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41 lines
1.0 KiB
41 lines
1.0 KiB
[
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{
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"expression": "rank(ts_sum(vec_avg(nws12_afterhsz_sl), 60)) * 0.7 + rank(-ts_delta(close, 2)) * 0.3",
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"time_consuming": 78.3,
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"formatted_time": "1分18.30秒",
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"alpha_id": "WjqvZQLO",
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"status": "success",
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"description": "/",
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"simulation_timestamp": "2025-11-13 22:08:12",
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"performance_metrics": {
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"sharpe_ratio": null,
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"annual_return": null,
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"annual_volatility": null,
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"max_drawdown": null,
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"information_ratio": null,
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"total_return": null
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},
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"risk_metrics": {
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"turnover": null,
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"score": null,
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"specific_return": null,
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"specific_risk": null,
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"tail_ratio": null,
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"common_ratio": null
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},
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"quantile_metrics": {
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"top_minus_bottom": null,
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"top_decile_return": null,
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"bottom_decile_return": null,
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"ic": null,
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"ic_decay": null
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},
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"other_metrics": {
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"capacity": null,
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"fitness": null,
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"instrument_count": null,
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"start_date": null,
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"end_date": null
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}
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}
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] |