170 lines
2.6 KiB
JSON
170 lines
2.6 KiB
JSON
{
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"sharpe_ratio": -0.619,
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"total_return_pct": -40.57,
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"max_drawdown_pct": -41.08,
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"win_rate": 0.279,
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"trade_count": 104,
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"profit_factor": 0.369,
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"avg_trade_duration_candles": 3.0,
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"feature_importances": {
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"EMA_20": 0.0295,
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"EMA_5": 0.0232,
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"OBV": 0.0222,
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"SMA_200": 0.022,
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"keltner_upper": 0.0199,
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"SMA_5": 0.0187,
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"price_vs_vwap": 0.0186,
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"RSI_21": 0.0186,
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"SMA_50": 0.0183,
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"high_low_range_10": 0.0177,
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"price_vs_SMA_200": 0.0176,
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"RSI_14": 0.0175,
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"EMA_50": 0.0172,
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"SMA_20": 0.0172,
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"ATR_pct": 0.0166,
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"BB_lower": 0.0164,
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"vwap_approx": 0.0163,
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"SMA_10": 0.0161,
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"hist_volatility": 0.0158,
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"CCI_20": 0.0157,
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"high_low_range_20": 0.0157,
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"MACD_signal": 0.0155,
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"return_5": 0.0155,
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"MACD_line": 0.0155,
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"price_vs_SMA_10": 0.0154,
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"MACD_hist": 0.0154,
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"price_vs_SMA_50": 0.0149,
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"return_10": 0.0148,
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"EMA_10": 0.0147,
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"BB_width": 0.0147
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},
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"monthly_returns": [
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1.24,
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-1.06
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],
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"equity_curve": [
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],
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"per_window_sharpe": [
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-2.714,
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-0.39,
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-1.089,
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-1.966
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]
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} |