| total_return | 8.341159594560388e-05 |
|---|---|
| MDD | -0.002374814226089872 |
| n_trades | 8 |
| win_rate | 0.25 |
| profit_factor | 0.9958332497606263 |
| expectancy | -9.958696297833469e-05 |
| avg_win | 0.09520321908366935 |
| avg_loss | -0.03186718897852756 |
| Check | Status | Value | Criterion |
|---|---|---|---|
| A1_label_recall | na | None | label recall >= 90% |
| A2_oos_expectancy | fail | -0.028494587542888722 | OOS expectancy > 0 after costs |
| A3_oos_profit_factor | fail | 0.0 | OOS profit factor >= 1.3 |
| A4_oos_win_rate | fail | 0.0 | OOS win rate >= 45% |
| A5_oos_mdd | pass | -0.0010160926712324825 | OOS MDD >= -20% |
| A6_overfit_gap | fail | 2.0070390886895355 | IS to OOS expectancy degradation <= 30% |
| A7_sample_size | fail | {'n_trades': 8, 'n_tickers': 2} | >= 100 trades and >= 30 tickers |
| A8_sensitivity | na | None | k sensitivity variants completed |
| Ticker | Entry | Exit | Return | Reason |
|---|---|---|---|---|
| AAA | 2024-01-30 | 2024-03-12 | -0.0306 | sample scheduled exit |
| BBB | 2024-02-02 | 2024-03-15 | -0.0466 | sample scheduled exit |
| AAA | 2024-05-07 | 2024-06-18 | 0.097 | sample scheduled exit |
| BBB | 2024-05-10 | 2024-06-21 | 0.0934 | sample scheduled exit |
| AAA | 2024-08-13 | 2024-09-24 | -0.0488 | sample scheduled exit |
| BBB | 2024-08-16 | 2024-09-27 | -0.0334 | sample scheduled exit |
| AAA | 2024-11-19 | 2024-12-30 | -0.0125 | sample scheduled exit |
| BBB | 2024-11-22 | 2024-12-30 | -0.0193 | sample scheduled exit |