| 12345 |
- name,kind,source_strategy,start,end,years,total_return,annualized_return,max_drawdown,calmar
- rotation-risk,single,trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,2020-02-07,2026-05-03,6.238356164383561,1.5202381006117842,0.15971303233017098,0.07001885734424536,2.2810002674700507
- mean-reversion-eq_days30,single,eq_days30,2020-02-07,2026-05-03,6.238356164383561,1.1395692956373322,0.12966810032522358,0.1374000000000001,0.943727076602791
- portfolio-50-50,portfolio,,2020-02-07,2026-05-03,6.238356164383561,1.3725190158382712,0.1485386235162407,0.09723302809143078,1.527656048894887
- portfolio-70-30,portfolio,,2020-02-07,2026-05-03,6.238356164383561,1.4429894992623122,0.1539402031482826,0.0822135297665497,1.8724436669415014
|
