smart_exit_b", "name": "EMA Trend Continuation 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 12, "wr": 41.667, "wr_ci": [ 19.33, 68.05 ], "avg": -0.19333, "median_net": -0.23256, "sum_net_pct": -2.32, "net_pnl_krw": -2320.19, "fees_krw": 1197.57, "pf": 0.5693, "days": 5, "trade_sequence_dd_ppt": 4.846, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_micro_fast_discovery__smart_exit_c", "name": "EMA Trend Continuation 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 12, "wr": 33.333, "wr_ci": [ 13.81, 60.94 ], "avg": -0.20063, "median_net": -0.5079, "sum_net_pct": -2.408, "net_pnl_krw": -2408.91, "fees_krw": 1197.52, "pf": 0.5457, "days": 5, "trade_sequence_dd_ppt": 4.934, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_FAILURE", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_discovery__smart_exit_a", "name": "Range Breakout 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 25.0, "wr_ci": [ 8.89, 53.23 ], "avg": -0.40562, "median_net": -0.15003, "sum_net_pct": -4.867, "net_pnl_krw": -4854.11, "fees_krw": 1194.64, "pf": 0.1061, "days": 1, "trade_sequence_dd_ppt": 5.169, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_discovery__smart_exit_b", "name": "Range Breakout 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 16.667, "wr_ci": [ 4.7, 44.8 ], "avg": -0.42124, "median_net": -0.15003, "sum_net_pct": -5.055, "net_pnl_krw": -5039.57, "fees_krw": 1194.55, "pf": 0.1251, "days": 1, "trade_sequence_dd_ppt": 5.744, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 4 ], [ "TIME_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_discovery__smart_exit_c", "name": "Range Breakout 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 8.333, "wr_ci": [ 1.49, 35.39 ], "avg": -0.54961, "median_net": -0.63408, "sum_net_pct": -6.595, "net_pnl_krw": -6575.85, "fees_krw": 1193.78, "pf": 0.0051, "days": 1, "trade_sequence_dd_ppt": 6.595, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 4 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TIME_STOP", 1 ], [ "TAKE_PROFIT", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_micro_discovery__smart_exit_b", "name": "Stochastic Reversal 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 12, "wr": 8.333, "wr_ci": [ 1.49, 35.39 ], "avg": -0.56365, "median_net": -0.74764, "sum_net_pct": -6.764, "net_pnl_krw": -6748.53, "fees_krw": 1195.48, "pf": 0.0632, "days": 1, "trade_sequence_dd_ppt": 6.764, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 7 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_discovery__smart_exit_a", "name": "Lower Wick Reversal 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 11, "wr": 9.091, "wr_ci": [ 1.62, 37.74 ], "avg": -0.47639, "median_net": -0.48004, "sum_net_pct": -5.24, "net_pnl_krw": -5224.6, "fees_krw": 1095.62, "pf": 0.0163, "days": 1, "trade_sequence_dd_ppt": 5.24, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 5 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_discovery__smart_exit_b", "name": "Lower Wick Reversal 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 11, "wr": 9.091, "wr_ci": [ 1.62, 37.74 ], "avg": -0.40034, "median_net": -0.46434, "sum_net_pct": -4.404, "net_pnl_krw": -4389.53, "fees_krw": 1096.04, "pf": 0.0194, "days": 1, "trade_sequence_dd_ppt": 4.404, "exit_top": [ [ "TIME_STOP", 5 ], [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_micro_discovery__smart_exit_c", "name": "Lower Wick Reversal 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 11, "wr": 9.091, "wr_ci": [ 1.62, 37.74 ], "avg": -0.43015, "median_net": -0.46434, "sum_net_pct": -4.732, "net_pnl_krw": -4717.24, "fees_krw": 1095.88, "pf": 0.0181, "days": 1, "trade_sequence_dd_ppt": 4.732, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "TIME_STOP", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_FAILURE", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_fast_discovery", "name": "Bollinger Mean Reversion 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 11, "wr": 54.545, "wr_ci": [ 28.01, 78.73 ], "avg": -0.13035, "median_net": 0.0046, "sum_net_pct": -1.434, "net_pnl_krw": -1429.98, "fees_krw": 1099.19, "pf": 0.6286, "days": 4, "trade_sequence_dd_ppt": 2.343, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "TRAILING_STOP", 4 ], [ "STOP_LOSS", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_discovery", "name": "Donchian Breakout 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 11, "wr": 45.455, "wr_ci": [ 21.27, 71.99 ], "avg": -0.32869, "median_net": -0.1, "sum_net_pct": -3.616, "net_pnl_krw": -3600.21, "fees_krw": 1095.41, "pf": 0.3538, "days": 1, "trade_sequence_dd_ppt": 5.096, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_fast_discovery", "name": "Donchian Breakout 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 11, "wr": 45.455, "wr_ci": [ 21.27, 71.99 ], "avg": -0.37375, "median_net": -0.87481, "sum_net_pct": -4.111, "net_pnl_krw": -4110.66, "fees_krw": 1097.5, "pf": 0.3153, "days": 6, "trade_sequence_dd_ppt": 5.193, "exit_top": [ [ "STOP_LOSS", 4 ], [ "TAKE_PROFIT", 3 ], [ "TRAILING_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_fast_discovery__smart_exit_a", "name": "EMA Trend Continuation 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 54.545, "wr_ci": [ 28.01, 78.73 ], "avg": -0.04554, "median_net": 0.1505, "sum_net_pct": -0.501, "net_pnl_krw": -505.99, "fees_krw": 1099.19, "pf": 0.877, "days": 3, "trade_sequence_dd_ppt": 3.293, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_A_FAILURE", 4 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_fast_discovery__smart_exit_b", "name": "EMA Trend Continuation 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 63.636, "wr_ci": [ 35.38, 84.83 ], "avg": -0.01802, "median_net": 0.1505, "sum_net_pct": -0.198, "net_pnl_krw": -202.2, "fees_krw": 1099.35, "pf": 0.9482, "days": 3, "trade_sequence_dd_ppt": 2.99, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "STOP_LOSS", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_trend_macro_fast_discovery__smart_exit_c", "name": "EMA Trend Continuation 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 45.455, "wr_ci": [ 21.27, 71.99 ], "avg": -0.11505, "median_net": -0.4038, "sum_net_pct": -1.266, "net_pnl_krw": -1269.81, "fees_krw": 1098.81, "pf": 0.6894, "days": 3, "trade_sequence_dd_ppt": 4.008, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_fast_discovery__smart_exit_a", "name": "Lower Wick Reversal 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 45.455, "wr_ci": [ 21.27, 71.99 ], "avg": -0.32645, "median_net": -0.1, "sum_net_pct": -3.591, "net_pnl_krw": -3577.13, "fees_krw": 1096.02, "pf": 0.3796, "days": 5, "trade_sequence_dd_ppt": 4.736, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_fast_discovery__smart_exit_b", "name": "Lower Wick Reversal 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 45.455, "wr_ci": [ 21.27, 71.99 ], "avg": -0.28318, "median_net": -0.1, "sum_net_pct": -3.115, "net_pnl_krw": -3103.44, "fees_krw": 1096.25, "pf": 0.4136, "days": 5, "trade_sequence_dd_ppt": 4.736, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_fast_discovery__smart_exit_c", "name": "Lower Wick Reversal 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 45.455, "wr_ci": [ 21.27, 71.99 ], "avg": -0.25045, "median_net": -0.1, "sum_net_pct": -2.755, "net_pnl_krw": -2741.77, "fees_krw": 1096.43, "pf": 0.4436, "days": 5, "trade_sequence_dd_ppt": 3.9, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_fast_discovery__smart_exit_a", "name": "MACD Impulse 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 36.364, "wr_ci": [ 15.17, 64.62 ], "avg": -0.21428, "median_net": -0.56697, "sum_net_pct": -2.357, "net_pnl_krw": -2359.52, "fees_krw": 1097.52, "pf": 0.5677, "days": 4, "trade_sequence_dd_ppt": 4.238, "exit_top": [ [ "STOP_LOSS", 3 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "TAKE_PROFIT", 3 ], [ "TRAILING_STOP", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_fast_discovery__smart_exit_b", "name": "MACD Impulse 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 18.182, "wr_ci": [ 5.14, 47.7 ], "avg": -0.48835, "median_net": -0.94465, "sum_net_pct": -5.372, "net_pnl_krw": -5368.01, "fees_krw": 1096.01, "pf": 0.2467, "days": 4, "trade_sequence_dd_ppt": 6.782, "exit_top": [ [ "STOP_LOSS", 6 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_fast_discovery__smart_exit_a", "name": "RSI Momentum 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 63.636, "wr_ci": [ 35.38, 84.83 ], "avg": -0.0078, "median_net": 0.1505, "sum_net_pct": -0.086, "net_pnl_krw": -83.34, "fees_krw": 1098.45, "pf": 0.9736, "days": 3, "trade_sequence_dd_ppt": 1.828, "exit_top": [ [ "TAKE_PROFIT", 6 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_fast_discovery__smart_exit_b", "name": "RSI Momentum 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 54.545, "wr_ci": [ 28.01, 78.73 ], "avg": -0.15811, "median_net": 0.1505, "sum_net_pct": -1.739, "net_pnl_krw": -1735.47, "fees_krw": 1097.63, "pf": 0.6252, "days": 3, "trade_sequence_dd_ppt": 3.481, "exit_top": [ [ "STOP_LOSS", 4 ], [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_macro_fast_discovery__smart_exit_c", "name": "RSI Momentum 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 54.545, "wr_ci": [ 28.01, 78.73 ], "avg": -0.07345, "median_net": 0.1505, "sum_net_pct": -0.808, "net_pnl_krw": -805.61, "fees_krw": 1098.09, "pf": 0.7842, "days": 3, "trade_sequence_dd_ppt": 2.55, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_fast_discovery__smart_exit_a", "name": "VWAP Reclaim 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 27.273, "wr_ci": [ 9.75, 56.57 ], "avg": -0.46695, "median_net": -0.62915, "sum_net_pct": -5.136, "net_pnl_krw": -5111.08, "fees_krw": 1094.76, "pf": 0.1395, "days": 5, "trade_sequence_dd_ppt": 5.136, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 5 ], [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TRAILING_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_fast_discovery__smart_exit_b", "name": "VWAP Reclaim 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 36.364, "wr_ci": [ 15.17, 64.62 ], "avg": -0.42463, "median_net": -0.56166, "sum_net_pct": -4.671, "net_pnl_krw": -4651.8, "fees_krw": 1094.99, "pf": 0.1416, "days": 5, "trade_sequence_dd_ppt": 4.671, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_fast_discovery__smart_exit_c", "name": "VWAP Reclaim 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 11, "wr": 27.273, "wr_ci": [ 9.75, 56.57 ], "avg": -0.51108, "median_net": -0.62915, "sum_net_pct": -5.622, "net_pnl_krw": -5596.51, "fees_krw": 1094.52, "pf": 0.053, "days": 5, "trade_sequence_dd_ppt": 5.622, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_C_HARD_CAP", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.44491, "median_net": -0.65934, "sum_net_pct": -4.449, "net_pnl_krw": -4448.02, "fees_krw": 997.37, "pf": 0.1776, "days": 1, "trade_sequence_dd_ppt": 4.449, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 20.0, "wr_ci": [ 5.67, 50.98 ], "avg": -0.47246, "median_net": -0.60981, "sum_net_pct": -4.725, "net_pnl_krw": -4722.72, "fees_krw": 997.23, "pf": 0.1147, "days": 1, "trade_sequence_dd_ppt": 4.725, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 5 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_micro_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 20.0, "wr_ci": [ 5.67, 50.98 ], "avg": -0.47321, "median_net": -0.61355, "sum_net_pct": -4.732, "net_pnl_krw": -4730.3, "fees_krw": 997.23, "pf": 0.1145, "days": 1, "trade_sequence_dd_ppt": 4.732, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_discovery__smart_exit_a", "name": "Lower Wick Reversal 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.31404, "median_net": -0.45113, "sum_net_pct": -3.14, "net_pnl_krw": -3126.37, "fees_krw": 996.95, "pf": 0.2137, "days": 1, "trade_sequence_dd_ppt": 3.359, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 5 ], [ "TRAILING_STOP", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_discovery__smart_exit_b", "name": "Lower Wick Reversal 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.26782, "median_net": -0.22716, "sum_net_pct": -2.678, "net_pnl_krw": -2665.65, "fees_krw": 997.18, "pf": 0.2417, "days": 1, "trade_sequence_dd_ppt": 2.896, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_lower_wick_reversal_macro_discovery__smart_exit_c", "name": "Lower Wick Reversal 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.29481, "median_net": -0.39112, "sum_net_pct": -2.948, "net_pnl_krw": -2935.39, "fees_krw": 997.05, "pf": 0.1523, "days": 1, "trade_sequence_dd_ppt": 3.166, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.61956, "median_net": -0.72605, "sum_net_pct": -6.196, "net_pnl_krw": -6191.43, "fees_krw": 996.79, "pf": 0.1454, "days": 1, "trade_sequence_dd_ppt": 6.196, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 3 ], [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.52763, "median_net": -0.72154, "sum_net_pct": -5.276, "net_pnl_krw": -5272.01, "fees_krw": 997.25, "pf": 0.1666, "days": 1, "trade_sequence_dd_ppt": 5.276, "exit_top": [ [ "STOP_LOSS", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_macro_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.54359, "median_net": -0.69055, "sum_net_pct": -5.436, "net_pnl_krw": -5431.74, "fees_krw": 997.17, "pf": 0.1491, "days": 1, "trade_sequence_dd_ppt": 5.436, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_discovery", "name": "Lower Wick Reversal 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 30.0, "wr_ci": [ 10.78, 60.32 ], "avg": -0.42842, "median_net": -0.7566, "sum_net_pct": -4.284, "net_pnl_krw": -4271.43, "fees_krw": 995.66, "pf": 0.2203, "days": 1, "trade_sequence_dd_ppt": 4.284, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_macd_impulse_micro_fast_discovery__smart_exit_c", "name": "MACD Impulse 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 10, "wr": 20.0, "wr_ci": [ 5.67, 50.98 ], "avg": -0.34212, "median_net": -0.46604, "sum_net_pct": -3.421, "net_pnl_krw": -3421.02, "fees_krw": 997.15, "pf": 0.3396, "days": 4, "trade_sequence_dd_ppt": 4.832, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 4 ], [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_discovery__smart_exit_a", "name": "Stochastic Reversal 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 10, "wr": 20.0, "wr_ci": [ 5.67, 50.98 ], "avg": -0.50523, "median_net": -0.69247, "sum_net_pct": -5.052, "net_pnl_krw": -5037.02, "fees_krw": 996.24, "pf": 0.1498, "days": 1, "trade_sequence_dd_ppt": 5.509, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 5 ], [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 22.222, "wr_ci": [ 6.32, 54.74 ], "avg": -0.42644, "median_net": -0.53282, "sum_net_pct": -3.838, "net_pnl_krw": -3836.23, "fees_krw": 897.5, "pf": 0.1487, "days": 1, "trade_sequence_dd_ppt": 3.838, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_A_FAILURE", 3 ], [ "TAKE_PROFIT", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 33.333, "wr_ci": [ 12.06, 64.58 ], "avg": -0.39196, "median_net": -0.60544, "sum_net_pct": -3.528, "net_pnl_krw": -3525.02, "fees_krw": 897.66, "pf": 0.192, "days": 1, "trade_sequence_dd_ppt": 3.528, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_squeeze_breakout_macro_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 11.111, "wr_ci": [ 1.99, 43.5 ], "avg": -0.49767, "median_net": -0.53282, "sum_net_pct": -4.479, "net_pnl_krw": -4476.53, "fees_krw": 897.18, "pf": 0.067, "days": 1, "trade_sequence_dd_ppt": 4.479, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_fast_discovery__smart_exit_b", "name": "RSI Momentum 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-08", "n": 9, "wr": 55.556, "wr_ci": [ 26.66, 81.12 ], "avg": 0.02498, "median_net": 0.36815, "sum_net_pct": 0.225, "net_pnl_krw": 224.83, "fees_krw": 900.56, "pf": 1.1167, "days": 2, "trade_sequence_dd_ppt": 1.548, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "STOP_LOSS", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro__smart_exit_a", "name": "Bollinger Mean Reversion 5M · Macro Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-08", "n": 9, "wr": 33.333, "wr_ci": [ 12.06, 64.58 ], "avg": 0.04738, "median_net": -0.48479, "sum_net_pct": 0.426, "net_pnl_krw": 426.4, "fees_krw": 900.66, "pf": 1.0974, "days": 2, "trade_sequence_dd_ppt": 2.472, "exit_top": [ [ "TIME_STOP", 3 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_discovery__smart_exit_a", "name": "Donchian Breakout 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 33.333, "wr_ci": [ 12.06, 64.58 ], "avg": -0.45129, "median_net": -0.62605, "sum_net_pct": -4.062, "net_pnl_krw": -4064.8, "fees_krw": 896.69, "pf": 0.1846, "days": 1, "trade_sequence_dd_ppt": 4.363, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_discovery__smart_exit_b", "name": "Donchian Breakout 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 22.222, "wr_ci": [ 6.32, 54.74 ], "avg": -0.42583, "median_net": -0.1, "sum_net_pct": -3.833, "net_pnl_krw": -3832.85, "fees_krw": 896.81, "pf": 0.1587, "days": 1, "trade_sequence_dd_ppt": 4.522, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_discovery__smart_exit_c", "name": "Donchian Breakout 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 11.111, "wr_ci": [ 1.99, 43.5 ], "avg": -0.55775, "median_net": -0.62605, "sum_net_pct": -5.02, "net_pnl_krw": -5016.64, "fees_krw": 896.22, "pf": 0.0067, "days": 1, "trade_sequence_dd_ppt": 5.02, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_discovery__smart_exit_c", "name": "Range Breakout 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 0.0, "wr_ci": [ 0.0, 29.92 ], "avg": -0.64059, "median_net": -0.78226, "sum_net_pct": -5.765, "net_pnl_krw": -5752.89, "fees_krw": 895.28, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 5.765, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_fast_discovery__smart_exit_c", "name": "RSI Momentum 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 9, "wr": 22.222, "wr_ci": [ 6.32, 54.74 ], "avg": -0.35136, "median_net": -0.73662, "sum_net_pct": -3.162, "net_pnl_krw": -3161.21, "fees_krw": 897.22, "pf": 0.3575, "days": 4, "trade_sequence_dd_ppt": 4.179, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 5 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_discovery", "name": "VWAP Reclaim 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 9, "wr": 44.444, "wr_ci": [ 18.88, 73.34 ], "avg": -0.42852, "median_net": -0.2105, "sum_net_pct": -3.857, "net_pnl_krw": -3847.07, "fees_krw": 896.82, "pf": 0.24, "days": 1, "trade_sequence_dd_ppt": 4.11, "exit_top": [ [ "TIME_STOP", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 2 ], [ "STOP_LOSS", 2 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_fast_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 8, "wr": 0.0, "wr_ci": [ 0.0, 32.44 ], "avg": -0.4987, "median_net": -0.53135, "sum_net_pct": -3.99, "net_pnl_krw": -3982.21, "fees_krw": 797.12, "pf": 0.0, "days": 5, "trade_sequence_dd_ppt": 3.99, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_fast_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 1M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 8, "wr": 12.5, "wr_ci": [ 2.24, 47.09 ], "avg": -0.39482, "median_net": -0.58239, "sum_net_pct": -3.159, "net_pnl_krw": -3151.31, "fees_krw": 797.53, "pf": 0.1023, "days": 5, "trade_sequence_dd_ppt": 3.518, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 5 ], [ "TAKE_PROFIT", 1 ], [ "STOP_LOSS", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_fast_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-11", "n": 8, "wr": 0.0, "wr_ci": [ 0.0, 32.44 ], "avg": -0.4987, "median_net": -0.53135, "sum_net_pct": -3.99, "net_pnl_krw": -3982.21, "fees_krw": 797.12, "pf": 0.0, "days": 5, "trade_sequence_dd_ppt": 3.99, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_fast_discovery__smart_exit_a", "name": "RSI Momentum 1M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-08", "n": 8, "wr": 62.5, "wr_ci": [ 30.57, 86.32 ], "avg": 0.05763, "median_net": 0.37325, "sum_net_pct": 0.461, "net_pnl_krw": 461.08, "fees_krw": 800.63, "pf": 1.2954, "days": 2, "trade_sequence_dd_ppt": 0.797, "exit_top": [ [ "TAKE_PROFIT", 5 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_rsi_momentum_macro_fast_discovery__smart_exit_c", "name": "RSI Momentum 1M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-08", "n": 8, "wr": 50.0, "wr_ci": [ 21.52, 78.48 ], "avg": 0.00561, "median_net": 0.16876, "sum_net_pct": 0.045, "net_pnl_krw": 44.91, "fees_krw": 800.42, "pf": 1.0282, "days": 2, "trade_sequence_dd_ppt": 1.213, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro_fast_discovery", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 8, "wr": 50.0, "wr_ci": [ 21.52, 78.48 ], "avg": -0.23565, "median_net": -0.25973, "sum_net_pct": -1.885, "net_pnl_krw": -1883.66, "fees_krw": 798.16, "pf": 0.5107, "days": 4, "trade_sequence_dd_ppt": 2.967, "exit_top": [ [ "TAKE_PROFIT", 4 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_fast_discovery__smart_exit_c", "name": "Lower Wick Reversal 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 8, "wr": 50.0, "wr_ci": [ 21.52, 78.48 ], "avg": -0.16263, "median_net": -0.01965, "sum_net_pct": -1.301, "net_pnl_krw": -1293.82, "fees_krw": 798.31, "pf": 0.5488, "days": 5, "trade_sequence_dd_ppt": 2.783, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_discovery", "name": "Lower Wick Reversal 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 8, "wr": 25.0, "wr_ci": [ 7.15, 59.07 ], "avg": -0.5814, "median_net": -0.85845, "sum_net_pct": -4.651, "net_pnl_krw": -4641.49, "fees_krw": 796.03, "pf": 0.1584, "days": 1, "trade_sequence_dd_ppt": 4.651, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 2 ], [ "STOP_LOSS", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_fast_discovery__smart_exit_b", "name": "Range Breakout 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 8, "wr": 25.0, "wr_ci": [ 7.15, 59.07 ], "avg": -0.5429, "median_net": -0.87991, "sum_net_pct": -4.343, "net_pnl_krw": -4341.78, "fees_krw": 797.5, "pf": 0.0964, "days": 5, "trade_sequence_dd_ppt": 4.656, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_fast_discovery__smart_exit_c", "name": "Range Breakout 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 8, "wr": 25.0, "wr_ci": [ 7.15, 59.07 ], "avg": -0.38808, "median_net": -0.60289, "sum_net_pct": -3.105, "net_pnl_krw": -3104.06, "fees_krw": 798.12, "pf": 0.1299, "days": 5, "trade_sequence_dd_ppt": 3.418, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_fast_discovery__smart_exit_a", "name": "RSI Momentum 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 8, "wr": 37.5, "wr_ci": [ 13.68, 69.43 ], "avg": -0.17784, "median_net": -0.61996, "sum_net_pct": -1.423, "net_pnl_krw": -1428.32, "fees_krw": 798.36, "pf": 0.6765, "days": 4, "trade_sequence_dd_ppt": 3.182, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_rsi_momentum_micro_fast_discovery__smart_exit_b", "name": "RSI Momentum 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 8, "wr": 25.0, "wr_ci": [ 7.15, 59.07 ], "avg": -0.36644, "median_net": -0.65488, "sum_net_pct": -2.932, "net_pnl_krw": -2932.46, "fees_krw": 797.61, "pf": 0.3751, "days": 4, "trade_sequence_dd_ppt": 4.691, "exit_top": [ [ "STOP_LOSS", 4 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_discovery__smart_exit_c", "name": "Stochastic Reversal 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 8, "wr": 12.5, "wr_ci": [ 2.24, 47.09 ], "avg": -0.52318, "median_net": -0.69247, "sum_net_pct": -4.185, "net_pnl_krw": -4170.78, "fees_krw": 796.68, "pf": 0.0983, "days": 1, "trade_sequence_dd_ppt": 4.642, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "SMART_EXIT_C_FAILURE", 2 ], [ "TAKE_PROFIT", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_discovery", "name": "Bollinger Mean Reversion 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 7, "wr": 14.286, "wr_ci": [ 2.57, 51.31 ], "avg": -0.56816, "median_net": -0.83266, "sum_net_pct": -3.977, "net_pnl_krw": -3974.56, "fees_krw": 697.8, "pf": 0.1091, "days": 1, "trade_sequence_dd_ppt": 3.977, "exit_top": [ [ "STOP_LOSS", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_discovery", "name": "Bollinger Mean Reversion 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 7, "wr": 0.0, "wr_ci": [ 0.0, 35.43 ], "avg": -0.8036, "median_net": -0.83266, "sum_net_pct": -5.625, "net_pnl_krw": -5619.8, "fees_krw": 696.79, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 5.625, "exit_top": [ [ "STOP_LOSS", 4 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_fast_discovery", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Fast Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 7, "wr": 42.857, "wr_ci": [ 15.82, 74.95 ], "avg": -0.21789, "median_net": -0.87481, "sum_net_pct": -1.525, "net_pnl_krw": -1530.5, "fees_krw": 698.65, "pf": 0.6054, "days": 4, "trade_sequence_dd_ppt": 2.251, "exit_top": [ [ "STOP_LOSS", 3 ], [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_fast_discovery__smart_exit_a", "name": "Lower Wick Reversal 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 7, "wr": 57.143, "wr_ci": [ 25.05, 84.18 ], "avg": -0.22268, "median_net": 0.06069, "sum_net_pct": -1.559, "net_pnl_krw": -1547.6, "fees_krw": 698.26, "pf": 0.5038, "days": 4, "trade_sequence_dd_ppt": 3.041, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "TIME_STOP", 1 ], [ "TRAILING_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_fast_discovery__smart_exit_b", "name": "Lower Wick Reversal 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 7, "wr": 57.143, "wr_ci": [ 25.05, 84.18 ], "avg": -0.22268, "median_net": 0.06069, "sum_net_pct": -1.559, "net_pnl_krw": -1547.6, "fees_krw": 698.26, "pf": 0.5038, "days": 4, "trade_sequence_dd_ppt": 3.041, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_macro_fast_discovery__smart_exit_a", "name": "Range Breakout 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-12", "n": 7, "wr": 28.571, "wr_ci": [ 8.22, 64.11 ], "avg": -0.50975, "median_net": -0.63881, "sum_net_pct": -3.568, "net_pnl_krw": -3567.64, "fees_krw": 697.84, "pf": 0.115, "days": 5, "trade_sequence_dd_ppt": 3.881, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_A_FAILURE", 2 ], [ "STOP_LOSS", 1 ], [ "TRAILING_STOP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_discovery__smart_exit_b", "name": "Stochastic Reversal 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 7, "wr": 14.286, "wr_ci": [ 2.57, 51.31 ], "avg": -0.5538, "median_net": -0.76901, "sum_net_pct": -3.877, "net_pnl_krw": -3863.62, "fees_krw": 697.08, "pf": 0.1053, "days": 1, "trade_sequence_dd_ppt": 4.333, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 1 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_discovery", "name": "Bollinger Mean Reversion 1M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.19327, "median_net": -0.45508, "sum_net_pct": -1.16, "net_pnl_krw": -1156.39, "fees_krw": 598.89, "pf": 0.511, "days": 1, "trade_sequence_dd_ppt": 1.16, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "TAKE_PROFIT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_fast_discovery__smart_exit_a", "name": "Bullish Candle Impulse 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-10", "n": 6, "wr": 0.0, "wr_ci": [ 0.0, 39.03 ], "avg": -0.65847, "median_net": -0.68226, "sum_net_pct": -3.951, "net_pnl_krw": -3947.84, "fees_krw": 597.95, "pf": 0.0, "days": 4, "trade_sequence_dd_ppt": 3.951, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_fast_discovery__smart_exit_b", "name": "Bullish Candle Impulse 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-10", "n": 6, "wr": 0.0, "wr_ci": [ 0.0, 39.03 ], "avg": -0.67847, "median_net": -0.84645, "sum_net_pct": -4.071, "net_pnl_krw": -4067.66, "fees_krw": 597.89, "pf": 0.0, "days": 4, "trade_sequence_dd_ppt": 4.071, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 1 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_macro_fast_discovery__smart_exit_c", "name": "Bullish Candle Impulse 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-10", "n": 6, "wr": 0.0, "wr_ci": [ 0.0, 39.03 ], "avg": -0.59944, "median_net": -0.64638, "sum_net_pct": -3.597, "net_pnl_krw": -3593.78, "fees_krw": 598.13, "pf": 0.0, "days": 4, "trade_sequence_dd_ppt": 3.597, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_discovery__smart_exit_a", "name": "Donchian Breakout 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.43575, "median_net": -0.52532, "sum_net_pct": -2.614, "net_pnl_krw": -2611.12, "fees_krw": 596.68, "pf": 0.2531, "days": 1, "trade_sequence_dd_ppt": 3.5, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_discovery__smart_exit_b", "name": "Donchian Breakout 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 0.0, "wr_ci": [ 0.0, 39.03 ], "avg": -0.61675, "median_net": -0.52532, "sum_net_pct": -3.7, "net_pnl_krw": -3690.85, "fees_krw": 596.14, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.7, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_discovery__smart_exit_c", "name": "Donchian Breakout 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 0.0, "wr_ci": [ 0.0, 39.03 ], "avg": -0.61675, "median_net": -0.52532, "sum_net_pct": -3.7, "net_pnl_krw": -3690.85, "fees_krw": 596.14, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.7, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_discovery__smart_exit_a", "name": "EMA Pullback Reclaim 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 50.0, "wr_ci": [ 18.76, 81.24 ], "avg": -0.31167, "median_net": -0.07014, "sum_net_pct": -1.87, "net_pnl_krw": -1871.5, "fees_krw": 598.83, "pf": 0.4182, "days": 1, "trade_sequence_dd_ppt": 2.664, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 50.0, "wr_ci": [ 18.76, 81.24 ], "avg": -0.33406, "median_net": -0.08476, "sum_net_pct": -2.004, "net_pnl_krw": -2005.11, "fees_krw": 598.77, "pf": 0.3409, "days": 1, "trade_sequence_dd_ppt": 2.664, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_discovery__smart_exit_c", "name": "EMA Pullback Reclaim 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.41418, "median_net": -0.32511, "sum_net_pct": -2.485, "net_pnl_krw": -2484.69, "fees_krw": 598.53, "pf": 0.2502, "days": 1, "trade_sequence_dd_ppt": 2.895, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 2 ], [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_ema_pullback_reclaim_micro_fast_discovery__smart_exit_b", "name": "EMA Pullback Reclaim 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-08", "n": 6, "wr": 33.333, "wr_ci": [ 9.68, 70.0 ], "avg": -0.16668, "median_net": -0.1, "sum_net_pct": -1.0, "net_pnl_krw": -1000.71, "fees_krw": 599.28, "pf": 0.5125, "days": 2, "trade_sequence_dd_ppt": 1.481, "exit_top": [ [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_fast_discovery__smart_exit_a", "name": "Range Breakout 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.60888, "median_net": -0.91015, "sum_net_pct": -3.653, "net_pnl_krw": -3652.91, "fees_krw": 597.62, "pf": 0.1658, "days": 4, "trade_sequence_dd_ppt": 4.379, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 4 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_fast_discovery__smart_exit_b", "name": "Range Breakout 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.63663, "median_net": -0.87695, "sum_net_pct": -3.82, "net_pnl_krw": -3819.03, "fees_krw": 597.54, "pf": 0.1597, "days": 4, "trade_sequence_dd_ppt": 4.546, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 5 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_fast_discovery__smart_exit_c", "name": "Range Breakout 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 6, "wr": 16.667, "wr_ci": [ 3.01, 56.35 ], "avg": -0.55147, "median_net": -0.78238, "sum_net_pct": -3.309, "net_pnl_krw": -3308.64, "fees_krw": 597.79, "pf": 0.1799, "days": 4, "trade_sequence_dd_ppt": 4.035, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_discovery", "name": "Bollinger Mean Reversion 1M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 5, "wr": 40.0, "wr_ci": [ 11.76, 76.93 ], "avg": -0.14531, "median_net": -0.30812, "sum_net_pct": -0.727, "net_pnl_krw": -726.85, "fees_krw": 499.31, "pf": 0.4036, "days": 1, "trade_sequence_dd_ppt": 1.052, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 2 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_fast_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.62139, "median_net": -0.8572, "sum_net_pct": -3.107, "net_pnl_krw": -3093.81, "fees_krw": 497.31, "pf": 0.1506, "days": 3, "trade_sequence_dd_ppt": 3.658, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "STOP_LOSS", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_fast_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.33413, "median_net": -0.21555, "sum_net_pct": -1.671, "net_pnl_krw": -1659.47, "fees_krw": 498.03, "pf": 0.2479, "days": 3, "trade_sequence_dd_ppt": 2.221, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_fast_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.43457, "median_net": -0.71774, "sum_net_pct": -2.173, "net_pnl_krw": -2161.04, "fees_krw": 497.78, "pf": 0.2022, "days": 3, "trade_sequence_dd_ppt": 2.724, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_discovery__smart_exit_a", "name": "Range Breakout 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.51522, "median_net": -0.53838, "sum_net_pct": -2.576, "net_pnl_krw": -2569.52, "fees_krw": 496.86, "pf": 0.185, "days": 1, "trade_sequence_dd_ppt": 3.161, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_range_breakout_micro_discovery__smart_exit_b", "name": "Range Breakout 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 5, "wr": 0.0, "wr_ci": [ -0.0, 43.45 ], "avg": -0.81699, "median_net": -0.97675, "sum_net_pct": -4.085, "net_pnl_krw": -4071.77, "fees_krw": 496.11, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 4.085, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_discovery__smart_exit_a", "name": "VWAP Reclaim 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.59192, "median_net": -0.72676, "sum_net_pct": -2.96, "net_pnl_krw": -2956.07, "fees_krw": 498.2, "pf": 0.1111, "days": 1, "trade_sequence_dd_ppt": 3.329, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 3 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_discovery__smart_exit_b", "name": "VWAP Reclaim 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.53482, "median_net": -0.91225, "sum_net_pct": -2.674, "net_pnl_krw": -2671.04, "fees_krw": 498.35, "pf": 0.2185, "days": 1, "trade_sequence_dd_ppt": 3.422, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_macro_discovery__smart_exit_c", "name": "VWAP Reclaim 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 5, "wr": 20.0, "wr_ci": [ 3.62, 62.45 ], "avg": -0.51633, "median_net": -0.72676, "sum_net_pct": -2.582, "net_pnl_krw": -2578.43, "fees_krw": 498.39, "pf": 0.2246, "days": 1, "trade_sequence_dd_ppt": 3.329, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 2 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 1M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.15272, "median_net": -0.45508, "sum_net_pct": -0.611, "net_pnl_krw": -610.94, "fees_krw": 399.61, "pf": 0.5763, "days": 1, "trade_sequence_dd_ppt": 0.947, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 1M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.19379, "median_net": -0.45508, "sum_net_pct": -0.775, "net_pnl_krw": -775.06, "fees_krw": 399.53, "pf": 0.4624, "days": 1, "trade_sequence_dd_ppt": 0.947, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_macro_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 1M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.42117, "median_net": -0.47343, "sum_net_pct": -1.685, "net_pnl_krw": -1683.79, "fees_krw": 399.08, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.685, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro__smart_exit_a", "name": "Bollinger Mean Reversion 1M · Fast Context · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-07", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.06654, "median_net": -0.15576, "sum_net_pct": -0.266, "net_pnl_krw": -266.15, "fees_krw": 400.07, "pf": 0.7138, "days": 1, "trade_sequence_dd_ppt": 0.93, "exit_top": [ [ "TRAILING_STOP", 2 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro__smart_exit_b", "name": "Bollinger Mean Reversion 1M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-07", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": 0.0964, "median_net": 0.19197, "sum_net_pct": 0.386, "net_pnl_krw": 385.58, "fees_krw": 400.39, "pf": 1.7055, "days": 1, "trade_sequence_dd_ppt": 0.547, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TIME_STOP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro__smart_exit_c", "name": "Bollinger Mean Reversion 1M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-07", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": 0.00054, "median_net": 0.00025, "sum_net_pct": 0.002, "net_pnl_krw": 2.14, "fees_krw": 400.2, "pf": 1.0023, "days": 1, "trade_sequence_dd_ppt": 0.93, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 1M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.32957, "median_net": -0.36161, "sum_net_pct": -1.318, "net_pnl_krw": -1317.43, "fees_krw": 399.11, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.318, "exit_top": [ [ "TIME_STOP", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 1M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.32957, "median_net": -0.36161, "sum_net_pct": -1.318, "net_pnl_krw": -1317.43, "fees_krw": 399.11, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.318, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TIME_STOP", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 1M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.32957, "median_net": -0.36161, "sum_net_pct": -1.318, "net_pnl_krw": -1317.43, "fees_krw": 399.11, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.318, "exit_top": [ [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_fast_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 1M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-09", "to": "2026-10-11", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.42666, "median_net": -0.52591, "sum_net_pct": -1.707, "net_pnl_krw": -1705.48, "fees_krw": 399.02, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 1.707, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "TRAILING_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_fast_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 1M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-09", "to": "2026-10-11", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.41507, "median_net": -0.47364, "sum_net_pct": -1.66, "net_pnl_krw": -1659.15, "fees_krw": 399.04, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 1.66, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_1m_bb_mean_reversion_micro_fast_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 1M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-09", "to": "2026-10-11", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.42666, "median_net": -0.52591, "sum_net_pct": -1.707, "net_pnl_krw": -1705.48, "fees_krw": 399.02, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 1.707, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_fast_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 4, "wr": 75.0, "wr_ci": [ 30.06, 95.44 ], "avg": 0.27275, "median_net": 0.55242, "sum_net_pct": 1.091, "net_pnl_krw": 1090.56, "fees_krw": 400.67, "pf": 2.7365, "days": 3, "trade_sequence_dd_ppt": 0.628, "exit_top": [ [ "TAKE_PROFIT", 3 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_fast_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 4, "wr": 75.0, "wr_ci": [ 30.06, 95.44 ], "avg": 0.31047, "median_net": 0.33101, "sum_net_pct": 1.242, "net_pnl_krw": 1241.44, "fees_krw": 400.75, "pf": 36.9052, "days": 3, "trade_sequence_dd_ppt": 0.035, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_fast_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-11", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": 0.15199, "median_net": 0.25806, "sum_net_pct": 0.608, "net_pnl_krw": 607.51, "fees_krw": 400.43, "pf": 2.0911, "days": 3, "trade_sequence_dd_ppt": 0.523, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro_fast_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.15293, "median_net": -0.19612, "sum_net_pct": -0.612, "net_pnl_krw": -613.81, "fees_krw": 399.12, "pf": 0.6639, "days": 3, "trade_sequence_dd_ppt": 1.338, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro_fast_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.25696, "median_net": -0.40418, "sum_net_pct": -1.028, "net_pnl_krw": -1029.23, "fees_krw": 398.91, "pf": 0.4354, "days": 3, "trade_sequence_dd_ppt": 1.754, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro_fast_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.23431, "median_net": -0.39423, "sum_net_pct": -0.937, "net_pnl_krw": -938.64, "fees_krw": 398.96, "pf": 0.4582, "days": 3, "trade_sequence_dd_ppt": 1.663, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_fast_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": 0.03021, "median_net": -0.07439, "sum_net_pct": 0.121, "net_pnl_krw": 115.58, "fees_krw": 399.32, "pf": 1.0664, "days": 3, "trade_sequence_dd_ppt": 0.945, "exit_top": [ [ "TAKE_PROFIT", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_fast_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.29857, "median_net": -0.4874, "sum_net_pct": -1.194, "net_pnl_krw": -1195.24, "fees_krw": 398.67, "pf": 0.3781, "days": 3, "trade_sequence_dd_ppt": 1.92, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_fast_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.27592, "median_net": -0.47745, "sum_net_pct": -1.104, "net_pnl_krw": -1104.65, "fees_krw": 398.71, "pf": 0.3968, "days": 3, "trade_sequence_dd_ppt": 1.83, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_fast_discovery__smart_exit_a", "name": "Bullish Candle Impulse 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-10", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.73467, "median_net": -0.72089, "sum_net_pct": -2.939, "net_pnl_krw": -2935.96, "fees_krw": 398.36, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 2.939, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 2 ], [ "FAST_FAIL_BREAKOUT", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_fast_discovery__smart_exit_b", "name": "Bullish Candle Impulse 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-10", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.90314, "median_net": -0.90655, "sum_net_pct": -3.613, "net_pnl_krw": -3609.35, "fees_krw": 398.02, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 3.613, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 3 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_fast_discovery__smart_exit_a", "name": "Donchian Breakout 5M · Macro Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.41531, "median_net": -0.72089, "sum_net_pct": -1.661, "net_pnl_krw": -1661.52, "fees_krw": 398.59, "pf": 0.3041, "days": 4, "trade_sequence_dd_ppt": 2.387, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "STOP_LOSS", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_fast_discovery__smart_exit_b", "name": "Donchian Breakout 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.54984, "median_net": -0.91015, "sum_net_pct": -2.199, "net_pnl_krw": -2198.7, "fees_krw": 398.32, "pf": 0.2482, "days": 4, "trade_sequence_dd_ppt": 2.925, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_macro_fast_discovery__smart_exit_c", "name": "Donchian Breakout 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.39266, "median_net": -0.71094, "sum_net_pct": -1.571, "net_pnl_krw": -1570.94, "fees_krw": 398.63, "pf": 0.3161, "days": 4, "trade_sequence_dd_ppt": 2.297, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_fast_discovery__smart_exit_a", "name": "Donchian Breakout 5M · Fast Context · Fast Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.43325, "median_net": -0.75676, "sum_net_pct": -1.733, "net_pnl_krw": -1733.15, "fees_krw": 398.55, "pf": 0.2953, "days": 4, "trade_sequence_dd_ppt": 2.459, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "STOP_LOSS", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_fast_discovery__smart_exit_b", "name": "Donchian Breakout 5M · Fast Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.54984, "median_net": -0.91015, "sum_net_pct": -2.199, "net_pnl_krw": -2198.7, "fees_krw": 398.32, "pf": 0.2482, "days": 4, "trade_sequence_dd_ppt": 2.925, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "STOP_LOSS", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_donchian_breakout_micro_fast_discovery__smart_exit_c", "name": "Donchian Breakout 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.41531, "median_net": -0.72089, "sum_net_pct": -1.661, "net_pnl_krw": -1661.52, "fees_krw": 398.59, "pf": 0.3041, "days": 4, "trade_sequence_dd_ppt": 2.387, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_discovery__smart_exit_a", "name": "Lower Wick Reversal 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 25.0, "wr_ci": [ 4.56, 69.94 ], "avg": -0.59165, "median_net": -0.84655, "sum_net_pct": -2.367, "net_pnl_krw": -2357.55, "fees_krw": 397.51, "pf": 0.1322, "days": 1, "trade_sequence_dd_ppt": 2.367, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "TAKE_PROFIT", 1 ], [ "STOP_LOSS", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_discovery__smart_exit_b", "name": "Lower Wick Reversal 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.89438, "median_net": -0.97463, "sum_net_pct": -3.578, "net_pnl_krw": -3564.22, "fees_krw": 396.91, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.578, "exit_top": [ [ "STOP_LOSS", 2 ], [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_macro_discovery__smart_exit_c", "name": "Lower Wick Reversal 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 4, "wr": 0.0, "wr_ci": [ 0.0, 48.99 ], "avg": -0.77493, "median_net": -0.7525, "sum_net_pct": -3.1, "net_pnl_krw": -3086.65, "fees_krw": 397.15, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 3.1, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_fast_discovery__smart_exit_b", "name": "Stochastic Reversal 5M · Macro Context · Fast Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-08", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.04898, "median_net": 0.09198, "sum_net_pct": -0.196, "net_pnl_krw": -195.93, "fees_krw": 400.1, "pf": 0.7904, "days": 1, "trade_sequence_dd_ppt": 0.931, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_stochastic_reversal_macro_fast_discovery__smart_exit_c", "name": "Stochastic Reversal 5M · Macro Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-08", "n": 4, "wr": 50.0, "wr_ci": [ 15.0, 85.0 ], "avg": -0.04898, "median_net": 0.09198, "sum_net_pct": -0.196, "net_pnl_krw": -195.93, "fees_krw": 400.1, "pf": 0.7904, "days": 1, "trade_sequence_dd_ppt": 0.931, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 2 ], [ "TAKE_PROFIT", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 5M · Macro Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.25758, "median_net": -0.54972, "sum_net_pct": -0.773, "net_pnl_krw": -772.51, "fees_krw": 299.48, "pf": 0.3057, "days": 1, "trade_sequence_dd_ppt": 1.113, "exit_top": [ [ "SMART_EXIT_A_FAILURE", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 5M · Macro Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.49095, "median_net": -0.9605, "sum_net_pct": -1.473, "net_pnl_krw": -1472.3, "fees_krw": 299.13, "pf": 0.2485, "days": 1, "trade_sequence_dd_ppt": 1.96, "exit_top": [ [ "STOP_LOSS", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_macro_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 5M · Macro Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.28361, "median_net": -0.56334, "sum_net_pct": -0.851, "net_pnl_krw": -850.81, "fees_krw": 299.45, "pf": 0.3641, "days": 1, "trade_sequence_dd_ppt": 1.338, "exit_top": [ [ "TAKE_PROFIT", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_macro_discovery", "name": "Bollinger Squeeze Breakout 5M · Macro Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 3, "wr": 33.333, "wr_ci": [ 6.15, 79.23 ], "avg": -0.5207, "median_net": -0.96164, "sum_net_pct": -1.562, "net_pnl_krw": -1552.12, "fees_krw": 298.43, "pf": 0.2552, "days": 1, "trade_sequence_dd_ppt": 2.097, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 2 ], [ "TAKE_PROFIT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bullish_candle_impulse_micro_fast_discovery__smart_exit_c", "name": "Bullish Candle Impulse 5M · Fast Context · Fast Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-08", "to": "2026-10-10", "n": 3, "wr": 0.0, "wr_ci": [ 0.0, 56.15 ], "avg": -0.76556, "median_net": -0.85491, "sum_net_pct": -2.297, "net_pnl_krw": -2293.98, "fees_krw": 298.63, "pf": 0.0, "days": 3, "trade_sequence_dd_ppt": 2.297, "exit_top": [ [ "FAST_FAIL_BREAKOUT", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro__smart_exit_b", "name": "Bollinger Mean Reversion 5M · Fast Context · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-07", "n": 2, "wr": 100.0, "wr_ci": [ 34.24, 100.0 ], "avg": 1.21187, "median_net": 1.21187, "sum_net_pct": 2.424, "net_pnl_krw": 2423.73, "fees_krw": 201.31, "pf": null, "days": 1, "trade_sequence_dd_ppt": 0.0, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 2 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro__smart_exit_c", "name": "Bollinger Mean Reversion 5M · Fast Context · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-07", "to": "2026-10-07", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": 0.38702, "median_net": 0.38702, "sum_net_pct": 0.774, "net_pnl_krw": 774.04, "fees_krw": 200.49, "pf": 2.6877, "days": 1, "trade_sequence_dd_ppt": 0.459, "exit_top": [ [ "SMART_EXIT_C_FAILURE", 1 ], [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_discovery", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Discovery", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.94157, "median_net": -0.94157, "sum_net_pct": -1.883, "net_pnl_krw": -1878.51, "fees_krw": 198.68, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.883, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_discovery__smart_exit_a", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.94157, "median_net": -0.94157, "sum_net_pct": -1.883, "net_pnl_krw": -1878.51, "fees_krw": 198.68, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.883, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_discovery__smart_exit_b", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.94157, "median_net": -0.94157, "sum_net_pct": -1.883, "net_pnl_krw": -1878.51, "fees_krw": 198.68, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.883, "exit_top": [ [ "STOP_LOSS", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_squeeze_breakout_micro_discovery__smart_exit_c", "name": "Bollinger Squeeze Breakout 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.88681, "median_net": -0.88681, "sum_net_pct": -1.774, "net_pnl_krw": -1769.04, "fees_krw": 198.73, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.774, "exit_top": [ [ "SMART_EXIT_C_HARD_CAP", 1 ], [ "FAST_FAIL_BREAKOUT", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_discovery__smart_exit_a", "name": "Lower Wick Reversal 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.65759, "median_net": -0.65759, "sum_net_pct": -1.315, "net_pnl_krw": -1314.95, "fees_krw": 199.4, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.315, "exit_top": [ [ "TIME_STOP", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_discovery__smart_exit_b", "name": "Lower Wick Reversal 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.85087, "median_net": -0.85087, "sum_net_pct": -1.702, "net_pnl_krw": -1701.5, "fees_krw": 199.21, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.702, "exit_top": [ [ "TIME_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_lower_wick_reversal_micro_discovery__smart_exit_c", "name": "Lower Wick Reversal 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 0.0, "wr_ci": [ 0.0, 65.76 ], "avg": -0.65759, "median_net": -0.65759, "sum_net_pct": -1.315, "net_pnl_krw": -1314.95, "fees_krw": 199.4, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 1.315, "exit_top": [ [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_discovery__smart_exit_a", "name": "VWAP Reclaim 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.39806, "median_net": -0.39806, "sum_net_pct": -0.796, "net_pnl_krw": -796.24, "fees_krw": 199.57, "pf": 0.1087, "days": 1, "trade_sequence_dd_ppt": 0.893, "exit_top": [ [ "TIME_STOP", 1 ], [ "SMART_EXIT_A_FAILURE", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_discovery__smart_exit_b", "name": "VWAP Reclaim 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.79468, "median_net": -0.79468, "sum_net_pct": -1.589, "net_pnl_krw": -1589.5, "fees_krw": 199.17, "pf": 0.0576, "days": 1, "trade_sequence_dd_ppt": 1.687, "exit_top": [ [ "TIME_STOP", 1 ], [ "STOP_LOSS", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_vwap_reclaim_micro_discovery__smart_exit_c", "name": "VWAP Reclaim 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 2, "wr": 50.0, "wr_ci": [ 9.45, 90.55 ], "avg": -0.39806, "median_net": -0.39806, "sum_net_pct": -0.796, "net_pnl_krw": -796.24, "fees_krw": 199.57, "pf": 0.1087, "days": 1, "trade_sequence_dd_ppt": 0.893, "exit_top": [ [ "TIME_STOP", 1 ], [ "SMART_EXIT_C_HARD_CAP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_discovery__smart_exit_a", "name": "Bollinger Mean Reversion 5M · Fast Context · Discovery · Smart Exit A", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.01801, "median_net": -0.01801, "sum_net_pct": -0.018, "net_pnl_krw": -17.99, "fees_krw": 99.96, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.018, "exit_top": [ [ "TIME_STOP", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_discovery__smart_exit_b", "name": "Bollinger Mean Reversion 5M · Fast Context · Discovery · Smart Exit B", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.01801, "median_net": -0.01801, "sum_net_pct": -0.018, "net_pnl_krw": -17.99, "fees_krw": 99.96, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.018, "exit_top": [ [ "SMART_EXIT_B_PROFIT_LOCK", 1 ] ] }, { "stage": "FORWARD", "bot_id": "scalp_5m_bb_mean_reversion_micro_discovery__smart_exit_c", "name": "Bollinger Mean Reversion 5M · Fast Context · Discovery · Smart Exit C", "strategy_type": "scalp_matrix", "group": "SCALP", "from": "2026-10-12", "to": "2026-10-12", "n": 1, "wr": 0.0, "wr_ci": [ 0.0, 79.35 ], "avg": -0.01801, "median_net": -0.01801, "sum_net_pct": -0.018, "net_pnl_krw": -17.99, "fees_krw": 99.96, "pf": 0.0, "days": 1, "trade_sequence_dd_ppt": 0.018, "exit_top": [ [ "SMART_EXIT_C_PROFIT_LOCK", 1 ] ] } ], "daily_summary": { "FORWARD": [ { "date": "2026-09-29", "n": 9, "wr": 66.667, "avg": 0.20644, "sum_net_pct": 1.858, "net_pnl_krw": 557.4 }, { "date": "2026-09-30", "n": 17, "wr": 64.706, "avg": 0.15255, "sum_net_pct": 2.593, "net_pnl_krw": 778.01 }, { "date": "2026-10-01", "n": 57, "wr": 31.579, "avg": -1.95179, "sum_net_pct": -111.252, "net_pnl_krw": -33375.68 }, { "date": "2026-10-02", "n": 87, "wr": 44.828, "avg": -0.6075, "sum_net_pct": -52.853, "net_pnl_krw": -15855.86 }, { "date": "2026-10-03", "n": 76, "wr": 34.211, "avg": -0.55502, "sum_net_pct": -42.181, "net_pnl_krw": -13480.89 }, { "date": "2026-10-04", "n": 84, "wr": 35.714, "avg": -0.76515, "sum_net_pct": -64.273, "net_pnl_krw": -18292.8 }, { "date": "2026-10-05", "n": 220, "wr": 27.727, "avg": -1.38877, "sum_net_pct": -305.529, "net_pnl_krw": -117676.31 }, { "date": "2026-10-06", "n": 939, "wr": 42.705, "avg": -0.23813, "sum_net_pct": -223.607, "net_pnl_krw": -72455.15 }, { "date": "2026-10-07", "n": 9139, "wr": 30.561, "avg": -0.32634, "sum_net_pct": -2982.451, "net_pnl_krw": -2652068.11 }, { "date": "2026-10-08", "n": 20340, "wr": 30.231, "avg": -0.30021, "sum_net_pct": -6106.298, "net_pnl_krw": -5905010.22 }, { "date": "2026-10-09", "n": 18045, "wr": 24.649, "avg": -0.37881, "sum_net_pct": -6835.61, "net_pnl_krw": -6708217.96 }, { "date": "2026-10-10", "n": 22738, "wr": 26.546, "avg": -0.37478, "sum_net_pct": -8521.813, "net_pnl_krw": -8445083.47 }, { "date": "2026-10-11", "n": 23116, "wr": 23.014, "avg": -0.48189, "sum_net_pct": -11139.348, "net_pnl_krw": -10659780.69 }, { "date": "2026-10-12", "n": 15909, "wr": 24.401, "avg": -0.39322, "sum_net_pct": -6255.713, "net_pnl_krw": -6202867.79 } ], "ACTUAL": [ { "date": "2026-05-18", "n": 2, "wr": 0.0, "avg": -2.64284, "sum_net_pct": -5.286, "net_pnl_krw": -14797.75 }, { "date": "2026-05-19", "n": 3, "wr": 33.333, "avg": -0.14233, "sum_net_pct": -0.427, "net_pnl_krw": -896.5 }, { "date": "2026-05-20", "n": 2, "wr": 50.0, "avg": -0.94987, "sum_net_pct": -1.9, "net_pnl_krw": -3050.25 }, { "date": "2026-05-21", "n": 1, "wr": 100.0, "avg": 1.07328, "sum_net_pct": 1.073, "net_pnl_krw": 2459.47 }, { "date": "2026-05-22", "n": 3, "wr": 0.0, "avg": -3.29659, "sum_net_pct": -9.89, "net_pnl_krw": -22662.82 }, { "date": "2026-05-23", "n": 2, "wr": 0.0, "avg": -2.80127, "sum_net_pct": -5.603, "net_pnl_krw": -10695.96 }, { "date": "2026-05-24", "n": 9, "wr": 11.111, "avg": -1.52755, "sum_net_pct": -13.748, "net_pnl_krw": -31045.02 }, { "date": "2026-09-25", "n": 15, "wr": 46.667, "avg": -0.50809, "sum_net_pct": -7.621, "net_pnl_krw": -15237.25 }, { "date": "2026-09-26", "n": 1, "wr": 100.0, "avg": 1.73121, "sum_net_pct": 1.731, "net_pnl_krw": 878.86 }, { "date": "2026-09-27", "n": 6, "wr": 33.333, "avg": -0.12796, "sum_net_pct": -0.768, "net_pnl_krw": -401.35 }, { "date": "2026-09-28", "n": 2, "wr": 0.0, "avg": -2.44766, "sum_net_pct": -4.895, "net_pnl_krw": -580.55 }, { "date": "2026-09-29", "n": 11, "wr": 72.727, "avg": -0.35494, "sum_net_pct": -3.904, "net_pnl_krw": -222.58 }, { "date": "2026-10-03", "n": 2, "wr": 0.0, "avg": -1.6289, "sum_net_pct": -3.258, "net_pnl_krw": -195.42 }, { "date": "2026-10-04", "n": 3, "wr": 33.333, "avg": -0.5603, "sum_net_pct": -1.681, "net_pnl_krw": -119.27 }, { "date": "2026-10-05", "n": 3, "wr": 0.0, "avg": -1.32531, "sum_net_pct": -3.976, "net_pnl_krw": -260.2 }, { "date": "2026-10-11", "n": 2, "wr": 100.0, "avg": 1.00226, "sum_net_pct": 2.005, "net_pnl_krw": 600.63 }, { "date": "2026-10-12", "n": 3, "wr": 33.333, "avg": -0.17446, "sum_net_pct": -0.523, "net_pnl_krw": -153.45 } ] }, "research_vs_forward": [ { "bot": "quant_breakout_1h", "group": "ML", "primary_n": 217, "primary_wr": 53.917, "primary_avg": 0.18262462029752174, "forward_n": 15, "forward_wr": 26.667, "forward_avg": -0.42131, "wr_gap_fw_minus_primary_pp": -27.25, "avg_gap_fw_minus_primary_pp": -0.604, "source_period": "2026-07-02 19:00:00 → 2026-09-26 03:00:00", "source_status": "AVAILABLE" }, { "bot": "bearish_relative_rebound_1h", "group": "CORE", "primary_n": 230, "primary_wr": 41.739, "primary_avg": -0.6909907101539394, "forward_n": 26, "forward_wr": 57.692, "forward_avg": -0.0106, "wr_gap_fw_minus_primary_pp": 15.953, "avg_gap_fw_minus_primary_pp": 0.68, "source_period": "2026-07-02 17:00:00 → 2026-09-26 21:00:00", "source_status": "AVAILABLE" }, { "bot": "ignition_breakout_1h", "group": "CORE", "primary_n": 70, "primary_wr": 42.857, "primary_avg": 0.16549810779209995, "forward_n": 88, "forward_wr": 48.864, "forward_avg": 0.2573, "wr_gap_fw_minus_primary_pp": 6.007, "avg_gap_fw_minus_primary_pp": 0.092, "source_period": "2026-07-04 17:00:00 → 2026-09-25 12:00:00", "source_status": "AVAILABLE" }, { "bot": "ma20_reclaim_micro", "group": "CORE", "primary_n": 2754, "primary_wr": 42.702, "primary_avg": -0.3348322570151389, "forward_n": 259, "forward_wr": 40.541, "forward_avg": -0.36169, "wr_gap_fw_minus_primary_pp": -2.161, "avg_gap_fw_minus_primary_pp": -0.027, "source_period": "2026-07-02 15:00:00 → 2026-09-30 14:00:00", "source_status": "AVAILABLE" } ], "research": { "v8_tournament": { "source": "state/research/high_conviction_model_tournament/report.json", "study_status": "RESEARCH_ONLY", "generated_at": 1791361293.3351738, "evaluation_policy": null, "versions": [ { "version": "V4", "model": "Elastic-Net Logistic", "status": null, "validation": { "n": 32891, "wr": 46.876045118725486, "avg_net_pct": 0.4262200874501262, "mdd_pct": 99.99999999984554 }, "holdout": {}, "blind": { "n": 31313, "wr": 55.48813591798933, "avg_net_pct": 1.2768033040305826, "mdd_pct": 99.99999999999999 } }, { "version": "V5", "model": "XGBoost", "status": null, "validation": { "n": 1453, "wr": 66.75843083275981, "avg_net_pct": 2.5751078920787314, "mdd_pct": 71.94320167288129 }, "holdout": {}, "blind": { "n": 704, "wr": 59.09090909090909, "avg_net_pct": 1.864305702929524, "mdd_pct": 66.51957025068951 } }, { "version": "V6", "model": "LightGBM", "status": null, "validation": { "n": 798, "wr": 82.70676691729322, "avg_net_pct": 3.9465130242898208, "mdd_pct": 23.144094300506246 }, "holdout": {}, "blind": { "n": 351, "wr": 68.66096866096866, "avg_net_pct": 2.7328819623254854, "mdd_pct": 49.82159076540509 } }, { "version": "V7", "model": "CatBoost", "status": null, "validation": { "n": 798, "wr": 72.05513784461152, "avg_net_pct": 2.9872100332593634, "mdd_pct": 56.16813133285721 }, "holdout": {}, "blind": { "n": 148, "wr": 66.8918918918919, "avg_net_pct": 2.4256328226872266, "mdd_pct": 68.21944461518386 } }, { "version": "V8", "model": "LightGBM LambdaRank", "status": null, "validation": { "n": 536, "wr": 92.53731343283582, "avg_net_pct": 4.971971861947106, "mdd_pct": 9.527863696457617 }, "holdout": {}, "blind": { "n": 134, "wr": 91.7910447761194, "avg_net_pct": 4.88755489061282, "mdd_pct": 9.105664420899995 } }, { "version": "V8-R1", "model": "LambdaRank · Capacity-Aware", "status": null, "validation": { "n": 83, "wr": 84.33734939759037, "avg_net_pct": 4.315701844483402, "mdd_pct": 2.5905292479108777 }, "holdout": {}, "blind": { "n": 26, "wr": 69.23076923076923, "avg_net_pct": 3.13914865091336, "mdd_pct": 2.428935329213888 } }, { "version": "V8-R2", "model": "LambdaRank · Concentrated Rank", "status": null, "validation": { "n": 72, "wr": 93.05555555555556, "avg_net_pct": 5.04095019975618, "mdd_pct": 1.1179591513712395 }, "holdout": {}, "blind": { "n": 23, "wr": 82.6086956521739, "avg_net_pct": 4.4652173913043525, "mdd_pct": 1.7558765222316697 } }, { "version": "V8-R3", "model": "LambdaRank · Failure-Risk Veto", "status": null, "validation": { "n": 69, "wr": 92.7536231884058, "avg_net_pct": 4.924555619495559, "mdd_pct": 1.778947949403431 }, "holdout": {}, "blind": { "n": 21, "wr": 76.19047619047619, "avg_net_pct": 3.767517377321302, "mdd_pct": 1.6601046494345684 } }, { "version": "V8-R4", "model": "Risk-Aware LambdaRank", "status": null, "validation": { "n": 62, "wr": 98.38709677419355, "avg_net_pct": 5.458754938849777, "mdd_pct": 0.6329549820614622 }, "holdout": {}, "blind": { "n": 24, "wr": 83.33333333333334, "avg_net_pct": 4.088505248673701, "mdd_pct": 1.572008113590273 } }, { "version": "V8-R5", "model": "V8 Risk Branch · Smart Exit", "status": null, "validation": { "n": 62, "wr": 88.70967741935483, "avg_net_pct": 3.7560846655717115, "mdd_pct": 0.7020985607703589 }, "holdout": {}, "blind": { "n": 24, "wr": 83.33333333333334, "avg_net_pct": 2.6760950200215157, "mdd_pct": 1.7620150842382776 } }, { "version": "V8-R6", "model": "LambdaRank · Cash Rotation", "status": null, "validation": { "n": 47, "wr": 91.48936170212765, "avg_net_pct": 3.3148337557222947, "mdd_pct": 2.954108171170944 }, "holdout": {}, "blind": { "n": 14, "wr": 78.57142857142857, "avg_net_pct": 2.1672028500140263, "mdd_pct": 3.6052375725775687 } }, { "version": "V8-R7", "model": "LambdaRank · Robust Rank Ensemble", "status": "RESEARCH_ONLY", "validation": { "n": 31, "wr": 80.64516129032258, "avg_net_pct": 4.056981746383234, "mdd_pct": 6.773519009882401 }, "holdout": { "n": 28, "wr": 71.42857142857143, "avg_net_pct": 3.3363523187052637, "mdd_pct": 3.728937139351207 }, "blind": { "n": 28, "wr": 71.42857142857143, "avg_net_pct": 3.3363523187052637, "mdd_pct": 3.728937139351207 } }, { "version": "V8-R8", "model": "V8 · Candidate Meta-Label", "status": "RESEARCH_ONLY", "validation": { "n": 30, "wr": 90, "avg_net_pct": 4.858737151248171, "mdd_pct": 4.411193433593463 }, "holdout": { "n": 8, "wr": 87.5, "avg_net_pct": 4.775000000000004, "mdd_pct": 3.013790872213329 }, "blind": { "n": 8, "wr": 87.5, "avg_net_pct": 4.775000000000004, "mdd_pct": 3.013790872213329 } }, { "version": "V8-R9", "model": "V8 · Market Fertility Gate", "status": "RESEARCH_ONLY", "validation": { "n": 30, "wr": 83.33333333333334, "avg_net_pct": 4.248553227386204, "mdd_pct": 6.773519009882401 }, "holdout": { "n": 21, "wr": 80.95238095238095, "avg_net_pct": 4.328571428571433, "mdd_pct": 3.012057417148928 }, "blind": { "n": 21, "wr": 80.95238095238095, "avg_net_pct": 4.328571428571433, "mdd_pct": 3.012057417148928 } }, { "version": "V8-R10", "model": "V8 · Correlation-Aware Allocation", "status": "RESEARCH_ONLY", "validation": { "n": 31, "wr": 80.64516129032258, "avg_net_pct": 4.056981746383234, "mdd_pct": 6.773519009882401 }, "holdout": { "n": 26, "wr": 69.23076923076923, "avg_net_pct": 3.13914865091336, "mdd_pct": 3.8398121501761806 }, "blind": { "n": 26, "wr": 69.23076923076923, "avg_net_pct": 3.13914865091336, "mdd_pct": 3.8398121501761806 } }, { "version": "V9", "model": "Causal TCN", "status": null, "validation": { "n": 5385, "wr": 38.347260909935, "avg_net_pct": 0.09301305450290304, "mdd_pct": 99.99990003756494 }, "holdout": {}, "blind": { "n": 6128, "wr": 41.22062663185378, "avg_net_pct": 0.17580320608604094, "mdd_pct": 99.99997952861906 } } ] }, "v8_r7_r10": { "source": "state/research/high_conviction_v8_selective/report.json", "study_status": "RESEARCH_ONLY", "generated_at": 1791449020.5145311, "evaluation_policy": { "base_ranker_training": "Original V8 Train ends before 2026-08-28 21:00:00", "overlay_train": "2026-08-28 21:00:00 to 2026-09-08 20:00:00", "overlay_validation": "2026-09-08 21:00:00 to 2026-09-16 04:00:00", "one_shot_holdout": "2026-09-17 06:00:00 to 2026-10-07 15:00:00", "holdout_caveat": "The original V8 Blind period has already been inspected in earlier research. R7-R10 therefore treat it only as a one-shot descriptive Holdout, never as fresh Blind evidence or a promotion basis.", "promotion_rule": "No R7-R10 branch may enter Forward or Live from this research. A branch must be frozen first and then collect genuinely future unseen Forward evidence.", "selection_objective": "Validation only: maximize hit rate/expectancy while penalizing hourly mark-to-market MDD; minimum Validation N=30.", "mdd_basis": "3 equal-notional slots; hourly mark-to-market liquidation NAV including unrealized PnL and round-trip research fee." }, "versions": [ { "version": "V8-R7", "model": "LambdaRank · Robust Rank Ensemble", "status": "RESEARCH_ONLY", "validation": { "n": 31, "wr": 80.64516129032258, "avg_net_pct": 4.056981746383234, "mdd_pct": 6.773519009882401 }, "holdout": { "n": 28, "wr": 71.42857142857143, "avg_net_pct": 3.3363523187052637, "mdd_pct": 3.728937139351207 }, "blind": { "n": 28, "wr": 71.42857142857143, "avg_net_pct": 3.3363523187052637, "mdd_pct": 3.728937139351207 } }, { "version": "V8-R8", "model": "V8 · Candidate Meta-Label", "status": "RESEARCH_ONLY", "validation": { "n": 30, "wr": 90, "avg_net_pct": 4.858737151248171, "mdd_pct": 4.411193433593463 }, "holdout": { "n": 8, "wr": 87.5, "avg_net_pct": 4.775000000000004, "mdd_pct": 3.013790872213329 }, "blind": { "n": 8, "wr": 87.5, "avg_net_pct": 4.775000000000004, "mdd_pct": 3.013790872213329 } }, { "version": "V8-R9", "model": "V8 · Market Fertility Gate", "status": "RESEARCH_ONLY", "validation": { "n": 30, "wr": 83.33333333333334, "avg_net_pct": 4.248553227386204, "mdd_pct": 6.773519009882401 }, "holdout": { "n": 21, "wr": 80.95238095238095, "avg_net_pct": 4.328571428571433, "mdd_pct": 3.012057417148928 }, "blind": { "n": 21, "wr": 80.95238095238095, "avg_net_pct": 4.328571428571433, "mdd_pct": 3.012057417148928 } }, { "version": "V8-R10", "model": "V8 · Correlation-Aware Allocation", "status": "RESEARCH_ONLY", "validation": { "n": 31, "wr": 80.64516129032258, "avg_net_pct": 4.056981746383234, "mdd_pct": 6.773519009882401 }, "holdout": { "n": 26, "wr": 69.23076923076923, "avg_net_pct": 3.13914865091336, "mdd_pct": 3.8398121501761806 }, "blind": { "n": 26, "wr": 69.23076923076923, "avg_net_pct": 3.13914865091336, "mdd_pct": 3.8398121501761806 } } ] }, "v10": { "source": "state/research/high_conviction_v10_lambdamart/report.json", "study_status": "RESEARCH_ONLY", "generated_at": 1791440815.810209, "evaluation_policy": { "walk_forward": "Three expanding chronological model-stability folds; target labels purged by 25h.", "final_validation": "2026-09-06 00:00:00 <= t < 2026-09-21 00:00:00", "one_shot_holdout": "t >= 2026-09-21 00:00:00", "holdout_rule": "All V10/R thresholds, veto caps, regime alpha, dynamic-concentration gaps and CASH score are chosen before holdout evaluation.", "blind_caveat": "This is not called a new untouched Blind because the date range has already been inspected in the V8 lineage. After this one-shot evaluation, V10 requires genuinely future unseen data before any promotion decision.", "future_promotion_requirement": "Freeze the selected V10 branch, then collect new future Forward evidence through the shared Forward/LIVE execution layer." }, "versions": [ { "version": "V10", "model": "Utility-Aware LambdaMART", "status": null, "validation": { "n": 739, "wr": 78.61975642760487, "avg_net_pct": 3.712801480484087, "mdd_pct": 36.46770345422799 }, "holdout": { "n": 500, "wr": 59.0, "avg_net_pct": 1.5338356469185892, "mdd_pct": 56.55624129186228 }, "blind": { "n": 500, "wr": 59.0, "avg_net_pct": 1.5338356469185892, "mdd_pct": 56.55624129186228 } }, { "version": "V10-R1", "model": "LambdaMART · Capacity-Aware", "status": null, "validation": { "n": 78, "wr": 69.23076923076923, "avg_net_pct": 2.939848267030575, "mdd_pct": 4.887475859043677 }, "holdout": { "n": 65, "wr": 40.0, "avg_net_pct": -0.1849899298365476, "mdd_pct": 16.30304649688028 }, "blind": { "n": 65, "wr": 40.0, "avg_net_pct": -0.1849899298365476, "mdd_pct": 16.30304649688028 } }, { "version": "V10-R2", "model": "LambdaMART · Risk-Aware Gain", "status": null, "validation": { "n": 52, "wr": 96.15384615384616, "avg_net_pct": 5.239234299947223, "mdd_pct": 0.8360302049622459 }, "holdout": { "n": 8, "wr": 87.5, "avg_net_pct": 4.775000000000003, "mdd_pct": 0.908291825373575 }, "blind": { "n": 8, "wr": 87.5, "avg_net_pct": 4.775000000000003, "mdd_pct": 0.908291825373575 } }, { "version": "V10-R3", "model": "LambdaMART · Failure-Risk Veto", "status": null, "validation": { "n": 64, "wr": 90.625, "avg_net_pct": 4.788160399417558, "mdd_pct": 1.2904326950904932 }, "holdout": { "n": 20, "wr": 75.0, "avg_net_pct": 2.991940625023361, "mdd_pct": 1.9350661475664555 }, "blind": { "n": 20, "wr": 75.0, "avg_net_pct": 2.991940625023361, "mdd_pct": 1.9350661475664555 } }, { "version": "V10-R4", "model": "LambdaMART · Regime-Aware", "status": null, "validation": { "n": 64, "wr": 95.3125, "avg_net_pct": 5.360570894113002, "mdd_pct": 0.9242695289206959 }, "holdout": { "n": 23, "wr": 43.47826086956522, "avg_net_pct": 0.3896258640159131, "mdd_pct": 8.628310050514642 }, "blind": { "n": 23, "wr": 43.47826086956522, "avg_net_pct": 0.3896258640159131, "mdd_pct": 8.628310050514642 } }, { "version": "V10-R5", "model": "LambdaMART · Dynamic Concentration", "status": null, "validation": { "n": 76, "wr": 72.36842105263158, "avg_net_pct": 3.24544318018623, "mdd_pct": 4.743420158137813 }, "holdout": { "n": 65, "wr": 40.0, "avg_net_pct": -0.18498992983654777, "mdd_pct": 16.30304649688028 }, "blind": { "n": 65, "wr": 40.0, "avg_net_pct": -0.18498992983654777, "mdd_pct": 16.30304649688028 } }, { "version": "V10-R6", "model": "LambdaMART · CASH-Aware", "status": null, "validation": { "n": 43, "wr": 79.06976744186046, "avg_net_pct": 2.3776260377634975, "mdd_pct": 4.933330402669944 }, "holdout": { "n": 35, "wr": 71.42857142857143, "avg_net_pct": 0.9743306305445842, "mdd_pct": 2.4745893579456113 }, "blind": { "n": 35, "wr": 71.42857142857143, "avg_net_pct": 0.9743306305445842, "mdd_pct": 2.4745893579456113 } }, { "version": "V10-R7", "model": "LambdaMART · Smart Exit", "status": null, "validation": { "n": 64, "wr": 85.9375, "avg_net_pct": 3.097286733793882, "mdd_pct": 0.9693809492484551 }, "holdout": { "n": 23, "wr": 43.47826086956522, "avg_net_pct": 0.24832841643346315, "mdd_pct": 5.483159200047671 }, "blind": { "n": 23, "wr": 43.47826086956522, "avg_net_pct": 0.24832841643346315, "mdd_pct": 5.483159200047671 } } ] }, "v11": { "source": "state/research/high_conviction_v11_5m/report.json", "study_status": "RESEARCH_ONLY", "generated_at": "2026-10-09T08:25:28.978021+00:00", "evaluation_policy": null, "versions": [ { "version": "V11", "model": "Binary Target-First LambdaRank (V8 motif)", "status": "RESEARCH_ONLY", "validation": { "n": 61, "wr": 52.459016393442624, "avg_net_pct": 0.04918032676958647, "mdd_pct": 3.0050369143456197 }, "holdout": { "n": 105, "wr": 32.38095238095238, "avg_net_pct": -0.3523809445046243, "mdd_pct": 13.171603130454953 }, "blind": {} }, { "version": "V11-R1", "model": "Graded Net-Utility LambdaMART (V10 motif)", "status": "RESEARCH_ONLY", "validation": { "n": 109, "wr": 53.21100917431193, "avg_net_pct": 0.06422018205080557, "mdd_pct": 6.44042974896667 }, "holdout": { "n": 145, "wr": 42.758620689655174, "avg_net_pct": -0.14482758296974774, "mdd_pct": 12.731832724688545 }, "blind": {} }, { "version": "V11-R2", "model": "Early Failure Veto", "status": "RESEARCH_ONLY", "validation": { "n": 30, "wr": 60.0, "avg_net_pct": 0.19999999552965164, "mdd_pct": 2.5314569659841366 }, "holdout": { "n": 34, "wr": 38.23529411764706, "avg_net_pct": -0.23529411238782547, "mdd_pct": 3.3999999254941904 }, "blind": {} }, { "version": "V11-R3", "model": "Completed-1H Context Gate", "status": "RESEARCH_ONLY", "validation": { "n": 82, "wr": 58.536585365853654, "avg_net_pct": 0.17073170350092212, "mdd_pct": 4.3638195885136986 }, "holdout": { "n": 95, "wr": 45.26315789473684, "avg_net_pct": -0.09473683998772972, "mdd_pct": 7.371968483295498 }, "blind": {} }, { "version": "V11-R4", "model": "5m Liquidity + Relative Strength", "status": "RESEARCH_ONLY", "validation": { "n": 25, "wr": 64.0, "avg_net_pct": 0.2799999937415123, "mdd_pct": 0.9373561575589539 }, "holdout": { "n": 18, "wr": 55.55555555555556, "avg_net_pct": 0.11111110862758425, "mdd_pct": 1.2986318699736517 }, "blind": {} }, { "version": "V11-R5", "model": "Top-Rank Concentration Gap", "status": "RESEARCH_ONLY", "validation": { "n": 75, "wr": 60.0, "avg_net_pct": 0.19999999552965164, "mdd_pct": 4.299883502079985 }, "holdout": { "n": 62, "wr": 50.0, "avg_net_pct": 0.0, "mdd_pct": 4.25114382828359 }, "blind": {} }, { "version": "V11-R6", "model": "CASH-Aware Top-1", "status": "RESEARCH_ONLY", "validation": { "n": 26, "wr": 65.38461538461539, "avg_net_pct": 0.30769230081484866, "mdd_pct": 4.934935562144534 }, "holdout": { "n": 23, "wr": 52.17391304347826, "avg_net_pct": 0.04347825989775036, "mdd_pct": 6.236442395609444 }, "blind": {} }, { "version": "V11-R7", "model": "Smart Exit 5m Trail", "status": "RESEARCH_ONLY", "validation": { "n": 131, "wr": 58.01526717557252, "avg_net_pct": 0.06636097144193266, "mdd_pct": 5.84087386499332 }, "holdout": { "n": 160, "wr": 50.0, "avg_net_pct": -0.1456803759950276, "mdd_pct": 12.98893436827151 }, "blind": {} } ] } }, "prior_0930_vote_research": { "window": { "feature_start": "2026-09-26 15:39:00", "feature_end": "2026-09-30 18:58:00", "forward_closed_trades_in_window": 12395 }, "stability": { "rolling_1m": { "observations": 5838, "unique_regimes": 61, "transitions": 2134, "transitions_per_day": 526.37, "median_dwell_minutes": 2.0, "mean_dwell_minutes": 2.73, "p10_dwell_minutes": 1.0 }, "sliding_15vote": { "observations": 5838, "unique_regimes": 49, "transitions": 537, "transitions_per_day": 132.46, "median_dwell_minutes": 11.0, "mean_dwell_minutes": 10.85, "p10_dwell_minutes": 1.0 }, "majority_15m": { "observations": 390, "unique_regimes": 42, "transitions": 326, "transitions_per_day": 80.25, "median_dwell_minutes": 15.0, "mean_dwell_minutes": 17.89, "p10_dwell_minutes": 15.0 }, "closed_15m": { "observations": 390, "unique_regimes": 47, "transitions": 349, "transitions_per_day": 85.91, "median_dwell_minutes": 15.0, "mean_dwell_minutes": 16.71, "p10_dwell_minutes": 15.0 }, "intra_15m_rolling_churn": { "blocks": 390, "pct_blocks_with_multiple_rolling_regimes": 95.64, "mean_distinct_regimes_per_15m_block": 3.97, "median_distinct_regimes_per_15m_block": 4.0, "mean_majority_vote_share_pct": 56.72, "p10_majority_vote_share_pct": 33.33 } }, "agreement": { "stored_vs_rolling_1m": { "n": 12395, "agreement_pct": 32.71 }, "stored_vs_majority_15m": { "n": 12395, "agreement_pct": 59.2 }, "stored_vs_closed_15m": { "n": 12395, "agreement_pct": 42.28 }, "rolling_1m_vs_sliding_15vote": { "n": 12395, "agreement_pct": 32.64 }, "sliding_15vote_vs_majority_15m": { "n": 12395, "agreement_pct": 59.14 }, "sliding_15vote_vs_closed_15m": { "n": 12395, "agreement_pct": 42.22 }, "rolling_1m_vs_majority_15m": { "n": 12395, "agreement_pct": 12.51 }, "rolling_1m_vs_closed_15m": { "n": 12395, "agreement_pct": 14.4 }, "majority_15m_vs_closed_15m": { "n": 12395, "agreement_pct": 51.56 } }, "predictive_power_oos": { "stored": { "train_n": 8676, "test_n": 3719, "test_win_rate_pct": 37.91, "seen_bot_regime_test_pct": 76.77, "median_train_cell_n_when_seen": 6.0, "baseline_brier": 0.23668, "regime_brier": 0.239749, "brier_improvement_pct": -1.296, "baseline_logloss": 0.666435, "regime_logloss": 0.673752, "logloss_improvement_pct": -1.098 }, "rolling_1m": { "train_n": 8676, "test_n": 3719, "test_win_rate_pct": 37.91, "seen_bot_regime_test_pct": 83.89, "median_train_cell_n_when_seen": 6.0, "baseline_brier": 0.23668, "regime_brier": 0.239017, "brier_improvement_pct": -0.987, "baseline_logloss": 0.666435, "regime_logloss": 0.671773, "logloss_improvement_pct": -0.801 }, "sliding_15vote": { "train_n": 8676, "test_n": 3719, "test_win_rate_pct": 37.91, "seen_bot_regime_test_pct": 76.77, "median_train_cell_n_when_seen": 6.0, "baseline_brier": 0.23668, "regime_brier": 0.239918, "brier_improvement_pct": -1.368, "baseline_logloss": 0.666435, "regime_logloss": 0.674128, "logloss_improvement_pct": -1.154 }, "majority_15m": { "train_n": 8676, "test_n": 3719, "test_win_rate_pct": 37.91, "seen_bot_regime_test_pct": 71.23, "median_train_cell_n_when_seen": 6.0, "baseline_brier": 0.23668, "regime_brier": 0.24179, "brier_improvement_pct": -2.159, "baseline_logloss": 0.666435, "regime_logloss": 0.677754, "logloss_improvement_pct": -1.699 }, "closed_15m": { "train_n": 8676, "test_n": 3719, "test_win_rate_pct": 37.91, "seen_bot_regime_test_pct": 54.13, "median_train_cell_n_when_seen": 6.0, "baseline_brier": 0.23668, "regime_brier": 0.241024, "brier_improvement_pct": -1.835, "baseline_logloss": 0.666435, "regime_logloss": 0.675901, "logloss_improvement_pct": -1.42 } } }, "evidence_qualifications": [ "The 70 Actual trades are insufficient for broad bot-regime conditioning and for reliable estimates of strategy-specific effect sizes.", "Historic V8/V10/V11 Holdout was already inspected and is not a new Blind test.", "Forward paper fills are not Upbit exchange fills; actual is reconciled when possible.", "Trading strategy signal entry and exit are different data-generating policies from historic research next-open/TP/SL simulation.", "Regime transition stability measures smoothness, not predictive validity.", "Same-time trades on many scalp variants share market shocks; treating them as independent inflates significance.", "Full-sample positive-regime selections are descriptive only and cannot authorize retrospective gate promotion.", "Not all stage/trade records were stable before feature corrections; only tagged non-error Forward is used here.", "Joint L2-3 sparse cells should be considered exploratory and not operationally activated.", "Evidence lacks counterfactual market-order execution for rejected signals; promotion uplift cannot be causally inferred.", "MDD computed on a sequence of unweighted trade percentage points is not a portfolio NAV drawdown." ], "actions": [ { "priority": "P0", "action": "Run daily exchange-fill versus Forward synthetic entry/exit/fee/orderbook reconciliation by bot, preserving original signal_time and execution_uuid." }, { "priority": "P0", "action": "Quarantine invalid 1m/5m Quant Feature Mart rows, report unresolved gaps by date/cell, audit missingness and freshness before any live promotion." }, { "priority": "P0", "action": "Freeze ML model weights/feature schema/execution policy before prospective Forward validation. Never transfer historical Holdout into Forward." }, { "priority": "P1", "action": "Evaluate Sliding15 against fixed majority/rolling/closed-candle in a new untouched prospective window using paired trade dates and Brier/logloss; report both method stability and calibration." }, { "priority": "P1", "action": "Use hierarchical XY16 → Z5 → XYZ80 and 1H marginal → conditional joint 15m×1H only where >=30 trades, >=5 days, calibrated intervals; otherwise abstain." }, { "priority": "P1", "action": "Decompose drifting performance into regime mix, within-regime change, entry slippage, exit reason and feature freshness; test changes in a walk-forward holdout." }, { "priority": "P1", "action": "Analyze middle-tercile win/loss paths and identical signal-ID match of rejected/skipped entries with completed regime and orderbook evidence." }, { "priority": "P2", "action": "Use exposure-weighted NAV, time-in-market, turnover, daily MTM drawdown and risk-adjusted expectancy alongside WR; no selection by WR alone." }, { "priority": "P2", "action": "Create a daily readonly report with source coverage, failure statuses, per-bot regime cells, versions, confidence bounds and full reproducibility manifest." } ], "strategy_census": { "unique_strategy_ids": 1077, "valid_forward_ids": 764, "valid_actual_ids": 12, "no_valid_evidence_ids": 311, "research_only_versions": 16, "group_distribution": { "ADAPTIVE": 39, "CORE": 310, "ML": 87, "LEAD_LAG": 26, "SCALP": 615 }, "filename": "mece_public_appendix.json" }, "cluster_pseudoreplication": { "counts": { "n": 102347, "groups": 17032, "minutes": 6325, "bots": 587 }, "max_examples": [ { "ticker": "KRW-DKA", "minute": "2026-10-12 07:26:00", "trades": 124, "strategies": 124, "avg_pnl": 0.3856 }, { "ticker": "KRW-VTHO", "minute": "2026-10-12 03:07:00", "trades": 124, "strategies": 124, "avg_pnl": -1.1194 }, { "ticker": "KRW-CKB", "minute": "2026-10-12 04:59:00", "trades": 118, "strategies": 118, "avg_pnl": -0.2267 }, { "ticker": "KRW-WAL", "minute": "2026-10-11 15:40:00", "trades": 118, "strategies": 118, "avg_pnl": -0.7296 }, { "ticker": "KRW-AKT", "minute": "2026-10-12 09:15:00", "trades": 115, "strategies": 115, "avg_pnl": -0.0085 }, { "ticker": "KRW-BEAM", "minute": "2026-10-09 09:06:00", "trades": 115, "strategies": 115, "avg_pnl": -0.6008 }, { "ticker": "KRW-SENT", "minute": "2026-10-12 03:48:00", "trades": 110, "strategies": 110, "avg_pnl": -0.6381 }, { "ticker": "KRW-NEAR", "minute": "2026-10-12 01:55:00", "trades": 108, "strategies": 108, "avg_pnl": -0.7487 }, { "ticker": "KRW-AZTEC", "minute": "2026-10-12 10:54:00", "trades": 94, "strategies": 94, "avg_pnl": -0.7396 }, { "ticker": "KRW-ENA", "minute": "2026-10-12 04:34:00", "trades": 93, "strategies": 93, "avg_pnl": 0.5141 }, { "ticker": "KRW-ONT", "minute": "2026-10-09 01:11:00", "trades": 92, "strategies": 92, "avg_pnl": -0.1079 }, { "ticker": "KRW-WAL", "minute": "2026-10-11 18:54:00", "trades": 91, "strategies": 91, "avg_pnl": -0.8672 }, { "ticker": "KRW-MBL", "minute": "2026-10-12 10:21:00", "trades": 90, "strategies": 90, "avg_pnl": -1.6711 }, { "ticker": "KRW-WLD", "minute": "2026-10-12 01:12:00", "trades": 89, "strategies": 89, "avg_pnl": -0.6049 }, { "ticker": "KRW-W", "minute": "2026-10-12 01:43:00", "trades": 86, "strategies": 86, "avg_pnl": 1.0571 } ] }, "paired_forward_actual": { "valid_actual": 70, "paired_same_bot_ticker_within1h_or_same_signal": 25, "within5min": 25, "same_signal_id": 11, "forward_within5min": [ { "actual_id": 125, "bot": "runner_elevated_liquidity__smart_exit_b", "ticker": "KRW-CPOOL", "paper_id": 208351, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.54, "actual_pnl": 0.33917107380377004, "paper_pnl": 0.778681318681316, "pnl_gap_ppt": -0.43951, "actual_entry": 45.5, "paper_entry": 45.5, "actual_exit": 45.7, "paper_exit": 45.9, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 126, "bot": "runner_elevated_liquidity__smart_exit_b", "ticker": "KRW-APT", "paper_id": 222431, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.55, "actual_pnl": 1.6653520629243623, "paper_pnl": 1.8267469879518, "pnl_gap_ppt": -0.16139, "actual_entry": 1245.0, "paper_entry": 1245.0, "actual_exit": 1267.0, "paper_exit": 1269.0, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 127, "bot": "runner_elevated_liquidity__smart_exit_a", "ticker": "KRW-CKB", "paper_id": 230866, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.55, "actual_pnl": 3.630757235490138, "paper_pnl": 3.6325726141078754, "pnl_gap_ppt": -0.00182, "actual_entry": 2.4099999999999997, "paper_entry": 2.41, "actual_exit": 2.5, "paper_exit": 2.5, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 128, "bot": "runner_elevated_liquidity__smart_exit_a", "ticker": "KRW-FIL", "paper_id": 231643, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.43, "actual_pnl": -1.3347358104349847, "paper_pnl": -1.3942319011182993, "pnl_gap_ppt": 0.0595, "actual_entry": 1698.9999999999998, "paper_entry": 1699.0, "actual_exit": 1678.0, "paper_exit": 1677.0000000000002, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 129, "bot": "runner_elevated_liquidity", "ticker": "KRW-EGLD", "paper_id": 235213, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.46, "actual_pnl": -2.8194069498477248, "paper_pnl": -2.8208166533226633, "pnl_gap_ppt": 0.00141, "actual_entry": 6245.0, "paper_entry": 6245.0, "actual_exit": 6075.0, "paper_exit": 6075.0, "actual_source": "UPBIT_CONFIRMED_FILLS" } ], "within5min_stage_distribution": { "PRE_RESET_EXPERIMENT": 2, "VALIDATION": 17, "AUTO_DISCOVERY": 1, "FORWARD": 5 }, "all_stage_distribution": { "PRE_RESET_EXPERIMENT": 2, "VALIDATION": 17, "AUTO_DISCOVERY": 1, "FORWARD": 5 }, "closest_examples": [ { "actual_id": 84, "bot": "ma20_reclaim_micro", "ticker": "KRW-PUMP", "paper_id": 30414, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.09, "actual_pnl": 0.6313826981092339, "paper_pnl": 0.3679774007821755, "pnl_gap_ppt": 0.26341, "actual_entry": 6.829999999999999, "paper_entry": 6.808123582009876, "actual_exit": 6.880000000000001, "paper_exit": 6.84, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 90, "bot": "ma20_reclaim_micro", "ticker": "KRW-ENA", "paper_id": 32401, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.09, "actual_pnl": 0.7637391678800363, "paper_pnl": -0.6524005853670546, "pnl_gap_ppt": 1.41614, "actual_entry": 347.0, "paper_entry": 344.90621707060063, "actual_exit": 350.0, "paper_exit": 343.0, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 86, "bot": "ma20_reclaim_micro", "ticker": "KRW-B3", "paper_id": 31064, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.1, "actual_pnl": 0.8165641949667437, "paper_pnl": -1.9339449541284506, "pnl_gap_ppt": 2.75051, "actual_entry": 1.09, "paper_entry": 1.09, "actual_exit": 1.1, "paper_exit": 1.07, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 89, "bot": "ma20_reclaim_micro", "ticker": "KRW-IOTA", "paper_id": 32301, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.1, "actual_pnl": -5.945165715014832, "paper_pnl": -1.1045781111879376, "pnl_gap_ppt": -4.84059, "actual_entry": 75.19999999999999, "paper_entry": 74.95334153341534, "actual_exit": 70.8, "paper_exit": 74.2, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 92, "bot": "runner_continuation_confirmation", "ticker": "KRW-BIO", "paper_id": 34008, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.1, "actual_pnl": -1.8959059795944748, "paper_pnl": -1.6722471910112466, "pnl_gap_ppt": -0.22366, "actual_entry": 44.49999999999999, "paper_entry": 44.5, "actual_exit": 43.699999999999996, "paper_exit": 43.8, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 80, "bot": "ma20_reclaim_micro", "ticker": "KRW-PLUME", "paper_id": 30159, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.12, "actual_pnl": 0.7189028436601341, "paper_pnl": 1.2834197219539496, "pnl_gap_ppt": -0.56452, "actual_entry": 24.4, "paper_entry": 24.264156945917282, "actual_exit": 24.6, "paper_exit": 24.6, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 88, "bot": "ma20_reclaim_micro", "ticker": "KRW-PROS", "paper_id": 31818, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.13, "actual_pnl": 0.009230357498856727, "paper_pnl": -1.2272297622426174, "pnl_gap_ppt": 1.23646, "actual_entry": 915.0, "paper_entry": 910.2659213415851, "actual_exit": 916.0000000000001, "paper_exit": 900.0, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 78, "bot": "ma20_reclaim_micro", "ticker": "KRW-ZORA", "paper_id": 30083, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.14, "actual_pnl": 0.825050437744092, "paper_pnl": -1.0254629629629899, "pnl_gap_ppt": 1.85051, "actual_entry": 10.8, "paper_entry": 10.8, "actual_exit": 10.9, "paper_exit": 10.7, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 79, "bot": "ma20_reclaim_micro", "ticker": "KRW-SUI", "paper_id": 30095, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.14, "actual_pnl": 0.28207693476396833, "paper_pnl": 0.9568586395302723, "pnl_gap_ppt": -0.67478, "actual_entry": 1569.0, "paper_entry": 1560.4994762040153, "actual_exit": 1575.0, "paper_exit": 1577.0, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 91, "bot": "ma20_reclaim_micro", "ticker": "KRW-XPL", "paper_id": 33577, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.14, "actual_pnl": -0.8291474700605985, "paper_pnl": 0.9528145201614263, "pnl_gap_ppt": -1.78196, "actual_entry": 137.0, "paper_entry": 135.5719646531897, "actual_exit": 136.0, "paper_exit": 137.0, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 75, "bot": "runner_continuation_confirmation", "ticker": "KRW-AZTEC", "paper_id": 18073, "paper_stage": "PRE_RESET_EXPERIMENT", "paper_error": null, "same_signal": false, "time_gap_sec": 0.15, "actual_pnl": -3.3933582659219748, "paper_pnl": -2.321111111111115, "pnl_gap_ppt": -1.07225, "actual_entry": 27.299999999999997, "paper_entry": 27.0, "actual_exit": 26.400000000000002, "paper_exit": 26.4, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 77, "bot": "ma20_reclaim_micro", "ticker": "KRW-ONG", "paper_id": 29958, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": false, "time_gap_sec": 0.15, "actual_pnl": 0.7189028436601328, "paper_pnl": 1.231756953925346, "pnl_gap_ppt": -0.51285, "actual_entry": 122.00000000000001, "paper_entry": 121.38266919671095, "actual_exit": 123.0, "paper_exit": 123.0, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 73, "bot": "bearish_relative_rebound_1h", "ticker": "KRW-TRUST", "paper_id": 14854, "paper_stage": "PRE_RESET_EXPERIMENT", "paper_error": null, "same_signal": false, "time_gap_sec": 0.16, "actual_pnl": -1.5019532042224137, "paper_pnl": -1.4576728782791886, "pnl_gap_ppt": -0.04428, "actual_entry": 94.62801513205463, "paper_entry": 94.5847944991405, "actual_exit": 93.3, "paper_exit": 93.3, "actual_source": "UPBIT_FILL_BACKFILL_20261002" }, { "actual_id": 128, "bot": "runner_elevated_liquidity__smart_exit_a", "ticker": "KRW-FIL", "paper_id": 231643, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.43, "actual_pnl": -1.3347358104349847, "paper_pnl": -1.3942319011182993, "pnl_gap_ppt": 0.0595, "actual_entry": 1698.9999999999998, "paper_entry": 1699.0, "actual_exit": 1678.0, "paper_exit": 1677.0000000000002, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 129, "bot": "runner_elevated_liquidity", "ticker": "KRW-EGLD", "paper_id": 235213, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.46, "actual_pnl": -2.8194069498477248, "paper_pnl": -2.8208166533226633, "pnl_gap_ppt": 0.00141, "actual_entry": 6245.0, "paper_entry": 6245.0, "actual_exit": 6075.0, "paper_exit": 6075.0, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 118, "bot": "runner_continuation_confirmation", "ticker": "KRW-MINA", "paper_id": 94344, "paper_stage": "VALIDATION", "paper_error": null, "same_signal": true, "time_gap_sec": 0.49, "actual_pnl": -3.0016112275812414, "paper_pnl": -2.1822916666666727, "pnl_gap_ppt": -0.81932, "actual_entry": 241.00000000000003, "paper_entry": 240.0, "actual_exit": 234.0, "paper_exit": 235.0, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 125, "bot": "runner_elevated_liquidity__smart_exit_b", "ticker": "KRW-CPOOL", "paper_id": 208351, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.54, "actual_pnl": 0.33917107380377004, "paper_pnl": 0.778681318681316, "pnl_gap_ppt": -0.43951, "actual_entry": 45.5, "paper_entry": 45.5, "actual_exit": 45.7, "paper_exit": 45.9, "actual_source": "UPBIT_CONFIRMED_FILLS" }, { "actual_id": 126, "bot": "runner_elevated_liquidity__smart_exit_b", "ticker": "KRW-APT", "paper_id": 222431, "paper_stage": "FORWARD", "paper_error": null, "same_signal": true, "time_gap_sec": 0.55, "actual_pnl": 1.6653520629243623, "paper_pnl": 1.8267469879518, "pnl_gap_ppt": -0.16139, "actual_entry": 1245.0, "paper_entry": 1245.0, "actual_exit": 1267.0, "paper_exit": 1269.0, "actual_source": "UPBIT_CONFIRMED_FILLS" } ], "unmatched_n": 45, "scope": "A paired match requires identical bot and ticker plus <=5 min or shared signal_id; a different paper stage is NOT evidence of genuine prospective Forward parity." }, "source_actual_by_type": [ { "source": "UPBIT_FILL_BACKFILL_20261002", "n": 57, "avg_pnl": -0.89889, "net_pnl": -96251.7 }, { "source": "UPBIT_CONFIRMED_FILLS", "n": 13, "avg_pnl": -0.57181, "net_pnl": -127.71 } ], "invalid_feature_rows_by_day": [ { "day": "2026-10-02", "n": 5101, "bots": 144 }, { "day": "2026-10-03", "n": 8879, "bots": 150 }, { "day": "2026-10-04", "n": 8557, "bots": 111 }, { "day": "2026-10-05", "n": 9895, "bots": 247 }, { "day": "2026-10-06", "n": 16185, "bots": 382 }, { "day": "2026-10-07", "n": 8717, "bots": 372 } ], "invalid_feature_rows_top_bots": [ { "bot_id": "scalp_1m_bullish_candle_impulse_macro", "n": 1448 }, { "bot_id": "scalp_1m_ema_trend_micro", "n": 1420 }, { "bot_id": "scalp_1m_macd_impulse_micro", "n": 1419 }, { "bot_id": "scalp_1m_macd_impulse_macro", "n": 1416 }, { "bot_id": "scalp_1m_ema_trend_macro", "n": 1409 }, { "bot_id": "scalp_1m_bullish_candle_impulse_micro", "n": 1374 }, { "bot_id": "scalp_1m_range_breakout_macro", "n": 1304 }, { "bot_id": "scalp_1m_rsi_momentum_macro", "n": 1283 }, { "bot_id": "scalp_1m_rsi_momentum_micro", "n": 1256 }, { "bot_id": "scalp_1m_range_breakout_micro", "n": 1241 }, { "bot_id": "scalp_1m_ema_pullback_reclaim_micro", "n": 1178 }, { "bot_id": "scalp_1m_ema_pullback_reclaim_macro", "n": 1161 }, { "bot_id": "scalp_1m_vwap_reclaim_macro", "n": 1160 }, { "bot_id": "scalp_1m_stochastic_reversal_macro", "n": 1130 }, { "bot_id": "scalp_1m_donchian_breakout_macro", "n": 1084 }, { "bot_id": "scalp_1m_vwap_reclaim_micro", "n": 1077 }, { "bot_id": "scalp_1m_donchian_breakout_micro", "n": 1074 }, { "bot_id": "scalp_1m_stochastic_reversal_micro", "n": 1006 }, { "bot_id": "scalp_1m_bb_squeeze_breakout_macro", "n": 780 }, { "bot_id": "scalp_1m_bb_squeeze_breakout_micro", "n": 711 } ], "public_appendix_regime_count": 49328, "data_credibility_notes": [ "Historical before 2026-10-02 reconciled trades are backfilled exchange fills; compare within-source cohorts.", "Forward trades start 2026-09-29, while actual include May-September; population gaps are not matched causal estimates.", "Scalp paper strategy variants often open simultaneously on one asset-minute, producing pseudo-replication.", "One market-minute event can produce over one hundred correlated scalp strategy records.", "The weighted sum of per-strategy paper net KRW is not an account NAV; independently funded virtual portfolios overlap.", "Historical research reports from V8/V10/V11 use different targets and splits; earlier inspected periods cannot be reused as new Blind." ] }