BACKTEST SUMMARY
========================================
sharpe: -0.578725244460369
max_drawdown: 27.593465928996675
max_drawdown_len: 445
total_return: -0.16317310010638986
avg_return: -0.00033713450435204515
total_trades: 504
won_trades: 258
lost_trades: 242

SIGNAL IC
========================================
ic_mean: -0.020299172809112382
ic_std: 0.3285779534751247
ir: -0.06177886432861099
rank_ic_mean: -0.016494730906385646
rank_ic_std: 0.3261781536343117
rank_ir: -0.05056969856073928
hit_rate: 0.459915611814346
n_periods: 474