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walk_forward_results_equity_expanding.json
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0.0868314817331579,
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0.4470513970050248,
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0.020598764134045093,
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| 810 |
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0.05300535788502637,
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| 811 |
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0.014320828503076881,
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0.07065654706007828,
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0.02551003530186173,
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0.06416031360247923,
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| 817 |
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0.05595586293222333,
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| 818 |
0.032195429510446794,
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| 819 |
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0.04161167752313249,
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| 820 |
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-0.007804973714425621,
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| 822 |
0.03462076208114863,
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| 823 |
0.01653073776636215,
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| 824 |
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| 825 |
0.0230728607582074,
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| 826 |
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0.03381019548915247,
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| 827 |
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| 828 |
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0.07610725712885145,
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| 829 |
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| 830 |
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0.08220466521255944,
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| 831 |
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| 832 |
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| 833 |
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0.23701306997489507,
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| 834 |
0.13896460073957118,
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| 835 |
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0.07476422813744141,
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0.029907814694494363,
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0.10338066561571535,
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0.0602184564399679,
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| 840 |
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0.04535935618826535,
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| 841 |
0.0018224494235662314,
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| 842 |
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0.0632950122439223,
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| 843 |
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-0.060231403779533586,
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| 844 |
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-0.05375200140472273,
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| 845 |
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| 846 |
-0.19951946673381565,
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| 847 |
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|
|
|
| 851 |
0.03977872110269361,
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| 852 |
0.09388464315334676,
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| 853 |
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| 854 |
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0.07572048110596226,
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| 855 |
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0.03809505838582782,
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| 856 |
0.033370743664203895,
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0.044790752755116535,
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0.09599709501802284,
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| 860 |
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| 861 |
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-0.036659683658782805,
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| 862 |
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0.02434932535823698
|
| 863 |
],
|
| 864 |
"summary": {
|
| 865 |
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"annualised_return": 0.0724,
|
| 866 |
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"annualised_vol": 0.2563,
|
| 867 |
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"sharpe_ratio": 0.2827,
|
| 868 |
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"max_drawdown": -0.4251,
|
| 869 |
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"total_return": 2.0618,
|
| 870 |
"num_folds": 14
|
| 871 |
}
|
| 872 |
},
|
| 873 |
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"elapsed_s": 20744.8
|
| 874 |
}
|