Strategy Ranking
Phase C: regime-conditioned ranking · 7 ranked
all_on
run_1780675050 · 5 trades · 493 bars
Sharpe
-0.02
Return
-0.6%
Max DD
+3.0%
Win
0%
Weight
14.3%
breakout_only
run_1780675050 · 11 trades · 493 bars
Sharpe
-0.02
Return
-1.0%
Max DD
+3.4%
Win
0%
Weight
14.3%
ma_crossover_only
run_1780675050 · 4 trades · 493 bars
Sharpe
-0.03
Return
-0.5%
Max DD
+2.9%
Win
0%
Weight
14.3%
#4
mean_reversion_only
run_1780675050 · 5 trades · 493 bars
Sharpe
-0.02
Return
-0.5%
Max DD
+2.9%
Win
0%
Weight
14.3%
#5
momentum_only
run_1780675050 · 12 trades · 493 bars
Sharpe
-0.03
Return
-1.2%
Max DD
+3.6%
Win
0%
Weight
14.3%
#6
regime_switched
run_1780675050 · 6 trades · 493 bars
Sharpe
-0.02
Return
-0.6%
Max DD
+3.0%
Win
0%
Weight
14.3%
#7
tech_diverse
run_1780675050 · 9 trades · 493 bars
Sharpe
-0.03
Return
-0.9%
Max DD
+3.3%
Win
0%
Weight
14.3%