ramseshk
3605 lines
65 KiB
JSON
3605 lines
65 KiB
JSON
{
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"strategy": "Hawkes OFI",
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"strategy_key": "hawkes",
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"description": "Self-exciting point process OFI \u2014 clustered order flow",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:08:33.434927",
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"end_time": "2026-08-04T05:08:33.434927",
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"start_equity": 100.0,
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"end_equity": 84.9065,
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"pnl": -15.0935,
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"pnl_pct": -15.0935,
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"ann_return_pct": -181.12,
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"sharpe": -7.022,
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"sortino": -8.3989,
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"max_dd": 0.1592,
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"max_dd_pct": 15.92,
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"win_rate": 0.4338,
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"total_trades": 219,
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"equity_curve": [
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