mirror of
https://github.com/xavierchuan/FX-ML-Trading-Engine.git
synced 2026-08-13 00:58:05 +00:00
13 lines
293 B
JSON
13 lines
293 B
JSON
|
{
|
||
|
|
"fast": 30.0,
|
||
|
|
"slow": 100.0,
|
||
|
|
"final_equity": 100836.47454711428,
|
||
|
|
"ann_return": 0.00816107907030128,
|
||
|
|
"ann_vol": 0.006608576787318331,
|
||
|
|
"sharpe": 1.2349223339527744,
|
||
|
|
"max_drawdown": -0.003808821586655787,
|
||
|
|
"trades": 168.0,
|
||
|
|
"atr_sl": 1.5,
|
||
|
|
"atr_tp": NaN,
|
||
|
|
"atr_window": 14.0
|
||
|
|
}
|