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- [
- {
- "strategy": "StandardBreakoutAtrStrategy",
- "final_value": 169872.93,
- "total_return_pct": 69.87,
- "annual_return_pct": 4.76,
- "sharpe": 0.261,
- "max_drawdown_pct": 36.22,
- "entries": 47,
- "closed_trades": 47,
- "win_rate_pct": 40.43,
- "avg_exposure_pct": 18.34,
- "first_bar": "2014-06-18",
- "last_bar": "2026-04-13"
- },
- {
- "strategy": "MinimalBreakoutTrailStrategy",
- "final_value": 239640.48,
- "total_return_pct": 139.64,
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- "sharpe": 0.449,
- "max_drawdown_pct": 30.81,
- "entries": 39,
- "closed_trades": 39,
- "win_rate_pct": 38.46,
- "avg_exposure_pct": 21.48,
- "first_bar": "2014-06-18",
- "last_bar": "2026-04-13"
- }
- ]
|