39 lines
990 B
JSON
39 lines
990 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-legacy_range_grid_neutral.json",
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"control_variant": "production_control",
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"variant": "legacy_range_grid_neutral",
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"retained": {
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"count": 193,
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"net_avg_r": 0.23,
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"net_avg_r_ex_top5": 0.0924,
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"hold30_avg_r": 0.7591
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},
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"added": {
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"count": 179,
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"net_avg_r": 0.1223,
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"net_avg_r_ex_top5": -0.0191,
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"hold30_avg_r": 0.4528
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},
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"removed": {
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"count": 217,
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"net_avg_r": 0.1318,
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"net_avg_r_ex_top5": -0.0093,
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"hold30_avg_r": 0.527
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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": 1.85,
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"cagr_pct": 43.2,
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"max_drawdown_pct": 15.2,
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"trades": 154,
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"skipped_book_full": 0
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}
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}
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