ramseshk
3605 lines
66 KiB
JSON
3605 lines
66 KiB
JSON
{
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"strategy": "Queue Imbalance",
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"strategy_key": "queue_imb",
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"description": "Weighted LOB queue dynamics \u2014 Stoikov-Sa\u011flam framework",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:17:58.828402",
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"end_time": "2026-08-04T05:17:58.828402",
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"start_equity": 100.0,
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"end_equity": 105.7994,
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"pnl": 5.7994,
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"pnl_pct": 5.7994,
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"ann_return_pct": 69.59,
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"sharpe": 2.7685,
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"sortino": 3.3764,
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"max_dd": 0.0701,
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"max_dd_pct": 7.01,
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"win_rate": 0.5275,
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"total_trades": 218,
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"equity_curve": [
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