Files
fx-quant/results/phase2/correlation_analysis.json
T

23 lines
482 B
JSON
Raw Normal View History

{
"S7_S3_overlap": {
"overlap_count": 21,
"same_dir": 21,
"opposite_dir": 0,
"ratio": 0.169
},
"S9_S9F_temporal": {
"s9_trade_days": 275,
"s9f_trade_days": 65,
"shared_trade_days": 33,
"temporal_overlap_ratio": 0.12
},
"portfolio": {
"total_trades": 694,
"win_rate_pct": 53.3,
"profit_factor": 0.99,
"total_pnl_pips": -175.1,
"total_pnl_dollars": -23036.66,
"max_drawdown_pct": -47.8,
"sharpe_ratio": -0.71
}
}