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168 lines
3.5 KiB
168 lines
3.5 KiB
{
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"schema": {
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"name": "yearly-stats",
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"title": "Yearly Stats",
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"properties": [
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{
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"name": "year",
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"title": "Year",
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"type": "year"
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},
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{
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"name": "pnl",
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"title": "PnL",
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"type": "amount"
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},
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{
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"name": "bookSize",
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"title": "Book Size",
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"type": "amount"
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},
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{
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"name": "longCount",
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"title": "Long Count",
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"type": "integer"
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},
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{
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"name": "shortCount",
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"title": "Short Count",
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"type": "integer"
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},
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{
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"name": "turnover",
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"title": "Turnover",
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"type": "percent"
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},
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{
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"name": "sharpe",
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"title": "Sharpe",
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"type": "decimal"
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},
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{
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"name": "returns",
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"title": "Returns",
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"type": "percent"
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},
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{
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"name": "drawdown",
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"title": "Drawdown",
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"type": "percent"
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},
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{
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"name": "margin",
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"title": "Margin",
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"type": "permyriad"
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},
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{
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"name": "fitness",
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"title": "Fitness",
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"type": "decimal"
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},
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{
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"name": "stage",
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"title": "Stage",
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"type": "string"
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}
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]
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},
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"records": [
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[
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"2018",
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347052.0,
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20000000,
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1081,
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1083,
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0.3727,
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1.54,
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0.0365,
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0.0156,
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0.000196,
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0.48,
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"TRAIN"
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],
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[
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"2019",
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190205.0,
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20000000,
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1364,
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1359,
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0.3659,
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0.83,
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0.0189,
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0.0353,
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0.000103,
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0.19,
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"TRAIN"
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],
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[
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"2020",
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1554201.0,
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20000000,
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1348,
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1340,
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0.3639,
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4.49,
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0.1682,
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0.0145,
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0.000925,
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3.05,
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"TRAIN"
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],
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[
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"2021",
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584087.0,
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20000000,
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1435,
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1424,
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0.3652,
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1.41,
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0.0579,
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0.0253,
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0.000317,
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0.56,
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"TRAIN"
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],
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[
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"2022",
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31117.0,
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20000000,
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1441,
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1434,
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0.3446,
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2.08,
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0.0648,
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0.004,
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0.000376,
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0.9,
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"TRAIN"
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],
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[
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"2022",
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443804.0,
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20000000,
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1415,
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1417,
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0.3623,
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1.19,
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0.0464,
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0.0349,
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0.000256,
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0.43,
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"TEST"
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],
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[
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"2023",
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68779.0,
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20000000,
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1405,
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1394,
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0.3554,
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6.22,
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0.1323,
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0.0019,
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0.000744,
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3.79,
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"TEST"
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]
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]
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} |