mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 15:37:44 +00:00
chore: remove results/ from git (security scan fix)
This commit is contained in:
@@ -1,41 +0,0 @@
|
||||
{
|
||||
"generated_at": "2026-05-11",
|
||||
"best_frequency": "30min",
|
||||
"best_monthly_pct": 3.59,
|
||||
"strategies": {
|
||||
"30min_2factor": {
|
||||
"frequency": "30min",
|
||||
"monthly_pct": 3.59,
|
||||
"max_dd_pct": -1.3,
|
||||
"trades": 671,
|
||||
"factors": ["london_session_momentum", "london_session_drift"],
|
||||
"direction": 1,
|
||||
"session_hours": [7, 17]
|
||||
},
|
||||
"1h_2factor": {
|
||||
"frequency": "1h",
|
||||
"monthly_pct": 3.29,
|
||||
"max_dd_pct": -1.2,
|
||||
"trades": 621,
|
||||
"factors": ["london_session_momentum", "london_session_drift"],
|
||||
"direction": 1,
|
||||
"session_hours": [7, 17]
|
||||
},
|
||||
"1h_sma1030": {
|
||||
"frequency": "1h",
|
||||
"monthly_pct": 0.40,
|
||||
"max_dd_pct": -0.9,
|
||||
"signal": "price_only",
|
||||
"live_ready": true,
|
||||
"note": "Computable from OHLCV, no factor data needed"
|
||||
}
|
||||
},
|
||||
"active_live_strategy": "1h_sma1030",
|
||||
"active_backtest_strategy": "30min_2factor",
|
||||
"cost_bps": 2.14,
|
||||
"ftmo_safety": {
|
||||
"worst_day_pct": -1.08,
|
||||
"daily_limit_pct": -5.0,
|
||||
"total_limit_pct": -10.0
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user