Yuxuan Yan
22 lines
538 B
Plaintext
22 lines
538 B
Plaintext
BACKTEST SUMMARY
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========================================
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sharpe: -0.578725244460369
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max_drawdown: 27.593465928996675
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max_drawdown_len: 445
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total_return: -0.16317310010638986
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avg_return: -0.00033713450435204515
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total_trades: 504
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won_trades: 258
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lost_trades: 242
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SIGNAL IC
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========================================
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ic_mean: -0.020299172809112382
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ic_std: 0.3285779534751247
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ir: -0.06177886432861099
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rank_ic_mean: -0.016494730906385646
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rank_ic_std: 0.3261781536343117
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rank_ir: -0.05056969856073928
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hit_rate: 0.459915611814346
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n_periods: 474
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