Backtesting-App / best_markov.json
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Prod level 2 Dec25
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{
"Run-Up Period": 8,
"Future Period": 5,
"Strategy": "Up -> Up",
"Avg. P/L": 0.0022151715082896306,
"Total Occurrences": 1351285,
"Total P/L": 2993.3280315791535,
"Score": 0.013580656693154933,
"Long Alpha Score": 0.0009415588844865568,
"Short Alpha Score": 0.0009415588844865568,
"Long Alpha Score per Day": 0.00018831177689731136,
"Short Alpha Score per Day": 0.00018831177689731136
}