브랜치 분리 방식: A / B / C

A 선택 시 커밋 메시지: 위 초안 OK / 수정 / 직접 작성 작업 시점: 지금 / 운영 데이터 1~2일 쌓고 / 주말
2026-05-05 21:04:17 +09:00
parent c2b2b711e0
commit f61c471aac
58 changed files with 803502 additions and 1430 deletions
--- a/backtest_web.py
+++ b/backtest_web.py
@@ -7,6 +7,7 @@ backtest_web.py — 매매 성과 분석 & 백테스트 웹 대시보드

 탭1. 실거래 분석   → trade_history 기반 실제 매매 결과
 탭2. 스캘핑 백테스트 → ws_candles 1분봉 가격 재현(Price-Replay) 백테스트
+탭3. 꼬리잡기 백테스트 → ws_candles 3분봉 기반, tail_engine 연동 (V3 방어 파라미터 지원)
 """

 import sys, os, math, json, logging, threading, uuid
@@ -81,6 +82,30 @@ def _compute_rsi_series(closes: list, period: int = 3) -> list:
    return rsi_list


+# ────────────────────────────────────────────────────────────────────────────
+# 가상거래에 종목명 부여 (stock_meta 조회, 실거래와 동일하게 표시)
+# ────────────────────────────────────────────────────────────────────────────
+def _enrich_trades_with_names(db, trades: list) -> None:
+    """trades 리스트 내 각 거래에 'name' 필드 추가. code만 있으면 stock_meta에서 조회."""
+    if not trades:
+        return
+    codes = list({t.get("code") for t in trades if t.get("code")})
+    if not codes:
+        return
+    try:
+        placeholders = ", ".join(["%s"] * len(codes))
+        rows = db.conn.execute(
+            "SELECT code, name FROM stock_meta WHERE code IN (" + placeholders + ")",
+            codes,
+        ).fetchall()
+        code_to_name = {r["code"]: (r.get("name") or r["code"]) for r in rows}
+    except Exception:
+        code_to_name = {}
+    for t in trades:
+        c = t.get("code")
+        t["name"] = code_to_name.get(c, c) if c else ""
+
+
 # ────────────────────────────────────────────────────────────────────────────
 # API: 실거래 분석
 # ────────────────────────────────────────────────────────────────────────────
@@ -93,8 +118,22 @@ def api_actual():

    db = _db()
    try:
-        params = [strategy]
-        sql = "SELECT * FROM trade_history WHERE strategy = %s"
+        # ── 전략 ID prefix 매칭 ─────────────────────────────────────────
+        # 과거 봇(kis_scalping_ver2.py 등): strategy='SCALP_RSI_REVERSAL'
+        # 신봇(kis_trader/main.py):        strategy='SCALP'
+        # 두 포맷을 모두 한 화면에 잡기 위해 prefix LIKE 로 조회한다.
+        # (스캘핑 = 'SCALP%', 꼬리잡기 = 'SHORT%')
+        s_upper = (strategy or "").upper().strip()
+        if s_upper.startswith("SCALP"):
+            prefix = "SCALP"
+        elif s_upper.startswith("SHORT") or s_upper.startswith("TAIL"):
+            prefix = "SHORT"
+        else:
+            prefix = s_upper or "SCALP"
+        like_pattern = prefix + "%"
+
+        params = [like_pattern]
+        sql = "SELECT * FROM trade_history WHERE strategy LIKE %s"
        if start:
            sql += " AND sell_date >= %s"
            params.append(start + " 00:00:00")
@@ -105,6 +144,23 @@ def api_actual():
        rows = db.conn.execute(sql, params).fetchall()
        trades = [dict(r) for r in rows]

+        # 잔고 동기화 이슈로 생성된 0원 강제정리 레코드는 실거래 성과를 왜곡하므로 분석 집계에서 제외
+        # (실제 체결 손익이 아니라 로컬-브로커 불일치 정리용 레코드)
+        filtered_out = 0
+        cleaned: List[Dict] = []
+        for t in trades:
+            reason = str(t.get("sell_reason") or "")
+            try:
+                sell_price = float(t.get("sell_price") or 0)
+            except Exception:
+                sell_price = 0.0
+            is_forced_ghost = ("잔고없음(강제정리)" in reason) or ("잔고동기화(외부매도)" in reason)
+            if is_forced_ghost and sell_price <= 0:
+                filtered_out += 1
+                continue
+            cleaned.append(t)
+        trades = cleaned
+
        # 날짜 직렬화
        for t in trades:
            for k in ("buy_date", "sell_date"):
@@ -179,6 +235,7 @@ def api_actual():
                "profit_factor": round(profit_factor, 2),
                "max_drawdown": round(mdd),
            },
+            "meta": {"filtered_forced_rows": filtered_out},
            "equity":      equity,
            "daily":       daily_list,
            "reasons":     reasons,
@@ -206,17 +263,18 @@ def api_backtest_scalping():
    end            = request.args.get("end", "")
    rsi_period     = int(request.args.get("rsi_period", _def["rsi_period"]))
    rsi_oversold   = float(request.args.get("rsi_oversold", 25))
-    sl_pct         = float(request.args.get("sl_pct", 1.5)) / 100      # 손절 %
-    tp_pct         = float(request.args.get("tp_pct", 1.5)) / 100      # 익절 %
-    drop_rate      = float(request.args.get("drop_rate", 1.5)) / 100   # 최소 낙폭(당일 시가→저가)
-    slot_money     = float(request.args.get("slot_money", _def["slot_money"]))   # 1회 투자금
+    rsi_overbought = float(request.args.get("rsi_overbought", 75))
+    sl_pct         = float(request.args.get("sl_pct", 1.5)) / 100      
+    tp_pct         = float(request.args.get("tp_pct", 1.5)) / 100      
+    drop_rate      = float(request.args.get("drop_rate", 1.5)) / 100   
+    slot_money     = float(request.args.get("slot_money", _def["slot_money"]))   
    _fee_rate      = request.args.get("fee_rate")
    fee_rate       = float(_fee_rate) / 100 if _fee_rate not in (None, "") else _def["fee_rate"]
    _sell_tax      = request.args.get("sell_tax")
    sell_tax       = float(_sell_tax) / 100 if _sell_tax not in (None, "") else _def["sell_tax"]
    _cooldown      = request.args.get("cooldown_min")
    cooldown_min   = float(_cooldown) if _cooldown not in (None, "") else _def["cooldown_min"]
-    vol_mult       = float(request.args.get("vol_mult", _def["vol_mult"]))      # 거래량 필터(0=비활성)
+    vol_mult       = float(request.args.get("vol_mult", _def["vol_mult"]))      
    _tr_trigger    = request.args.get("trail_trigger")
    trail_trigger  = float(_tr_trigger) / 100 if _tr_trigger not in (None, "") else _def["trail_trigger"]
    _tr_stop       = request.args.get("trail_stop")
@@ -225,11 +283,15 @@ def api_backtest_scalping():
    time_start_hm  = int(_time_start) if _time_start not in (None, "") else _def["time_start_hm"]
    _time_end      = request.args.get("time_end")
    time_end_hm    = int(_time_end) if _time_end not in (None, "") else _def["time_end_hm"]
-    max_daily      = int(request.args.get("max_daily", _def["max_daily"]))      # 종목당 일일 최대 거래횟수
+    max_daily      = int(request.args.get("max_daily", _def["max_daily"]))
+    _use_defense   = request.args.get("use_defense_filters")
+    if _use_defense in (None, ""):
+        use_defense_filters = bool(_def.get("use_defense_filters", True))
+    else:
+        use_defense_filters = str(_use_defense).strip().lower() in ("1", "true", "y", "yes", "on")

    db = _db()
    try:
-        # 날짜 → candle_time 형식 (YYYYMMDDHHMI) 변환
        start_key = (start.replace("-", "") + "0000") if start else "20260101"
        end_key   = (end.replace("-", "") + "2359")   if end   else "99991231"

@@ -255,9 +317,22 @@ def api_backtest_scalping():
                continue
            codes_candles[code] = [dict(r) for r in rows]

+        # 방어로직: 쿼리 인자로 넘어오면 우선 사용 (웹 입력란), 없으면 DB 기본값
+        _high_chase   = request.args.get("high_chase_thr")
+        _max_daily_ch = request.args.get("max_daily_chg")
+        _min_pr       = request.args.get("min_price")
+        _max_loss     = request.args.get("max_loss_krw")
+        _min_marg     = request.args.get("min_margin")
+        high_chase_thr = float(_high_chase) if _high_chase not in (None, "") else _def.get("high_chase_thr", 0.96)
+        max_daily_chg  = float(_max_daily_ch) if _max_daily_ch not in (None, "") else _def.get("max_daily_chg", 20.0)
+        min_price      = float(_min_pr) if _min_pr not in (None, "") else _def.get("min_price", 1000.0)
+        max_loss_krw   = int(float(_max_loss)) if _max_loss not in (None, "") else int(_def.get("max_loss_krw", 200000))
+        # min_margin: 웹에서 % 단위(0.2 등)로 오면 0.002로 변환
+        min_margin     = float(_min_marg) / 100 if _min_marg not in (None, "") else _def.get("min_margin", 0.002)
        params = {
            "rsi_period":    rsi_period,
            "rsi_oversold":  rsi_oversold,
+            "rsi_overbought": rsi_overbought,
            "sl_pct":        sl_pct,
            "tp_pct":        tp_pct,
            "drop_rate":     drop_rate,
@@ -271,8 +346,35 @@ def api_backtest_scalping():
            "time_end_hm":   time_end_hm,
            "max_daily":     max_daily,
            "vol_mult":      vol_mult,
+            "high_chase_thr": high_chase_thr,
+            "max_daily_chg":  max_daily_chg,
+            "min_price":      min_price,
+            "max_loss_krw":   max_loss_krw,
+            "min_drop_pct_for_loss_cut": _def.get("min_drop_pct_for_loss_cut", 0.015),
+            "min_margin":     min_margin,
+            "use_defense_filters": use_defense_filters,
+            "scan_interval_min": 5,
        }
-        all_virtual_trades = se.run_scalping_backtest(codes_candles, params)
+        # 유니버스: 저장된 이력(target_candidates_history) 있으면 그 슬롯만 사용(시간 맞춤). 없으면 1분봉 시뮬레이션
+        universe_source = "fallback"
+        universe_history_slots = 0
+        universe_by_slot = None
+        try:
+            history = db.get_universe_history_for_backtest(start_key[:8], end_key[:8])
+            if history:
+                universe_by_slot = history  # 이력 있는 슬롯만 사용 → 이력 없는 시간대는 매수 후보 없음(거래 없음)
+                universe_source = "history"
+                universe_history_slots = len(history)
+        except Exception:
+            pass
+        if universe_by_slot is None:
+            _universe_top_n = int(request.args.get("universe_top_n") or os.environ.get("UPDATE_UNIVERSE_TOP_N", "20"))
+            _universe_min_score = float(request.args.get("universe_min_score") or os.environ.get("UPDATE_UNIVERSE_MIN_SCORE", "4.0"))
+            universe_by_slot = se.build_universe_simulation(
+                codes_candles, top_n=_universe_top_n, min_score=_universe_min_score, scan_interval_min=5
+            )
+        all_virtual_trades = se.run_scalping_backtest(codes_candles, params, universe_by_slot=universe_by_slot)
+        # ... 이하 로직 생략 (기존과 동일) ...

        # ─────────────────────────────────────────────────────────────────
        # 결과 집계
@@ -311,10 +413,15 @@ def api_backtest_scalping():
        daily_list = [{"date": d[:4]+"-"+d[4:6]+"-"+d[6:], "pnl": round(v)}
                      for d, v in sorted(daily.items())]

+        # 가상거래에도 종목명 표시 (실거래와 동일)
+        trades_out = all_virtual_trades[-200:]
+        _enrich_trades_with_names(db, trades_out)
+
        return jsonify({
            "params": {
                "rsi_period":    rsi_period,
                "rsi_oversold":  rsi_oversold,
+                "rsi_overbought": rsi_overbought,
                "sl_pct":        sl_pct * 100,
                "tp_pct":        tp_pct * 100,
                "drop_rate":     drop_rate * 100,
@@ -326,6 +433,8 @@ def api_backtest_scalping():
                "time_window":   f"{time_start_hm:04d}-{time_end_hm:04d}",
                "max_daily":     max_daily,
                "codes_analyzed": len(codes),
+                "universe_source":       universe_source,
+                "universe_history_slots": universe_history_slots,
            },
            "summary": {
                "total_trades":  total,
@@ -340,7 +449,7 @@ def api_backtest_scalping():
            "equity":  equity,
            "daily":   daily_list,
            "reasons": reasons,
-            "trades":  all_virtual_trades[-200:],
+            "trades":  trades_out,
        })
    finally:
        db.close()
@@ -370,6 +479,7 @@ def api_backtest_tail():
    꼬리잡기 전략 가격 재현 백테스트.
    entry 조건: 당일 낙폭(drop_rate) + 회복률(recovery_ratio) + 망치봉 꼬리 + RSI
    exit  조건: 손절 / 익절 / 어깨 컷(trailing) / 장 마감 강제 청산
+    [V3 통합]: 추가 방어 파라미터(MA20, ATR 배수, 피뢰침 등) 적용
    기본값 = DB(env_config) → tail_engine.get_tail_defaults_from_db(), 요청으로 덮어쓰기.
    """
    _def = _get_tail_defaults_for_backtest()
@@ -399,6 +509,23 @@ def api_backtest_tail():
    time_end_hm         = int(  request.args.get("time_end",           _def.get("time_end_hm", 1500)))
    max_daily           = int(  request.args.get("max_daily",           _def.get("max_daily", 3)))

+    # V3 방어 파라미터 연동
+    min_price           = float(request.args.get("min_price",           _def.get("min_price", 1000.0)))
+    max_daily_change    = float(request.args.get("max_daily_change",    _def.get("max_daily_change", 20.0)))
+    ma20_max_above      = float(request.args.get("ma20_max_above",      _def.get("ma20_max_above", 3.0)))
+    stop_atr_mult       = float(request.args.get("stop_atr_mult",       _def.get("stop_atr_mult", 2.5)))
+    target_atr_mult     = float(request.args.get("target_atr_mult",     _def.get("target_atr_mult", 8.0)))
+    max_loss_krw        = int(request.args.get("max_loss_krw",          _def.get("max_loss_krw", 200000)))
+    _min_drop_loss_arg  = request.args.get("min_drop_pct_for_loss_cut")
+    min_drop_pct_for_loss_cut = _def.get("min_drop_pct_for_loss_cut", 0.015)
+    if _min_drop_loss_arg not in (None, ""):
+        v = float(_min_drop_loss_arg)
+        min_drop_pct_for_loss_cut = v / 100.0 if v >= 1 else v
+    risk_pct            = float(request.args.get("risk_pct",            _def.get("risk_pct", 0.01) * 100)) / 100
+    kelly_mult          = float(request.args.get("kelly_mult",          _def.get("kelly_mult", 0.25)))
+    min_hold_sec        = float(request.args.get("min_hold_sec",        _def.get("min_hold_sec", 30.0)))
+    capital             = float(request.args.get("capital",             _def.get("capital", 100000000.0)))
+
    db = _db()
    try:
        start_key = (start.replace("-", "") + "0000") if start else "20260101"
@@ -413,6 +540,8 @@ def api_backtest_tail():

        use_engine = _TAIL_ENGINE_AVAILABLE and request.args.get("use_engine", "1") == "1"
        all_trades: List[Dict] = []
+        universe_source = "fallback"
+        universe_history_slots = 0

        if use_engine:
            # tail_engine 공통 로직 사용 (실매매 ver3과 동일 계산식)
@@ -428,6 +557,7 @@ def api_backtest_tail():
                if len(rows) < rsi_period + 5:
                    continue
                candles_by_code[code] = [dict(r) for r in rows]
+
            params = {
                "min_drop_rate": min_drop_rate, "min_recovery_ratio": min_recovery_ratio,
                "max_rec_3m": max_rec_3m, "tail_ratio_min": tail_ratio_min, "tail_pct_min": tail_pct_min,
@@ -436,10 +566,28 @@ def api_backtest_tail():
                "rsi_period": rsi_period, "rsi_threshold": rsi_threshold, "high_chase_thr": high_chase_thr,
                "time_start_hm": time_start_hm, "time_end_hm": time_end_hm,
                "cooldown_min": cooldown_min, "max_daily": max_daily,
+                "min_price": min_price, "max_daily_change": max_daily_change, "ma20_max_above": ma20_max_above,
+                "stop_atr_mult": stop_atr_mult, "target_atr_mult": target_atr_mult, "max_loss_krw": max_loss_krw,
+                "min_drop_pct_for_loss_cut": min_drop_pct_for_loss_cut,
+                "risk_pct": risk_pct, "kelly_mult": kelly_mult, "min_hold_sec": min_hold_sec, "capital": capital,
+                "scan_interval_min": 5,
            }
-            all_trades = te.run_tail_backtest(candles_by_code, params)
+            # 유니버스: 저장된 이력(target_candidates_history) 우선, 없으면 전체 종목
+            universe_by_slot = None
+            try:
+                history = db.get_universe_history_for_backtest(start_key[:8], end_key[:8])
+                if history:
+                    universe_by_slot = history
+                    universe_source = "history"
+                    universe_history_slots = len(history)
+            except Exception:
+                pass
+            all_trades = te.run_tail_backtest(candles_by_code, params, universe_by_slot=universe_by_slot)
            for t in all_trades:
-                qty = max(1, int(slot_money / t["entry"]))
+                # 엔진이 동적 수량(qty)을 내려주면 사용하고, 없으면 기존 고정 투자금 적용 (하위 호환성)
+                qty = t.get("qty")
+                if qty is None:
+                    qty = max(1, int(slot_money / t["entry"]))
                fee = (t["entry"] + t["exit"]) * qty * fee_rate
                tax = t["exit"] * qty * sell_tax
                t["pnl"] = round((t["exit"] - t["entry"]) * qty - fee - tax)
@@ -671,6 +819,9 @@ def api_backtest_tail():
        for t in all_trades:
            reasons[t["reason"]] = reasons.get(t["reason"], 0) + 1

+        tail_trades_out = all_trades[-200:]
+        _enrich_trades_with_names(db, tail_trades_out)
+
        return jsonify({
            "params": {
                "start": start, "end": end,
@@ -690,7 +841,19 @@ def api_backtest_tail():
                "time_end_hm": time_end_hm,
                "time_window": f"{time_start_hm:04d}-{time_end_hm:04d}",
                "max_daily": max_daily,
+                "min_price": min_price,
+                "max_daily_change": max_daily_change,
+                "ma20_max_above": ma20_max_above,
+                "stop_atr_mult": stop_atr_mult,
+                "target_atr_mult": target_atr_mult,
+                "max_loss_krw": max_loss_krw,
+                "risk_pct": risk_pct * 100,
+                "kelly_mult": kelly_mult,
+                "min_hold_sec": min_hold_sec,
+                "capital": capital,
                "codes_analyzed": len(codes),
+                "universe_source": universe_source,
+                "universe_history_slots": universe_history_slots,
            },
            "summary": {
                "total_trades":  total,
@@ -705,7 +868,7 @@ def api_backtest_tail():
            "equity":  equity,
            "daily":   daily_list,
            "reasons": reasons,
-            "trades":  all_trades[-200:],
+            "trades":  tail_trades_out,
        })
    finally:
        db.close()
@@ -1205,10 +1368,11 @@ def api_scalping_param_search():
    top_n    = int(request.args.get("top", 10))
    min_tr   = int(request.args.get("min_trades", 3))

-    # 그리드 외 파라미터: JS가 현재 UI 값을 전달하면 사용, 없으면 Python 기본값
+    # 그리드 외 파라미터: JS가 현재 UI 값을 전달하면 사용, 없으면 Python 기본값 (방어로직 포함)
    _SCALP_NON_GRID_KEYS = [
-        "rsi_period", "slot_money", "cooldown_min", "vol_mult",
+        "rsi_period", "rsi_overbought", "slot_money", "cooldown_min", "vol_mult",
        "trail_trigger", "trail_stop", "time_start", "time_end", "max_daily",
+        "high_chase_thr", "max_daily_chg", "min_price", "max_loss_krw", "min_margin", "use_defense_filters",
    ]
    base_params = {"start": start, "end": end}
    for k in _SCALP_NON_GRID_KEYS:
@@ -1255,6 +1419,8 @@ def api_scalping_save_config():
        # UI % 단위 → 봇이 사용하는 소수 단위로 변환
        if "rsi_oversold" in body:
            snap["SCALP_RSI_OVERSOLD"]   = str(float(body["rsi_oversold"]))
+        if "rsi_overbought" in body:
+            snap["SCALP_RSI_OVERBOUGHT"] = str(float(body["rsi_overbought"]))
        if "sl_pct" in body:
            snap["SCALP_STOP_LOSS_PCT"]  = str(float(body["sl_pct"]) / 100)
        if "tp_pct" in body:
@@ -1265,10 +1431,28 @@ def api_scalping_save_config():
            snap["SCALP_ATR_UP_MULT"]    = str(float(body["trail_trigger"]))
        if "cooldown_min" in body:
            snap["SCALP_COOLDOWN_SEC"] = str(int(float(body["cooldown_min"])) * 60)
+        # 스캘핑 전용 방어로직 (꼬리잡기와 값 분리)
+        if "high_chase_thr" in body:
+            snap["SCALP_HIGH_PRICE_CHASE_THRESHOLD"] = str(float(body["high_chase_thr"]))
+        if "max_daily_chg" in body:
+            snap["SCALP_MAX_DAILY_CHANGE_PCT"] = str(float(body["max_daily_chg"]))
+        if "min_price" in body:
+            snap["SCALP_MIN_PRICE"] = str(int(float(body["min_price"])))
+        if "max_loss_krw" in body:
+            snap["SCALP_MAX_LOSS_PER_TRADE_KRW"] = str(int(float(body["max_loss_krw"])))
+        if "min_margin" in body:
+            snap["SCALP_MIN_PROFIT_PCT"] = str(float(body["min_margin"]))  # % 단위 그대로 (0.2 등)
+        if "min_drop_pct_for_loss_cut" in body:
+            v = float(body["min_drop_pct_for_loss_cut"])
+            snap["SCALP_MIN_DROP_PCT_FOR_LOSS_CUT"] = str(v) if v >= 1 else str(v * 100)  # % 단위 (1.5)
+        if "use_defense_filters" in body:
+            snap["SCALP_USE_DEFENSE_FILTERS"] = "true" if bool(body["use_defense_filters"]) else "false"
+        saved_keys = [
+            "SCALP_RSI_OVERSOLD", "SCALP_RSI_OVERBOUGHT", "SCALP_STOP_LOSS_PCT", "SCALP_TAKE_PROFIT_PCT", "SCALP_MIN_DROP_RATE",
+            "SCALP_HIGH_PRICE_CHASE_THRESHOLD", "SCALP_MAX_DAILY_CHANGE_PCT", "SCALP_MIN_PRICE", "SCALP_MAX_LOSS_PER_TRADE_KRW", "SCALP_MIN_DROP_PCT_FOR_LOSS_CUT", "SCALP_MIN_PROFIT_PCT", "SCALP_USE_DEFENSE_FILTERS",
+        ]
        env_id = db.insert_env_snapshot(snap)
-        return jsonify({"ok": True, "env_id": env_id, "saved_keys": [
-            "SCALP_RSI_OVERSOLD","SCALP_STOP_LOSS_PCT","SCALP_TAKE_PROFIT_PCT","SCALP_MIN_DROP_RATE"
-        ]})
+        return jsonify({"ok": True, "env_id": env_id, "saved_keys": saved_keys})
    except Exception as e:
        logger.error(f"스캘핑 설정저장 오류: {e}")
        return jsonify({"error": str(e)}), 500
@@ -1288,6 +1472,9 @@ def api_tail_param_search():
    _TAIL_NON_GRID_KEYS = [
        "slot_money", "tail_ratio_min", "shoulder_min_high", "shoulder_cut_pct",
        "rsi_threshold", "cooldown_min", "time_start", "time_end", "max_daily",
+        "tail_pct_min", "max_rec_3m", "high_chase_thr",
+        "min_price", "max_daily_change", "ma20_max_above",
+        "stop_atr_mult", "target_atr_mult", "max_loss_krw",
    ]
    base_params = {"start": start, "end": end}
    for k in _TAIL_NON_GRID_KEYS:
@@ -1364,12 +1551,29 @@ def api_tail_save_config():
            snap["MAX_RECOVERY_RATIO_3M"]      = str(float(body["max_rec_3m"]) / 100)
        if "high_chase_thr" in body:
            snap["HIGH_PRICE_CHASE_THRESHOLD"] = str(float(body["high_chase_thr"]) / 100)
+        # ── 방어 로직 (V3) 추가 저장 (tail_engine이 읽는 DB 키 사용) ──
+        if "min_price" in body:
+            snap["MIN_PRICE_TAIL"]             = str(float(body["min_price"]))
+        if "max_daily_change" in body:
+            snap["MAX_DAILY_CHANGE_PCT"]        = str(float(body["max_daily_change"]))
+        if "ma20_max_above" in body:
+            snap["MA20_MAX_ABOVE_PCT"]          = str(float(body["ma20_max_above"]))
+        if "stop_atr_mult" in body:
+            snap["STOP_ATR_MULTIPLIER_TAIL"]    = str(float(body["stop_atr_mult"]))
+        if "target_atr_mult" in body:
+            snap["TARGET_ATR_MULTIPLIER_TAIL"]  = str(float(body["target_atr_mult"]))
+        if "max_loss_krw" in body:
+            snap["MAX_LOSS_PER_TRADE_KRW"]      = str(int(body["max_loss_krw"]))
+        if "min_drop_pct_for_loss_cut" in body:
+            v = float(body["min_drop_pct_for_loss_cut"])
+            snap["MIN_DROP_PCT_FOR_LOSS_CUT"]   = str(v) if v >= 1 else str(v * 100)  # % 단위로 저장 (1.5 또는 0.015 → 1.5)
        env_id = db.insert_env_snapshot(snap)
        return jsonify({"ok": True, "env_id": env_id, "saved_keys": [
            "MIN_DROP_RATE","MIN_RECOVERY_RATIO_SHORT","STOP_LOSS_PCT",
            "TAKE_PROFIT_PCT","TAIL_RATIO_MIN","TAIL_PCT_MIN","SHOULDER_CUT_PCT",
            "REENTRY_COOLDOWN_SEC","RSI_OVERHEAT_THRESHOLD","RSI_PERIOD",
-            "TIME_START","TIME_END","MAX_STOCKS","MAX_RECOVERY_RATIO_3M","HIGH_PRICE_CHASE_THRESHOLD"
+            "TIME_START","TIME_END","MAX_STOCKS","MAX_RECOVERY_RATIO_3M","HIGH_PRICE_CHASE_THRESHOLD",
+            "MIN_PRICE_TAIL","MAX_DAILY_CHANGE_PCT","MA20_MAX_ABOVE_PCT","STOP_ATR_MULTIPLIER_TAIL","TARGET_ATR_MULTIPLIER_TAIL","MAX_LOSS_PER_TRADE_KRW","MIN_DROP_PCT_FOR_LOSS_CUT"
        ]})
    except Exception as e:
        logger.error(f"꼬리잡기 설정저장 오류: {e}")
@@ -1436,15 +1640,31 @@ def api_env_params():
                pass
            return default

+        # 스캘핑 방어로직: SCALP_* 우선, 없으면 꼬리잡기 공용 키 fallback (전략별 값 분리)
+        scalp_high_chase = fv("SCALP_HIGH_PRICE_CHASE_THRESHOLD") or fv("HIGH_PRICE_CHASE_THRESHOLD")
+        scalp_max_daily  = fv("SCALP_MAX_DAILY_CHANGE_PCT") or fv("MAX_DAILY_CHANGE_PCT")
+        scalp_min_price  = fv("SCALP_MIN_PRICE") or fv("MIN_PRICE_TAIL")
+        scalp_max_loss   = fv("SCALP_MAX_LOSS_PER_TRADE_KRW") or fv("MAX_LOSS_PER_TRADE_KRW")
+        scalp_min_margin = fv("SCALP_MIN_PROFIT_PCT")
+        scalp_use_def    = fv("SCALP_USE_DEFENSE_FILTERS")
        return jsonify({
            "scalp": {
                "rsi_oversold":  fv("SCALP_RSI_OVERSOLD"),          # 과매도 임계값 (숫자 그대로)
+                "rsi_overbought": fv("SCALP_RSI_OVERBOUGHT"),        # 과열 임계값 (이 값 초과 시 진입 금지)
                "sl_pct":        smart_pct("SCALP_STOP_LOSS_PCT"),   # 소수/퍼센트 자동감지
                "tp_pct":        smart_pct("SCALP_TAKE_PROFIT_PCT"),
                "drop_rate":     smart_pct("SCALP_MIN_DROP_RATE"),
                "trail_trigger": fv("SCALP_ATR_UP_MULT"),            # 배수 그대로
                "cooldown_min":  sec_to_min("SCALP_COOLDOWN_SEC"),   # 스캘핑 전용 (꼬리잡기 REENTRY_COOLDOWN_SEC 와 분리)
                "slot_money":    fv("SLOT_MONEY_DEFAULT"),
+                # 방어로직 (스캘핑 전용 env — 웹 입력란·저장·백테스트 반영)
+                "high_chase_thr":  float(scalp_high_chase) if scalp_high_chase not in (None, "") else 0.96,
+                "max_daily_chg":   float(scalp_max_daily)  if scalp_max_daily  not in (None, "") else 20.0,
+                "min_price":       float(scalp_min_price)  if scalp_min_price  not in (None, "") else 1000.0,
+                "max_loss_krw":    int(float(scalp_max_loss))   if scalp_max_loss   not in (None, "") else 200000,
+                "min_drop_pct_for_loss_cut": (lambda v: (v * 100 if v is not None and v < 1 else v) if v is not None else 1.5)(fv("SCALP_MIN_DROP_PCT_FOR_LOSS_CUT")),
+                "min_margin":      float(scalp_min_margin) if scalp_min_margin not in (None, "") else 0.2,
+                "use_defense_filters": str(scalp_use_def).strip().lower() in ("1", "true", "y", "yes", "on") if scalp_use_def not in (None, "") else True,
            },
            "tail": {
                "drop":         smart_pct("MIN_DROP_RATE"),
@@ -1464,6 +1684,14 @@ def api_env_params():
                # 비율(0~1) 저장값을 폼 퍼센트 표시용으로 80·96 형태로 반환 (백테 API는 80→0.8로 변환)
                "max_rec_3m":   _ratio_to_pct(fv("MAX_RECOVERY_RATIO_3M"), 80),
                "high_chase":   _ratio_to_pct(fv("HIGH_PRICE_CHASE_THRESHOLD"), 96),
+                # 방어 로직 (V3) — tail_engine과 동일 DB 키
+                "min_price":        fv("MIN_PRICE_TAIL"),
+                "max_daily_change": fv("MAX_DAILY_CHANGE_PCT"),
+                "ma20_max_above":   fv("MA20_MAX_ABOVE_PCT"),
+                "stop_atr_mult":    fv("STOP_ATR_MULTIPLIER_TAIL"),
+                "target_atr_mult":  fv("TARGET_ATR_MULTIPLIER_TAIL"),
+                "max_loss_krw":     fv("MAX_LOSS_PER_TRADE_KRW"),
+                "min_drop_pct_for_loss_cut": (lambda v: (v * 100 if v is not None and v < 1 else v) if v is not None else 1.5)(fv("MIN_DROP_PCT_FOR_LOSS_CUT")),  # 금액손실컷 발동 최소 하락률(%)
            },
        })
    finally:
@@ -1639,6 +1867,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
        <div class="card-title">평균 보유(분)</div><div class="stat-val" id="a_hold">-</div>
      </div></div>
    </div>
+    <div id="act_filter_note" class="mb-2" style="display:none;font-size:12px;color:var(--muted)"></div>
    <!-- 승/패 바 -->
    <div class="card p-3 mb-3" id="act_winbar_card" style="display:none">
      <div class="d-flex justify-content-between mb-1">
@@ -1715,6 +1944,10 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
          <label class="form-label param-row">RSI 과매도</label>
          <input type="number" class="form-control" id="bt_rsi_oversold" value="18" min="10" max="45" step="1">
        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="이 값 초과 시 고점추격으로 진입 금지">RSI 과열</label>
+          <input type="number" class="form-control" id="bt_rsi_overbought" value="75" min="50" max="100" step="1">
+        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row">손절(%)</label>
          <input type="number" class="form-control" id="bt_sl" value="1.0" min="0.3" max="5" step="0.1">
@@ -1752,16 +1985,46 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row" title="매수 가능 시작 시각(HHMM)">매수시작</label>
-          <input type="number" class="form-control" id="bt_time_start" value="900" min="900" max="1500" step="100">
+          <input type="number" class="form-control" id="bt_time_start" value="830" min="900" max="1500" step="100">
        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row" title="매수 가능 종료 시각(HHMM)">매수종료</label>
-          <input type="number" class="form-control" id="bt_time_end" value="1400" min="900" max="1530" step="100">
+          <input type="number" class="form-control" id="bt_time_end" value="1530" min="900" max="1530" step="100">
        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row" title="종목당 하루 최대 거래횟수">일일최대매수</label>
          <input type="number" class="form-control" id="bt_max_daily" value="3" min="1" max="10">
        </div>
+      </div>
+      <!-- 방어로직 (스캘핑 전용 env — param_search/엔진과 동일) -->
+      <div class="row g-2 align-items-end mt-1">
+        <div class="col-12 col-md-2">
+          <label class="form-label param-row" title="OFF면 진입 방어(낙폭/고점추격/급등/최소가격)를 비활성화하고, 손절/익절/장마감청산은 유지">방어로직</label>
+          <div class="form-check mt-1">
+            <input class="form-check-input" type="checkbox" id="bt_use_defense" checked>
+            <label class="form-check-label" for="bt_use_defense">진입 방어 ON</label>
+          </div>
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="당일고가 대비 이 비율 이하면 진입 허용">고점추격방지</label>
+          <input type="number" class="form-control" id="bt_high_chase" value="0.96" min="0.5" max="1" step="0.01">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="당일 등락률 이 값 초과 시 진입 금지(%)">급등주필터(%)</label>
+          <input type="number" class="form-control" id="bt_max_daily_chg" value="20" min="0" max="100" step="1">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="이 가격 미만 종목 진입 금지(원)">최소가격(원)</label>
+          <input type="number" class="form-control" id="bt_min_price" value="1000" min="0" step="100">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="종목당 1회 최대 손실 한도(원)">1회최대손실(원)</label>
+          <input type="number" class="form-control" id="bt_max_loss_krw" value="200000" min="0" step="10000">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="본절사수 시 최소 순이익 마진(%)">본절마진(%)</label>
+          <input type="number" class="form-control" id="bt_min_margin" value="0.2" min="0" max="2" step="0.1">
+        </div>
        <div class="col-12 col-md-auto mt-2 d-flex gap-2 flex-wrap">
          <button class="btn btn-primary px-4" onclick="runBacktest()">🚀 백테스트 실행</button>
          <button class="btn btn-warning px-3" onclick="runScalpParamSearch()">🔍 파라미터탐색</button>
@@ -1773,7 +2036,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
        <div class="card-title" style="font-size:13px;color:var(--accent)">🔍 파라미터탐색 결과 (수익 기준 정렬)</div>
        <div class="table-responsive">
          <table class="table table-sm table-hover" style="font-size:12px">
-            <thead><tr><th>#</th><th>RSI과매도</th><th>손절%</th><th>익절%</th><th>낙폭%</th>
+            <thead><tr><th>#</th><th>RSI과매도</th><th>RSI과열</th><th>손절%</th><th>익절%</th><th>낙폭%</th><th>방어</th>
              <th>손익(원)</th><th>승률%</th><th>거래수</th><th>PF</th><th>MDD</th><th></th></tr></thead>
            <tbody id="scalp_search_tbody"></tbody>
          </table>
@@ -1787,6 +2050,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
            <table style="width:100%;border-collapse:collapse">
              <tr><td style="color:#58a6ff;padding:1px 6px;white-space:nowrap">RSI 기간</td><td>RSI 계산 캔들 수 → 봇: <b>3</b> (SCALP_RSI_PERIOD 고정)</td></tr>
              <tr><td style="color:#58a6ff;padding:1px 6px;white-space:nowrap">RSI 과매도</td><td>이 값 <b>이하</b>일 때 매수 신호 → 봇 DB: <b>SCALP_RSI_OVERSOLD=25</b></td></tr>
+              <tr><td style="color:#58a6ff;padding:1px 6px;white-space:nowrap">RSI 과열</td><td>이 값 <b>초과</b>면 진입 금지 (고점 추격 방지) → 봇 DB: <b>SCALP_RSI_OVERBOUGHT=75</b></td></tr>
              <tr><td style="color:#58a6ff;padding:1px 6px;white-space:nowrap">손절(%)</td><td>매수가 대비 하락 시 손절 → 봇 DB: <b>SCALP_STOP_LOSS_PCT=1.5%</b></td></tr>
              <tr><td style="color:#58a6ff;padding:1px 6px;white-space:nowrap">익절(%)</td><td>매수가 대비 상승 시 익절 → 봇 DB: <b>SCALP_TAKE_PROFIT_PCT=1.5%</b></td></tr>
              <tr><td style="color:#58a6ff;padding:1px 6px;white-space:nowrap">낙폭필터(%)</td><td>당일 시가→저가 낙폭이 이 값 이상이어야 진입 → 봇 DB: <b>SCALP_MIN_DROP_RATE=1.5%</b></td></tr>
@@ -1820,7 +2084,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
        <div class="card-title">승률</div><div class="stat-val" id="b_winrate">-</div>
      </div></div>
      <div class="col-6 col-md-3 col-lg-2"><div class="card p-3">
-        <div class="card-title">순손익(수수료 제외)</div><div class="stat-val" id="b_pnl">-</div>
+        <div class="card-title">순손익(수수료·세금 포함)</div><div class="stat-val" id="b_pnl">-</div>
      </div></div>
      <div class="col-6 col-md-3 col-lg-2"><div class="card p-3">
        <div class="card-title">Profit Factor</div><div class="stat-val" id="b_pf">-</div>
@@ -1867,6 +2131,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>

    <!-- 백테스트 거래 목록 -->
    <div class="section-title">가상 거래 내역 (최근 200건)</div>
+    <div id="bt_trade_context" class="mb-2 p-2 rounded" style="font-size:12px;background:var(--bg-secondary, #1c2128);color:var(--muted);display:none"></div>
    <div class="card p-3">
      <div class="table-responsive">
        <table class="table table-hover" id="bt_table">
@@ -1942,6 +2207,37 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
          <input type="number" class="form-control" id="tl_high_chase" value="96" min="90" max="100" step="1">
        </div>
      </div>
+      <!-- V3 방어 파라미터 -->
+      <div class="row g-2 align-items-end mt-1">
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="최소 주가">최소가격(원)</label>
+          <input type="number" class="form-control" id="tl_min_price" value="1000" min="0" step="500">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="당일 최고/최저 상승폭 제한">최대급등(%)</label>
+          <input type="number" class="form-control" id="tl_max_daily_change" value="20" min="5" max="30" step="1">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="MA20 대비 가격 이격도 허용 범위">MA20이격(%)</label>
+          <input type="number" class="form-control" id="tl_ma20_above" value="3.0" min="1.0" max="10.0" step="0.5">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="1회 매매 최대 손실 원화 (금액 컷)">최대손실컷(원)</label>
+          <input type="number" class="form-control" id="tl_max_loss_krw" value="200000" min="10000" step="10000">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="금액손실컷 발동 최소 하락률(%) — 이 미만은 흔들림으로 보고 미발동">손실컷최소하락(%)</label>
+          <input type="number" class="form-control" id="tl_min_drop_loss_cut" value="1.5" min="0.5" max="5" step="0.5">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="ATR 기준 손절 배수 (변동성 대응)">ATR손절(배)</label>
+          <input type="number" class="form-control" id="tl_stop_atr" value="2.5" min="0.5" max="10" step="0.5">
+        </div>
+        <div class="col-4 col-md-1">
+          <label class="form-label param-row" title="ATR 기준 익절 배수 (변동성 대응)">ATR익절(배)</label>
+          <input type="number" class="form-control" id="tl_target_atr" value="8.0" min="1.0" max="20" step="0.5">
+        </div>
+      </div>
      <!-- 고급 파라미터 (2행) -->
      <div class="row g-2 align-items-end mt-1">
        <div class="col-4 col-md-1">
@@ -1958,11 +2254,11 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row">매수시작(HHMM)</label>
-          <input type="number" class="form-control" id="tl_ts" value="930" min="900" max="1500" step="100">
+          <input type="number" class="form-control" id="tl_ts" value="830" min="900" max="1500" step="100">
        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row">매수종료(HHMM)</label>
-          <input type="number" class="form-control" id="tl_te" value="1500" min="900" max="1530" step="100">
+          <input type="number" class="form-control" id="tl_te" value="1530" min="900" max="1530" step="100">
        </div>
        <div class="col-4 col-md-1">
          <label class="form-label param-row" title="종목당 하루 최대 거래횟수 (실매 MAX_STOCKS)">일일최대매수</label>
@@ -2027,7 +2323,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>
        <div class="card-title">승률</div><div class="stat-val" id="tl_winrate">-</div>
      </div></div>
      <div class="col-6 col-md-3 col-lg-2"><div class="card p-3">
-        <div class="card-title">순손익(수수료 제외)</div><div class="stat-val" id="tl_pnl">-</div>
+        <div class="card-title">순손익(수수료·세금 포함)</div><div class="stat-val" id="tl_pnl">-</div>
      </div></div>
      <div class="col-6 col-md-3 col-lg-2"><div class="card p-3">
        <div class="card-title">Profit Factor</div><div class="stat-val" id="tl_pf">-</div>
@@ -2073,6 +2369,7 @@ HTML_TEMPLATE = r"""<!DOCTYPE html>

    <!-- 거래 내역 테이블 -->
    <div class="section-title">가상 거래 내역 (최근 200건)</div>
+    <div id="tl_trade_context" class="mb-2 p-2 rounded" style="font-size:12px;background:var(--bg-secondary, #1c2128);color:var(--muted);display:none"></div>
    <div class="card p-3">
      <div class="table-responsive">
        <table class="table table-hover" id="tl_table">
@@ -2337,12 +2634,22 @@ document.querySelectorAll('[data-tab]').forEach(el => {
      // 스캘핑 탭
      const s = d.scalp || {};
      set('bt_rsi_oversold', s.rsi_oversold);
+      set('bt_rsi_overbought', s.rsi_overbought);
      set('bt_sl',           s.sl_pct);
      set('bt_tp',           s.tp_pct);
      set('bt_drop',         s.drop_rate);
      set('bt_trail_trig',   s.trail_trigger);
      set('bt_cooldown',     s.cooldown_min);
      if (s.slot_money) set('bt_slot', s.slot_money);
+      if (s.high_chase_thr != null) set('bt_high_chase', s.high_chase_thr);
+      if (s.max_daily_chg != null) set('bt_max_daily_chg', s.max_daily_chg);
+      if (s.min_price != null) set('bt_min_price', s.min_price);
+      if (s.max_loss_krw != null) set('bt_max_loss_krw', s.max_loss_krw);
+      if (s.min_margin != null) set('bt_min_margin', s.min_margin);
+      if (s.use_defense_filters !== undefined && $('bt_use_defense')) {
+        const v = String(s.use_defense_filters).trim().toLowerCase();
+        $('bt_use_defense').checked = (v === '1' || v === 'true' || v === 'y' || v === 'yes' || v === 'on');
+      }

      // 꼬리잡기 탭 — DB(env_config)와 동일 값으로 채움 (실매·파라서치와 동일)
      const t = d.tail || {};
@@ -2362,8 +2669,21 @@ document.querySelectorAll('[data-tab]').forEach(el => {
      set('tl_tail_pct', t.tail_pct_min);
      set('tl_max_rec_3m', t.max_rec_3m);
      set('tl_high_chase', t.high_chase);
+      // V3 방어 파라미터
+      set('tl_min_price', t.min_price);
+      set('tl_max_daily_change', t.max_daily_change);
+      set('tl_ma20_above', t.ma20_max_above);
+      set('tl_max_loss_krw', t.max_loss_krw);
+      if (t.min_drop_pct_for_loss_cut != null) set('tl_min_drop_loss_cut', t.min_drop_pct_for_loss_cut);
+      set('tl_stop_atr', t.stop_atr_mult);
+      set('tl_target_atr', t.target_atr_mult);
    })
    .catch(() => { /* DB 연결 실패 시 HTML 기본값 유지 */ });
+
+  const defChk = $('bt_use_defense');
+  if (defChk) {
+    defChk.addEventListener('change', saveScalpDefenseRealtime);
+  }
 })();

 // ────────────────────────────────────────────
@@ -2385,6 +2705,7 @@ function loadActual() {

 function renderActual(d) {
  const s = d.summary;
+  const filtered = Number((d.meta || {}).filtered_forced_rows || 0);

  $('a_total').textContent   = fmt(s.total_trades) + '건';
  $('a_winrate').textContent = s.win_rate + '%';
@@ -2398,6 +2719,19 @@ function renderActual(d) {

  $('a_mdd').textContent  = '-' + fmt(s.max_drawdown) + '원';
  $('a_hold').textContent = s.avg_hold_min + '분';
+  const note = $('act_filter_note');
+  if (note) {
+    if (filtered > 0) {
+      note.style.display = '';
+      note.innerHTML = `⚠️ 집계 제외: 0원 강제정리 <b>${filtered}</b>건 (잔고 동기화 레코드)`;
+    } else {
+      note.style.display = 'none';
+      note.innerHTML = '';
+    }
+  }
+  if (filtered > 0) {
+    console.log(`[실거래 분석] 0원 강제정리 ${filtered}건 제외 후 집계`);
+  }

  // 승/패 바
  if (s.total_trades > 0) {
@@ -2463,6 +2797,7 @@ function runScalpParamSearch() {
  const base = new URLSearchParams({
    start, end, top: 10, min_trades: 3,
    rsi_period:  $('bt_rsi_period').value,
+    rsi_overbought: $('bt_rsi_overbought')?.value || 75,
    slot_money:  $('bt_slot').value,
    cooldown_min: $('bt_cooldown').value,
    vol_mult:    $('bt_vol_mult').value,
@@ -2471,6 +2806,12 @@ function runScalpParamSearch() {
    time_start:  $('bt_time_start').value,
    time_end:    $('bt_time_end').value,
    max_daily:   $('bt_max_daily').value,
+    high_chase_thr:  $('bt_high_chase').value,
+    max_daily_chg:   $('bt_max_daily_chg').value,
+    min_price:       $('bt_min_price').value,
+    max_loss_krw:    $('bt_max_loss_krw').value,
+    min_margin:      $('bt_min_margin').value,
+    use_defense_filters: $('bt_use_defense')?.checked ? 1 : 0,
  }).toString();
  showSpinner(true);
  fetch('/api/backtest/scalping/param_search?' + base)
@@ -2486,12 +2827,13 @@ function runScalpParamSearch() {
        const p = r.params;
        tbody.insertAdjacentHTML('beforeend', `<tr>
          <td>${i+1}</td>
-          <td>${p.rsi_oversold}</td><td>${p.sl_pct}</td><td>${p.tp_pct}</td><td>${p.drop_rate}</td>
+          <td>${p.rsi_oversold}</td><td>${p.rsi_overbought ?? 75}</td><td>${p.sl_pct}</td><td>${p.tp_pct}</td><td>${p.drop_rate}</td>
+          <td><span class="badge ${String(p.use_defense_filters) === '0' ? 'badge-secondary' : 'badge-info'}">${String(p.use_defense_filters) === '0' ? 'OFF' : 'ON'}</span></td>
          <td style="color:${r.total_pnl>=0?'var(--green)':'var(--red)'}">${r.total_pnl?.toLocaleString()}</td>
          <td>${r.win_rate?.toFixed(1)}%</td><td>${r.total_trades}</td>
          <td>${r.pf?.toFixed(2)}</td><td>${Math.round(r.mdd)?.toLocaleString()}</td>
          <td><button class="btn btn-xs btn-outline-info" style="font-size:10px;padding:1px 6px"
-            onclick="applyScalpParams(${p.rsi_oversold},${p.sl_pct},${p.tp_pct},${p.drop_rate})">적용</button></td>
+            onclick="applyScalpParams(${p.rsi_oversold},${p.rsi_overbought ?? 75},${p.sl_pct},${p.tp_pct},${p.drop_rate})">적용</button></td>
        </tr>`);
      });
      $('scalp_search_result').style.display = '';
@@ -2500,25 +2842,34 @@ function runScalpParamSearch() {
    .catch(e => { showSpinner(false); alert('오류: ' + e); });
 }

-function applyScalpParams(rsi_oversold, sl_pct, tp_pct, drop_rate) {
+function applyScalpParams(rsi_oversold, rsi_overbought, sl_pct, tp_pct, drop_rate) {
+  if (arguments.length === 4) { drop_rate = tp_pct; tp_pct = sl_pct; sl_pct = rsi_overbought; rsi_overbought = 75; }
  $('bt_rsi_oversold').value = rsi_oversold;
+  if ($('bt_rsi_overbought')) $('bt_rsi_overbought').value = rsi_overbought;
  $('bt_sl').value = sl_pct;
  $('bt_tp').value = tp_pct;
  $('bt_drop').value = drop_rate;
-  alert(`✅ 파라미터 적용 완료\nRSI과매도:${rsi_oversold} / 손절:${sl_pct}% / 익절:${tp_pct}% / 낙폭:${drop_rate}%\n\n백테스트를 다시 실행하세요.`);
+  alert(`✅ 파라미터 적용 완료\nRSI과매도:${rsi_oversold} / RSI과열:${rsi_overbought} / 손절:${sl_pct}% / 익절:${tp_pct}% / 낙폭:${drop_rate}%\n\n백테스트를 다시 실행하세요.`);
 }

 function saveScalpConfig() {
  const body = {
    rsi_oversold:  parseFloat($('bt_rsi_oversold').value),
+    rsi_overbought: parseFloat($('bt_rsi_overbought')?.value || 75),
    sl_pct:        parseFloat($('bt_sl').value),
    tp_pct:        parseFloat($('bt_tp').value),
    drop_rate:     parseFloat($('bt_drop').value),
    trail_trigger: parseFloat($('bt_trail_trig').value),
    cooldown_min:  parseFloat($('bt_cooldown').value),
+    high_chase_thr:  parseFloat($('bt_high_chase').value),
+    max_daily_chg:   parseFloat($('bt_max_daily_chg').value),
+    min_price:       parseFloat($('bt_min_price').value),
+    max_loss_krw:    parseFloat($('bt_max_loss_krw').value),
+    min_margin:      parseFloat($('bt_min_margin').value),
+    use_defense_filters: !!($('bt_use_defense')?.checked),
  };
-  if (!confirm(`💾 스캘핑 봇(kis_scalping_ver1.py)에 아래 파라미터를 저장합니까?\n\n` +
-    `RSI과매도: ${body.rsi_oversold}\n손절: ${body.sl_pct}%\n익절: ${body.tp_pct}%\n낙폭필터: ${body.drop_rate}%\n` +
+  if (!confirm(`💾 스캘핑 봇에 아래 파라미터를 저장합니까?\n\n` +
+    `RSI과매도: ${body.rsi_oversold} / RSI과열: ${body.rsi_overbought}\n손절: ${body.sl_pct}%\n익절: ${body.tp_pct}%\n낙폭필터: ${body.drop_rate}%\n` +
    `\n⚠️ 봇이 실행 중이면 다음 루프부터 즉시 반영됩니다.`)) return;
  fetch('/api/backtest/scalping/save_config', {
    method: 'POST', headers: {'Content-Type': 'application/json'},
@@ -2529,6 +2880,27 @@ function saveScalpConfig() {
  }).catch(e => alert('오류: ' + e));
 }

+// 방어 ON/OFF 토글은 클릭 즉시 DB 저장 (실시간 반영)
+async function saveScalpDefenseRealtime() {
+  const enabled = !!($('bt_use_defense')?.checked);
+  try {
+    const r = await fetch('/api/backtest/scalping/save_config', {
+      method: 'POST',
+      headers: {'Content-Type': 'application/json'},
+      body: JSON.stringify({ use_defense_filters: enabled }),
+    });
+    const d = await r.json();
+    if (d.error) {
+      alert('❌ 방어로직 저장 실패: ' + d.error);
+      return;
+    }
+    // 현재 값으로 즉시 백테스트 재실행해서 카드/요약도 동기화
+    runBacktest();
+  } catch (e) {
+    alert('오류: ' + e);
+  }
+}
+
 // ── 꼬리잡기 파라미터탐색 ────────────────────────────────────────────────────
 function runTailParamSearch() {
  const start = $('tl_start').value;
@@ -2546,6 +2918,16 @@ function runTailParamSearch() {
    time_start:        $('tl_ts').value,
    time_end:          $('tl_te').value,
    max_daily:         $('tl_maxd').value,
+    tail_pct_min:      $('tl_tail_pct').value,
+    max_rec_3m:        $('tl_max_rec_3m').value,
+    high_chase_thr:    $('tl_high_chase').value,
+    min_price:         $('tl_min_price').value,
+    max_daily_change:  $('tl_max_daily_change').value,
+    ma20_max_above:    $('tl_ma20_above').value,
+    max_loss_krw:      $('tl_max_loss_krw').value,
+    min_drop_pct_for_loss_cut: parseFloat($('tl_min_drop_loss_cut').value) / 100 || 0.015,
+    stop_atr_mult:     $('tl_stop_atr').value,
+    target_atr_mult:   $('tl_target_atr').value,
  }).toString();
  showSpinner(true);
  fetch('/api/backtest/tail/param_search?' + base)
@@ -2602,11 +2984,19 @@ function saveTailConfig() {
    time_start:         parseInt($('tl_ts').value, 10),
    time_end:           parseInt($('tl_te').value, 10),
    max_daily:          parseInt($('tl_maxd').value, 10),
+    min_price:          parseFloat($('tl_min_price').value),
+    max_daily_change:   parseFloat($('tl_max_daily_change').value),
+    ma20_max_above:     parseFloat($('tl_ma20_above').value),
+    max_loss_krw:       parseInt($('tl_max_loss_krw').value, 10),
+    min_drop_pct_for_loss_cut: parseFloat($('tl_min_drop_loss_cut').value) || 1.5,  // % 단위로 전송 (1.5)
+    stop_atr_mult:      parseFloat($('tl_stop_atr').value),
+    target_atr_mult:    parseFloat($('tl_target_atr').value),
  };
  if (!confirm(`💾 꼬리잡기 봇(실매·백테와 동일 DB)에 아래 파라미터를 저장합니까?\n\n` +
    `낙폭: ${body.min_drop_rate}% | 회복: ${body.min_recovery_ratio}% | 꼬리/몸통: ${body.tail_ratio_min} | 꼬리최소: ${body.tail_pct_min}%\n` +
    `손절: ${body.sl_pct}% | 익절: ${body.tp_pct}% | 어깨컷: ${body.shoulder_cut_pct}% | 3분최대회복: ${body.max_rec_3m}% | 고점추격방지: ${body.high_chase_thr}%\n` +
-    `RSI기간: ${body.rsi_period} | RSI과열: ${body.rsi_threshold} | 쿨다운: ${body.cooldown_min}분 | 매수시간: ${body.time_start}-${body.time_end} | 일일최대: ${body.max_daily}회\n\n` +
+    `최소가격: ${body.min_price}원 | 최대급등: ${body.max_daily_change}% | MA20이격: ${body.ma20_max_above}% | 최대손실: ${body.max_loss_krw}원\n` +
+    `ATR손절: ${body.stop_atr_mult}배 | ATR익절: ${body.target_atr_mult}배\n\n` +
    `⚠️ STOP_LOSS_PCT는 음수로 저장됩니다. 봇 실행 중이면 다음 루프부터 반영됩니다.`)) return;
  fetch('/api/backtest/tail/save_config', {
    method: 'POST', headers: {'Content-Type': 'application/json'},
@@ -2624,6 +3014,7 @@ function runBacktest() {
    end:          $('bt_end').value,
    rsi_period:   $('bt_rsi_period').value,
    rsi_oversold: $('bt_rsi_oversold').value,
+    rsi_overbought: $('bt_rsi_overbought').value,
    sl_pct:       $('bt_sl').value,
    tp_pct:       $('bt_tp').value,
    drop_rate:    $('bt_drop').value,
@@ -2635,6 +3026,12 @@ function runBacktest() {
    time_start:   $('bt_time_start').value,
    time_end:     $('bt_time_end').value,
    max_daily:    $('bt_max_daily').value,
+    high_chase_thr:  $('bt_high_chase').value,
+    max_daily_chg:   $('bt_max_daily_chg').value,
+    min_price:       $('bt_min_price').value,
+    max_loss_krw:    $('bt_max_loss_krw').value,
+    min_margin:      $('bt_min_margin').value,
+    use_defense_filters: $('bt_use_defense')?.checked ? 1 : 0,
  };
  const qs = new URLSearchParams(params).toString();
  showSpinner(true);
@@ -2649,13 +3046,25 @@ function renderBacktest(d) {
  const p = d.params;

  $('bt_params_bar').style.display = '';
-  $('bt_params_bar').innerHTML =
-    `RSI(${p.rsi_period}) &lt;${p.rsi_oversold} | ` +
-    `손절-${p.sl_pct}% 익절+${p.tp_pct}% | ` +
-    `낙폭≥${p.drop_rate}% | 쿨다운${p.cooldown_min}분 | ` +
-    `거래량${p.vol_mult}배 | 트레일(${p.trail_trigger}%발동/${p.trail_stop}%추적) | ` +
+  const universeLabel = (p.universe_source === 'history' && p.universe_history_slots > 0)
+    ? `유니버스: 저장 이력 ${p.universe_history_slots}슬롯`
+    : '유니버스: 시뮬레이션(폴백)';
+  const tr = (v) => (typeof v === 'number' ? Number(v).toFixed(1) : v);
+  const btSummaryLine =
+    `<span class="badge ${p.universe_source === 'history' ? 'badge-info' : 'badge-secondary'}" title="target_candidates_history 사용 여부">${universeLabel}</span> ` +
+    `<span class="badge ${p.use_defense_filters ? 'badge-info' : 'badge-secondary'}">방어:${p.use_defense_filters ? 'ON' : 'OFF'}</span> ` +
+    `RSI(${p.rsi_period}) &lt;${p.rsi_oversold} / &gt;${p.rsi_overbought ?? 75} 과열차단 | ` +
+    `손절-${tr(p.sl_pct)}% 익절+${tr(p.tp_pct)}% | ` +
+    `낙폭≥${tr(p.drop_rate)}% | 쿨다운${p.cooldown_min}분 | ` +
+    `거래량${tr(p.vol_mult)}배 | 트레일(${tr(p.trail_trigger)}%발동/${tr(p.trail_stop)}%추적) | ` +
    `${p.time_window} | 일${p.max_daily}회 | ` +
    `종목수 ${p.codes_analyzed}개`;
+  $('bt_params_bar').innerHTML = btSummaryLine;
+  const ctx = $('bt_trade_context');
+  if (ctx) {
+    ctx.innerHTML = '📋 ' + btSummaryLine;
+    ctx.style.display = '';
+  }

  $('b_total').textContent   = fmt(s.total_trades) + '건';
  $('b_winrate').textContent = s.win_rate + '%';
@@ -2699,9 +3108,10 @@ function renderBacktest(d) {
    const pnlCls = pnl > 0 ? 'text-pnl-pos' : (pnl < 0 ? 'text-pnl-neg' : '');
    const bt = t.buy_time  || '';
    const st = t.sell_time || '';
+    const nameCell = (t.name || t.code) ? `${t.name || t.code}<br><span style="color:var(--muted);font-size:11px">${t.code}</span>` : t.code;
    tbody.insertAdjacentHTML('beforeend', `
      <tr>
-        <td>${t.code}</td>
+        <td>${nameCell}</td>
        <td style="font-size:11px">${bt.slice(0,4)+'-'+bt.slice(4,6)+'-'+bt.slice(6,8)+' '+bt.slice(8,10)+':'+bt.slice(10,12)}</td>
        <td style="font-size:11px">${st.slice(0,4)+'-'+st.slice(4,6)+'-'+st.slice(6,8)+' '+st.slice(8,10)+':'+st.slice(10,12)}</td>
        <td>${fmt(t.buy_price)}</td>
@@ -2740,6 +3150,13 @@ function runTailBacktest() {
    time_end:           $('tl_te').value,
    max_daily:          $('tl_maxd').value,
    slot_money:         $('tl_slot').value,
+    min_price:          $('tl_min_price').value,
+    max_daily_change:   $('tl_max_daily_change').value,
+    ma20_max_above:     $('tl_ma20_above').value,
+    max_loss_krw:       $('tl_max_loss_krw').value,
+    min_drop_pct_for_loss_cut: (parseFloat($('tl_min_drop_loss_cut').value) / 100) || 0.015,
+    stop_atr_mult:      $('tl_stop_atr').value,
+    target_atr_mult:    $('tl_target_atr').value,
  };
  const qs = new URLSearchParams(params).toString();
  showSpinner(true);
@@ -2754,10 +3171,21 @@ function renderTailBacktest(d) {
  const p = d.params;

  $('tl_params_bar').style.display = '';
-  $('tl_params_bar').innerHTML =
+  const tlUniverseLabel = (p.universe_source === 'history' && (p.universe_history_slots || 0) > 0)
+    ? `유니버스: 저장 이력 ${p.universe_history_slots}슬롯`
+    : '유니버스: 전체종목(폴백)';
+  const tlSummaryLine =
+    `<span class="badge ${p.universe_source === 'history' ? 'badge-info' : 'badge-secondary'}" title="target_candidates_history 사용 여부">${tlUniverseLabel}</span> ` +
    `낙폭≥${p.min_drop_rate}% | 회복률≥${p.min_recovery_ratio}% | 꼬리/몸통≥${p.tail_ratio_min} | ` +
    `손절-${p.sl_pct}% 익절+${p.tp_pct}% | 어깨컷(${p.shoulder_min_high}%발동/${p.shoulder_cut_pct}%하락) | ` +
+    (p.max_loss_krw != null ? `최대손실컷 ${Number(p.max_loss_krw).toLocaleString()}원 | ` : '') +
    `RSI(${p.rsi_period})과열<${p.rsi_threshold} | 쿨다운${p.cooldown_min}분 | ${p.time_window || '930-1500'} | 일${p.max_daily || 3}회 | 종목수 ${p.codes_analyzed}개`;
+  $('tl_params_bar').innerHTML = tlSummaryLine;
+  const tlCtx = $('tl_trade_context');
+  if (tlCtx) {
+    tlCtx.innerHTML = '📋 ' + tlSummaryLine;
+    tlCtx.style.display = '';
+  }

  $('tl_total').textContent   = (s.total_trades||0) + '건';
  $('tl_winrate').textContent = (s.win_rate||0) + '%';
@@ -2814,9 +3242,10 @@ function renderTailBacktest(d) {
      if (!ct || ct.length < 12) return ct || '';
      return ct.slice(0,4)+'-'+ct.slice(4,6)+'-'+ct.slice(6,8)+' '+ct.slice(8,10)+':'+ct.slice(10,12);
    }
+    const nameCell = (t.name || t.code) ? `${t.name || t.code}<br><span style="color:var(--muted);font-size:11px">${t.code}</span>` : t.code;
    tbody.insertAdjacentHTML('beforeend', `
      <tr>
-        <td>${t.code}</td>
+        <td>${nameCell}</td>
        <td style="font-size:11px">${fmtCT(entry)}</td>
        <td style="font-size:11px">${fmtCT(exit)}</td>
        <td>${fmt(ep)}</td>