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

1	portfolio	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_three_equal_weight_cost_0.0007	kartsell_v11_original	0.0007	2007-01-02	2021-04-16	3544	0.08843891151457628	-0.5716770052082552	0.1547008375513705	0.22997459432990952	0.48937605043080074	0.7046018138046047	23.48384045817326	1205	10.595376581065544	0.7059560759969902	-0.03325317226219906	3.355727378208201
3	kr_three_equal_weight_cost_0.0007	kartsell_v12_candidate	0.0007	2007-01-02	2021-04-16	3544	0.10411762223906407	-0.5016815016302062	0.20753729587544184	0.19831218550035656	0.6065093618472281	0.8560847569525031	19.137907221578562	1050	1.4886259103104638	0.578875094055681	-0.028671499449612836	4.116439174159158
4	kr_three_equal_weight_cost_0.0015	kartsell_v11_original	0.0015	2007-01-02	2021-04-16	3544	0.07926049974261207	-0.57336133399058	0.13823830635903026	0.22994762920781084	0.451988067848426	0.650608938291938	24.22726196652991	1226	10.595376581065544	0.7059560759969902	-0.03328691758055112	2.9733467735439385
5	kr_three_equal_weight_cost_0.0015	kartsell_v12_candidate	0.0015	2007-01-02	2021-04-16	3544	0.10280399684556496	-0.5024897847827778	0.20458922740092372	0.19831128049128194	0.6004118630386361	0.8473037484677485	19.220444162042558	1050	1.4886259103104638	0.578875094055681	-0.028679139899051038	4.047022719393547
6	kr_three_equal_weight_cost_0.0030	kartsell_v11_original	0.003	2007-01-02	2021-04-16	3544	0.06225708596828161	-0.5765019704006571	0.10799110699485417	0.22990188837222586	0.381853957039464	0.5493861843422069	25.823678227040297	1272	10.595376581065544	0.7059560759969902	-0.033350190052461225	2.3698418043265104
7	kr_three_equal_weight_cost_0.0030	kartsell_v12_candidate	0.003	2007-01-02	2021-04-16	3544	0.10034491537550805	-0.5040019881294311	0.19909626894118282	0.19831064431321607	0.5889757524689004	0.8308974900023449	19.37638665156235	1051	1.4886259103104638	0.578875094055681	-0.02869371093975576	3.919993971879358