22 lines
1.7 KiB
CSV
22 lines
1.7 KiB
CSV
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
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5,15,3,0.2,0.24360800000000005,0.07872484416708869,0.41705099086074365,-0.598004917472512,0.3647918627621512,966,335.76827586206895
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5,15,9,0.2,-0.16744000000000003,-0.061709023058374,0.3991159727525951,-0.737367090718303,0.5195623006465002,368,127.91172413793103
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5,15,5,0.2,-0.022676999999999947,-0.007941259678756363,0.3497913827223891,-0.6385729321308227,0.3644850040498665,598,207.85655172413794
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5,15,7,0.2,0.001274999999999915,0.00044298822160859785,0.33921424896927727,-0.6626714477292491,0.4277301806013664,440,152.93793103448277
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5,30,9,0.2,0.1298379999999999,0.0433444062630044,0.3078006765064262,-0.439472146344544,0.40146742511296885,350,121.65517241379311
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5,15,10,0.2,0.09341899999999992,0.03152959556700785,0.25683177019129877,-0.39461293875379233,0.3604137078084076,328,114.00827586206897
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5,15,6,0.2,0.04226200000000002,0.014491759932895976,0.178264052894989,-0.4978084792830998,0.44330673724687714,488,169.62206896551723
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5,30,5,0.2,-0.01561800000000002,-0.005456498882640326,0.07767212222509089,-0.41260576868432897,0.3853122379115354,588,204.3806896551724
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5,20,3,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,4,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,5,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,6,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,7,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,8,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,9,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,20,10,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,25,3,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,25,4,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,25,5,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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5,25,6,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
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