From 518b3a9af83d565b6f26b32e696fdefce94e4555 Mon Sep 17 00:00:00 2001
From: Mohammad Aghdam <mohammad.m.aghdam@gmail.com>
Date: Sun, 5 Oct 2025 09:01:29 +0200
Subject: [PATCH] updated readme

---
 README.md                                |     2 +-
 notebooks/reports/quantstats_report.html | 12953 ---------------------
 2 files changed, 1 insertion(+), 12954 deletions(-)
 delete mode 100644 notebooks/reports/quantstats_report.html
diff --git a/README.md b/README.md
index 3ae0737..b3335c9 100644
--- a/README.md
+++ b/README.md
@@ -251,7 +251,7 @@ The `3_Backtest.ipynb` notebook evaluates all trained models and generates a com
 
 📊 Individual model reports (PPO, A2C, DQN) are available in `notebooks/reports/`.  
 To view them, download the HTML files locally for full interactivity.
-- **[View PPO quantstats Report](notebooks/reports/quantstats_report_ppo_EURUSD_M15.html)**
+- **[View PPO quantstats Report](notebooks/reports/qqs_ppo_EURUSD_M15.html)**
 - **[View PPO plotly Report](notebooks/reports/plotly/plotly_ppo_EURUSD_M15.html)**
 
 > Note: You may need to download the HTML files to view the interactive charts. GitHub provides a static preview.
diff --git a/notebooks/reports/quantstats_report.html b/notebooks/reports/quantstats_report.html
deleted file mode 100644
index d0e9dcb..0000000
--- a/notebooks/reports/quantstats_report.html
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@@ -1,12953 +0,0 @@
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-
-        <div id="right">
-            <h3>Key Performance Metrics</h3>
-            <table>
-<thead>
-<tr><th>Metric</th><th>Strategy</th></tr>
-</thead>
-<tbody>
-<tr><td>Risk-Free Rate</td><td>0.0%</td></tr>
-<tr><td>Time in Market</td><td>71.0%</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Cumulative Return</td><td>2.56%</td></tr>
-<tr><td>CAGR﹪</td><td>4.43%</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Sharpe</td><td>0.78</td></tr>
-<tr><td>Prob. Sharpe Ratio</td><td>72.77%</td></tr>
-<tr><td>Smart Sharpe</td><td>0.71</td></tr>
-<tr><td>Sortino</td><td>1.22</td></tr>
-<tr><td>Smart Sortino</td><td>1.1</td></tr>
-<tr><td>Sortino/√2</td><td>0.86</td></tr>
-<tr><td>Smart Sortino/√2</td><td>0.78</td></tr>
-<tr><td>Omega</td><td>1.16</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Max Drawdown</td><td>-3.21%</td></tr>
-<tr><td>Max DD Date</td><td>2024-09-26</td></tr>
-<tr><td>Max DD Period Start</td><td>2024-08-12</td></tr>
-<tr><td>Max DD Period End</td><td>2024-11-10</td></tr>
-<tr><td>Longest DD Days</td><td>91</td></tr>
-<tr><td>Volatility (ann.)</td><td>5.76%</td></tr>
-<tr><td>Calmar</td><td>1.38</td></tr>
-<tr><td>Skew</td><td>0.76</td></tr>
-<tr><td>Kurtosis</td><td>3.75</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Expected Daily</td><td>0.02%</td></tr>
-<tr><td>Expected Monthly</td><td>0.51%</td></tr>
-<tr><td>Expected Yearly</td><td>2.56%</td></tr>
-<tr><td>Kelly Criterion</td><td>7.53%</td></tr>
-<tr><td>Risk of Ruin</td><td>0.0%</td></tr>
-<tr><td>Daily Value-at-Risk</td><td>-0.58%</td></tr>
-<tr><td>Expected Shortfall (cVaR)</td><td>-0.68%</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Max Consecutive Wins</td><td>5</td></tr>
-<tr><td>Max Consecutive Losses</td><td>4</td></tr>
-<tr><td>Gain/Pain Ratio</td><td>0.16</td></tr>
-<tr><td>Gain/Pain (1M)</td><td>0.94</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Payoff Ratio</td><td>1.0</td></tr>
-<tr><td>Profit Factor</td><td>1.16</td></tr>
-<tr><td>Common Sense Ratio</td><td>1.04</td></tr>
-<tr><td>CPC Index</td><td>0.62</td></tr>
-<tr><td>Tail Ratio</td><td>0.9</td></tr>
-<tr><td>Outlier Win Ratio</td><td>5.72</td></tr>
-<tr><td>Outlier Loss Ratio</td><td>2.22</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>MTD</td><td>1.74%</td></tr>
-<tr><td>3M</td><td>5.72%</td></tr>
-<tr><td>6M</td><td>2.56%</td></tr>
-<tr><td>YTD</td><td>2.56%</td></tr>
-<tr><td>1Y</td><td>2.56%</td></tr>
-<tr><td>3Y (ann.)</td><td>4.43%</td></tr>
-<tr><td>5Y (ann.)</td><td>4.43%</td></tr>
-<tr><td>10Y (ann.)</td><td>4.43%</td></tr>
-<tr><td>All-time (ann.)</td><td>4.43%</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Best Day</td><td>1.73%</td></tr>
-<tr><td>Worst Day</td><td>-0.76%</td></tr>
-<tr><td>Best Month</td><td>2.29%</td></tr>
-<tr><td>Worst Month</td><td>-1.6%</td></tr>
-<tr><td>Best Year</td><td>2.56%</td></tr>
-<tr><td>Worst Year</td><td>2.56%</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Avg. Drawdown</td><td>-1.61%</td></tr>
-<tr><td>Avg. Drawdown Days</td><td>33</td></tr>
-<tr><td>Recovery Factor</td><td>0.82</td></tr>
-<tr><td>Ulcer Index</td><td>0.02</td></tr>
-<tr><td>Serenity Index</td><td>0.2</td></tr>
-<tr><td colspan="2"><hr></td></tr>
-<tr><td>Avg. Up Month</td><td>1.8%</td></tr>
-<tr><td>Avg. Down Month</td><td>-1.4%</td></tr>
-<tr><td>Win Days</td><td>53.85%</td></tr>
-<tr><td>Win Month</td><td>60.0%</td></tr>
-<tr><td>Win Quarter</td><td>50.0%</td></tr>
-<tr><td>Win Year</td><td>100.0%</td></tr>
-</tbody>
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-
-            <div id="eoy"><h3>EOY Returns</h3>
-                <table>
-<thead>
-<tr><th>Year</th><th>Return</th><th>Cumulative</th></tr>
-</thead>
-<tbody>
-<tr><td>2024</td><td>2.63%</td><td>2.56%</td></tr>
-</tbody>
-</table></div>
-
-            <div id="ddinfo">
-                <h3>Worst 10 Drawdowns</h3>
-                <table>
-<thead>
-<tr><th>Started</th><th>Recovered</th><th>Drawdown</th><th>Days</th></tr>
-</thead>
-<tbody>
-<tr><td>2024-08-12</td><td>2024-11-10</td><td>-3.21</td><td>91</td></tr>
-<tr><td>2024-11-25</td><td>2024-12-17</td><td>-1.80</td><td>23</td></tr>
-<tr><td>2024-12-19</td><td>2024-12-30</td><td>-0.77</td><td>12</td></tr>
-<tr><td>2024-11-15</td><td>2024-11-20</td><td>-0.67</td><td>6</td></tr>
-</tbody>
-</table>
-            </div>
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Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	71.0%

Cumulative Return	2.56%
CAGR﹪	4.43%

Sharpe	0.78
Prob. Sharpe Ratio	72.77%
Smart Sharpe	0.71
Sortino	1.22
Smart Sortino	1.1
Sortino/√2	0.86
Smart Sortino/√2	0.78
Omega	1.16

Max Drawdown	-3.21%
Max DD Date	2024-09-26
Max DD Period Start	2024-08-12
Max DD Period End	2024-11-10
Longest DD Days	91
Volatility (ann.)	5.76%
Calmar	1.38
Skew	0.76
Kurtosis	3.75

Expected Daily	0.02%
Expected Monthly	0.51%
Expected Yearly	2.56%
Kelly Criterion	7.53%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.58%
Expected Shortfall (cVaR)	-0.68%

Max Consecutive Wins	5
Max Consecutive Losses	4
Gain/Pain Ratio	0.16
Gain/Pain (1M)	0.94

Payoff Ratio	1.0
Profit Factor	1.16
Common Sense Ratio	1.04
CPC Index	0.62
Tail Ratio	0.9
Outlier Win Ratio	5.72
Outlier Loss Ratio	2.22

MTD	1.74%
3M	5.72%
6M	2.56%
YTD	2.56%
1Y	2.56%
3Y (ann.)	4.43%
5Y (ann.)	4.43%
10Y (ann.)	4.43%
All-time (ann.)	4.43%

Best Day	1.73%
Worst Day	-0.76%
Best Month	2.29%
Worst Month	-1.6%
Best Year	2.56%
Worst Year	2.56%

Avg. Drawdown	-1.61%
Avg. Drawdown Days	33
Recovery Factor	0.82
Ulcer Index	0.02
Serenity Index	0.2

Avg. Up Month	1.8%
Avg. Down Month	-1.4%
Win Days	53.85%
Win Month	60.0%
Win Quarter	50.0%
Win Year	100.0%
Started	Recovered	Drawdown	Days
2024-08-12	2024-11-10	-3.21	91
2024-11-25	2024-12-17	-1.80	23
2024-12-19	2024-12-30	-0.77	12
2024-11-15	2024-11-20	-0.67	6