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