Files
workspace/projects/feed-hunter/data/investigations/kch123-backtest.json

46 lines
1.2 KiB
JSON

{
"market_analysis": {
"total_markets": 5,
"win_rate": 40.0,
"total_roi": 73.13951518644384,
"net_profit": 81905.81999999999
},
"simulations": {
"Instant Copy": {
"final_bankroll": 9743.815423484153,
"total_pnl": -256.18457651584765,
"total_trades": 4,
"wins": 2,
"losses": 2,
"win_rate": 50.0,
"max_drawdown": 7.837567079673939,
"max_losing_streak": 2,
"sharpe_ratio": -0.21844133177854505,
"roi_total": -2.5618457651584765
},
"30-min Delay": {
"final_bankroll": 9653.71868464331,
"total_pnl": -346.28131535669013,
"total_trades": 4,
"wins": 2,
"losses": 2,
"win_rate": 50.0,
"max_drawdown": 8.24399059640211,
"max_losing_streak": 2,
"sharpe_ratio": -0.26922553071096506,
"roi_total": -3.4628131535669016
},
"1-hour Delay": {
"final_bankroll": 9563.996881597302,
"total_pnl": -436.00311840269785,
"total_trades": 4,
"wins": 1,
"losses": 3,
"win_rate": 25.0,
"max_drawdown": 8.656885746673415,
"max_losing_streak": 3,
"sharpe_ratio": -0.32000972964338503,
"roi_total": -4.360031184026979
}
}
}