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{
    "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": 0.0003372946820743683,
        "mean_net_return_after_assumed_cost": -0.0026627053179256338,
        "trade_count": 40,
        "win_rate": 0.075
    },
    "train": {
        "mean_gross_return": -0.00026411009122282423,
        "mean_net_return_after_assumed_cost": -0.0032641100912228264,
        "trade_count": 208,
        "win_rate": 0.04807692307692308
    },
    "validation": {
        "mean_gross_return": -0.0007533621697057152,
        "mean_net_return_after_assumed_cost": -0.0037533621697057166,
        "trade_count": 48,
        "win_rate": 0.020833333333333332
    }
}