wf_12_train

Strategy_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.000817063492063492 excess_return_without_cost,std,0.00590097453865993 excess_return_without_cost,annualized_return,0.19446111111111108 excess_return_without_cost,information_ratio,2.136094902333514 excess_return_without_cost,max_drawdown,-0.030800000000000133 excess_return_with_cost,mean,0.000817063492063492 excess_return_with_cost,std,0.00590097453865993 excess_return_with_cost,annualized_return,0.19446111111111108 excess_return_with_cost,information_ratio,2.136094902333514 excess_return_with_cost,max_drawdown,-0.030800000000000133