backtest_results_romeo_v8/romeo_summary_15m.json

{
  "initial_capital": 100.0,
  "final_capital": 126.80919582503007,
  "total_return_pct": 26.809195825030073,
  "peak_capital": 142.58333833268898,
  "max_drawdown_pct": 11.063103650198721,
  "trades": 66,
  "win_rate": 0.6818181818181818,
  "avg_win": 1.1074004382650395,
  "avg_loss": -1.096372566518893,
  "profit_factor": 2.164411087623176,
  "sharpe_ratio": 4.64030876344748,
  "super_ensemble_metrics": {
    "algorithms_used": 10,
    "ensemble_method": "stacking",
    "avg_consensus_score": 1.0,
    "avg_ensemble_proba": 0.6687202993993976,
    "calibration_used": true,
    "cv_ensemble_used": true,
    "dynamic_weighting_used": true
  }
}