Spaces:
Running
Running
| { | |
| "subsets": { | |
| "A": 40, | |
| "B": 62, | |
| "C": 85 | |
| }, | |
| "results": { | |
| "2330": { | |
| "A": { | |
| "accuracy": 42.4, | |
| "dir_accuracy": 38.0, | |
| "up_precision": 56.8, | |
| "dn_precision": 14.3, | |
| "win_rate": 59.5, | |
| "pnl_pct": 64.8, | |
| "sharpe": 1.283, | |
| "max_dd": -0.264, | |
| "ic": 0.2165, | |
| "n_predictions": 231, | |
| "n_trades": 79 | |
| }, | |
| "B": { | |
| "accuracy": 39.4, | |
| "dir_accuracy": 32.7, | |
| "up_precision": 52.8, | |
| "dn_precision": 8.9, | |
| "win_rate": 51.0, | |
| "pnl_pct": 31.1, | |
| "sharpe": 0.511, | |
| "max_dd": -0.355, | |
| "ic": 0.1097, | |
| "n_predictions": 231, | |
| "n_trades": 98 | |
| }, | |
| "C": { | |
| "accuracy": 42.0, | |
| "dir_accuracy": 34.3, | |
| "up_precision": 52.6, | |
| "dn_precision": 10.3, | |
| "win_rate": 56.7, | |
| "pnl_pct": 16.7, | |
| "sharpe": 0.394, | |
| "max_dd": -0.218, | |
| "ic": 0.0725, | |
| "n_predictions": 231, | |
| "n_trades": 67 | |
| } | |
| }, | |
| "0050": { | |
| "A": { | |
| "accuracy": 48.1, | |
| "dir_accuracy": 41.8, | |
| "up_precision": 55.3, | |
| "dn_precision": 11.8, | |
| "win_rate": 58.2, | |
| "pnl_pct": 51.2, | |
| "sharpe": 1.952, | |
| "max_dd": -0.207, | |
| "ic": 0.1256, | |
| "n_predictions": 231, | |
| "n_trades": 55 | |
| }, | |
| "B": { | |
| "accuracy": 48.9, | |
| "dir_accuracy": 45.6, | |
| "up_precision": 50.0, | |
| "dn_precision": 0.0, | |
| "win_rate": 63.2, | |
| "pnl_pct": 86.1, | |
| "sharpe": 3.365, | |
| "max_dd": -0.136, | |
| "ic": 0.0837, | |
| "n_predictions": 231, | |
| "n_trades": 57 | |
| }, | |
| "C": { | |
| "accuracy": 45.9, | |
| "dir_accuracy": 34.9, | |
| "up_precision": 42.9, | |
| "dn_precision": 0.0, | |
| "win_rate": 48.8, | |
| "pnl_pct": 17.7, | |
| "sharpe": 0.811, | |
| "max_dd": -0.136, | |
| "ic": 0.0425, | |
| "n_predictions": 231, | |
| "n_trades": 43 | |
| } | |
| }, | |
| "2317": { | |
| "A": { | |
| "accuracy": 31.6, | |
| "dir_accuracy": 28.3, | |
| "up_precision": 37.1, | |
| "dn_precision": 22.7, | |
| "win_rate": 42.1, | |
| "pnl_pct": -102.4, | |
| "sharpe": -0.91, | |
| "max_dd": -0.792, | |
| "ic": -0.1467, | |
| "n_predictions": 231, | |
| "n_trades": 159 | |
| }, | |
| "B": { | |
| "accuracy": 23.8, | |
| "dir_accuracy": 22.9, | |
| "up_precision": 22.4, | |
| "dn_precision": 23.4, | |
| "win_rate": 41.7, | |
| "pnl_pct": -69.9, | |
| "sharpe": -0.736, | |
| "max_dd": -0.649, | |
| "ic": -0.3001, | |
| "n_predictions": 231, | |
| "n_trades": 144 | |
| }, | |
| "C": { | |
| "accuracy": 24.2, | |
| "dir_accuracy": 23.3, | |
| "up_precision": 24.2, | |
| "dn_precision": 22.7, | |
| "win_rate": 39.6, | |
| "pnl_pct": -124.7, | |
| "sharpe": -1.164, | |
| "max_dd": -0.769, | |
| "ic": -0.2838, | |
| "n_predictions": 231, | |
| "n_trades": 159 | |
| } | |
| }, | |
| "2454": { | |
| "A": { | |
| "accuracy": 30.7, | |
| "dir_accuracy": 27.6, | |
| "up_precision": 31.4, | |
| "dn_precision": 22.0, | |
| "win_rate": 42.8, | |
| "pnl_pct": -125.4, | |
| "sharpe": -0.826, | |
| "max_dd": -0.878, | |
| "ic": -0.1258, | |
| "n_predictions": 231, | |
| "n_trades": 145 | |
| }, | |
| "B": { | |
| "accuracy": 35.1, | |
| "dir_accuracy": 31.4, | |
| "up_precision": 33.3, | |
| "dn_precision": 29.0, | |
| "win_rate": 45.0, | |
| "pnl_pct": -103.0, | |
| "sharpe": -0.693, | |
| "max_dd": -0.847, | |
| "ic": -0.0886, | |
| "n_predictions": 231, | |
| "n_trades": 140 | |
| }, | |
| "C": { | |
| "accuracy": 30.7, | |
| "dir_accuracy": 27.8, | |
| "up_precision": 32.5, | |
| "dn_precision": 23.1, | |
| "win_rate": 41.1, | |
| "pnl_pct": -232.9, | |
| "sharpe": -1.331, | |
| "max_dd": -0.964, | |
| "ic": -0.1141, | |
| "n_predictions": 231, | |
| "n_trades": 158 | |
| } | |
| }, | |
| "2881": { | |
| "A": { | |
| "accuracy": 46.8, | |
| "dir_accuracy": 22.0, | |
| "up_precision": 35.3, | |
| "dn_precision": 12.5, | |
| "win_rate": 56.1, | |
| "pnl_pct": 37.1, | |
| "sharpe": 1.356, | |
| "max_dd": -0.131, | |
| "ic": -0.0393, | |
| "n_predictions": 231, | |
| "n_trades": 82 | |
| }, | |
| "B": { | |
| "accuracy": 47.6, | |
| "dir_accuracy": 22.9, | |
| "up_precision": 39.4, | |
| "dn_precision": 12.0, | |
| "win_rate": 54.2, | |
| "pnl_pct": 29.8, | |
| "sharpe": 0.989, | |
| "max_dd": -0.161, | |
| "ic": -0.0247, | |
| "n_predictions": 231, | |
| "n_trades": 83 | |
| }, | |
| "C": { | |
| "accuracy": 46.3, | |
| "dir_accuracy": 20.7, | |
| "up_precision": 35.0, | |
| "dn_precision": 16.1, | |
| "win_rate": 58.5, | |
| "pnl_pct": 23.7, | |
| "sharpe": 0.867, | |
| "max_dd": -0.207, | |
| "ic": -0.0057, | |
| "n_predictions": 231, | |
| "n_trades": 82 | |
| } | |
| } | |
| }, | |
| "aggregate": { | |
| "A": { | |
| "accuracy": 39.92, | |
| "dir_accuracy": 31.54, | |
| "up_precision": 43.18, | |
| "dn_precision": 16.66, | |
| "win_rate": 51.74, | |
| "pnl_pct": -14.94, | |
| "sharpe": 0.571, | |
| "max_dd": -0.454, | |
| "ic": 0.006 | |
| }, | |
| "B": { | |
| "accuracy": 38.96, | |
| "dir_accuracy": 31.1, | |
| "up_precision": 39.58, | |
| "dn_precision": 14.66, | |
| "win_rate": 51.02, | |
| "pnl_pct": -5.18, | |
| "sharpe": 0.687, | |
| "max_dd": -0.43, | |
| "ic": -0.044 | |
| }, | |
| "C": { | |
| "accuracy": 37.82, | |
| "dir_accuracy": 28.2, | |
| "up_precision": 37.44, | |
| "dn_precision": 14.44, | |
| "win_rate": 48.94, | |
| "pnl_pct": -59.9, | |
| "sharpe": -0.085, | |
| "max_dd": -0.459, | |
| "ic": -0.058 | |
| } | |
| }, | |
| "winner": "A", | |
| "winner_reason": "Subset A has highest mean dir_accuracy (A=31.5%, B=31.1%, C=28.2%)" | |
| } |