1.7 KiB
1.7 KiB
| 1 | param_ma_short | param_ma_long | param_hold_days | param_position_pct_per_stock | total_return | annual_return | sharpe | max_drawdown | avg_capital_utilization | total_trades | avg_trades_per_year |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 5 | 15 | 3 | 0.2 | 0.24360800000000005 | 0.07872484416708869 | 0.41705099086074365 | -0.598004917472512 | 0.3647918627621512 | 966 | 335.76827586206895 |
| 3 | 5 | 15 | 9 | 0.2 | -0.16744000000000003 | -0.061709023058374 | 0.3991159727525951 | -0.737367090718303 | 0.5195623006465002 | 368 | 127.91172413793103 |
| 4 | 5 | 15 | 5 | 0.2 | -0.022676999999999947 | -0.007941259678756363 | 0.3497913827223891 | -0.6385729321308227 | 0.3644850040498665 | 598 | 207.85655172413794 |
| 5 | 5 | 15 | 7 | 0.2 | 0.001274999999999915 | 0.00044298822160859785 | 0.33921424896927727 | -0.6626714477292491 | 0.4277301806013664 | 440 | 152.93793103448277 |
| 6 | 5 | 30 | 9 | 0.2 | 0.1298379999999999 | 0.0433444062630044 | 0.3078006765064262 | -0.439472146344544 | 0.40146742511296885 | 350 | 121.65517241379311 |
| 7 | 5 | 15 | 10 | 0.2 | 0.09341899999999992 | 0.03152959556700785 | 0.25683177019129877 | -0.39461293875379233 | 0.3604137078084076 | 328 | 114.00827586206897 |
| 8 | 5 | 15 | 6 | 0.2 | 0.04226200000000002 | 0.014491759932895976 | 0.178264052894989 | -0.4978084792830998 | 0.44330673724687714 | 488 | 169.62206896551723 |
| 9 | 5 | 30 | 5 | 0.2 | -0.01561800000000002 | -0.005456498882640326 | 0.07767212222509089 | -0.41260576868432897 | 0.3853122379115354 | 588 | 204.3806896551724 |
| 10 | 5 | 20 | 3 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 11 | 5 | 20 | 4 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 12 | 5 | 20 | 5 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 13 | 5 | 20 | 6 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 14 | 5 | 20 | 7 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 15 | 5 | 20 | 8 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 16 | 5 | 20 | 9 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 17 | 5 | 20 | 10 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 18 | 5 | 25 | 3 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 19 | 5 | 25 | 4 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 20 | 5 | 25 | 5 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 21 | 5 | 25 | 6 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |