{ "version": "v6.7r2", "rank_model": "lambdarank (56-dim v6.7)", "backtest_start": "2023-05-01", "backtest_end": "2026-04-30", "n_weeks": 154, "n_stocks_in_pool": 5378, "top_n": 10, "shares_per_grid": 200, "initial_cash": 60000.0, "final_total_value": 151153.58, "total_return_pct": 151.92, "annual_return_pct": 36.1, "annual_sharpe": 1.7404, "max_drawdown_pct": -12.1, "weekly_win_rate_pct": 59.48, "n_trades_buy": 1144, "n_trades_sell": 866, "realized_pnl_total": 95495.58, "n_lifecycles": 431 }