ramseshk
3605 lines
66 KiB
JSON
3605 lines
66 KiB
JSON
{
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"strategy": "Gu\u00e9ant Market Making",
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"strategy_key": "gueant",
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"description": "Closed-form asymptotic MM \u2014 adverse selection handling",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:17:58.992366",
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"end_time": "2026-08-04T05:17:58.992366",
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"start_equity": 100.0,
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"pnl": 6.2818,
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"ann_return_pct": 75.38,
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"sharpe": 7.4804,
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"sortino": 13.8323,
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"max_dd": 0.0222,
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"max_dd_pct": 2.22,
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"win_rate": 0.5169,
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"total_trades": 207,
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"equity_curve": [
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