quantstrat_20251114_200526

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,-0.0009014388901043002 excess_return_without_cost,std,0.031126699409873847 excess_return_without_cost,annualized_return,-0.2804818895742808 excess_return_without_cost,information_ratio,-0.5532859615841321 excess_return_without_cost,max_drawdown,-0.8881300880437084 excess_return_with_cost,mean,-0.0009014388901043002 excess_return_with_cost,std,0.031126699409873847 excess_return_with_cost,annualized_return,-0.2804818895742808 excess_return_with_cost,information_ratio,-0.5532859615841321 excess_return_with_cost,max_drawdown,-0.8881300880437084