39 lines
971 B
JSON
39 lines
971 B
JSON
{
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"control_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-production_control.json",
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"variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-rr_aligned_control.json",
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"control_variant": "production_control",
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"variant": "rr_aligned_control",
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"retained": {
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"count": 410,
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"net_avg_r": 0.1742,
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"net_avg_r_ex_top5": 0.0219,
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"hold30_avg_r": 0.6363
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},
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"added": {
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"count": 362,
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"net_avg_r": -0.0433,
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"net_avg_r_ex_top5": -0.2028,
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"hold30_avg_r": 0.254
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},
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"removed": {
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"count": 0,
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"net_avg_r": null,
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"net_avg_r_ex_top5": null,
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"hold30_avg_r": null
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},
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"control_book": {
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"sharpe": 2.78,
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"cagr_pct": 73.3,
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"max_drawdown_pct": 11.7,
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"trades": 150,
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"skipped_book_full": 0
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},
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"variant_book": {
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"sharpe": 1.32,
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"cagr_pct": 33.1,
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"max_drawdown_pct": 18.4,
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"trades": 201,
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"skipped_book_full": 80
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}
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}
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