1.8 KiB
1.8 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 | 10 | 0.2 | 0.06741599999999992 | 0.022872053001242065 | 0.3501688433279945 | -0.6338401139926231 | 0.36336185903938295 | 658 | 228.08253094910592 |
| 3 | 5 | 15 | 3 | 0.2 | -0.019792000000000032 | -0.006905349266175809 | 0.34145364958683716 | -0.6597464160216169 | 0.40524233168876095 | 1198 | 415.2627235213205 |
| 4 | 5 | 15 | 9 | 0.2 | -0.11914599999999997 | -0.043021787534220146 | 0.322834639965139 | -0.688049317315556 | 0.42090376881144576 | 664 | 230.16231086657496 |
| 5 | 5 | 15 | 5 | 0.2 | -0.175149 | -0.06456580296764791 | 0.3107820807181963 | -0.6857871389095636 | 0.4298807331908658 | 860 | 298.10178817056396 |
| 6 | 5 | 15 | 4 | 0.2 | -0.30489999999999995 | -0.11844613513084556 | 0.29741994153558415 | -0.7297109193062858 | 0.4766258317366501 | 986 | 341.77716643741405 |
| 7 | 5 | 15 | 8 | 0.2 | -0.188438 | -0.06981745980266285 | 0.27800928568923794 | -0.6934733893663221 | 0.39942126302539177 | 696 | 241.2544704264099 |
| 8 | 5 | 15 | 6 | 0.2 | -0.282493 | -0.10869771948470908 | 0.27406529900489013 | -0.7206299489074248 | 0.450441937713455 | 782 | 271.0646492434663 |
| 9 | 5 | 15 | 7 | 0.2 | -0.311485 | -0.12134997396754421 | 0.26150634147405194 | -0.726338210779774 | 0.4455493437451659 | 752 | 260.665749656121 |
| 10 | 5 | 30 | 8 | 0.2 | -0.12517599999999995 | -0.04529769914096038 | 0.036845036334315504 | -0.45003024433098815 | 0.4490480091499886 | 714 | 247.49381017881706 |
| 11 | 5 | 30 | 9 | 0.2 | -0.17153700000000005 | -0.06314794938954416 | 0.023575659570133658 | -0.5428814091320322 | 0.5103600922614184 | 678 | 235.01513067400276 |
| 12 | 5 | 20 | 3 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 13 | 5 | 20 | 4 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 14 | 5 | 20 | 5 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 15 | 5 | 20 | 6 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 16 | 5 | 20 | 7 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 17 | 5 | 20 | 8 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 18 | 5 | 20 | 9 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 19 | 5 | 20 | 10 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 20 | 5 | 25 | 3 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 21 | 5 | 25 | 4 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |