summary.json 336 B

1234567891011
  1. {
  2. "cumulative_return": 0.14272700647425873,
  3. "annual_return": 0.02244029968816963,
  4. "max_drawdown": -0.4194736830144995,
  5. "annual_volatility": 0.2204480881486043,
  6. "sharpe": 0.10179403176788994,
  7. "calmar": 0.05349632312307411,
  8. "turnover": 110.96558288782578,
  9. "rebalance_count": 319,
  10. "cash_days_ratio": 0.25610561056105613
  11. }