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jmerle/main.json

Created April 6, 2021 14:11
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main.json
{
"RollingWindow": {
"M1_20210405": {
"TradeStatistics": {
"StartDateTime": null,
"EndDateTime": null,
"TotalNumberOfTrades": 0,
"NumberOfWinningTrades": 0,
"NumberOfLosingTrades": 0,
"TotalProfitLoss": "0",
"TotalProfit": "0",
"TotalLoss": "0",
"LargestProfit": "0",
"LargestLoss": "0",
"AverageProfitLoss": "0",
"AverageProfit": "0",
"AverageLoss": "0",
"AverageTradeDuration": "00:00:00",
"AverageWinningTradeDuration": "00:00:00",
"AverageLosingTradeDuration": "00:00:00",
"MedianTradeDuration": "00:00:00",
"MedianWinningTradeDuration": "00:00:00",
"MedianLosingTradeDuration": "00:00:00",
"MaxConsecutiveWinningTrades": 0,
"MaxConsecutiveLosingTrades": 0,
"ProfitLossRatio": "0",
"WinLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"AverageMAE": "0",
"AverageMFE": "0",
"LargestMAE": "0",
"LargestMFE": "0",
"MaximumClosedTradeDrawdown": "0",
"MaximumIntraTradeDrawdown": "0",
"ProfitLossStandardDeviation": "0",
"ProfitLossDownsideDeviation": "0",
"ProfitFactor": "0",
"SharpeRatio": "0",
"SortinoRatio": "0",
"ProfitToMaxDrawdownRatio": "0",
"MaximumEndTradeDrawdown": "0",
"AverageEndTradeDrawdown": "0",
"MaximumDrawdownDuration": "00:00:00",
"TotalFees": "0"
},
"PortfolioStatistics": {
"AverageWinRate": "0",
"AverageLossRate": "0",
"ProfitLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"Expectancy": "0",
"CompoundingAnnualReturn": "0",
"Drawdown": "0",
"TotalNetProfit": "0",
"SharpeRatio": "0",
"ProbabilisticSharpeRatio": "0",
"Alpha": "0",
"Beta": "0",
"AnnualStandardDeviation": "0",
"AnnualVariance": "0",
"InformationRatio": "0",
"TrackingError": "0",
"TreynorRatio": "0"
},
"ClosedTrades": []
},
"M3_20210405": {
"TradeStatistics": {
"StartDateTime": null,
"EndDateTime": null,
"TotalNumberOfTrades": 0,
"NumberOfWinningTrades": 0,
"NumberOfLosingTrades": 0,
"TotalProfitLoss": "0",
"TotalProfit": "0",
"TotalLoss": "0",
"LargestProfit": "0",
"LargestLoss": "0",
"AverageProfitLoss": "0",
"AverageProfit": "0",
"AverageLoss": "0",
"AverageTradeDuration": "00:00:00",
"AverageWinningTradeDuration": "00:00:00",
"AverageLosingTradeDuration": "00:00:00",
"MedianTradeDuration": "00:00:00",
"MedianWinningTradeDuration": "00:00:00",
"MedianLosingTradeDuration": "00:00:00",
"MaxConsecutiveWinningTrades": 0,
"MaxConsecutiveLosingTrades": 0,
"ProfitLossRatio": "0",
"WinLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"AverageMAE": "0",
"AverageMFE": "0",
"LargestMAE": "0",
"LargestMFE": "0",
"MaximumClosedTradeDrawdown": "0",
"MaximumIntraTradeDrawdown": "0",
"ProfitLossStandardDeviation": "0",
"ProfitLossDownsideDeviation": "0",
"ProfitFactor": "0",
"SharpeRatio": "0",
"SortinoRatio": "0",
"ProfitToMaxDrawdownRatio": "0",
"MaximumEndTradeDrawdown": "0",
"AverageEndTradeDrawdown": "0",
"MaximumDrawdownDuration": "00:00:00",
"TotalFees": "0"
},
"PortfolioStatistics": {
"AverageWinRate": "0",
"AverageLossRate": "0",
"ProfitLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"Expectancy": "0",
"CompoundingAnnualReturn": "0",
"Drawdown": "0",
"TotalNetProfit": "0",
"SharpeRatio": "0",
"ProbabilisticSharpeRatio": "0",
"Alpha": "0",
"Beta": "0",
"AnnualStandardDeviation": "0",
"AnnualVariance": "0",
"InformationRatio": "0",
"TrackingError": "0",
"TreynorRatio": "0"
},
"ClosedTrades": []
},
"M6_20210405": {
"TradeStatistics": {
"StartDateTime": null,
"EndDateTime": null,
"TotalNumberOfTrades": 0,
"NumberOfWinningTrades": 0,
"NumberOfLosingTrades": 0,
"TotalProfitLoss": "0",
"TotalProfit": "0",
"TotalLoss": "0",
"LargestProfit": "0",
"LargestLoss": "0",
"AverageProfitLoss": "0",
"AverageProfit": "0",
"AverageLoss": "0",
"AverageTradeDuration": "00:00:00",
"AverageWinningTradeDuration": "00:00:00",
"AverageLosingTradeDuration": "00:00:00",
"MedianTradeDuration": "00:00:00",
"MedianWinningTradeDuration": "00:00:00",
"MedianLosingTradeDuration": "00:00:00",
"MaxConsecutiveWinningTrades": 0,
"MaxConsecutiveLosingTrades": 0,
"ProfitLossRatio": "0",
"WinLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"AverageMAE": "0",
"AverageMFE": "0",
"LargestMAE": "0",
"LargestMFE": "0",
"MaximumClosedTradeDrawdown": "0",
"MaximumIntraTradeDrawdown": "0",
"ProfitLossStandardDeviation": "0",
"ProfitLossDownsideDeviation": "0",
"ProfitFactor": "0",
"SharpeRatio": "0",
"SortinoRatio": "0",
"ProfitToMaxDrawdownRatio": "0",
"MaximumEndTradeDrawdown": "0",
"AverageEndTradeDrawdown": "0",
"MaximumDrawdownDuration": "00:00:00",
"TotalFees": "0"
},
"PortfolioStatistics": {
"AverageWinRate": "0",
"AverageLossRate": "0",
"ProfitLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"Expectancy": "0",
"CompoundingAnnualReturn": "0",
"Drawdown": "0",
"TotalNetProfit": "0",
"SharpeRatio": "0",
"ProbabilisticSharpeRatio": "0",
"Alpha": "0",
"Beta": "0",
"AnnualStandardDeviation": "0",
"AnnualVariance": "0",
"InformationRatio": "0",
"TrackingError": "0",
"TreynorRatio": "0"
},
"ClosedTrades": []
},
"M12_20210405": {
"TradeStatistics": {
"StartDateTime": null,
"EndDateTime": null,
"TotalNumberOfTrades": 0,
"NumberOfWinningTrades": 0,
"NumberOfLosingTrades": 0,
"TotalProfitLoss": "0",
"TotalProfit": "0",
"TotalLoss": "0",
"LargestProfit": "0",
"LargestLoss": "0",
"AverageProfitLoss": "0",
"AverageProfit": "0",
"AverageLoss": "0",
"AverageTradeDuration": "00:00:00",
"AverageWinningTradeDuration": "00:00:00",
"AverageLosingTradeDuration": "00:00:00",
"MedianTradeDuration": "00:00:00",
"MedianWinningTradeDuration": "00:00:00",
"MedianLosingTradeDuration": "00:00:00",
"MaxConsecutiveWinningTrades": 0,
"MaxConsecutiveLosingTrades": 0,
"ProfitLossRatio": "0",
"WinLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"AverageMAE": "0",
"AverageMFE": "0",
"LargestMAE": "0",
"LargestMFE": "0",
"MaximumClosedTradeDrawdown": "0",
"MaximumIntraTradeDrawdown": "0",
"ProfitLossStandardDeviation": "0",
"ProfitLossDownsideDeviation": "0",
"ProfitFactor": "0",
"SharpeRatio": "0",
"SortinoRatio": "0",
"ProfitToMaxDrawdownRatio": "0",
"MaximumEndTradeDrawdown": "0",
"AverageEndTradeDrawdown": "0",
"MaximumDrawdownDuration": "00:00:00",
"TotalFees": "0"
},
"PortfolioStatistics": {
"AverageWinRate": "0",
"AverageLossRate": "0",
"ProfitLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"Expectancy": "0",
"CompoundingAnnualReturn": "0",
"Drawdown": "0",
"TotalNetProfit": "0",
"SharpeRatio": "0",
"ProbabilisticSharpeRatio": "0",
"Alpha": "0",
"Beta": "0",
"AnnualStandardDeviation": "0",
"AnnualVariance": "0",
"InformationRatio": "0",
"TrackingError": "0",
"TreynorRatio": "0"
},
"ClosedTrades": []
}
},
"TotalPerformance": {
"TradeStatistics": {
"StartDateTime": null,
"EndDateTime": null,
"TotalNumberOfTrades": 0,
"NumberOfWinningTrades": 0,
"NumberOfLosingTrades": 0,
"TotalProfitLoss": "0",
"TotalProfit": "0",
"TotalLoss": "0",
"LargestProfit": "0",
"LargestLoss": "0",
"AverageProfitLoss": "0",
"AverageProfit": "0",
"AverageLoss": "0",
"AverageTradeDuration": "00:00:00",
"AverageWinningTradeDuration": "00:00:00",
"AverageLosingTradeDuration": "00:00:00",
"MedianTradeDuration": "00:00:00",
"MedianWinningTradeDuration": "00:00:00",
"MedianLosingTradeDuration": "00:00:00",
"MaxConsecutiveWinningTrades": 0,
"MaxConsecutiveLosingTrades": 0,
"ProfitLossRatio": "0",
"WinLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"AverageMAE": "0",
"AverageMFE": "0",
"LargestMAE": "0",
"LargestMFE": "0",
"MaximumClosedTradeDrawdown": "0",
"MaximumIntraTradeDrawdown": "0",
"ProfitLossStandardDeviation": "0",
"ProfitLossDownsideDeviation": "0",
"ProfitFactor": "0",
"SharpeRatio": "0",
"SortinoRatio": "0",
"ProfitToMaxDrawdownRatio": "0",
"MaximumEndTradeDrawdown": "0",
"AverageEndTradeDrawdown": "0",
"MaximumDrawdownDuration": "00:00:00",
"TotalFees": "0"
},
"PortfolioStatistics": {
"AverageWinRate": "0",
"AverageLossRate": "0",
"ProfitLossRatio": "0",
"WinRate": "0",
"LossRate": "0",
"Expectancy": "0",
"CompoundingAnnualReturn": "0",
"Drawdown": "0",
"TotalNetProfit": "0",
"SharpeRatio": "0",
"ProbabilisticSharpeRatio": "0",
"Alpha": "0",
"Beta": "0",
"AnnualStandardDeviation": "0",
"AnnualVariance": "0",
"InformationRatio": "0",
"TrackingError": "0",
"TreynorRatio": "0"
},
"ClosedTrades": []
},
"AlphaRuntimeStatistics": {
"MeanPopulationScore": {
"UpdatedTimeUtc": "0001-01-01T00:00:00",
"Direction": 0.0,
"Magnitude": 0.0,
"IsFinalScore": false
},
"RollingAveragedPopulationScore": {
"UpdatedTimeUtc": "0001-01-01T00:00:00",
"Direction": 0.0,
"Magnitude": 0.0,
"IsFinalScore": false
},
"LongShortRatio": 1.0
},
"Charts": {
"Alpha Assets": {
"Name": "Alpha Assets",
"ChartType": 0,
"Series": {}
},
"Alpha": {
"Name": "Alpha",
"ChartType": 0,
"Series": {}
},
"Insight Count": {
"Name": "Insight Count",
"ChartType": 0,
"Series": {}
},
"Strategy Equity": {
"Name": "Strategy Equity",
"ChartType": 0,
"Series": {
"Equity": {
"Name": "Equity",
"Unit": "$",
"Index": 0,
"Values": [
{
"x": 1617595200,
"y": 100000.0
}
],
"SeriesType": 2,
"Color": "",
"ScatterMarkerSymbol": "none"
},
"Daily Performance": {
"Name": "Daily Performance",
"Unit": "%",
"Index": 1,
"Values": [
{
"x": 1617595200,
"y": 0.0
}
],
"SeriesType": 3,
"Color": "",
"ScatterMarkerSymbol": "none"
},
"Benchmark (SPY)": {
"Name": "Benchmark (SPY)",
"Unit": "$",
"Index": 0,
"Values": [
{
"x": 1617595200,
"y": 100000.0
}
],
"SeriesType": 0,
"Color": "#000000",
"ScatterMarkerSymbol": "none"
}
}
},
"Benchmark": {
"Name": "Benchmark",
"ChartType": 0,
"Series": {
"Benchmark": {
"Name": "Benchmark",
"Unit": "$",
"Index": 0,
"Values": [
{
"x": 1617595200,
"y": 0.0
}
],
"SeriesType": 0,
"Color": "",
"ScatterMarkerSymbol": "none"
}
}
}
},
"Orders": {},
"ProfitLoss": {},
"Statistics": {
"Total Trades": "0",
"Average Win": "0%",
"Average Loss": "0%",
"Compounding Annual Return": "0%",
"Drawdown": "0%",
"Expectancy": "0",
"Net Profit": "0%",
"Sharpe Ratio": "0",
"Probabilistic Sharpe Ratio": "0%",
"Loss Rate": "0%",
"Win Rate": "0%",
"Profit-Loss Ratio": "0",
"Alpha": "0",
"Beta": "0",
"Annual Standard Deviation": "0",
"Annual Variance": "0",
"Information Ratio": "0",
"Tracking Error": "0",
"Treynor Ratio": "0",
"Total Fees": "$0.00",
"Estimated Strategy Capacity": "$0"
},
"RuntimeStatistics": {
"Probabilistic Sharpe Ratio": "0%",
"Unrealized": "$0.00",
"Fees": "-$0.00",
"Net Profit": "$0.00",
"Return": "0.00 %",
"Equity": "$100,000.00",
"Holdings": "$0.00",
"Volume": "$0.00",
"Capacity": "$0"
}
}
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