{
    "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
    }
}