ramseshk
3605 lines
66 KiB
JSON
3605 lines
66 KiB
JSON
{
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"strategy": "Funding Rate Arbitrage",
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"strategy_key": "funding_arb",
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"description": "Delta-neutral carry \u2014 collects funding",
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"allocation": 100.0,
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"start_time": "2026-07-05T06:08:33.381094",
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"end_time": "2026-08-04T05:08:33.381094",
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"start_equity": 100.0,
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"pnl": 0.8237,
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"ann_return_pct": 9.88,
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"sharpe": 1.4545,
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"sortino": 2.1063,
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"max_dd": 0.0136,
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"max_dd_pct": 1.36,
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"win_rate": 0.5254,
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"total_trades": 236,
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"equity_curve": [
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