{ "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 }