mean_reversion_only
8 historical runs · latest 2026/6/5
Total Return
-0.55%
Final: ￥994,540
Sharpe Ratio
-0.02
Sortino -0.00 · Calmar -0.14
Max Drawdown
-2.94%
Worst run depth
Win Rate
0%
5 trades · profit factor 0.00
Run History
Final balance across all stored runs of this variant
mean_reversion_only
Performance by Regime
Trending Bull
Sharpe -0.07Win +100%2 trades-0.55%
Trending Bear
Sharpe -0.73Win 0%2 trades-2.94%
High Volatility
Sharpe -0.28Win 0%1 trades-0.34%
Low Volatility
Sharpe 0.00Win 0%0 trades0.00%
All Runs
| Date | Dataset | Bars | Return | Sharpe | Max DD | Win % | Trades |
|---|---|---|---|---|---|---|---|
| 2026/6/5 15:57:32 | run_1780675050 | 493 | -0.55% | -0.02 | -2.9% | 0% | 5 |
| 2026/6/5 15:50:18 | ui_trigger_test | 182 | -0.10% | 0.02 | -2.7% | +33% | 3 |
| 2026/6/5 14:49:49 | real_3markets_2022_2024_WITH_EQUITY | 1096 | +11.14% | 0.31 | -3.4% | +9% | 11 |
| 2026/6/5 9:16:19 | real_3markets_2022_2024_REGIME | 1096 | +11.14% | 0.31 | -3.4% | +9% | 11 |
| 2026/6/5 9:15:23 | real_us_crypto_2024_REGIME | 366 | +1.26% | 0.15 | -3.0% | +17% | 6 |
| 2026/6/5 7:47:10 | real_fx_1h_2024H2 | 3602 | 0.00% | 0.00 | 0.0% | 0% | 0 |
| 2026/6/5 7:45:32 | real_4markets_2022_2024 | 1096 | +11.14% | 0.31 | -3.4% | +9% | 11 |
| 2026/6/5 7:31:47 | real_us_crypto_2024 | 366 | +1.26% | 0.15 | -3.0% | +17% | 6 |