| 123456789101112131415161718192021222324252627282930313233343536373839404142 |
- {
- "grouped_equity_metrics": {
- "annualized_return": 0.16628439539463824,
- "calmar": 2.070949658375621,
- "max_drawdown": 0.08029378923921589,
- "risk_reward_ratio": 1.818879393830695,
- "total_return": 1.6327557145172782
- },
- "grouped_trade_stats": {
- "payoff_ratio": 1.1068754138920922,
- "profit_factor": 2.2624046921310894,
- "trades": 277.0,
- "win_rate": 0.6714801444043321
- },
- "leg_count_counts": {
- "1": 80,
- "2": 197
- },
- "max_abs_equity_diff_vs_published": 1249.0845260846581,
- "max_abs_return_diff_vs_published": 0.06766000000000028,
- "netted_trades": 277,
- "position_unit_counts": {
- "0.5": 36,
- "1.0": 241
- },
- "published_equity_metrics": {
- "annualized_return": 0.16782650873017224,
- "calmar": 2.09118884372913,
- "max_drawdown": 0.08025411441603439,
- "risk_reward_ratio": 1.8032461601188916,
- "total_return": 1.671720056908172
- },
- "raw_virtual_trade_events": 474,
- "side_counts": {
- "long": 265,
- "short": 12
- },
- "source_counts": {
- "micro": 44,
- "nextgen": 233
- }
- }
|
