KArtSell.Aegis/research/original/results_kr/kr_asset_metrics_10bps.csv

1	market	symbol	strategy	cost_one_way	start	end	observations	cagr	mdd	calmar	annual_vol	sharpe_zero_rf	sortino_zero_rf	ulcer_index	recovery_days_max	turnover_annual	avg_exposure	cvar_5_daily	final_equity
2	KR	005930	buy_hold	0.001	2007-01-02	2021-04-15	3539	0.15057891797717682	-0.47342611694340286	0.3180621275170973	0.3012569883821708	0.6239825684785394	0.9842780210289169	15.778728354252292	871	0.0	1.0	-0.039340619255431544	7.414664514724403
3	KR	005930	trend_10m_shifted	0.001	2007-01-02	2021-04-15	3539	0.07064016226723435	-0.40222436489246804	0.17562377725705283	0.21659389342868704	0.4286813719585508	0.5215636807760939	20.041846619182405	994	2.520414031052329	0.5908448714326081	-0.03230168596198603	2.650998278642384
4	KR	005930	trailing_12	0.001	2007-01-02	2021-04-15	3539	0.07313014839612841	-0.37191272085678795	0.19663255461565285	0.23373219759607522	0.4238821539085963	0.5576006147348199	17.075759519220338	1061	4.060667050028752	0.6985024018084205	-0.033858832654821806	2.7404345825750447
5	KR	005930	kartsell_v11_original	0.001	2007-01-02	2021-04-15	3539	0.06391705052338059	-0.3897192409999386	0.16400794161299997	0.2244527163066945	0.3930133273333859	0.5683107467507722	20.18117215909693	993	10.480721679125933	0.7500847697089574	-0.032083069193317944	2.4228892058747946
6	KR	005930	kartsell_v12_candidate	0.001	2007-01-02	2021-04-15	3539	0.07784227786302278	-0.3667492626212113	0.21224930980548531	0.19491413637627125	0.48853345473512927	0.7048230394853046	17.928912983679123	1069	1.4317351926394482	0.6346284261090704	-0.027764505311173603	2.917414223133168
7	KR	000660	buy_hold	0.001	2007-01-02	2021-04-16	3541	0.1098093222355856	-0.8456613414596607	0.12985023300940815	0.4475685447134808	0.4598730935511649	0.6876290237370674	29.999445622976932	938	0.0	1.0	-0.0604242380537444	4.430196217417916
8	KR	000660	trend_10m_shifted	0.001	2007-01-02	2021-04-16	3541	0.08326915706529525	-0.5559232318730603	0.1497853521694682	0.2836930477732311	0.4284093558404643	0.49457210291455217	25.667925419725997	1654	1.539957838252204	0.555210392544479	-0.0436898796218878	3.1350722817866807
9	KR	000660	trailing_12	0.001	2007-01-02	2021-04-16	3541	0.1477906538945386	-0.46930782719418385	0.31491197318852254	0.2958928513033166	0.6206764791280346	0.806417464159277	20.319909744032984	774	4.759869681870448	0.6269415419373059	-0.042051640801858005	7.164808959900772
10	KR	000660	kartsell_v11_original	0.001	2007-01-02	2021-04-16	3541	0.07206174025135836	-0.5786856403156295	0.1245265740688746	0.3005500330753062	0.385279269008618	0.5567543373086427	26.79455392544834	796	8.623763894212342	0.7171844111832816	-0.04277214829188437	2.702235579784997
11	KR	000660	kartsell_v12_candidate	0.001	2007-01-02	2021-04-16	3541	0.08407099346504987	-0.5513875231192475	0.15247170082749223	0.2633430703226691	0.442891058735323	0.6271601004477529	22.299389544131433	887	1.5049587964737448	0.6068483479243152	-0.03786135927168199	3.1683878733279793
12	KR	035900	buy_hold	0.001	2007-01-02	2021-04-15	3456	0.0295373505487182	-0.95703125	0.030863517308048406	0.6232996288990094	0.3574342307158078	0.5417786422319167	71.35225105545686	2621	0.0	1.0	-0.08560653676427198	1.515555555555548
13	KR	035900	trend_10m_shifted	0.001	2007-01-02	2021-04-15	3456	0.05914624125344292	-0.7555977114749467	0.07827742243685187	0.4331933250962348	0.35289402058878244	0.38469313413887424	50.94451178897398	1658	1.9603220241518113	0.5069444444444444	-0.06260200645731767	2.2722426695975932
14	KR	035900	trailing_12	0.001	2007-01-02	2021-04-15	3456	0.0493813560307077	-0.7760014835470278	0.06363564642298143	0.3666121117952986	0.3182217766131556	0.3171937679169545	53.53024370404685	2558	7.491230592294422	0.41782407407407407	-0.05293687164401791	1.9906671339551736
15	KR	035900	kartsell_v11_original	0.001	2007-01-02	2021-04-15	3456	0.019203864123950476	-0.8427911180858594	0.02278603050251187	0.46493789201400215	0.2732359269302455	0.3787278332853394	63.24092663027409	2568	12.546060954571594	0.6475549768518518	-0.06530730094316521	1.3121871437541854
16	KR	035900	kartsell_v12_candidate	0.001	2007-01-02	2021-04-15	3456	0.07057023330533685	-0.7818310638902997	0.09026276463637509	0.40480133822934483	0.3759682202129277	0.4898560689824886	49.73921053443678	2483	1.4562392179413457	0.4874276620370371	-0.05794200587538522	2.648526183280227