ramseshk
3605 lines
66 KiB
JSON
3605 lines
66 KiB
JSON
{
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"strategy": "Cartea-Jaimungal",
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"strategy_key": "cartea",
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"description": "Stochastic control HFT \u2014 HJB equation with alpha + inventory",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:42:47.307643",
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"end_time": "2026-08-04T05:42:47.307643",
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"start_equity": 100.0,
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"end_equity": 110.4576,
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"pnl": 10.4576,
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"pnl_pct": 10.4576,
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"ann_return_pct": 125.49,
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"sharpe": 6.0468,
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"sortino": 8.8561,
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"max_dd": 0.033,
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"max_dd_pct": 3.3,
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"win_rate": 0.5551,
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"total_trades": 236,
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"equity_curve": [
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