39 lines
1003 B
JSON
39 lines
1003 B
JSON
{
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"control_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-full-production_control.json",
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"variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-full-rewrite_range504_structural_legacy_primary.json",
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"control_variant": "production_control",
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"variant": "rewrite_range504_structural_legacy_primary",
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"retained": {
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"count": 115,
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"net_avg_r": 0.4775,
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"net_avg_r_ex_top5": 0.345,
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"hold30_avg_r": 1.2952
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},
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"added": {
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"count": 175,
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"net_avg_r": 0.279,
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"net_avg_r_ex_top5": 0.1477,
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"hold30_avg_r": 0.7703
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},
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"removed": {
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"count": 971,
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"net_avg_r": 0.1789,
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"net_avg_r_ex_top5": 0.024,
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"hold30_avg_r": 0.552
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},
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"control_book": {
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"sharpe": 2.03,
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"cagr_pct": 50.0,
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"max_drawdown_pct": 21.4,
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"trades": 321,
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"skipped_book_full": 0
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},
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"variant_book": {
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"sharpe": 1.53,
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"cagr_pct": 28.8,
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"max_drawdown_pct": 14.3,
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"trades": 170,
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"skipped_book_full": 8
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}
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}
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