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Quant_Code/1.交易策略/4.orderflow/backtest_results/IM2606_metrics.json
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{
"total_return": -29.2,
"total_return_pct": -0.0,
"max_drawdown": -110.8,
"max_drawdown_pct": -0.01,
"win_rate": 0.1765,
"total_trades": 17,
"winning_trades": 3,
"losing_trades": 14,
"avg_win": 45.67,
"avg_loss": -11.87,
"profit_factor": 0.82,
"final_equity": 999970.8
}