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xiaochuan
13 lines
295 B
JSON
13 lines
295 B
JSON
{
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"fast": 20.0,
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"slow": 100.0,
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"final_equity": 100096.73588845377,
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"ann_return": 0.0009612082650605203,
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"ann_vol": 0.006298998439600644,
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"sharpe": 0.15259700002742987,
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"max_drawdown": -0.00570671952352962,
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"trades": 160.0,
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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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} |