64 lines
1.3 KiB
JSON
64 lines
1.3 KiB
JSON
|
{
|
||
|
|
"baseline": {
|
||
|
|
"config": "0_baseline",
|
||
|
|
"T": 2155,
|
||
|
|
"ROI": 181.8069,
|
||
|
|
"DD": 23.6916,
|
||
|
|
"Calmar": 7.6739,
|
||
|
|
"elapsed_s": 338.6,
|
||
|
|
"scale_mean": 1.0,
|
||
|
|
"scale_min": 1.0,
|
||
|
|
"scale_max": 1.0,
|
||
|
|
"n_scale_applied": 0
|
||
|
|
},
|
||
|
|
"results": [
|
||
|
|
{
|
||
|
|
"config": "0_baseline",
|
||
|
|
"T": 2155,
|
||
|
|
"ROI": 181.8069,
|
||
|
|
"DD": 23.6916,
|
||
|
|
"Calmar": 7.6739,
|
||
|
|
"elapsed_s": 338.6,
|
||
|
|
"scale_mean": 1.0,
|
||
|
|
"scale_min": 1.0,
|
||
|
|
"scale_max": 1.0,
|
||
|
|
"n_scale_applied": 0
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"config": "1_B_analogue",
|
||
|
|
"T": 2155,
|
||
|
|
"ROI": 182.3446,
|
||
|
|
"DD": 23.6916,
|
||
|
|
"Calmar": 7.6966,
|
||
|
|
"elapsed_s": 318.3,
|
||
|
|
"scale_mean": 0.9991,
|
||
|
|
"scale_min": 0.5181,
|
||
|
|
"scale_max": 1.1437,
|
||
|
|
"n_scale_applied": 2156
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"config": "2_D_inv_analogue",
|
||
|
|
"T": 2155,
|
||
|
|
"ROI": 180.6862,
|
||
|
|
"DD": 23.6916,
|
||
|
|
"Calmar": 7.6266,
|
||
|
|
"elapsed_s": 311.9,
|
||
|
|
"scale_mean": 0.9978,
|
||
|
|
"scale_min": 0.5139,
|
||
|
|
"scale_max": 1.134,
|
||
|
|
"n_scale_applied": 2156
|
||
|
|
},
|
||
|
|
{
|
||
|
|
"config": "3_BD_inv",
|
||
|
|
"T": 2155,
|
||
|
|
"ROI": 181.1797,
|
||
|
|
"DD": 23.6916,
|
||
|
|
"Calmar": 7.6474,
|
||
|
|
"elapsed_s": 313.8,
|
||
|
|
"scale_mean": 0.997,
|
||
|
|
"scale_min": 0.3503,
|
||
|
|
"scale_max": 1.2128,
|
||
|
|
"n_scale_applied": 2156
|
||
|
|
}
|
||
|
|
]
|
||
|
|
}
|