| { | |
| "total_return_pct": -4.57, | |
| "sharpe_ratio": -0.024, | |
| "sortino_ratio": -0.023, | |
| "max_drawdown_pct": 29.54, | |
| "final_portfolio": 95431.28, | |
| "buy_hold_return_pct": -17.26, | |
| "buy_hold_sharpe": -0.117, | |
| "n_trades_buy": 209, | |
| "n_trades_sell": 266, | |
| "test_days": 476 | |
| } |