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Strategies

StrategyEnvOwnerEnabledLast EventEventsSubmittedDry RunLatest Metrics
baseline_momentum_live_v1liveunregisteredFalselegacy_deployment_disabled100{}
baseline_momentum_paper_v1papercodexTruestrategy_metrics_recorded3666{"account_cash": 299035.16, "account_portfolio_value": 1007587.92, "backtest": {"1M_SPY": {"max_drawdown_pct": -0.8661239895220052, "sharpe": 9.88327964186077, "total_return_pct": 11.879010360572128, "trading_days": 24, "win_rate_pct": 65.21739130434783}, "1M_strategy": {"max_drawdown_pct": -4.795909835275481, "sharpe": 6.401230899041339, "total_return_pct": 44.515173685884534, "trading_days": 24, "win_rate_pct": 60.86956521739131}, "1Y_SPY": {"max_drawdown_pct": -9.131166161057013, "sharpe": 1.8940446516651384, "total_return_pct": 30.544984689452548, "trading_days": 252, "win_rate_pct": 56.17529880478087}, "1Y_strategy": {"max_drawdown_pct": -29.65296124099209, "sharpe": 1.8996964974927675, "total_return_pct": 129.41807091124633, "trading_days": 252, "win_rate_pct": 54.980079681274894}, "3M_SPY": {"max_drawdown_pct": -8.930835734870278, "sharpe": 1.65466837641892, "total_return_pct": 7.497449351406549, "trading_days": 66, "win_rate_pct": 53.84615384615385}, "3M_strategy": {"max_drawdown_pct": -9.058185867497127, "sharpe": 3.6484951884700982, "total_return_pct": 59.003501995234316, "trading_days": 66, "win_rate_pct": 58.46153846153847}, "3Y_SPY": {"max_drawdown_pct": -18.980650634646167, "sharpe": 1.1283292792132655, "total_return_pct": 79.47632257750547, "trading_days": 753, "win_rate_pct": 57.180851063829785}, "3Y_strategy": {"max_drawdown_pct": -46.36399338367142, "sharpe": 0.8731799343791227, "total_return_pct": 198.6044835846259, "trading_days": 753, "win_rate_pct": 51.329787234042556}, "6M_SPY": {"max_drawdown_pct": -9.131166161057013, "sharpe": 0.8878119758361774, "total_return_pct": 7.9268917277609985, "trading_days": 129, "win_rate_pct": 53.90625}, "6M_strategy": {"max_drawdown_pct": -13.602493621976919, "sharpe": 2.7582965449997374, "total_return_pct": 88.81712780780866, "trading_days": 129, "win_rate_pct": 59.375}}, "budget": 20000.0, "dry_run": true, "dry_run_order_count": 0, "environment": "paper", "metrics_only": true, "order_intent_count": 0, "paper_submit": false, "submitted_order_count": 0, "target_count": 6, "target_notional": 20000.0, "target_symbols": ["INTC", "AMD", "MU", "QCOM", "OKLO", "SOXX"]}
etf_ic_real_hourly_paper_v1papercodexTruestrategy_metrics_recorded400{"annualized_return": 0.0354300487245196, "annualized_vol": 0.0157456868926088, "data_source": "Alpaca historical option bars from local cache", "fee_per_contract": 0.65, "final_equity": 103491.19999999984, "initial_aum": 100000.0, "max_drawdown": -0.0155678263620141, "module_metrics": {"DIA": {"best": 80.4, "pnl_1lot": 262.6, "sharpe": 0.6999983890404003, "trades": 19, "win_rate": 0.7368421052631579, "worst": -238.6}, "IWM": {"best": 104.4, "pnl_1lot": 337.7999999999999, "sharpe": 1.1502899491614078, "trades": 17, "win_rate": 0.7647058823529411, "worst": -275.6000000000001}, "QQQ": {"best": 140.4, "pnl_1lot": 623.6000000000001, "sharpe": 1.2781927114324054, "trades": 39, "win_rate": 0.6923076923076923, "worst": -205.59999999999997}, "SPY": {"best": 148.40000000000003, "pnl_1lot": 682.8000000000001, "sharpe": 1.7604165889387176, "trades": 27, "win_rate": 0.8518518518518519, "worst": -343.6}}, "notes": "Metrics are research/backtest metrics from real Alpaca option 1-hour bars. Orders are not enabled because current ExecutionGateway/AlpacaBroker only supports single-symbol equity market orders, not four-leg option multi-leg orders.", "option_interval": "1Hour", "pnl": 3491.199999999852, "pnl_pct": 0.03491199999999852, "pure_real_v1": {"annualized_return": 0.0231366432038162, "max_drawdown": -0.0148697717325169, "pnl": 2203.199999999866, "sharpe": 1.76115455587201, "trades": 65, "trades_per_week": 1.3119612068965518, "win_rate": 0.7538461538461538}, "sharpe": 2.25014310053065, "strategy_family": "ETF 2DTE/3DTE short iron condor after range spike", "symbols": ["SPY", "QQQ", "IWM", "DIA"], "timeframe_end": "2026-05-07", "timeframe_start": "2025-05-12", "trades": 102, "trades_per_week": 1.9901442307692307, "trades_per_year": 103.4875, "win_rate": 0.7549019607843137}

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