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