ramseshk
3605 lines
66 KiB
JSON
3605 lines
66 KiB
JSON
{
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"strategy": "Order Book Imbalance",
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"strategy_key": "ofi",
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"description": "L2 bid/ask skew \u2014 buys when bids dominate",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:08:33.352682",
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"end_time": "2026-08-04T05:08:33.352682",
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"start_equity": 100.0,
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"end_equity": 127.0645,
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"pnl": 27.0645,
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"pnl_pct": 27.0645,
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"ann_return_pct": 324.77,
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"sharpe": 9.4301,
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"sortino": 15.4201,
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"max_dd": 0.058,
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"max_dd_pct": 5.8,
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"win_rate": 0.5826,
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"total_trades": 242,
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"equity_curve": [
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