diagnostics.json

{ "n_eff": 1.9748170309667457, "div_ratio": 1.6087793788992497, "port_vol_ann": 0.06192506542453334, "port_ret_ann": 0.3324258596284164, "sharpe": 5.368195533576565, "max_dd": -0.03272267721956956, "calmar": 10.158883315012242, "component_risk_pct": { "pareto_diophan": 0.3805540851893959, "persistent": 0.25090574662152504, "quantstrat": 0.36854016818907914 }, "weights": { "pareto_diophan": 0.10719075299190649, "persistent": 0.6658721525271672, "quantstrat": 0.22693709448092636 } }