563 B
563 B
| 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 3 | 5 | 15 | 4 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 4 | 5 | 15 | 5 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 5 | 5 | 15 | 6 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 6 | 5 | 15 | 7 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 7 | 5 | 15 | 8 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 8 | 5 | 15 | 9 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 9 | 5 | 15 | 10 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 0.0 |
| 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 |