shortlist_combo_trials_batch2_20260413-171317.md 524 B
Shortlist Combo Trials Batch 2
Baseline
- Balanced3ComboStrategy: annual
13.08%, Sharpe0.485, max DD28.27%
Results
| Combo | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate | Avg Exposure |
|---|---|---|---|---|---|---|
| Balanced3AggressiveComboStrategy | 12.92% | 0.452 | 38.02% | 81 | 33.33% | 29.91% |
| Balanced3DefensiveComboStrategy | 10.61% | 0.338 | 28.73% | 42 | 33.33% | 22.83% |
| Balanced4ExtendedComboStrategy | 12.69% | 0.455 | 29.25% | 61 | 31.15% | 22.76% |