202 lines
4.6 KiB
JSON
202 lines
4.6 KiB
JSON
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{
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"gold": {
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"roi": 88.55,
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"pf": 1.215,
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"wr": 50.5,
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"trades": 2155
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},
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"results": [
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{
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"name": "d_liq_H1 (days 0-27)",
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},
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{
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"name": "abeta_H1 (days 0-27)",
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},
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{
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},
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{
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"name": "abeta_H2 (days 28-55)",
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{
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"name": "d_liq_Q1",
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{
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"name": "abeta_Q1",
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{
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"name": "d_liq_Q2",
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{
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"name": "abeta_Q2",
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},
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{
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"name": "d_liq_Q3",
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},
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{
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"name": "abeta_Q3",
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},
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{
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"name": "d_liq_Q4",
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"roi": 3.1074038301600084,
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"dd": 12.866819616903355,
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},
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{
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"name": "abeta_Q4",
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"roi": 3.1287720381663533,
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"dd": 8.984276378639036,
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},
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{
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"name": "d_liq_buf0.80",
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"dd": 20.78163843773938,
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"days": 56,
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"margin_buffer": 0.8
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},
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{
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"name": "d_liq_buf0.90",
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"dd": 16.77600591143919,
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"margin_buffer": 0.9
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},
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{
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"name": "d_liq_buf0.95",
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"margin_buffer": 0.95
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},
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{
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"name": "d_liq_buf1.00",
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"dd": 16.77600591143919,
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"margin_buffer": 1.0
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}
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],
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"meta": {
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"exp": "exp9c",
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"question": "Is D_LIQ_GOLD robust across time windows and parameter perturbations?",
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"split_passes": "1/2",
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"quarter_passes": "2/4",
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"buf_roi_range_pp": 2.644,
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"buf_dd_range_pp": 4.006,
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"all_pass": false,
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"total_elapsed_s": 5657.9
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}
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}
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