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SamoraDCSamoraDC
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trying to fix negative sharpe ration and zero win rate
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‎.gitignore‎

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.env
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# Removed Windows wrapper files per user request
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hive-mind-prompt-*.txt
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# Virtual Environments (consolidated to .venv)
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venv/
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.venv/
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ENV/
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env/
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# Claude Flow generated files
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.claude/settings.local.json
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.mcp.json
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claude-flow
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# Removed Windows wrapper files per user request
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hive-mind-prompt-*.txt
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# Virtual Environments (consolidated to .venv)
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venv/
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.venv/
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ENV/
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env/

‎data/backtest_results/backtest_20251028_174024.json‎

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{
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"timestamp": "2025-10-28T17:40:24.303911",
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"symbols": [
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"AAPL",
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"MSFT",
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"GOOGL"
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],
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"start_date": "2024-10-28T17:40:20.174476",
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"end_date": "2025-10-27T17:40:20.174484",
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"initial_capital": 1000.0,
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"final_value": 988.995717008378,
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"total_return": -0.011004282991621948,
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"sharpe_ratio": -12.438321833612568,
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"max_drawdown": 0.011004282991621948,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"metrics": {
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"timestamp": "2025-10-28T20:40:24.292042",
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"metadata": {},
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"total_return": -1.1004282991621948,
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"sharpe_ratio": -12.438321833612568,
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"sortino_ratio": -6.45986871683253,
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"max_drawdown": 1.1004282991621948,
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"max_drawdown_duration": 170,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"total_trades": 12,
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"winning_trades": 0,
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"losing_trades": 12,
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"average_win": 0.0,
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"average_loss": -0.3494415101381069,
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"largest_win": 0.0,
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"largest_loss": -1.4939092795226672,
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"volatility": 0.25189689268506715,
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"calmar_ratio": 1.0,
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"average_trade": -0.3494415101381069
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}
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}

‎data/backtest_results/backtest_20251028_174110.json‎

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{
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"timestamp": "2025-10-28T17:41:10.824615",
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"symbols": [
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"AAPL",
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"MSFT",
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"GOOGL"
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],
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"start_date": "2024-10-28T17:41:06.326890",
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"end_date": "2025-10-27T17:41:06.326898",
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"initial_capital": 1000.0,
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"final_value": 988.9354520460129,
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"total_return": -0.01106454795398713,
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"sharpe_ratio": -11.58021925019685,
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"max_drawdown": 0.01106454795398713,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"metrics": {
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"timestamp": "2025-10-28T20:41:10.807749",
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"metadata": {},
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"total_return": -1.106454795398713,
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"sharpe_ratio": -11.58021925019685,
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"sortino_ratio": -5.700891470554324,
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"max_drawdown": 1.106454795398713,
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"max_drawdown_duration": 170,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"total_trades": 12,
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"winning_trades": 0,
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"losing_trades": 12,
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"average_win": 0.0,
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"average_loss": -0.3995342119325962,
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"largest_win": 0.0,
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"largest_loss": -1.8509611614346833,
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"volatility": 0.27109733694002,
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"calmar_ratio": 1.0,
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"average_trade": -0.3995342119325962
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}
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}

‎data/backtest_results/backtest_20251028_174742.json‎

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{
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"timestamp": "2025-10-28T17:47:42.727224",
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"symbols": [
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"AAPL",
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"MSFT",
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"GOOGL"
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],
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"start_date": "2024-10-28T17:47:38.689674",
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"end_date": "2025-10-27T17:47:38.689680",
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"initial_capital": 1000.0,
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"final_value": 989.5413199209734,
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"total_return": -0.010458680079026636,
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"sharpe_ratio": -12.005025386751207,
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"max_drawdown": 0.010458680079026637,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"metrics": {
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"timestamp": "2025-10-28T20:47:42.714254",
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"metadata": {},
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"total_return": -1.0458680079026637,
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"sharpe_ratio": -12.005025386751207,
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"sortino_ratio": -5.908375580780343,
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"max_drawdown": 1.0458680079026637,
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"max_drawdown_duration": 170,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"total_trades": 12,
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"winning_trades": 0,
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"losing_trades": 12,
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"average_win": 0.0,
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"average_loss": -0.38889024753595525,
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"largest_win": 0.0,
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"largest_loss": -1.7495135828528525,
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"volatility": 0.2562817249278092,
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"calmar_ratio": 1.0,
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"average_trade": -0.38889024753595525
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}
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}

‎data/backtest_results/backtest_20251028_190813.json‎

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{
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"timestamp": "2025-10-28T19:08:13.642952",
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"symbols": [
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"AAPL",
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"MSFT",
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"GOOGL"
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],
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"start_date": "2024-10-28T19:08:09.287628",
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"end_date": "2025-10-27T19:08:09.287641",
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"initial_capital": 1000.0,
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"final_value": 895.0539486922156,
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"total_return": -0.1049460513077844,
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"sharpe_ratio": -12.184520946259509,
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"max_drawdown": 0.1049460513077844,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"metrics": {
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"timestamp": "2025-10-28T22:08:13.587823",
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"metadata": {},
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"total_return": -10.494605130778439,
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"sharpe_ratio": -12.184520946259509,
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"sortino_ratio": -11.156416186276118,
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"max_drawdown": 10.494605130778439,
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"max_drawdown_duration": 170,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"total_trades": 137,
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"winning_trades": 0,
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"losing_trades": 137,
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"average_win": 0.0,
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"average_loss": -0.5167008604603929,
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"largest_win": 0.0,
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"largest_loss": -1.8609311747519024,
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"volatility": 1.0955704935838018,
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"calmar_ratio": 1.0,
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"average_trade": -0.5167008604603929
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}
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}

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