189 lines
5.1 KiB
JSON
189 lines
5.1 KiB
JSON
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{
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"gold": {
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"roi": 96.55,
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"dd": 14.32,
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},
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"results": [
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{
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"name": "A_5.0/6.0_mc5.0_GOLD-ref",
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{
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"name": "B_6.0/7.0_mc5.0_decoupled",
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"name": "C_7.0/8.0_mc5.0_decoupled",
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},
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{
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"name": "D_8.0/9.0_mc5.0_decoupled",
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"roi": 162.27551845884568,
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"pf": 1.2215406999889398,
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},
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{
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"name": "E_9.0/10.0_mc5.0_decoupled",
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"lev_p90": 10.0,
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}
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},
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{
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"name": "F_6.0/7.0_mc6.0_coupled",
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"pf": 1.2185272940196565,
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}
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},
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{
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"name": "G_7.0/8.0_mc7.0_coupled",
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}
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},
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{
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"name": "H_8.0/9.0_mc8.0_coupled",
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"pf": 1.2215406999889398,
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"max_leverage_realized": 9.0,
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"lev_p90": 9.0,
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}
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}
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],
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"meta": {
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"exp": "exp9",
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"question": "Does adaptive_beta DD headroom permit higher leverage ceiling?",
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"silver": {
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"roi": 88.55,
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"dd": 15.05,
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"trades": 2155
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},
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"total_elapsed_s": 2697.7,
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"gold_ref_ok": true,
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"note_mc": "Decoupled runs (mc_ref=5.0): MC assesses at original 5x reference \u2014 pure leverage cap test. Coupled runs: MC sees actual new cap \u2014 tests MC response."
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}
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}
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