{
  "model": "full_feature_tcn",
  "recommended_horizon": "15m",
  "zero_cost_test_backtest": {
    "total_return": 0.6245530843303917,
    "annualized_return": 24.446244451050607,
    "sharpe": 9.099394595727173,
    "sortino": 11.139839496973575,
    "max_drawdown": -0.057883877621171864,
    "calmar": 422.33252946601215,
    "win_rate": 0.5141435805022906,
    "profit_factor": 1.043355900647199,
    "turnover": 0.24720554829376007,
    "average_position": 0.704076828386147,
    "average_holding_minutes": 5.69603806903349,
    "trade_count": 389591,
    "threshold_bps": 0.0,
    "fixed_fee_bps": 0.0,
    "fixed_slippage_bps": 0.0,
    "horizon": "15m"
  },
  "test_prediction_metrics": {
    "mae": 0.0030127421487122774,
    "rmse": 0.005572546739131212,
    "direction_hit_rate": 0.48991103948019643,
    "ic": 0.01989473523892385,
    "icir": 0.06558929619901978,
    "rank_ic": 0.019995910970156818,
    "rank_icir": 0.07457593275847826
  },
  "baseline_backtests": {
    "no_trade": {
      "total_return": 0.0,
      "annualized_return": 0.0,
      "sharpe": 0.0,
      "sortino": 0.0,
      "max_drawdown": 0.0,
      "calmar": 0.0,
      "win_rate": 0.0,
      "profit_factor": 0.0,
      "turnover": 0.0,
      "average_position": 0.0,
      "average_holding_minutes": 0.0,
      "trade_count": 0,
      "horizon": "-"
    },
    "buy_and_hold_equal_weight": {
      "total_return": 0.0656705531897448,
      "annualized_return": 0.5284418475478272,
      "sharpe": 0.8937807779071612,
      "sortino": 1.169374365147667,
      "max_drawdown": -0.17344749083328315,
      "calmar": 3.0466964094381903,
      "win_rate": 0.5049048845797536,
      "profit_factor": 1.003842757744322,
      "turnover": 1.2690516377111384e-05,
      "average_position": 1.0,
      "average_holding_minutes": 78799.0,
      "trade_count": 20,
      "fixed_fee_bps": 0.0,
      "fixed_slippage_bps": 0.0,
      "horizon": "-"
    }
  },
  "warning": "Main result is zero-cost. Real-time downstream strategy must apply threshold, top-k, holding and cooldown constraints, then re-evaluate with realistic fees/slippage."
}