Upload walk_forward_results_expanding.json with huggingface_hub
Browse files- walk_forward_results_expanding.json +337 -337
walk_forward_results_expanding.json
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0.02021168793684909,
|
| 853 |
+
-0.06903647303976271,
|
| 854 |
+
0.08626751935839858,
|
| 855 |
-0.0610104904171535,
|
| 856 |
+
0.12620244353417773,
|
| 857 |
+
0.2088249653372061,
|
| 858 |
0.028381611773916925,
|
| 859 |
+
0.15648747103684266,
|
| 860 |
+
-0.08116662637834089,
|
| 861 |
0.09151430993321547,
|
| 862 |
0.10626583344656725
|
| 863 |
],
|
| 864 |
"summary": {
|
| 865 |
+
"annualised_return": 0.0509,
|
| 866 |
+
"annualised_vol": 0.1988,
|
| 867 |
+
"sharpe_ratio": 0.2563,
|
| 868 |
"max_drawdown": -0.4404,
|
| 869 |
+
"total_return": 1.2143,
|
| 870 |
"num_folds": 14
|
| 871 |
}
|
| 872 |
},
|
| 873 |
+
"elapsed_s": 10902.7
|
| 874 |
}
|