results/real_sensitivity.json

{
  "tp_0.1": {
    "CR": 36.89,
    "SR": 1.63,
    "MDD": 15.4,
    "WR": 50.55,
    "Calmar": 2.4,
    "n_trades": 13.8
  },
  "tp_0.15": {
    "CR": 42.74,
    "SR": 1.75,
    "MDD": 15.41,
    "WR": 49.45,
    "Calmar": 2.77,
    "n_trades": 12.2
  },
  "tp_0.2": {
    "CR": 42.92,
    "SR": 1.78,
    "MDD": 15.4,
    "WR": 45.65,
    "Calmar": 2.79,
    "n_trades": 10.8
  },
  "tp_0.3": {
    "CR": 44.61,
    "SR": 1.83,
    "MDD": 15.4,
    "WR": 49.2,
    "Calmar": 2.9,
    "n_trades": 9.8
  },
  "tp_0.99": {
    "CR": 44.41,
    "SR": 1.81,
    "MDD": 15.4,
    "WR": 46.3,
    "Calmar": 2.88,
    "n_trades": 8.8
  },
  "sl_0.04": {
    "CR": 45.4,
    "SR": 1.83,
    "MDD": 15.4,
    "WR": 45.75,
    "Calmar": 2.95,
    "n_trades": 9.0
  },
  "sl_0.06": {
    "CR": 44.52,
    "SR": 1.81,
    "MDD": 15.4,
    "WR": 46.3,
    "Calmar": 2.89,
    "n_trades": 8.8
  },
  "sl_0.08": {
    "CR": 44.41,
    "SR": 1.81,
    "MDD": 15.4,
    "WR": 46.3,
    "Calmar": 2.88,
    "n_trades": 8.8
  },
  "sl_0.12": {
    "CR": 43.27,
    "SR": 1.78,
    "MDD": 15.4,
    "WR": 46.92,
    "Calmar": 2.81,
    "n_trades": 8.5
  },
  "sl_0.2": {
    "CR": 43.27,
    "SR": 1.78,
    "MDD": 15.4,
    "WR": 46.92,
    "Calmar": 2.81,
    "n_trades": 8.5
  },
  "entry_0.02": {
    "CR": 42.78,
    "SR": 1.7,
    "MDD": 16.22,
    "WR": 48.1,
    "Calmar": 2.64,
    "n_trades": 10.2
  },
  "entry_0.05": {
    "CR": 44.41,
    "SR": 1.81,
    "MDD": 15.4,
    "WR": 46.3,
    "Calmar": 2.88,
    "n_trades": 8.8
  },
  "entry_0.08": {
    "CR": 45.78,
    "SR": 1.77,
    "MDD": 16.67,
    "WR": 42.85,
    "Calmar": 2.75,
    "n_trades": 7.8
  },
  "entry_0.12": {
    "CR": 46.94,
    "SR": 1.78,
    "MDD": 16.66,
    "WR": 43.33,
    "Calmar": 2.82,
    "n_trades": 6.0
  }
}