| 1 |
- label,symbol,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,win_rate,payoff_ratio,profit_factor,return_drawdown_ratio,trades,trades_per_month,worst_month,worst_month_return,months,positive_month_rate,negative_months,cost_model,roundtrip_cost_on_margin,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,score,band_length,std_multiplier,bandwidth_lookback,stop_loss_pct,take_profit_pct,max_hold_bars,cooldown_bars,vol_lookback,vol_cap,trend_sma,long_regime,short_regime,neutral_distance,session,corr_lookback,corr_min,corr_max,side_mode,ret_3y,calmar_3y,ret_1y,calmar_1y,ret_6m,calmar_6m,ret_3m,calmar_3m
|
