strategy large_stringclasses 3
values | total_return float64 -0.07 -0.05 | annual_return float64 -0.05 -0.03 | volatility float64 0.1 0.13 | sharpe_ratio float64 -0.4 -0.24 | max_drawdown float64 -0.21 -0.18 | win_rate_daily float64 0.31 0.46 | profit_factor float64 0.92 0.95 | num_trades int64 164 227 | final_portfolio_value float64 92.8 94.9 |
|---|---|---|---|---|---|---|---|---|---|
A | -0.071818 | -0.045423 | 0.102608 | -0.402541 | -0.176395 | 0.459057 | 0.915673 | 226 | 92.818241 |
B | -0.051053 | -0.032158 | 0.110464 | -0.240971 | -0.17935 | 0.444169 | 0.948905 | 227 | 94.894748 |
C | -0.064804 | -0.040931 | 0.133022 | -0.248171 | -0.208024 | 0.310174 | 0.949454 | 164 | 93.519564 |
README.md exists but content is empty.
- Downloads last month
- 51