Key metrics
- fee_bps: 4.0
- slippage_bps: 1.0
- signal execution: next-bar return
- factor used: factor_v2 if available, else factor_v1
- split: first 70% in-sample, last 30% out-of-sample
- entry_abs: 0.3
- exit_abs: 0.0
- samples: 11
- information_coefficient: 0.299369
- samples: 8
- information_coefficient: 0.327701
- samples: 0
- information_coefficient: None
- rows: 13
- active_bars: 0
- trade_events: 0
Equity Curve
Drawdown Curve
Parameter Scan Heat Table (sharpe_like)
| entry | exit | sharpe_like | total_return | max_drawdown |
|---|
| 0.3 | 0.0 | | 0.0 | 0.0 |
| 0.3 | 0.1 | | 0.0 | 0.0 |
| 0.3 | 0.2 | | 0.0 | 0.0 |
| 0.5 | 0.0 | | 0.0 | 0.0 |
| 0.5 | 0.1 | | 0.0 | 0.0 |
| 0.5 | 0.2 | | 0.0 | 0.0 |
| 0.5 | 0.3 | | 0.0 | 0.0 |
| 0.7 | 0.0 | | 0.0 | 0.0 |
| 0.7 | 0.1 | | 0.0 | 0.0 |
| 0.7 | 0.2 | | 0.0 | 0.0 |
| 0.7 | 0.3 | | 0.0 | 0.0 |
| 0.9 | 0.0 | | 0.0 | 0.0 |
| 0.9 | 0.1 | | 0.0 | 0.0 |
| 0.9 | 0.2 | | 0.0 | 0.0 |
| 0.9 | 0.3 | | 0.0 | 0.0 |
factor_active vs future 24h return: no data