| setup | Type Strategy | maxDD [%] | Timestop | TP | SL | order_typ | symbols | symbol | signals | time in market | pf_r | maxDD_r | pf | profit [%] | CAGR [%] | maxDD [%] | first quote |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | 56.78 | 1 | SPX | 1 | 100.00 | 0.000 | 0.00 | 0.00 | 1016.8 | 8.32 | 56.78 | 1996-01-02 | |||||
| risk_onoff_filter | risk_on_off | 17.24 |
1500.0 | 1000.0 | -50.0 | next_open | 1 | 128 | 44.73 | 2.456 | 0.21 | 2.26 | 342.4 | 5.05 |
17.24 |
1996-01-02 |