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backtest_results_romeo_v8/romeo_summary_15m.json
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{
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"initial_capital": 100.0,
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"final_capital": 126.80919582503007,
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"total_return_pct": 26.809195825030073,
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"peak_capital": 142.58333833268898,
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"max_drawdown_pct": 11.063103650198721,
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"trades": 66,
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"win_rate": 0.6818181818181818,
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"avg_win": 1.1074004382650395,
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"avg_loss": -1.096372566518893,
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"profit_factor": 2.164411087623176,
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"sharpe_ratio": 4.64030876344748,
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"super_ensemble_metrics": {
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"algorithms_used": 10,
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"ensemble_method": "stacking",
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"avg_consensus_score": 1.0,
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"avg_ensemble_proba": 0.6687202993993976,
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"calibration_used": true,
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"cv_ensemble_used": true,
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"dynamic_weighting_used": true
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}
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}
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