| { | |
| "assumed_round_trip_cost": 0.003, | |
| "cost_assumption_note": "Example only. Replace with actual broker fee, tax and slippage by market.", | |
| "test": { | |
| "mean_gross_return": 0.07259323567518304, | |
| "mean_net_return_after_assumed_cost": 0.06959323567518301, | |
| "trade_count": 60, | |
| "win_rate": 0.55 | |
| }, | |
| "train": { | |
| "mean_gross_return": 0.015169012696179913, | |
| "mean_net_return_after_assumed_cost": 0.012169012696179923, | |
| "trade_count": 283, | |
| "win_rate": 0.392226148409894 | |
| }, | |
| "validation": { | |
| "mean_gross_return": -0.008964339242773848, | |
| "mean_net_return_after_assumed_cost": -0.011964339242773844, | |
| "trade_count": 52, | |
| "win_rate": 0.2692307692307692 | |
| } | |
| } | |