cyb50_quant_two_strategies_20260421-082038.json 728 B

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  1. [
  2. {
  3. "strategy": "StandardBreakoutAtrStrategy",
  4. "final_value": 169872.93,
  5. "total_return_pct": 69.87,
  6. "annual_return_pct": 4.76,
  7. "sharpe": 0.261,
  8. "max_drawdown_pct": 36.22,
  9. "entries": 47,
  10. "closed_trades": 47,
  11. "win_rate_pct": 40.43,
  12. "avg_exposure_pct": 18.34,
  13. "first_bar": "2014-06-18",
  14. "last_bar": "2026-04-13"
  15. },
  16. {
  17. "strategy": "MinimalBreakoutTrailStrategy",
  18. "final_value": 239640.48,
  19. "total_return_pct": 139.64,
  20. "annual_return_pct": 7.97,
  21. "sharpe": 0.449,
  22. "max_drawdown_pct": 30.81,
  23. "entries": 39,
  24. "closed_trades": 39,
  25. "win_rate_pct": 38.46,
  26. "avg_exposure_pct": 21.48,
  27. "first_bar": "2014-06-18",
  28. "last_bar": "2026-04-13"
  29. }
  30. ]