39 lines
975 B
JSON
39 lines
975 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-confirmed_rounds.json",
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"control_variant": "production_control",
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"variant": "confirmed_rounds",
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"retained": {
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"count": 214,
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"net_avg_r": 0.2997,
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"net_avg_r_ex_top5": 0.1549,
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"hold30_avg_r": 0.6948
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},
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"added": {
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"count": 344,
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"net_avg_r": 0.0347,
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"net_avg_r_ex_top5": -0.1179,
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"hold30_avg_r": 0.3884
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},
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"removed": {
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"count": 196,
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"net_avg_r": 0.0377,
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"net_avg_r_ex_top5": -0.135,
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"hold30_avg_r": 0.5724
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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": 0.95,
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"cagr_pct": 20.2,
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"max_drawdown_pct": 25.7,
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"trades": 176,
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"skipped_book_full": 77
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}
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}
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