BACKTEST SUMMARY
========================================
sharpe: -5.633716896325243
max_drawdown: 48.659457956769764
max_drawdown_len: 451
total_return: -0.48968077055625825
avg_return: -0.0010117371292484674
total_trades: 33
won_trades: 20
lost_trades: 12

SIGNAL IC
========================================
ic_mean: -0.006912277738865651
ic_std: 0.3332983458971776
ir: -0.020739010030965125
rank_ic_mean: -0.006980297831283274
rank_ic_std: 0.32283972442680237
rank_ir: -0.02162155801513181
hit_rate: 0.4811715481171548
n_periods: 478