Upload walk_forward_results_fixed.json with huggingface_hub
Browse files- walk_forward_results_fixed.json +874 -0
walk_forward_results_fixed.json
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| 1 |
+
{
|
| 2 |
+
"folds": [
|
| 3 |
+
{
|
| 4 |
+
"equity": [
|
| 5 |
+
1.0,
|
| 6 |
+
0.9942164998310253,
|
| 7 |
+
0.9970932100515186,
|
| 8 |
+
0.8299125013398952,
|
| 9 |
+
0.9099587671171819,
|
| 10 |
+
1.0099955808884706,
|
| 11 |
+
0.9058887369762163
|
| 12 |
+
],
|
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0.0744514675256948,
|
| 840 |
+
-0.0402194797839006,
|
| 841 |
+
-0.0022270906533271937,
|
| 842 |
+
0.08622097477755238,
|
| 843 |
+
0.07544101164519317,
|
| 844 |
+
-0.07432138211933854,
|
| 845 |
+
-0.05946407214506173,
|
| 846 |
+
0.015792877636461547,
|
| 847 |
+
-0.20178395522921497,
|
| 848 |
+
0.09420618393872798,
|
| 849 |
+
-0.10260839688558632,
|
| 850 |
+
-0.02979932735853774,
|
| 851 |
+
0.06024898425546905,
|
| 852 |
+
-0.015245417436280193,
|
| 853 |
+
-0.03402629060387803,
|
| 854 |
+
0.08626751935839858,
|
| 855 |
+
-0.0610104904171535,
|
| 856 |
+
0.12620244353417773,
|
| 857 |
+
-0.009084985688721379,
|
| 858 |
+
0.0899725728972359,
|
| 859 |
+
-0.04745832827485986,
|
| 860 |
+
-0.054765749509138706,
|
| 861 |
+
0.04622937491133987,
|
| 862 |
+
-0.05189145312254623
|
| 863 |
+
],
|
| 864 |
+
"summary": {
|
| 865 |
+
"annualised_return": 0.0088,
|
| 866 |
+
"annualised_vol": 0.1675,
|
| 867 |
+
"sharpe_ratio": 0.0528,
|
| 868 |
+
"max_drawdown": -0.3313,
|
| 869 |
+
"total_return": 0.1513,
|
| 870 |
+
"num_folds": 14
|
| 871 |
+
}
|
| 872 |
+
},
|
| 873 |
+
"elapsed_s": 2031.4
|
| 874 |
+
}
|