ramseshk
3605 lines
66 KiB
JSON
3605 lines
66 KiB
JSON
{
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"strategy": "Pairs Trading",
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"strategy_key": "pairs",
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"description": "BTC/ETH spread Z-score mean reversion",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:08:33.391667",
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"end_time": "2026-08-04T05:08:33.391667",
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"start_equity": 100.0,
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"end_equity": 111.5619,
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"pnl": 11.5619,
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"pnl_pct": 11.5619,
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"ann_return_pct": 138.74,
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"sharpe": 6.2839,
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"sortino": 10.2836,
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"max_dd": 0.0294,
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"max_dd_pct": 2.94,
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"win_rate": 0.5658,
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"total_trades": 228,
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"equity_curve": [
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