No strategy configuration satisfied the risk constraints.
Try widening the stop-loss range, relaxing the max-drawdown limit, or
extending the historical date range in config/settings.yaml.
Ranked by Profit Factor, then Sharpe Ratio. No configuration satisfied the profitability / risk guardrails.
| # | Strategy | Stop Loss | Profit Factor | Sharpe | Sortino | Win Rate % | Total Return % | CAGR % | Max Drawdown % | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Momentum | 0.02 | 11.45 | -1.524 | -3.972 | 33.3 | -6.84 | -6.84 | 8.31 | Unprofitable |
| 2 | Momentum | 0.05 | 11.45 | -1.524 | -3.972 | 33.3 | -6.84 | -6.84 | 8.31 | Unprofitable |
| 3 | Momentum | 0.08 | 11.45 | -1.524 | -3.972 | 33.3 | -6.84 | -6.84 | 8.31 | Unprofitable |
| 4 | Momentum | 0.02 | 1.46 | -0.607 | -0.874 | 25.0 | -7.98 | -7.98 | 13.85 | Unprofitable |
| 5 | Momentum | 0.05 | 1.11 | -0.846 | -1.027 | 25.0 | -11.68 | -11.68 | 17.35 | Unprofitable |
| 6 | Momentum | 0.08 | 1.11 | -0.846 | -1.027 | 25.0 | -11.68 | -11.68 | 17.35 | Unprofitable |
| 7 | Momentum | 0.02 | 0.16 | -2.318 | -3.018 | 27.3 | -23.81 | -23.81 | 25.84 | Unprofitable |
| 8 | Momentum | 0.05 | 0.14 | -2.403 | -2.669 | 27.3 | -26.16 | -26.16 | 28.2 | Unprofitable |
| 9 | Momentum | 0.08 | 0.14 | -2.403 | -2.669 | 27.3 | -26.16 | -26.16 | 28.2 | Unprofitable |
| 10 | Bollinger_Squeeze | 0.05 | 0.0 | -5.057 | -2.954 | 0.0 | -17.95 | -17.95 | 17.95 | Unprofitable |