| 1234567891011 |
- {
- "cumulative_return": 0.14272700647425873,
- "annual_return": 0.02244029968816963,
- "max_drawdown": -0.4194736830144995,
- "annual_volatility": 0.2204480881486043,
- "sharpe": 0.10179403176788994,
- "calmar": 0.05349632312307411,
- "turnover": 110.96558288782578,
- "rebalance_count": 319,
- "cash_days_ratio": 0.25610561056105613
- }
|