momentum_only
8 historical runs · latest 2026/6/5
Total Return
-1.22%
Final: ￥987,821
Sharpe Ratio
-0.03
Sortino -0.01 · Calmar -0.25
Max Drawdown
-3.60%
Worst run depth
Win Rate
0%
12 trades · profit factor 0.00
Run History
Final balance across all stored runs of this variant
momentum_only
Performance by Regime
Trending Bull
Sharpe -0.06Win +14%7 trades-1.22%
Trending Bear
Sharpe -0.17Win +67%5 trades-1.07%
High Volatility
Sharpe -3.64Win 0%0 trades-3.41%
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 | -1.22% | -0.03 | -3.6% | 0% | 12 |
| 2026/6/5 15:50:18 | ui_trigger_test | 182 | +0.81% | 0.16 | -3.1% | +17% | 6 |
| 2026/6/5 14:49:49 | real_3markets_2022_2024_WITH_EQUITY | 1096 | +8.75% | 0.23 | -5.6% | +4% | 27 |
| 2026/6/5 9:16:19 | real_3markets_2022_2024_REGIME | 1096 | +8.75% | 0.23 | -5.6% | +4% | 27 |
| 2026/6/5 9:15:23 | real_us_crypto_2024_REGIME | 366 | +2.73% | 0.26 | -3.1% | +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 | +8.75% | 0.23 | -5.6% | +4% | 27 |
| 2026/6/5 7:31:47 | real_us_crypto_2024 | 366 | +2.73% | 0.26 | -3.1% | +17% | 6 |