| { | |
| "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 | |
| } | |
| } | |