mirror of
https://github.com/xavierchuan/FX-ML-Trading-Engine.git
synced 2026-07-27 18:17:44 +00:00
xiaochuan
14 lines
513 B
JSON
14 lines
513 B
JSON
{
|
|
"paper_path": "/Users/chuan/Documents/Projects/FX_Backtest/QuantTrader/results/execution/paper/fills.csv",
|
|
"live_path": "/Users/chuan/Documents/Projects/FX_Backtest/QuantTrader/results/execution/live/fills.csv",
|
|
"paper_trade_count": 2,
|
|
"paper_total_pnl": 30.0,
|
|
"paper_avg_pnl": 15.0,
|
|
"paper_avg_latency_ms": 19.0,
|
|
"live_trade_count": 2,
|
|
"live_total_pnl": 27.3,
|
|
"live_avg_pnl": 13.65,
|
|
"live_avg_latency_ms": 29.0,
|
|
"pnl_diff_mean": -1.3499999999999996,
|
|
"pnl_diff_std": 3.8499999999999996
|
|
} |