factor_mining/user_issue_result.json at main · stringer07/factor_mining · GitHub

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{
  "initial_capital": 100000,
  "final_equity": 1918866.004381017,
  "total_return_pct": 1818.866004381017,
  "calculated_return": 1818.866004381017,
  "total_trades": 47,
  "win_rate": 0.40425531914893614,
  "sharpe_ratio": 1.240001660220916,
  "signals_count": 82,
  "orders_count": 95,
  "fills_count": 95,
  "portfolio_daily_summary": {
    "first_day": {
      "timestamp": "2023-01-03 00:00:00+00:00",
      "date": "2023-01-03",
      "equity": 99960.0,
      "cash": 59960.0
    },
    "last_day": {
      "timestamp": "2024-12-31 00:00:00+00:00",
      "date": "2024-12-31",
      "equity": 1918866.004381017,
      "cash": 1151012.4612113424
    },
    "count": 502,
    "max_equity": 1919633.8579241866,
    "min_equity": 99960.0
  },
  "trades_by_symbol": {
    "GLD": 19,
    "IWM": 22,
    "SPY": 16,
    "QQQ": 24,
    "TLT": 14
  }
}