Upload results/multiwindow.json with huggingface_hub
Browse files- results/multiwindow.json +362 -0
results/multiwindow.json
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| 1 |
+
{
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| 2 |
+
"2025-Full": {
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| 3 |
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"Buy & Hold": {
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| 4 |
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"CR": 46.655,
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| 5 |
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"SR": 1.48,
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| 6 |
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"MDD": 27.6875,
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| 7 |
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"WR": 100.0,
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| 8 |
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"nt": 1.0,
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| 9 |
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"Calmar": 1.69
|
| 10 |
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},
|
| 11 |
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"Equal-Weight": {
|
| 12 |
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"CR": 46.655,
|
| 13 |
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"SR": 1.48,
|
| 14 |
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"MDD": 27.6875,
|
| 15 |
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"WR": 100.0,
|
| 16 |
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"nt": 1.0,
|
| 17 |
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"Calmar": 1.69
|
| 18 |
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},
|
| 19 |
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"SMA Cross": {
|
| 20 |
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"CR": 31.137500000000003,
|
| 21 |
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"SR": 1.305,
|
| 22 |
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"MDD": 18.78,
|
| 23 |
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"WR": 60.275,
|
| 24 |
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"nt": 6.5,
|
| 25 |
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"Calmar": 1.66
|
| 26 |
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},
|
| 27 |
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"TradingAgents": {
|
| 28 |
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"CR": 34.155,
|
| 29 |
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"SR": 1.6725,
|
| 30 |
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"MDD": 11.8,
|
| 31 |
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"WR": 45.9,
|
| 32 |
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"nt": 9.25,
|
| 33 |
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"Calmar": 2.89
|
| 34 |
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},
|
| 35 |
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"FinCon": {
|
| 36 |
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"CR": 33.11,
|
| 37 |
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"SR": 1.7175,
|
| 38 |
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"MDD": 8.82,
|
| 39 |
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"WR": 67.025,
|
| 40 |
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"nt": 8.0,
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| 41 |
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"Calmar": 3.75
|
| 42 |
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},
|
| 43 |
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"R&D-Agent": {
|
| 44 |
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"CR": -2.1500000000000004,
|
| 45 |
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"SR": -0.1925,
|
| 46 |
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"MDD": 11.4275,
|
| 47 |
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"WR": 41.675,
|
| 48 |
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"nt": 2.75,
|
| 49 |
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"Calmar": -0.19
|
| 50 |
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},
|
| 51 |
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"AlphaAgent": {
|
| 52 |
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"CR": 36.042500000000004,
|
| 53 |
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"SR": 1.77,
|
| 54 |
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"MDD": 10.584999999999999,
|
| 55 |
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"WR": 65.0,
|
| 56 |
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"nt": 5.25,
|
| 57 |
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"Calmar": 3.41
|
| 58 |
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},
|
| 59 |
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"PatchTST": {
|
| 60 |
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"CR": 11.6875,
|
| 61 |
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"SR": 0.97,
|
| 62 |
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"MDD": 10.92,
|
| 63 |
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"WR": 54.349999999999994,
|
| 64 |
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"nt": 38.25,
|
| 65 |
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"Calmar": 1.07
|
| 66 |
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},
|
| 67 |
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"iTransformer": {
|
| 68 |
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"CR": 21.22,
|
| 69 |
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"SR": 1.3575,
|
| 70 |
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"MDD": 11.985,
|
| 71 |
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"WR": 55.2,
|
| 72 |
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"nt": 38.5,
|
| 73 |
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"Calmar": 1.77
|
| 74 |
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},
|
| 75 |
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"TimesNet": {
|
| 76 |
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"CR": 25.22,
|
| 77 |
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"SR": 1.6875000000000002,
|
| 78 |
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"MDD": 8.9175,
|
| 79 |
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"WR": 68.175,
|
| 80 |
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"nt": 9.25,
|
| 81 |
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"Calmar": 2.83
|
| 82 |
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},
|
| 83 |
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"FinOPD": {
|
| 84 |
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"CR": 42.9225,
|
| 85 |
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"SR": 1.7825,
|
| 86 |
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"MDD": 15.4025,
|
| 87 |
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"WR": 45.65,
|
| 88 |
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"nt": 10.75,
|
| 89 |
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"Calmar": 2.79
|
| 90 |
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}
|
| 91 |
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},
|
| 92 |
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"2025-H1": {
|
| 93 |
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"Buy & Hold": {
|
| 94 |
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"CR": 7.165,
|
| 95 |
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"SR": 0.5525,
|
| 96 |
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"MDD": 27.6875,
|
| 97 |
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"WR": 75.0,
|
| 98 |
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"nt": 1.0,
|
| 99 |
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"Calmar": 0.26
|
| 100 |
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},
|
| 101 |
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"Equal-Weight": {
|
| 102 |
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"CR": 7.165,
|
| 103 |
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"SR": 0.5525,
|
| 104 |
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"MDD": 27.6875,
|
| 105 |
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"WR": 75.0,
|
| 106 |
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"nt": 1.0,
|
| 107 |
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"Calmar": 0.26
|
| 108 |
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},
|
| 109 |
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"SMA Cross": {
|
| 110 |
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"CR": 3.5725,
|
| 111 |
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"SR": 0.3825,
|
| 112 |
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"MDD": 18.78,
|
| 113 |
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"WR": 52.5,
|
| 114 |
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"nt": 3.75,
|
| 115 |
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"Calmar": 0.19
|
| 116 |
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},
|
| 117 |
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"TradingAgents": {
|
| 118 |
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"CR": 13.2725,
|
| 119 |
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"SR": 1.3900000000000001,
|
| 120 |
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"MDD": 8.065,
|
| 121 |
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"WR": 47.5,
|
| 122 |
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"nt": 3.25,
|
| 123 |
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"Calmar": 1.65
|
| 124 |
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},
|
| 125 |
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"FinCon": {
|
| 126 |
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"CR": 6.3225,
|
| 127 |
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"SR": 1.345,
|
| 128 |
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"MDD": 5.204999999999999,
|
| 129 |
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"WR": 75.0,
|
| 130 |
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"nt": 1.75,
|
| 131 |
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"Calmar": 1.21
|
| 132 |
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},
|
| 133 |
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"R&D-Agent": {
|
| 134 |
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"CR": -4.13,
|
| 135 |
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"SR": -0.71,
|
| 136 |
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"MDD": 10.0975,
|
| 137 |
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"WR": 25.0,
|
| 138 |
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"nt": 1.75,
|
| 139 |
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"Calmar": -0.41
|
| 140 |
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},
|
| 141 |
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"AlphaAgent": {
|
| 142 |
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"CR": 13.6675,
|
| 143 |
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"SR": 1.4825,
|
| 144 |
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"MDD": 6.515,
|
| 145 |
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"WR": 66.675,
|
| 146 |
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"nt": 2.0,
|
| 147 |
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"Calmar": 2.1
|
| 148 |
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},
|
| 149 |
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"PatchTST": {
|
| 150 |
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"CR": 11.6875,
|
| 151 |
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"SR": 0.97,
|
| 152 |
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"MDD": 10.92,
|
| 153 |
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"WR": 54.349999999999994,
|
| 154 |
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"nt": 38.25,
|
| 155 |
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"Calmar": 1.07
|
| 156 |
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},
|
| 157 |
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"iTransformer": {
|
| 158 |
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"CR": 21.22,
|
| 159 |
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"SR": 1.3575,
|
| 160 |
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"MDD": 11.985,
|
| 161 |
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"WR": 55.2,
|
| 162 |
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"nt": 38.5,
|
| 163 |
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"Calmar": 1.77
|
| 164 |
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},
|
| 165 |
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"TimesNet": {
|
| 166 |
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"CR": 25.22,
|
| 167 |
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"SR": 1.6875000000000002,
|
| 168 |
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"MDD": 8.9175,
|
| 169 |
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"WR": 68.175,
|
| 170 |
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"nt": 9.25,
|
| 171 |
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"Calmar": 2.83
|
| 172 |
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},
|
| 173 |
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"FinOPD": {
|
| 174 |
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"CR": 9.8325,
|
| 175 |
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"SR": 0.8825,
|
| 176 |
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"MDD": 15.2325,
|
| 177 |
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"WR": 48.95,
|
| 178 |
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"nt": 6.5,
|
| 179 |
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"Calmar": 0.65
|
| 180 |
+
}
|
| 181 |
+
},
|
| 182 |
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"2025-H2": {
|
| 183 |
+
"Buy & Hold": {
|
| 184 |
+
"CR": 37.23499999999999,
|
| 185 |
+
"SR": 2.6725000000000003,
|
| 186 |
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"MDD": 9.3675,
|
| 187 |
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"WR": 100.0,
|
| 188 |
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"nt": 1.0,
|
| 189 |
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"Calmar": 3.97
|
| 190 |
+
},
|
| 191 |
+
"Equal-Weight": {
|
| 192 |
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"CR": 37.23499999999999,
|
| 193 |
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"SR": 2.6725000000000003,
|
| 194 |
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"MDD": 9.3675,
|
| 195 |
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"WR": 100.0,
|
| 196 |
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"nt": 1.0,
|
| 197 |
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"Calmar": 3.97
|
| 198 |
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},
|
| 199 |
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"SMA Cross": {
|
| 200 |
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"CR": 16.9325,
|
| 201 |
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"SR": 1.4250000000000003,
|
| 202 |
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"MDD": 9.8075,
|
| 203 |
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"WR": 76.675,
|
| 204 |
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"nt": 3.25,
|
| 205 |
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"Calmar": 1.73
|
| 206 |
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},
|
| 207 |
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"TradingAgents": {
|
| 208 |
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"CR": 15.3775,
|
| 209 |
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"SR": 1.3150000000000002,
|
| 210 |
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"MDD": 9.085,
|
| 211 |
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"WR": 46.150000000000006,
|
| 212 |
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"nt": 6.0,
|
| 213 |
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"Calmar": 1.69
|
| 214 |
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},
|
| 215 |
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"FinCon": {
|
| 216 |
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"CR": 13.444999999999999,
|
| 217 |
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"SR": 1.7175,
|
| 218 |
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"MDD": 7.29,
|
| 219 |
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"WR": 66.35,
|
| 220 |
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"nt": 4.25,
|
| 221 |
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"Calmar": 1.84
|
| 222 |
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},
|
| 223 |
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"R&D-Agent": {
|
| 224 |
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"CR": 2.1900000000000004,
|
| 225 |
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"SR": 0.8725,
|
| 226 |
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"MDD": 4.0175,
|
| 227 |
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"WR": 75.0,
|
| 228 |
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"nt": 1.0,
|
| 229 |
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"Calmar": 0.55
|
| 230 |
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},
|
| 231 |
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"AlphaAgent": {
|
| 232 |
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"CR": 13.4775,
|
| 233 |
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"SR": 1.1975,
|
| 234 |
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"MDD": 8.559999999999999,
|
| 235 |
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"WR": 62.5,
|
| 236 |
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"nt": 3.75,
|
| 237 |
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"Calmar": 1.57
|
| 238 |
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},
|
| 239 |
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"PatchTST": {
|
| 240 |
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"CR": 11.6875,
|
| 241 |
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"SR": 0.97,
|
| 242 |
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"MDD": 10.92,
|
| 243 |
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"WR": 54.349999999999994,
|
| 244 |
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"nt": 38.25,
|
| 245 |
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"Calmar": 1.07
|
| 246 |
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},
|
| 247 |
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"iTransformer": {
|
| 248 |
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"CR": 21.22,
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| 249 |
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"SR": 1.3575,
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| 250 |
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"MDD": 11.985,
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| 251 |
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"WR": 55.2,
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| 252 |
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"nt": 38.5,
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| 253 |
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"Calmar": 1.77
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| 254 |
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},
|
| 255 |
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"TimesNet": {
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| 256 |
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"CR": 25.22,
|
| 257 |
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"SR": 1.6875000000000002,
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| 258 |
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"MDD": 8.9175,
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| 259 |
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"WR": 68.175,
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| 260 |
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"nt": 9.25,
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| 261 |
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"Calmar": 2.83
|
| 262 |
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},
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| 263 |
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"FinOPD": {
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| 264 |
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"CR": 31.4925,
|
| 265 |
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"SR": 2.465,
|
| 266 |
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"MDD": 8.6975,
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| 267 |
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"WR": 55.225,
|
| 268 |
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"nt": 5.25,
|
| 269 |
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|
| 270 |
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}
|
| 271 |
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},
|
| 272 |
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"2025-2026": {
|
| 273 |
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"Buy & Hold": {
|
| 274 |
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"CR": 70.3075,
|
| 275 |
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"SR": 1.4725,
|
| 276 |
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"MDD": 27.6875,
|
| 277 |
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"WR": 100.0,
|
| 278 |
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"nt": 1.0,
|
| 279 |
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"Calmar": 2.54
|
| 280 |
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},
|
| 281 |
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"Equal-Weight": {
|
| 282 |
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"CR": 70.3075,
|
| 283 |
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"SR": 1.4725,
|
| 284 |
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"MDD": 27.6875,
|
| 285 |
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"WR": 100.0,
|
| 286 |
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"nt": 1.0,
|
| 287 |
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"Calmar": 2.54
|
| 288 |
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},
|
| 289 |
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"SMA Cross": {
|
| 290 |
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"CR": 45.665000000000006,
|
| 291 |
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"SR": 1.2925,
|
| 292 |
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"MDD": 19.415,
|
| 293 |
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"WR": 57.22500000000001,
|
| 294 |
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"nt": 8.75,
|
| 295 |
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"Calmar": 2.35
|
| 296 |
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},
|
| 297 |
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"TradingAgents": {
|
| 298 |
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"CR": 45.1,
|
| 299 |
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"SR": 1.51,
|
| 300 |
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"MDD": 14.91,
|
| 301 |
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"WR": 48.875,
|
| 302 |
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"nt": 14.0,
|
| 303 |
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"Calmar": 3.02
|
| 304 |
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},
|
| 305 |
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"FinCon": {
|
| 306 |
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"CR": 32.9925,
|
| 307 |
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"SR": 1.2475,
|
| 308 |
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"MDD": 14.555,
|
| 309 |
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"WR": 60.15,
|
| 310 |
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"nt": 11.5,
|
| 311 |
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"Calmar": 2.27
|
| 312 |
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},
|
| 313 |
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"R&D-Agent": {
|
| 314 |
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"CR": 2.6025,
|
| 315 |
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"SR": 0.21249999999999997,
|
| 316 |
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"MDD": 11.835,
|
| 317 |
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"WR": 53.75,
|
| 318 |
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"nt": 4.5,
|
| 319 |
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"Calmar": 0.22
|
| 320 |
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},
|
| 321 |
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"AlphaAgent": {
|
| 322 |
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"CR": 45.785,
|
| 323 |
+
"SR": 1.525,
|
| 324 |
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"MDD": 14.77,
|
| 325 |
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"WR": 61.6,
|
| 326 |
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"nt": 7.75,
|
| 327 |
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"Calmar": 3.1
|
| 328 |
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},
|
| 329 |
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"PatchTST": {
|
| 330 |
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"CR": 11.6875,
|
| 331 |
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"SR": 0.97,
|
| 332 |
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"MDD": 10.92,
|
| 333 |
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"WR": 54.349999999999994,
|
| 334 |
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"nt": 38.25,
|
| 335 |
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"Calmar": 1.07
|
| 336 |
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},
|
| 337 |
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"iTransformer": {
|
| 338 |
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"CR": 21.22,
|
| 339 |
+
"SR": 1.3575,
|
| 340 |
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"MDD": 11.985,
|
| 341 |
+
"WR": 55.2,
|
| 342 |
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"nt": 38.5,
|
| 343 |
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"Calmar": 1.77
|
| 344 |
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},
|
| 345 |
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"TimesNet": {
|
| 346 |
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"CR": 25.22,
|
| 347 |
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"SR": 1.6875000000000002,
|
| 348 |
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"MDD": 8.9175,
|
| 349 |
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"WR": 68.175,
|
| 350 |
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"nt": 9.25,
|
| 351 |
+
"Calmar": 2.83
|
| 352 |
+
},
|
| 353 |
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"FinOPD": {
|
| 354 |
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"CR": 62.065,
|
| 355 |
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"SR": 1.66,
|
| 356 |
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"MDD": 18.3625,
|
| 357 |
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"WR": 45.425,
|
| 358 |
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"nt": 14.5,
|
| 359 |
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"Calmar": 3.38
|
| 360 |
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}
|
| 361 |
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}
|
| 362 |
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}
|