wf_08_test

allocator_summary.csv

strategy,"('excess_return_without_cost', 'mean', 'risk')","('excess_return_without_cost', 'std', 'risk')","('excess_return_without_cost', 'annualized_return', 'risk')","('excess_return_without_cost', 'information_ratio', 'risk')","('excess_return_without_cost', 'max_drawdown', 'risk')","('excess_return_with_cost', 'mean', 'risk')","('excess_return_with_cost', 'std', 'risk')","('excess_return_with_cost', 'annualized_return', 'risk')","('excess_return_with_cost', 'information_ratio', 'risk')","('excess_return_with_cost', 'max_drawdown', 'risk')" Strategy,0.0005126984126984142,0.004874968719949004,0.12202222222222257,1.6224772576875472,-0.02499999999999989,0.0005126984126984142,0.004874968719949004,0.12202222222222257,1.6224772576875472,-0.02499999999999989