optimized_stats.txt

{'chance.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.39059e+08
Equity Peak [$]                   7.96482e+08
Return [%]                            639.059
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                      146.38
Volatility (Ann.) [%]                  129.05
Sharpe Ratio                          1.13429
Sortino Ratio                         4.47043
Calmar Ratio                          4.86852
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.56314
Max. Drawdown Duration      686 days 00:00:00
Avg. Drawdown Duration       68 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.363512
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.42265
Expectancy [%]                       0.416557
SQN                                   2.17768
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -639.0586592940635
    func_vals: array([-615.99823433, -520.53565917, -520.53565917, -520.53565917,
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         92.08908624, -520.53565917, -520.53565917, -520.53565917,
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1315f6f70>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x131d6e6d0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.24026654288695592, -0.06616867858108189]
      x_iters: [[0.307883297334818, -0.08477059437768586], [0.2817448701287013, -0.8367175556673612], [-0.4179415303686508, -0.5422492896197111], [-0.1803040468431646, -0.26275130320510465], [0.7436973846419721, 0.44693010310084613], [0.6560812709144979, 0.0452718578946778], [0.05588043350713412, -0.9819571677782576], [0.8320249855165691, 0.17904105761108502], [0.9653100481762018, -0.46671081763489], [-0.04040018476537666, -0.048428643779589886], [0.49429411594198647, -0.6203086626099819], [0.8707133009371792, -0.7510466022137025], [0.582702034522506, -0.19764464552724892], [0.6140362390899265, -0.8069234848165282], [0.47780355046178546, -0.6723153660554724], [0.4821310278967508, -0.9425246489498879], [0.2600140661025683, -0.17194130362254934], [0.4606466893269454, -0.4261747937054179], [0.2570984981077742, -0.7120677812712417], [0.12761503017104614, -0.8627171411219078], [-0.8633142154152406, -0.8767189871941382], [0.2197528976478973, 0.16523236402290564], [0.5191879152748986, 0.1201331921128439], [0.6367721636211516, -0.40844689524496947], [0.9098850887439298, -0.612893664109711], [0.6104275721637247, 0.3369098704575], [0.3035524758071728, -0.6548572006465265], [0.3709119268502872, -0.9305832003870542], [0.7651974997710151, -0.19497985298595488], [0.6487151638677955, -0.498292617726835], [0.8009379124217346, 0.6849582143768265], [0.9758089737485032, -0.47676047619461703], [-0.16203975079750343, -0.7126126646000095], [0.6339595186156335, -0.46860488754334517], [-0.09092960674217321, -0.7867115322638318], [0.9271357323103337, -0.0997621317494285], [0.9582190916547368, 0.7038823177952134], [0.5236135255116394, -0.7893479921393018], [0.4129389448457663, -0.214626105739687], [0.5096300701253094, -0.9667003746979604], [0.37050605687855187, -0.9380451509977489], [-0.5144774168084909, -0.6486718517814456], [-0.46523009738704313, -0.8048009104931116], [0.6011924557775383, -0.14659718694049395], [0.2552097144928609, -0.133927395291917], [0.7194840787001526, 0.702174756923007], [0.03784897147882327, 0.016719997044393642], [0.4667221111125306, 0.10655007361387181], [-0.0044952755896510155, -0.9157983469882021], [0.44965222996201315, 0.23521918468504843], [0.6455073099392792, -0.47211256576910376], [0.8918111890028388, -0.12137023004630021], [0.8728731430575771, -0.7062012941778505], [0.9623883789546308, -0.25834072493180893], [0.02854131484324207, -0.08238317307493226], [0.35026682198460146, 0.14224852376416197], [0.615879878789487, -0.6324113544087346], [0.7726375445388591, -0.4008875449488949], [0.24376000446204849, -0.9231275098053408], [0.24026654288695592, -0.06616867858108189], [-0.6140381700535462, -0.6254688310942224], [0.7596424129116539, -0.06633899697224988], [0.9259103511598337, -0.8810970692586877], [-0.624931647257104, -0.9885487562751847], [0.9019417469024456, -0.11607289752138106], [0.4690352430857794, 0.15101879275656804], [0.5471394943048062, -0.6218996299937147], [0.19052003095440173, -0.11285256633250607], [-0.698070482915516, -0.8234847731795822], [-0.3906814888078801, -0.9084556506526233], [0.6944556048505302, 0.4646304599563347], [-0.08382238628934269, -0.20173273634505606], [0.8057067547531465, -0.7430009878304691], [0.8982615449557856, 0.6440894521454208], [0.8064154919887163, -0.10781202566262071], [-0.9095935674407064, -0.9821610913996732], [0.7419987016891472, 0.6159945570132725], [0.47731460634460987, -0.5346802230314367], [0.30280422393388373, -0.6902684924318423], [0.8679032129995108, -0.8022434094754579], [0.8904918013592649, 0.5362040563036943], [0.022836027574947737, -0.35798153589627535], [0.04746775031791728, -0.20471351525586845], [0.7712651286946306, -0.6281744965147338]]), 'politics.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.22327e+08
Equity Peak [$]                   6.41678e+08
Return [%]                            522.327
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.007
Volatility (Ann.) [%]                 125.519
Sharpe Ratio                          1.01982
Sortino Ratio                           3.687
Calmar Ratio                          3.04017
Max. Drawdown [%]                    -42.1052
Avg. Drawdown [%]                    -5.54165
Max. Drawdown Duration      875 days 00:00:00
Avg. Drawdown Duration       76 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.1688
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332541
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38626
Expectancy [%]                       0.385846
SQN                                   2.24698
_strategy                 ourStrat(low=0.5...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -522.3266629802971
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x132bc1a60>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x132c78070>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.5859614325511717, -0.013978883412635534]
      x_iters: [[-0.3008843224033221, -0.6408693260482194], [-0.6078259461607838, -0.9547341115916131], [0.9026094712848678, -0.51947965657245], [0.36354637667358913, -0.13112202908288817], [0.5847990725417298, -0.7614896397720552], [0.16154779845102119, -0.8309976075404695], [0.8289409171574438, -0.8928750711159075], [0.4322069811373448, -0.46002412868289944], [0.09905468060772726, -0.299087628262224], [0.6085573923263898, -0.17085334189248036], [0.29783172275187275, 0.1841226447741504], [0.9404035779587483, 0.4811307115649388], [-0.652616161226967, -0.8272264572036024], [0.5839207431675157, 0.38061344333103686], [0.9414317732509738, -0.4876403915492856], [0.14946814627417204, -0.8915129196228163], [-0.26985604782545336, -0.5195974032280081], [-0.04541107655218868, -0.7451735543030367], [-0.23825656492244085, -0.3811157137382023], [0.32591941909125466, -0.2739598873118063], [-0.07865927946449969, -0.549524928032497], [0.5731436924472963, -0.912024436285392], [0.21237039578466788, -0.3920590759415028], [-0.645048534644344, -0.6909556905796316], [0.045597306835016616, -0.8163690866263351], [-0.14920980734640843, -0.6537742373184643], [0.6880587651732615, -0.9996950902329373], [0.6703748085972103, 0.5057374737588172], [0.3984871419083875, 0.06037074133121001], [0.9635814432177354, -0.8816768086450876], [0.4792296873848214, -0.3374825766330236], [0.9504423560286552, 0.009557886908463153], [0.4980290214506766, -0.5581772241913283], [0.9273375311547165, 0.2680624945045309], [0.4453591359005358, -0.6794518836206385], [0.3936860987159525, -0.9120932358238885], [0.05448847407260882, -0.5966667604289098], [0.9267820319989695, 0.14634044786702138], [0.003821175035089164, -0.1551561738452415], [0.5543245330911937, 0.33118556783250863], [-0.7791736866953825, -0.7960475623078718], [0.7775568969464135, 0.3201650712076547], [-0.5128315552141406, -0.5769180252139507], [0.17650331122274077, -0.14103679574854777], [0.4116269700084678, -0.4370159056017374], [0.6041263449394716, 0.06317239780140249], [0.36869220487224785, -0.7029945339605657], [-0.45047451421650486, -0.5139134279770017], [-0.6704028206780459, -0.9702361157864591], [0.12921668862676783, -0.04084185379037719], [0.8299445628799953, 0.7028913708568807], [0.4656579426198315, -0.8435754468638906], [0.5718844049581577, 0.37642478011781355], [0.4086848810107362, -0.4560237814569219], [0.37924976314603787, -0.5333181833547941], [0.8199117527771544, -0.14176564816590753], [0.11533435883999776, -0.23640301170213518], [-0.3584864320982839, -0.44804622973679364], [-0.33271175950509246, -0.3720991004229064], [0.4986698463324448, -0.9183100934070669], [0.974302578440543, -0.4523143641591163], [0.8781642498631741, 0.7765302406671919], [0.8763255884017458, 0.8467536993091462], [0.6748547977314401, 0.4446075950709194], [-0.7144686681382408, -0.9822758889564187], [-0.20549267117246006, -0.21418328964521327], [0.9000843692099874, -0.09981256937497351], [0.5859614325511717, -0.013978883412635534], [-0.05491563649042264, -0.08224706523878578], [0.38868841633324136, -0.18776972121343238], [0.1731386697073527, -0.10889653069237959], [-0.42603780629779486, -0.7949988619833386], [0.28193140168761155, -0.8758194097620722], [0.4923806838962381, 0.4387837977624125], [0.8034702182982105, 0.1887608653010555], [0.2819456808165308, -0.06328046426522127], [0.930235646937351, -0.24029507521006233], [0.9774218519943276, 0.44044099257856506], [-0.11631901267187139, -0.34684519582292606], [0.5105789715819615, -0.3481727945576799], [0.5625261475227312, 0.239998238902829], [0.9476207102249217, 0.758908171663961], [0.2717293824327418, -0.5600225583422738], [0.5653298535783153, -0.5155316577520441], [0.6449239248325089, -0.6044589290193603], [0.2911921802746007, -0.5738922885350813], [0.8109286807566174, 0.04700660989241778], [0.55634437704478, 0.29772495621238404], [0.628004693313583, 0.3312972304359554], [0.33747462210970336, -0.9941538495317109], [-0.15504607948664073, -0.3263895272041152], [0.8443311551348478, 0.44625764449899585]]), 'invest.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.74663e+08
Equity Peak [$]                   8.34852e+08
Return [%]                            674.663
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     151.661
Volatility (Ann.) [%]                  132.38
Sharpe Ratio                          1.14565
Sortino Ratio                         4.66802
Calmar Ratio                          5.04418
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.83907
Max. Drawdown Duration      378 days 00:00:00
Avg. Drawdown Duration       68 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                        0.37199
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.43282
Expectancy [%]                       0.425051
SQN                                   2.15133
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.8134556178336052, -0.04568038370694516]
      x_iters: [[-0.7979308209872988, -0.8582915731300587], [0.9279292874937994, 0.5594416675407428], [0.06387641826509749, 0.010599452011044841], [0.4697428672811823, 0.4012652071637757], [0.8121564803819419, -0.8173758633023068], [-0.44660593954417394, -0.6934916906570655], [0.3308420211786778, -0.26299128125752536], [0.7395306772755752, -0.10727094494503375], [-0.10286584832644918, -0.41695606966618315], [-0.5483713432609818, -0.9260353873681972], [0.8830846475631251, -0.5542448500733618], [-0.006500255375850195, -0.19825016757623337], [0.41530362839008883, 0.09024761909274348], [0.1785144911386185, -0.7498263209853657], [0.7879038127304614, 0.3506118526172439], [0.7302569715185183, -0.03648021240842847], [0.37575760611996434, -0.25521105649993236], [0.4805777058352607, 0.07502391848826995], [-0.11757719540153777, -0.9229382524565402], [0.8864999109499505, 0.665318236977307], [0.08061583222870095, -0.5597912235359526], [0.1821197707207547, -0.9732339417053854], [0.2643633344299883, -0.6398944214675337], [-0.38608906237653917, -0.45650110979373104], [0.12024782568151582, -0.10629769650753174], [0.1853208056173674, -0.14782598747954512], [0.6376991660403633, -0.5528248028404352], [-0.6695227500653651, -0.999307487805394], [-0.0328847725107958, -0.8117291548981491], [-0.7287324367590795, -0.7735215357790576], [0.2389177051970215, -0.07280317241838519], [0.9742658893082647, -0.7335821338930497], [0.8669088696716585, 0.7661321224601545], [0.7334247040831585, -0.7736965576999049], [0.7367089749134168, -0.11243026290376268], [0.1315613381442169, -0.60332787409478], [0.7102998085113275, -0.6004429853023132], [0.7470190153249832, 0.7000473104050449], [-0.28249842702666683, -0.28973355932460254], [0.05873088822484296, -0.48392158683407127], [0.48534740292327827, -0.8783139028158395], [0.5825661336637928, -0.7000995830253978], [0.34499117466251783, -0.5597336823159588], [-0.5366460658679, -0.875027842147192], [0.7346951283236836, 0.5338557081795523], [0.5926882378595328, -0.3437805855976881], [0.7133377401861158, -0.7711672339986215], [-0.6051058937539702, -0.6906684190922541], [0.8060320486268335, 0.7024167437178668], [0.9328341242365832, -0.04841510316392916], [0.8072915592285803, -0.7618928987107856], [-0.20962216516663845, -0.8077485676587585], [-0.35972440491739044, -0.3803071375447008], [0.05693632506535984, -0.07042900166552502], [0.026511036530359133, -0.2086365991607655], [-0.11855084806608884, -0.15419785818335086], [0.15156419976267932, 0.01075297618684301], [-0.2328706144078827, -0.45346493414160105], [0.9351235863091161, 0.15411241743428294], [-0.040132792094423, -0.5209358755571826], [0.12276088722672962, -0.5497372319638847], [0.8698650957382306, -0.5711407166075692], [0.8320496796242596, -0.03608672215109998], [0.3891620809468148, -0.5742542689498192], [0.4614658839891064, 0.06417869095522954], [0.26738597616936377, -0.9672618442149526], [-0.7543536761724096, -0.8728160661424698], [0.9214356673525725, 0.7700862150635721], [0.6626056772099815, -0.513598691843252], [0.6457802909564836, -0.4693516935121198], [0.36445185486370124, 0.3397854295610929], [0.8364919169526623, -0.11060361614333847], [-0.21196171224482352, -0.920317810986962], [0.5757691872975914, -0.07662812837079536], [0.25921366391416845, -0.2193254020478661], [0.680502055867704, -0.0605808244638526], [0.06464435312482131, -0.707688409126844], [0.02534180802391295, -0.4211690224854917], [0.7223375042505142, 0.5547272034637247], [0.955035384289245, -0.21262121042000337], [0.8410618890416952, 0.0908809482990629], [0.9349097133180826, -0.30797277864394523], [0.46140862315032694, -0.16272334463201643], [0.5952856125915653, -0.8150314164590995], [0.8592173291691299, -0.516511236108445], [0.17243610818934885, -0.5455049143795747], [0.05712404332252463, -0.8807160168393995], [0.8134556178336052, -0.04568038370694516], [0.16325106861968264, -0.3359433622403669], [0.2357959972654151, 0.034198005174883805], [0.3651808464282693, 0.3016176212523989], [0.7319043066235025, 0.1883806371242185], [0.9491806402900289, 0.49014921905617737], [0.6068021945803306, 0.13027566734541685], [-0.2543343747783464, -0.9818733137773252], [0.014304449874114944, -0.07048311823364284], [0.9176987669355239, -0.5775503922980627], [0.8456454708275014, -0.5256928936978769], [0.2968644805417695, -0.21770048586285107], [0.5374975371151414, 0.15052330395755242], [0.609919987097632, -0.0023231479208608574], [0.8565779701102438, -0.4507630758830292]]), 'dividend.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                   6.8646e+08
Equity Peak [$]                   7.39796e+08
Return [%]                             586.46
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     138.314
Volatility (Ann.) [%]                 122.528
Sharpe Ratio                          1.12884
Sortino Ratio                         4.42553
Calmar Ratio                          4.09716
Max. Drawdown [%]                    -33.7586
Avg. Drawdown [%]                    -5.62614
Max. Drawdown Duration      714 days 00:00:00
Avg. Drawdown Duration       70 days 00:00:00
# Trades                                  557
Win Rate [%]                          57.6302
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                        0.35021
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40667
Expectancy [%]                       0.403366
SQN                                   2.10519
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.18163543466987475, 0.06204090822781505]
      x_iters: [[0.3680312614321948, 0.1998552344165201], [0.6535148453598769, 0.0711932869860823], [-0.21236376986817507, -0.941552832626565], [0.8534643092731453, 0.27154616834510215], [0.4703682030897913, -0.5516490953757136], [-0.6631582153979441, -0.6700038619020932], [0.9157272522935263, 0.6116065532719281], [0.7917529679695612, -0.8807212689500294], [0.03560693145482441, -0.8236463315765807], [0.5849995422093415, 0.40674222422568596], [0.16534695977349334, -0.20826578571687493], [-0.2704701830194741, -0.7241353090811211], [0.7448981109087929, -0.502081490432895], [0.4277673945321896, 0.18348445897848853], [-0.5985245768707925, -0.8797342956141286], [0.03081857240501873, -0.951986437905239], [0.5222823036146693, -0.7515822606750082], [0.9247385535559602, -0.04563655723318738], [0.43950290082190313, -0.8853084158197818], [0.957606903716842, -0.2199978308191347], [-0.4116377592525191, -0.7911074126946478], [0.5952312911275472, -0.2787995275379809], [0.8381563466383402, -0.8113829840229159], [0.3381978767127065, 0.011656677414096261], [0.8784490960009528, -0.7467313945164622], [-0.10882361259422446, -0.21918081575033177], [0.9053606482939578, 0.7757412071345058], [0.5220439103541483, -0.6717489374141674], [-0.3321903410327446, -0.5748892705327571], [0.5594059344841358, -0.0621497779484832], [0.8219466290904474, -0.9229271893139962], [0.8840992028078056, -0.4900715969434021], [0.6804993403603572, 0.009017690480143337], [-0.07357688377214766, -0.6657204692298347], [0.8162113284908048, 0.5838506360459947], [-0.047509726581078326, -0.9104242800695224], [-0.5168080082098638, -0.660180654941315], [-0.4545964256409095, -0.6787429006975556], [-0.49510300917113526, -0.6530392402951506], [0.5860901154301801, 0.5036888065736702], [-0.5131620728847921, -0.5661523707575686], [0.708799256088996, 0.28842523147794696], [0.8465002972451376, 0.5785821983270218], [-0.16412301364011883, -0.9811341853826628], [0.08900378397095654, 0.08889810907310869], [0.34367119712450234, -0.22236491905277878], [0.8535453326578042, 0.32547510455614215], [0.5877028431135369, 0.26459901179825573], [0.7266991960362479, -0.17714992354651116], [0.43565116336398946, 0.2886678404833889], [0.4570685014796325, -0.11940648116386743], [0.03309774468183613, -0.4972095347896258], [0.5948744916671191, -0.8817236972575302], [0.17178850830047554, -0.2708722048133577], [0.6013096192139558, -0.0469499866692894], [0.8538632893581652, -0.5065264577513624], [0.7282506575524135, 0.08011199465553043], [-0.09452680029360971, -0.7821918749334359], [0.6416388625999891, 0.18144677009340415], [-0.27292072702430714, -0.5223950384088838], [0.6711576068527199, 0.3707852655589303], [0.7190057517334916, -0.301652218936582], [-0.6707913779529056, -0.689359694573098], [0.5694955776365058, -0.24539339515946668], [0.5978771986266118, -0.18973753345237354], [0.3500547385260149, -0.36667002135027027], [-0.011456617541000691, -0.35610191679335235], [0.09502133576030802, -0.26344822215511143], [0.11724682782648355, -0.8122262531706272], [0.9631125132155227, -0.7958043732735498], [0.19941397663061156, -0.14536782355030198], [0.5710885998281696, 0.4731960402298112], [0.5402523394162517, -0.5854837337541502], [0.39866358554473424, -0.5335065209444066], [0.5258608618697895, -0.8999551042429403], [0.042913360775580056, -0.34240565847207594], [0.2831404153073591, -0.05100730099463102], [0.2450740266901037, -0.9671604863406452], [0.9233075564373223, -0.4409173802681856], [0.25847181755903703, -0.13769978268359462], [-0.25519058056961896, -0.4529465235214143], [0.5870938248829163, 0.04474098099572976], [0.18163543466987475, 0.06204090822781505], [0.5852343758817249, 0.07470178478028311], [0.8848230387090379, -0.048792900044202], [-0.21192056756798727, -0.41326214421342355], [0.7169062016270125, 0.46975513119049417], [0.4556532614762179, 0.38704483374992327], [0.4275202946634238, -0.7219651474587573], [-0.6023386600908323, -0.6846536383615542], [0.8666971292167416, -0.9152482846108768], [0.8186019953084158, 0.31472167369863113], [0.3628380677331391, 0.06272170343327699], [0.9506739824323578, 0.19599335785528438], [0.4664478747519103, -0.8030764433582165], [0.6615671886525314, 0.2741129358249639], [0.1786323545595352, -0.9338987579798878], [-0.23949959599598136, -0.35539947700823404], [0.2901639207714193, -0.009649913027755752], [0.4032835806141657, -0.4877451240067546], [0.45719262666984695, -0.7831421409539923], [0.19539349894108593, -0.5658849894835061], [0.5687592256046217, -0.03216170089433357], [0.5274613497570455, 0.06853214822776765], [0.23860720133501112, -0.08371550647489745], [0.23163561689658607, 0.172921997808811], [0.2059719473496444, -0.5072174967489718]]), 'hedge.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.25874e+08
Equity Peak [$]                   6.74503e+08
Return [%]                            525.874
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.592
Volatility (Ann.) [%]                 120.741
Sharpe Ratio                          1.06502
Sortino Ratio                         3.89851
Calmar Ratio                          4.27689
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.333564
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38728
Expectancy [%]                       0.386648
SQN                                   2.09698
_strategy                 ourStrat(low=0.3...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1372054c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x13712a1c0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.3046758950943569, -0.08220042869564281]
      x_iters: [[0.7082717025201344, -0.9556719183523308], [0.7933709967065563, 0.05763470163430218], [0.07470854609721211, -0.32658771800837216], [-0.0833984770060624, -0.9170068674017751], [0.22688383995514338, -0.8182568402317753], [-0.3956094373744664, -0.7007317986115441], [0.4853196595265099, 0.4794613899511524], [0.966650352287229, -0.46734000657648633], [0.6268005355091006, -0.2621251848007069], [0.38026414028317324, -0.609291140017815], [0.3723185377294056, -0.1762776011983458], [0.859348998684917, 0.38755115411168206], [0.47509240629361593, -0.3255357504814895], [0.08550613140855035, 0.040443869083830686], [0.8037421143428567, 0.3328358078391829], [-0.39219245065931907, -0.7233977286700732], [0.7904068817825571, 0.3782952464634757], [0.010810876480353615, -0.7395399342718023], [0.7026785197696419, -0.1084596604777176], [0.3046758950943569, -0.08220042869564281], [-0.672493036000736, -0.7735516144373242], [-0.6865655929024466, -0.8913683673745654], [0.1880332678926162, -0.41250335274681105], [0.9528162147374692, -0.1781340663120976], [0.22148403015412943, -0.332278996290993], [0.4887814280689491, -0.6254626417515307], [-0.32142123675802226, -0.5466631266299182], [0.17132083687505295, -0.9755821857633176], [0.48386254725359357, -0.7468057650455352], [0.7063935106884391, -0.9625803986111752], [0.9619910228104898, 0.3201269631223078], [-0.12492945281825374, -0.7982433648706777], [0.7343879869959791, -0.5977936688392297], [0.8759821159224062, 0.11484535243862148], [0.8798330221182122, 0.45283734917858287], [0.80277224726758, -0.11922061554100105], [-0.23307036236815348, -0.918622402945281], [0.18118884053027284, -0.12299096108450758], [-0.21326668033951313, -0.8029779269966657], [-0.5150678203731378, -0.9389581723911984], [0.5907492020145311, 0.2747135811166026], [0.7153979156839041, 0.37691927399496006], [0.7651742657348657, -0.457628950434816], [0.5686983921640427, -0.26348776511965855], [0.5314663060283571, -0.47346228171913196], [0.9896147776623978, 0.12080434388950101], [0.15746909985954294, -0.21967665978701534], [-0.33033886424360515, -0.8364979953612725], [-0.5588764706882663, -0.6762253690715941], [0.8601324873990792, -0.8735525728987975], [-0.08170926103776222, -0.5612541061239127], [0.9082403550251379, 0.17538833782549212], [0.641062790389795, -0.3942995617172447], [-0.5329777769771813, -0.8364185009324374], [0.7827801346739225, 0.20505174061043419], [0.70051305474362, 0.4903646602639269], [-0.6575132880476734, -0.9127242057685356], [-0.2194818692980003, -0.7384970220411815], [-0.27776197362087784, -0.7981587946491856], [-0.34482128828714664, -0.4794204780141539], [-0.2608676199251905, -0.5102347683299897], [-0.3118053908860058, -0.9035246244401105], [-0.04823720171294732, -0.7813046863212091], [0.8115388633554108, 0.25657530037107334], [-0.4035687355416778, -0.7687083369237361], [0.4474514186915324, -0.38497805606434454], [0.246772302278369, -0.06108697857388112], [0.2949564634386266, 0.27664642392009164], [0.6276773900122317, 0.1848164605362952], [0.6022505393855875, 0.13626148509187108], [0.9266172239123138, -0.5405051357454574], [0.6091883399974811, 0.04879666325667564], [0.8605073564225783, -0.2721112276690254], [0.5953608719070329, 0.06321358305934943], [0.8723342107957657, 0.08705045251250598], [0.747279658367269, -0.8484150897128506], [-0.031632313852000604, -0.15526837956381156], [0.024054755771355518, 0.016608107248244908], [0.7930632193382094, -0.4586460495249407], [0.959852462390643, -0.000580326226829686], [0.7571350201570235, 0.5548413680546302], [-0.4536188123630247, -0.7315409603747763], [-0.2564072907726732, -0.8956560602561832], [0.8934516575726372, -0.4264410622396735], [0.22839662070772682, -0.8481988985897129], [0.48556152797675756, -0.05685876192638173], [-0.21972142992346033, -0.2632956881163635], [0.5068698535653962, -0.02492825058016168], [0.9872900425411866, 0.43251703303331546], [0.1333743081708212, -0.3358066968540444], [0.8121891978898259, -0.27987747187308576], [-0.8863868426626917, -0.9850576811968144], [0.5008517278038205, -0.15249525434097877]]), 'gold.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.89349e+08
Equity Peak [$]                   7.42909e+08
Return [%]                            589.349
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     138.766
Volatility (Ann.) [%]                 124.944
Sharpe Ratio                          1.11063
Sortino Ratio                         4.25966
Calmar Ratio                          4.61529
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.61082
Max. Drawdown Duration      301 days 00:00:00
Avg. Drawdown Duration       64 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.350966
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40771
Expectancy [%]                       0.404016
SQN                                   2.12947
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -589.3485308846931
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.20386955297186748, -0.0529767970001247]
      x_iters: [[0.7148137543077069, 0.6825158858349654], [0.6798000647406666, -0.5727414269195505], [0.8413457209283168, 0.10370699365949165], [-0.09389220185174418, -0.4815331257261023], [0.3991977540823286, -0.08779743244672533], [-0.3886406190310767, -0.4117334514780461], [0.8172647913789393, -0.16290520132716058], [0.04144238037120185, 0.017242612941278157], [-0.3188430429045558, -0.7353159211281832], [-0.6915626784073607, -0.970826362943774], [0.34239444185795587, -0.3250656615992412], [0.9758356891615132, 0.28616493425074396], [-0.07910406342836385, -0.8301248655461101], [0.2163084036362528, -0.8519327693266491], [0.5742713769897323, 0.21656277647676925], [0.9206938145061598, 0.2232876452470267], [0.7917928371466982, 0.37388777236590665], [0.11313526223204695, -0.11202709202932326], [0.47591745596002766, -0.24205652427474167], [-0.08903718842230046, -0.39377519302508346], [0.9755417328636746, 0.862639018567535], [0.488784987881703, 0.3473872823966735], [0.4635244654172901, -0.8701930029409577], [0.9468437897772957, -0.7736800403409988], [0.9663426476201393, -0.45967155293367823], [0.8338600302463157, 0.7842549643493775], [0.958901865778542, 0.19836655152754745], [0.47578141783550554, -0.29824190821143415], [0.762500818035371, 0.14391867260821622], [0.5878482664317919, -0.9537721623814284], [0.6339097888263308, 0.5205322581874781], [0.8842961990787037, -0.5119195455272972], [-0.8157691098136489, -0.8814440144617524], [0.9767012905860206, 0.1713925454056826], [0.22722966340696593, -0.37849028061870993], [0.16894401950238858, -0.40533187835882145], [0.9309935208754985, -0.47494655391189644], [0.6941722124251692, -0.6618795450763976], [0.6296122618009603, -0.15436184417334164], [0.20025938858629933, -0.9737276112696343], [0.1226763473909398, -0.5769406331799309], [0.9871699636321256, 0.8325543925374821], [0.3723892123488297, -0.4832699528276312], [0.7021837350420028, -0.41702419841317084], [-0.5744212024720994, -0.8776712948226896], [0.6566460047936911, -0.4481193711411309], [0.11376283571932788, -0.33885479881205705], [-0.0908952125454705, -0.41733661475661965], [0.3644877328206173, -0.03601254106909446], [0.7117382693103924, -0.6157261465150603], [0.3606597653370942, 0.1146047788298672], [0.44385811722450663, -0.8831482427335077], [0.3872706553805687, 0.33062786495712126], [0.8351089294998764, 0.3972002534070487], [0.29221986599750616, -0.26726781271219713], [0.7270268658584322, 0.11928661197618862], [0.15369072465319356, -0.5032461433973965], [0.34808804289507744, 0.015427449707341667], [0.853894769706188, -0.41821987231815994], [-0.008274645299623518, -0.937974002570468], [0.26963322233494, -0.42610785051783695], [-0.2501403035273658, -0.3101141186605857], [-0.30864095888395493, -0.5008470923755339], [0.856820066643702, -0.3269286481134551], [0.45538536667927243, -0.43638759408080297], [0.6968841164911321, -0.655275431153862], [0.9662740406972357, 0.09537915961860621], [0.4245578600703561, 0.28015940311465637], [0.4632625088275317, -0.7171694396161633], [-0.039365729896618684, -0.4735873963938535], [0.8785560172773585, 0.1683667345734181], [0.53703659745439, 0.3900409938483429], [0.8080636234476521, -0.3531200865139106], [0.8239368791660096, 0.3014108893527794], [0.16919770026814396, -0.5474778129712248], [0.620681002619696, 0.19383513439843303], [0.604261572316863, 0.3993054672527039], [-0.6125994646573074, -0.8849558039659353], [0.49142741750088526, 0.052571923153384104], [-0.45538407249278756, -0.8494880663352437], [0.8754199467483894, 0.7423898357946703], [0.20386955297186748, -0.0529767970001247], [0.6207662295553042, 0.33120936636303977], [0.606061965939682, 0.10551817448057421], [-0.21468170384734653, -0.8495800432520967], [-0.34261443739953545, -0.5994723898130787], [0.9609483877266265, -0.7894270348530458], [-0.4244939580659979, -0.7577095526219662], [0.40427393233654496, -0.3573762689498571], [0.4283125177064584, -0.7756587826144561], [0.388649615947382, -0.7739062750042417], [0.8729179816937103, -0.6630776429941704], [-0.7339552184560798, -0.7669940276887806], [-0.3018019206850109, -0.3922334273347571], [-0.06256872577133799, -0.2985719633392413], [0.447082148941653, 0.44227955109558326]]), 'bonds.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  8.24498e+08
Equity Peak [$]                    8.8856e+08
Return [%]                            724.498
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     158.835
Volatility (Ann.) [%]                 137.827
Sharpe Ratio                          1.15243
Sortino Ratio                          4.9022
Calmar Ratio                          5.28278
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -6.13946
Max. Drawdown Duration      399 days 00:00:00
Avg. Drawdown Duration       71 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.1688
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.383226
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.44634
Expectancy [%]                       0.436256
SQN                                   2.11481
_strategy                 ourStrat(low=0.7...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x139cb9700>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x139deb460>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.7624137028516973, -0.0029252172010015842]
      x_iters: [[0.6472369116168348, 0.5204060995714193], [0.7946865398509877, -0.4326385406848492], [0.9454015210159774, -0.8346871906279281], [-0.004433195725941919, -0.9142012135197399], [0.5309144322225481, -0.9836240362563352], [0.756623987904331, -0.14267087873024464], [-0.5432966056495214, -0.7319244667539908], [0.41291705753318686, -0.21530695692654667], [0.09399364033600355, -0.5847008525637963], [0.4712705009996805, -0.6719582507582023], [0.26668181235157284, 0.1958597648784508], [0.893455306104409, 0.3995894591950908], [-0.16708971707452702, -0.46856998163515795], [-0.504026665261802, -0.8772381226799187], [0.4608716119262932, -0.2978485869849624], [-0.24197419295598044, -0.6209846233626725], [-0.47773158849534314, -0.6711114589878586], [0.04325434198075895, -0.04397943386068248], [0.3157204878935176, -0.9435640146831338], [-0.3394952509682121, -0.6734449719223377], [0.6846222685522863, -0.06982561663368436], [0.9348551259335214, -0.9571845765704501], [-0.03345518486625254, -0.06692272997119442], [0.055893420502129754, -0.45916107665589123], [0.5601543697794475, -0.9269979326987984], [0.058596923699899106, -0.9812615729269217], [-0.8113422368329058, -0.8580316696892956], [0.9214276478722367, 0.5803034401242104], [0.5761160735834872, -0.06992847988008921], [-0.9814043175140102, -0.9929567729982154], [0.33187590177276394, -0.8606832175361984], [0.5429313363881267, 0.384676694572357], [-0.8820782325448494, -0.9619032939533054], [0.9628275810248865, 0.7518025998890356], [0.7624137028516973, -0.0029252172010015842], [-0.3164806510792826, -0.5455535192546872], [-0.5346178908295136, -0.8317287368623085], [0.28865086840723486, 0.20951776177352643], [0.24893273728243814, 0.14743467291819123], [0.14399647154304884, 0.04511222594655484], [0.17411552376540818, -0.046553044413382816], [0.5528550094483236, -0.003995863717122683], [0.9426572097202304, 0.5277119463261], [0.4134749709569796, 0.2907198799718942], [0.058155913089687816, -0.8189169775658549], [0.7454996236460025, -0.6849734054750236], [0.732096554750508, 0.4570138760304554], [0.17700178381940757, -0.5712094850519697], [0.1247543580150281, -0.9832388497985554], [0.5133804282564147, -0.4544132734368719], [0.8902355918373948, 0.23253681363217682], [-0.4877962160615438, -0.5365817529215138], [0.9379294294304976, -0.007308217433804387], [0.47701060832849507, 0.0350295760332866], [-0.46593281663639274, -0.570042475378147], [0.6909566964889178, 0.18831959986132252], [0.6812031005727255, -0.04749219594531817], [0.25719618523826004, -0.4238029224954878], [-0.06778769685082187, -0.2714399953754931], [0.204145913450418, -0.15604267603552224], [-0.21800489019003777, -0.366647445521028], [0.11987570105185696, -0.5706110643167974], [-0.207060686722904, -0.2394870640968929], [-0.21924564552841486, -0.6121963673746348], [0.42177010001279536, -0.8502855604002131], [0.7203649670040762, 0.3077460491054622], [0.9518904387671556, 0.3732922393834499], [-0.08416879563772561, -0.8998658935991241], [0.8144390029165267, -0.7134530365862275], [0.7865537500425068, -0.35041975453749574], [0.46791947365687947, -0.8244541245627715], [0.863880429023967, 0.4421046699982494], [0.7534927185686358, 0.30977654148232037], [0.03196174330997881, -0.004057109747772181], [0.3881284287174569, -0.6437851970212868], [-0.5723601512844292, -0.7583164484574991], [0.3133987247420995, -0.7466822970491684], [0.8570025762312594, 0.22422098790515022], [0.9485029259670541, 0.594603557227166], [0.6257792016624422, -0.036594486604651255], [0.9331536839380974, 0.8216146475604991], [0.9390722658687871, 0.6927536451297494], [0.2697514193222952, 0.12067845539307132], [0.7888443150298994, -0.897863801027087], [0.06484665183271998, -0.7499609075417838], [0.4016747951988815, 0.2280796007063164], [0.7313115634462286, 0.0082671097089968], [0.5042839594137376, 0.32236512001618833], [-0.7995597239124275, -0.8657914230535212], [0.6619775728655795, -0.26942560556616313], [0.78191788299326, -0.46926256199922156], [0.014400288931156968, -0.10461014745640773], [0.7872628321471806, -0.4320263194605224], [0.04355098211730679, -0.9750580051032258], [0.5350867555526582, 0.11740008193712059], [-0.07625959118245662, -0.5973613029463951], [-0.1956247679883374, -0.46054005277817334], [0.3861093800669566, -0.8301720848876557], [0.6123635036523218, 0.2619177237683723], [0.940143981581204, -0.1567575246493701]]), 'culture.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.47801e+08
Equity Peak [$]                   8.05903e+08
Return [%]                            647.801
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     147.689
Volatility (Ann.) [%]                 132.589
Sharpe Ratio                          1.11389
Sortino Ratio                         4.48571
Calmar Ratio                          4.91207
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.71364
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       73 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.365631
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.42514
Expectancy [%]                        0.41864
SQN                                   2.23921
_strategy                 ourStrat(low=0.3...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x13b3514c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x13b466760>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.3548556511227823, -0.054349499304523596]
      x_iters: [[0.8588194192321608, 0.5341734249594625], [0.37843464479256617, -0.5767653786123677], [0.6850946891418099, 0.26046845167779464], [0.6164949764385881, -0.8314114607515111], [0.3650728089466404, -0.004338683305822877], [0.2133743058759192, -0.7227329717902945], [-0.10981259783254749, -0.25601718114396965], [0.2547786640546543, -0.22327232301763889], [-0.3996693134096003, -0.852204280630392], [0.950874893919817, -0.6316589657375682], [-0.022737226488258377, -0.48304740539472624], [0.7823798748062591, 0.7584218978078314], [-0.8038915620892761, -0.9466430495841182], [0.05047321032696428, -0.07786223288300742], [0.932661559922751, 0.4803422788398737], [0.4144338966794252, -0.509045644489093], [0.9896844305570776, -0.5168100613979738], [0.6687691522831141, -0.43285487137518763], [-0.0013178992451394755, -0.7562909665904356], [0.9419438676378615, 0.5270454637254618], [-0.3348019422608385, -0.6026280205885854], [-0.0525742951490803, -0.06357106363295406], [-0.26528950966064246, -0.3173079770417726], [-0.12294892220488318, -0.6238025873410502], [0.5739079395684239, 0.524233966399752], [0.681041389712661, -0.11565517538960401], [2.429858198138568e-05, -0.26460745698481225], [0.6220175708834066, -0.8244235453629035], [-0.5461223009655503, -0.7558784082024426], [0.5532348136701406, -0.21949689801404904], [-0.4214104072711954, -0.5147654527894491], [0.7057958512329077, -0.8083227104824993], [0.4983712821270472, -0.17126134107983926], [0.5358877554641881, -0.261727850964793], [0.2991231425733907, -0.1461598333600651], [0.41374976615456815, -0.35962423267664534], [0.9033238276654545, -0.5572444944954154], [0.8350738408787914, -0.9036581385799725], [-0.2532627257063428, -0.3107970984107449], [0.9188066992580102, 0.6014154772856408], [0.6616406015201919, 0.5537696370805494], [0.3548556511227823, -0.054349499304523596], [0.046191633834540946, -0.009843890010008849], [0.14818702047626497, -0.8492723245472018], [0.5187782934945679, 0.40775091027111743], [0.9632835723626694, 0.8292775120620097], [0.650672812543631, 0.4266885893989001], [0.3348470769700891, -0.0682609369844096], [0.6199694424858375, -0.51106248240337], [0.17782135623602002, -0.46754219087462123], [0.23259733468401578, 0.13109072675911992], [0.2813780331245148, 0.2386173740531461], [0.9592054600296251, 0.46047100003457153], [0.5264600969036042, -0.20698962232884976], [0.8858187257758185, 0.8617880609999844], [-0.13343611070977257, -0.41503058145920846], [0.022321496617485836, -0.5842737614497489], [0.4846545364460746, 0.11812072570070797], [0.9121290352067559, 0.6230003524074132], [0.03659681123495284, -0.9339675477859593], [0.17454093523830494, -0.4176185904013202], [-0.1557504066797185, -0.7886962251350758], [0.4695529127379108, -0.07841986311694571], [-0.809468916548734, -0.8182993009118165], [-0.7232034230095079, -0.8917983083309392], [-0.19599078903560552, -0.4721031444305027], [0.7741565505754968, -0.44023311355718364], [0.3955352595584982, -0.31208103559053857], [-0.1759851607302284, -0.7423732925731887], [0.2980847086707519, -0.502116980047739], [0.8859766181724533, 0.21267751694502723], [0.9141019676832696, -0.2955696068640934], [-0.17072410914096336, -0.7085541704993776], [0.6713975473501494, 0.45365063968562325], [0.14229206405755446, -0.4055490291753887], [-0.2519785093695802, -0.5206736588352958], [0.011677050835290359, -0.5583443618971482], [0.9107435720184023, 0.7215920579890749], [0.45953682637206095, -0.7329718685121157], [0.8155970933693149, -0.8163647596722726], [0.7906176756175016, -0.4452334625401001], [0.4095423191544012, 0.15516075921159578], [0.7457312069619306, -0.41566696371306133], [0.19454271466531758, 0.07052590930414393], [0.8101897071854884, -0.18227520282902798], [0.9660365115561378, 0.32284095488234565], [0.28784267404912045, -0.9577618182387437], [0.8881426628790123, -0.999587653089279], [0.6176353469073126, -0.08890787755734064], [-0.2743339480489869, -0.8684466667956029], [0.501355718610109, 0.44942737661493326], [0.7958881982208481, -0.7094388878503894], [0.910564735062938, 0.3380753215835852], [0.8530757241821159, 0.23043622271969766], [-0.7447057675403734, -0.9177687583602212]]), 'economy.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.48315e+08
Equity Peak [$]                   6.98688e+08
Return [%]                            548.315
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     132.251
Volatility (Ann.) [%]                 122.141
Sharpe Ratio                          1.08277
Sortino Ratio                         4.01789
Calmar Ratio                           4.3986
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.66251
Max. Drawdown Duration      686 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                        0.33991
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                          1.3947
Expectancy [%]                       0.393037
SQN                                   2.10759
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x13c93d700>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x13c997eb0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.2830049468226068, -0.031224821784682222]
      x_iters: [[0.2830049468226068, -0.031224821784682222], [-0.3543849760479001, -0.5305843270179209], [0.3140303748259401, -0.6249537951728281], [0.6066510605172915, -0.974897130904923], [-0.28947443519061633, -0.7712765816105049], [-0.15120457103466634, -0.26708916120361925], [0.12530749820365084, -0.14664723690156412], [0.9117278416303427, -0.7324398172447227], [0.7152707949494892, 0.3229816659372442], [0.4966553099779909, 0.24789106601175503], [0.9367915078858353, -0.1879290440829765], [0.18353279022626845, -0.8779212978914718], [0.8340441094801796, 0.6079396686161458], [0.4761756054279822, -0.9431414781643943], [-0.06073797311683915, -0.961555819685806], [0.44297947591818865, 0.1650604251120793], [0.45866611292463055, -0.3652530415083748], [-0.308414633152735, -0.3234611548332389], [0.7422868657201132, -0.32227881984878126], [0.6993142123692246, -0.39701128384550344], [0.2661890334083088, -0.9040569276395871], [0.6598331077699882, 0.5355455496313106], [0.32062075129900514, -0.033878838264917555], [0.12818678821172447, -0.0031415691953481373], [0.36731791360615795, -0.4332862254195562], [0.8551858702862825, 0.8085645638506245], [-0.21394538570062516, -0.9690587286547973], [0.6692648084494182, -0.548256098066658], [-0.31122349037025343, -0.7821244599286561], [0.7667730341254466, -0.6803674857284434], [-0.5218685660163047, -0.8982289077919731], [0.18283316020353557, -0.8242207366584764], [0.8906244923569189, -0.9678000964758389], [-0.2882084385290178, -0.8220432029419027], [0.9321725301909747, -0.14336776223957337], [0.29803326256669127, -0.66688106019776], [0.2318469081896466, -0.5003142393540505], [0.9630634487326288, -0.7191025266946411], [0.7894380441170206, -0.26514092548172874], [0.4886099314371295, -0.5623545345430492], [0.7178978969405612, -0.6253520953426017], [0.5793697907547417, -0.13551835715709826], [0.9840648004225927, 0.18672257415013038], [0.31982350427388373, -0.3142585014860012], [0.591386469759762, -0.9091630116292551], [-0.22490849817909875, -0.2744602136582307], [0.6292644987592111, -0.14194867039748482], [0.1178454809094891, -0.189270739487435], [0.6931695615745967, -0.4276452437793342], [0.9656795877514179, -0.9972099422379969], [-0.32417660208180266, -0.594677077411325], [-0.4096950789915448, -0.660049283424448], [0.897076960348576, 0.2386329144035062], [0.20218400759596955, -0.5369886538467757], [0.6219064033975608, -0.39527003082386947], [0.7807567165696156, -0.7235405956431054], [-0.05614698706286669, -0.5348588322505357], [0.9646248442340208, -0.29508025165942775], [0.504537037473695, -0.9773085347465511], [0.4093742882224245, 0.12273913434251571], [0.9192431882097702, 0.4832080561409875], [0.858340824731741, -0.6632515060426177], [0.13093408098403625, -0.7599274184113907], [0.5546564800427283, -0.6636968435681174], [0.1251174143195759, -0.5424716838002184], [-0.05584162494491762, -0.6528179342211207], [0.8602146307501017, -0.1453102115139865], [-0.2686288383716058, -0.544299719299635], [0.7835521543647637, 0.07157706232337269], [0.9850831632336836, 0.8390538873853772], [0.6975208735823846, 0.47820455436743314], [0.030310777985056436, -0.5993212294784283], [0.06760666309498475, -0.4005817591130658], [0.8518334675988404, 0.6235983650497494], [0.025741284868231684, -0.5009890422379482], [-0.11885223362552244, -0.22105976200662625], [-0.15320191335058542, -0.3007126117347998], [0.34549434401523693, -0.3656961667712352], [0.4209893481301803, -0.6753525001929555], [0.080285273844378, -0.3253418700642139], [-0.15473246802818574, -0.3021236566851119], [0.5571824037695969, -0.7760509849774102], [-0.922163136114918, -0.9245906311395922], [-0.4928902590572303, -0.8140082616436719], [-0.18277317763360856, -0.4864167615946353], [0.8756945588429972, -0.24570550678553682], [0.3001902937324461, -0.6484744071232036], [0.2469188872023147, -0.13088256696181821], [0.22261062667913656, -0.5818200730990484], [-0.053419940427804735, -0.175756411806273], [0.6881760369753569, 0.5914364675952324], [0.27129046329474793, -0.19230372662846107], [-0.7490392540230262, -0.8209435166893441], [0.426824814650161, -0.22923447370076144], [0.9466144754527592, -0.4096667514406218], [0.6680666290370505, 0.5171101323355989]]), 'leverage.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=-0....
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [-0.11699969641221131, -0.47911749532882797]
      x_iters: [[-0.11699969641221131, -0.47911749532882797], [-0.30641195592797743, -0.38945549204992014], [-0.06597697533647495, -0.22009165188720814], [-0.5066415624308813, -0.621119614006555], [0.11069167190329066, 0.03384308036336425], [0.5735026047277263, -0.1223234606043857], [0.3670180295836125, -0.25114487884402514], [-0.8681054190223229, -0.983001101003546], [0.6704048664715856, -0.7572237401903853], [0.8974819343619489, 0.14041817209990892], [-0.3616818547844334, -0.8985347845968674], [0.8292300324039412, 0.7533870528338313], [0.4887962671068109, 0.21684990882024135], [0.7451226539096083, 0.4173765067342219], [-0.7562966868514631, -0.8204721761269969], [0.9205455351422007, 0.5677761241315353], [-0.3466484731318087, -0.3524037653368982], [0.008311975341663391, -0.03317856775250638], [-0.6944623634278542, -0.9085405709289054], [-0.24421383417162834, -0.9570981307247801], [0.9290671747034247, 0.7954574617102246], [0.5223721972503046, 0.2649550185708702], [0.9045534178867993, -0.45832083064387297], [0.7982619173257617, -0.7977756864970038], [0.6301476323067905, 0.35208695018428005], [-0.11755846634264633, -0.584816362499645], [0.9100391534895449, -0.4971167691863442], [0.6045309748681167, -0.6092805174935196], [0.9095365419345129, -0.09647074685719437], [0.9725959371585808, 0.4665810243039661], [-0.12941709878497953, -0.2825477394885765], [-0.10440544159333331, -0.8594975389609502], [-0.03092631345694896, -0.4475741766827138], [0.27991538435487073, -0.014163471739941813], [0.5157251864274119, -0.4846802343125788], [0.767365713960845, -0.35552301386400753], [0.8630804633617621, -0.580429082598064], [0.9033331880148694, 0.44578148377092197], [0.4658715291736837, -0.8768902323732004], [0.9405607120376887, -0.9583674182592269], [0.6439387059484849, 0.17488666208706638], [0.5938452258042117, 0.2257906471700164], [0.35127213887455655, -0.9543942281304466], [-0.6283358523436471, -0.9547512686112888], [-0.4190760665668166, -0.7193169945741755], [0.6417487455041042, -0.27173630409523464], [0.962520745592728, 0.33419007776101606], [-0.604150005255409, -0.7002557789938213], [0.3536728067001689, -0.4559217431582526], [0.1858854766088398, -0.4715059355447899], [0.33932150254892446, -0.3922192711857162], [-0.14646648821046238, -0.9728778708329787], [0.6219077267860385, -0.8479349455213213], [0.2969695935792205, 0.16902355280297976], [0.17430064476825802, -0.8031865562484112], [-0.13821134529543067, -0.702998266093653], [0.15260911360045015, -0.3229735407502309], [0.8590752126169849, 0.13807125794580188], [0.43176760057672925, -0.2246224003788877], [0.5737980879816458, -0.7639502969056207], [0.044571738376146586, -0.6303462148648016], [-0.4112546604409296, -0.4361637231261585], [-0.467305279356772, -0.6229383264262078], [-0.6764119589465076, -0.7091149781039097], [0.787663506764011, 0.20699793369268682], [-0.25725107904106514, -0.924222104417751], [0.9120520483147843, -0.832373336843292], [0.6468673775944283, 0.5633552632710173], [0.8489968793528311, -0.2550345273384369], [0.7466606561874585, 0.10437117950989938], [0.5024467003591111, -0.20715133125137175], [0.8380403943552894, -0.8733889851179106], [-0.13727239800984226, -0.6018802176771658], [-0.1544190991124006, -0.8792953736180333], [0.6720447097894622, -0.015667624620099074], [0.3028149034001544, -0.03362815097635741], [0.9214537303622159, 0.42356498814533095], [-0.023920101696289775, -0.47355029179670993], [-0.15152199694885626, -0.9122509968394011], [0.6873235889972897, -0.081709070810423], [0.5148987241852014, 0.17562642514788074], [-0.33617042478003845, -0.600035061738098], [0.42528422749625605, -0.26549867423657103], [0.5101025952802567, -0.8324477519274769], [0.5069651640052246, 0.44264618597796934], [-0.7330765302646604, -0.9439193599244127], [0.5292758349952547, 0.21993018223971927], [0.1983800451753488, -0.2617385687348227], [0.8096558410761485, 0.046420444238332914], [0.5361499980224012, -0.37187615690453146], [0.08845821782083396, -0.34939532187907596], [0.5078940746298404, -0.5494850878424669], [0.932145268866678, -0.5720306937931867], [0.8167446673614169, -0.24241512713122926], [0.882479027657215, -0.5478743664195429], [0.4846506889598188, 0.27398186167480443], [-0.664263439249567, -0.738768459510642], [0.8755992118976881, 0.374001010968265], [-0.057928874537621966, -0.0581131956854638], [-0.08129159477176817, -0.9718521099465653], [0.9360393226005066, 0.8857273176528921], [0.24858783950283914, -0.2469278060122745], [0.31878248217796923, 0.24055110516407363], [-0.6195352312225058, -0.8710417437955902], [-0.17611262900902924, -0.29413532138551635]]), 'risk.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=-0....
_equity_curve                             ...
_trades                           Size  En...
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End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.66733e+08
Equity Peak [$]                   7.18536e+08
Return [%]                            566.733
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     135.202
Volatility (Ann.) [%]                 127.827
Sharpe Ratio                           1.0577
Sortino Ratio                         4.05071
Calmar Ratio                          4.49677
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.91078
Max. Drawdown Duration      728 days 00:00:00
Avg. Drawdown Duration       75 days 00:00:00
# Trades                                  557
Win Rate [%]                          57.8097
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.344957
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40056
Expectancy [%]                       0.398145
SQN                                   2.16201
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x140abd040>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x140ad7ca0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.8957770340887887, 0.28830266456958165]
      x_iters: [[0.704665339172809, -0.519179445793267], [0.16220244037752596, -0.4508803630737299], [-0.7005715747301564, -0.890016542811449], [-0.42072122883696494, -0.9323147175052684], [0.8848682331341204, -0.650686219755334], [-0.15293459886146554, -0.7595669565148235], [0.6837121978198191, 0.03810130914377785], [0.9418021756357433, -0.10124905899890946], [0.47066951006281066, 0.1344571834766608], [0.5648697212974685, -0.7789517764121423], [0.09510458663886223, -0.18553365280260692], [0.36832207872984424, -0.30908047627940627], [-0.3625671182859247, -0.5861010792073594], [0.7521567695683489, -0.011967801538370848], [0.8301819229385339, 0.15849768150851262], [0.18217215120292907, -0.8233010633442955], [0.9880271841481112, -0.45471537384411187], [-0.4738866497376353, -0.5106270689914153], [-0.45800011104568905, -0.6098458987468661], [0.3470561523893376, -0.30440485203403156], [-0.3340760963620335, -0.45397829769351006], [0.94221227378563, 0.8350880314829479], [0.72652590127814, -0.6741182583874679], [0.5387234541838215, -0.677581451097417], [0.709164523001353, 0.4535062414587141], [0.7168698466191845, 0.541135580324497], [0.3097508079944986, 0.15378358297786132], [0.6512089805961367, 0.38167724664590197], [0.8957770340887887, 0.28830266456958165], [0.3965013391671308, 0.17157660377564654], [0.4750824500506181, -0.8635247762235629], [0.8896135471418705, -0.8625192456992233], [0.8355915589258649, -0.3484968276197161], [0.7312096062046467, -0.17493011463276298], [-0.3016535010465332, -0.7248117426146734], [0.6104888717679473, 0.32493113034839016], [-0.515661826783982, -0.8796931914246731], [-0.61402155220091, -0.7557955194776277], [0.3181599223694467, 0.06374845436346965], [-0.09505967688372352, -0.719312224501683], [0.8516630448030553, -0.857848664493035], [0.3729133708023593, -0.46962617179989896], [0.009138744624409334, -0.00805830348307146], [0.950854229089261, 0.3812720664267786], [0.7107212404812859, -0.9235400080180883], [-0.4918739741963053, -0.6058942303681685], [0.9792107800621781, 0.857679819418421], [0.7139531298433393, 0.3592829791420653], [0.6197739134960676, -0.8415421777029307], [0.052623640767735846, -0.41782753918243276], [0.3983186038405997, 0.2838363415693226], [-0.6395905111819066, -0.6427850791642018], [0.6835313289946392, -0.5997985006184678], [0.5572066944706298, -0.41745545571649567], [0.354152553595785, -0.2910062574357899], [0.4370018430825846, 0.20919730608831322], [-0.6556118096570207, -0.879463686891864], [0.9086126702727058, 0.8991480680392547], [0.3531431859239138, -0.8410957429730284], [0.08800585874297728, -0.004884861708120081], [-0.6014949007582029, -0.6880262943708367], [-0.18506486963793467, -0.2456709644401951], [0.34622854789293744, 0.08811762073809026], [0.35387360537672063, -0.11089156475071071], [0.7230488906304413, -0.35514012971425457], [-0.31913021883780035, -0.7216642217592344], [0.40819142953099097, -0.23501758818367446], [0.9650721701010105, 0.835937086887012], [0.1990197460195029, -0.0015476131937183224], [0.6707096808274504, -0.14139207416366917], [0.9535438027584799, -0.2890267354725645], [0.47220632820760544, -0.7006098710545261], [0.8657220902284872, -0.6470891969432384], [0.7925285840720546, 0.7387253591540872], [0.9434643178737845, 0.8017954634377142], [-0.15483931689324526, -0.6539336133323834], [0.5821570781612384, -0.577742761278209], [0.09284812384265995, -0.8918439263992709], [-0.18556729270897443, -0.7085564150647671], [0.3413257812071493, 0.08519896149993667], [-0.5579943598014322, -0.6717101874014328], [0.5498476931760592, -0.17397612810533702], [0.8969410497068568, 0.5068818444224903], [0.32579623693907567, -0.06428500533703096], [0.26014937073138755, 0.12334837088661144], [0.7205971586346036, -0.5230557477083757], [0.5142773784674077, -0.5632956598254995], [0.5752234656014945, 0.06390868416741702], [-0.015983622257725205, -0.6050986486194536], [-0.5857953872936639, -0.6223571860908144], [0.1831463691165578, -0.7300763546802207], [0.527085652202423, -0.12309846057299889], [0.7840331449319158, 0.4201923037476989], [-0.12376772457723628, -0.1883522261008025], [0.20625056302447664, 0.13793635316882447], [0.8426341177437846, 0.5296648407242934], [0.32346484353882676, 0.28705343040057163]]), 'banking.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.32798e+08
Equity Peak [$]                   6.81965e+08
Return [%]                            532.798
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     129.728
Volatility (Ann.) [%]                 121.831
Sharpe Ratio                          1.06482
Sortino Ratio                         3.92017
Calmar Ratio                           4.3147
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73982
Max. Drawdown Duration      714 days 00:00:00
Avg. Drawdown Duration       73 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.335546
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38959
Expectancy [%]                       0.388631
SQN                                   2.10092
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1421f64c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x14228fbe0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.21299013499307806, 0.040363885036190705]
      x_iters: [[-0.33156290143533085, -0.840851375256115], [0.19097975594336103, -0.9750512906638156], [0.391242611181158, -0.35856383229438704], [0.95552769818784, 0.8092023488381999], [0.546628250227287, 0.2986347740466473], [0.8994443903950218, -0.5822365667237646], [0.32431565791413797, -0.6959088845861656], [0.7016386040109028, -0.518653645963242], [0.7931836470998874, 0.4621687604031006], [0.0908385981303077, -0.1198543690331586], [-0.07390454883149711, -0.8539242957738552], [0.6166036297765998, -0.03312619631586389], [-0.1301693082995522, -0.6472868145903555], [0.3825559994622514, -0.541799139451376], [0.29021877344464353, -0.68334295294127], [0.2589022883589762, -0.3639535951558983], [0.17267272135750478, -0.7115788836709287], [0.4999021220956812, -0.6743030677725991], [0.403168233959859, -0.4994339545228572], [0.4984282352214948, -0.3216111832555447], [0.03844240767066931, -0.7235974834148557], [-0.30071394646597416, -0.41449691402640165], [0.09467527560399791, -0.09764238932732705], [0.35707289114131835, 0.2674139922929928], [-0.05791558650772499, -0.7760177835574461], [0.6089241182565579, 0.44887105459588805], [0.21299013499307806, 0.040363885036190705], [0.19716664435870945, -0.355637743305537], [0.8201501368021564, -0.21162363239980153], [0.8710492031497443, -0.23479544092458704], [0.5154991687816142, -0.13945934723390174], [-0.3156051697275907, -0.4973234597862386], [-0.46187669092266503, -0.8500834685352215], [0.745469347118118, -0.4320701823283616], [0.8100990405093023, -0.481881627758067], [0.025787159664802717, -0.37858095905782085], [0.698092736326466, 0.6897855202646794], [0.8628427994559245, -0.3541042713523932], [0.8438447397158357, 0.27930542133248215], [0.0005067456112632929, -0.14650861208405885], [0.6776949554225731, -0.23276666278713187], [0.4124463341642255, -0.8397892393833905], [0.32025936601885063, -0.1644851096542822], [0.6826438213243038, -0.9532089857850082], [-0.7092836141632426, -0.9463784276464599], [0.7056676814851066, -0.474065810616237], [-0.32200988503615535, -0.5962338949162035], [0.5977992531254552, -0.7020688161760745], [-0.09846743166419125, -0.20894589346149317], [0.5342091945040848, -0.08732607528657499], [0.7580928873405004, 0.34410460932978126], [0.37710743324359686, -0.8117323968962613], [0.5227259832276003, -0.2750291515642571], [0.5258780643921981, 0.3654600592225252], [0.7585295176010882, -0.9932115969139454], [0.10800284861688181, 0.0026769749020931766], [0.18670921695748732, -0.402281897725274], [-0.42770372084414254, -0.7208208473550649], [0.7197473531370415, 0.5918568400832809], [0.9502805969867041, 0.005675120002565315], [-0.588178105576645, -0.7060069525957664], [-0.20868284784893687, -0.6342962443242326], [0.5127106275117164, 0.01726136727380112], [0.41602453072535095, -0.6407144579702362], [0.9312513802184137, 0.23791435195594968], [0.23970065581536093, -0.7515478132382235], [0.7716926092835923, 0.17071787275654726], [-0.6509869284150263, -0.732024975320368], [0.21707380650641883, 0.15801385187391492], [-0.09012589439822727, -0.33993966545240095], [-0.14670682676893065, -0.6775926765727894], [0.2749400475172161, -0.12538870355823073], [-0.4699822087172957, -0.4798171959122298], [0.6769444090227921, 0.5732525242426734], [0.52124913950367, -0.8709399574186576], [0.93089844126211, 0.7560293325948364], [0.9840517200418817, -0.8813866356686819], [-0.08946082627204799, -0.9607605726233683], [-0.09937558854782391, -0.474847294490668], [0.634817251661778, -0.3673874559012221], [-0.39858542834016875, -0.40150748514224965], [0.26855961160559727, -0.10703614225331426], [0.4851038188911161, -0.16153275933023037], [0.7807642667282777, 0.06970646239874156], [0.9070938239903563, 0.31197654825661414], [0.06765642544830208, -0.33307038201109707], [0.7578018038807435, -0.6826920226850781], [-0.8774650960597196, -0.9770576279286748], [-0.05463373918340797, -0.7695449930491486], [0.7546370020541748, 0.029706121011614517], [-0.815110453094894, -0.8715395092565759], [-0.36364458021943713, -0.8607139303031037], [0.1299356923613597, -0.17695879147522608]]), 'derivatives.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.87132e+08
Equity Peak [$]                    8.4829e+08
Return [%]                            687.132
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     153.479
Volatility (Ann.) [%]                 134.217
Sharpe Ratio                          1.14352
Sortino Ratio                         4.69671
Calmar Ratio                          5.10465
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                     -5.7077
Max. Drawdown Duration      301 days 00:00:00
Avg. Drawdown Duration       61 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.374868
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                          1.4363
Expectancy [%]                       0.427929
SQN                                   2.20575
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -687.1315155655251
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 random_state: RandomState(MT19937) at 0x10E70F040
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            x: [0.10555841425229162, -0.01836732467462654]
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End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x144ed8280>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x144edda60>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.29907521982633045, -0.10118462188881339]
      x_iters: [[0.29907521982633045, -0.10118462188881339], [0.40257011418916977, 0.33239589189833296], [0.9155080526276655, 0.4492058879112073], [0.7093927414226762, -0.6676826592386746], [0.37071642401252314, 0.09843458888507794], [-0.3303304653591289, -0.834707094003435], [0.08514441749456325, -0.8548646692236209], [-0.6170585699720813, -0.951360081906093], [-0.13279611609241415, -0.5361695479647495], [0.525985221580122, -0.7666008432267247], [0.6748343302297533, -0.41265685223332627], [-0.07617053597494061, -0.22550309817593994], [0.8395506297188184, -0.06707802712458966], [-0.28075493504814497, -0.44732604223984096], [0.8798808601272625, -0.5695506564673269], [-0.4127001077048238, -0.6360620498654682], [0.540753480784057, -0.339223649795826], [0.09958844120915811, -0.7313944345875212], [0.39149789215553255, -0.8800594935625834], [0.8610378320667891, -0.16593824635245147], [0.23365907651506035, -0.6518764425896337], [0.7553478840634196, 0.6403570392976998], [0.5563106792049601, 0.29220228096420997], [0.5244238874352813, 0.5169327067395231], [0.6447440154789024, 0.5776467416317153], [0.8883413489322525, 0.4832380488990866], [-0.11364026917190106, -0.419305611279], [0.7847505569999373, -0.34814635243943215], [0.9280933520914505, 0.2169323321191634], [0.18071837807342184, -0.15187355278754266], [0.13901918999118967, -0.4156657493067143], [0.6742797230302084, 0.4680531639498138], [0.11862085758521856, -0.039784840815845546], [0.8067523149521554, 0.7591564260567969], [0.026467106708637056, -0.4992501180788228], [0.1666602214456936, -0.27760803089555075], [0.2600141263431581, -0.6488223600516092], [0.9119445731149523, -0.02127824637636555], [0.1555939216265494, 0.1129573417557761], [0.2515500057472051, 0.12738844424610551], [0.7924226904300504, -0.8417097825354662], [-0.2310988160160573, -0.258584816875851], [0.9749698172021404, -0.11709076618192082], [0.25424658526523025, -0.9842810229147114], [0.8197526604089491, -0.009970936034724098], [0.8414615009600637, -0.6882445223616098], [-0.15997077770416412, -0.9184654051192224], [0.12499067232334915, -0.45451505899979494], [-0.3490530644146159, -0.7509953923250821], [0.37184892036321493, 0.32843994375524277], [0.5384521185121487, -0.7085836726738304], [-0.5616028771276822, -0.9834892954390143], [0.5292652505293802, 0.06830170734649288], [0.41185205103300127, 0.060475658405765076], [-0.44993948647695003, -0.7669122052890238], [0.7693348823794952, 0.056712167357943155], [-0.15065746949187475, -0.854792642282155], [0.34214942733572196, -0.028316791527470797], [0.2597452347422513, -0.17823824864806193], [0.8588535525123631, 0.6351828433792415], [0.854668906393772, -0.031621164406231084], [0.5399492599023403, -0.9110178038667048], [0.02122411215249942, -0.3324156967401687], [-0.41778809102154235, -0.5307557179159521], [-0.14104092937031587, -0.2069281637804552], [0.9504149544978655, 0.3020815273456223], [0.8398846810089675, -0.8047230160207002], [-0.428396144428983, -0.8499730574962341], [-0.5005251498530557, -0.6556502588932231], [0.3950301167312289, -0.6654011579518266], [0.7855659099571797, -0.6680210265395191], [0.986610124048525, 0.14435318159676447], [0.4313275474563847, -0.9921764269982338], [0.9350705790742988, -0.4073878665952282], [-0.2111856690671171, -0.5210494305558161], [0.37415063609990007, -0.6724614668859716], [0.2521531092800744, -0.7150619534561363], [0.9047195807262012, -0.10969570530118722], [-0.0572473929548305, -0.8798220804112902], [0.8017605341768193, 0.4993409594324163], [0.758388051370299, -0.6613188445658471], [0.9522342769784911, 0.38659244428812634], [0.17172056756029486, -0.16396516465984623], [0.42813333939114795, -0.9709320621368437], [0.3497979002112446, -0.5476483495000807], [0.4975311199237227, 0.1569081857374952], [-0.10936130855728055, -0.26934554740602135], [0.6753287438190079, 0.36997950588621786], [0.4663795142982792, -0.5887263652872137], [0.8166997861975727, -0.2538418295620247], [0.6448949851406751, -0.33039643048305023], [0.5331963863776163, -0.9435039881047573], [-0.12801587277467674, -0.4965127109844728], [-0.3865206176860658, -0.6324170896650646], [0.04461381806842435, -0.34303948553932495], [-0.37844058612147846, -0.6252027350697116], [-0.05716271653911009, -0.6485986064784353], [0.6558949265124812, 0.2882042859553262], [0.6843092121063157, -0.13205865110475123], [-0.6723436861412808, -0.899578997887483], [0.9125003678173478, 0.8652263686216324]]), 'office.csv': (Start                     2010-01-05 00:00:00
End                       2020-06-30 00:00:00
Duration                   3829 days 00:00:00
Exposure Time [%]                     99.6558
Equity Final [$]                  5.92609e+08
Equity Peak [$]                   5.95684e+08
Return [%]                            492.609
Buy & Hold Return [%]                 488.522
Return (Ann.) [%]                     249.913
Volatility (Ann.) [%]                 254.614
Sharpe Ratio                         0.981535
Sortino Ratio                         6.98739
Calmar Ratio                          10.0036
Max. Drawdown [%]                    -24.9824
Avg. Drawdown [%]                    -4.56853
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       94 days 00:00:00
# Trades                                  579
Win Rate [%]                          35.2332
Best Trade [%]                        38.4214
Worst Trade [%]                      -14.6465
Avg. Trade [%]                       0.303918
Max. Trade Duration         798 days 00:00:00
Avg. Trade Duration           7 days 00:00:00
Profit Factor                         1.53059
Expectancy [%]                      -0.640947
SQN                                   2.19076
_strategy                 ourStrat(low=0.7...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x146567280>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x14638fdc0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.791413271694716, -0.6172542736439441]
      x_iters: [[0.16422304350241124, 0.10246100951978199], [0.791413271694716, -0.6172542736439441], [0.7530061984042591, 0.461245267585612], [-0.5439945751540092, -0.6867201370729802], [0.630743084480641, -0.41950580077006383], [0.4093984329196392, -0.9151089824837467], [0.9395178011316321, -0.8418090509092607], [0.026191462790883024, -0.732993344020682], [0.3728909614085003, 0.242088382199531], [-0.1664718304153352, -0.9358870857740959], [0.5741037600243277, 0.017639894843731296], [0.8857977292228891, -0.27527731348691764], [-0.14423409806818566, -0.4454376983820614], [0.9051254901813388, 0.8883083594098564], [0.7228030659350229, 0.3183912884710389], [0.9879297964363096, -0.7098756642704935], [0.7332542439438501, 0.6903722430294323], [0.8860605253313569, -0.7172936379235879], [0.793566560853743, 0.43945178707198407], [0.03965706867455965, -0.37013445026733005], [-0.06250392900413793, -0.15475929462154425], [0.5760156664430252, -0.6374411231262908], [0.5220210700981702, -0.8148582747149841], [-0.49615266658082546, -0.5447005262015605], [0.02620851334206087, -0.48668840681248104], [-0.03148190330313738, -0.7997271660504212], [-0.22370472799986407, -0.9044333673608203], [0.9349224934693012, -0.7986391570922861], [0.7346840294981751, -0.38371830808518825], [0.3652942460210553, 0.08504723709664441], [0.004005334404717287, -0.7567798504064682], [0.18900451915082095, -0.5785210145277511], [0.004558647977505936, -0.4302887796213689], [-0.04180981498095904, -0.20295868420574148], [-0.11619751170542558, -0.7612508076362633], [-0.05860221850692049, -0.7709669724832585], [0.19479913760981016, -0.4396423800174045], [0.8368169745204481, -0.8324102600467762], [-0.45493257833302625, -0.7132597868321642], [0.3502981189377108, -0.16863924669193864], [0.418317944641047, -0.2869748745822259], [0.8540259665033227, 0.42065688566831394], [0.8307259297318226, -0.26792177959549046], [0.900615338186008, 0.8058226714337242], [0.2642568484439958, 0.0724911776357422], [0.16607877091450107, -0.7739047469900208], [-0.3821580601842308, -0.5929736328307786], [-0.36670484948434023, -0.7729801667982594], [-0.49128475638834357, -0.8774351420442167], [0.9538509268082132, -0.25186689014018504], [0.9188832556973283, -0.7480181028849204], [0.22811766385389154, -0.9315053031849192], [0.04895709135694659, -0.6605091618333692], [0.6092253405179806, -0.6203213786771602], [-0.3713022595791633, -0.7622563196339678], [0.9558521259772004, -0.5695388701053403], [-0.08933067895180558, -0.4890865397546016], [0.6305240633522731, -0.7570253355969861], [0.31653616190562506, -0.706991572397866], [0.3047206010247987, -0.8240358240445115], [0.6784885392007154, -0.9973241707214396], [-0.5897163688427316, -0.755612738924493], [0.9544483047447656, -0.6778164683475756], [-0.1768012320290423, -0.8089631645208338], [0.5075997622871178, 0.005082027192453431], [-0.25639324165247035, -0.5065857406241409], [0.3686884696592796, -0.9554727093531099], [0.9320417330506654, -0.18192438595651084], [0.5623117711451731, -0.612826954566988], [0.04977834147857929, -0.7016078744755077], [0.9715336327738604, -0.9534174018214043], [0.49507830031258604, -0.44631270662501377], [0.34040834050633095, -0.5028859736800274], [-0.28669887108784187, -0.8978912538466131], [0.8309933656987676, -0.057199410706299414], [0.98566475991272, 0.2993725883664473], [0.9190585900960562, -0.033075901225941284], [0.8358209532927443, 0.08223169993644786], [0.7791106755457475, -0.5838040373538846], [0.9602281354457141, 0.3463006054535245], [-0.1238667258833499, -0.16840932221414162], [0.6985841519067149, 0.5707323606683461], [-0.07750551640871606, -0.10133649235758402], [0.8276850847296171, 0.4196214260854654], [-0.12273587205398595, -0.747403284000508], [0.7380103040835277, 0.1297285723122774], [0.436644709495174, -0.08086733466695217], [0.5577123687703556, 0.027768276968160643], [0.1989108146432612, -0.3073417310053663], [0.5976248408348184, 0.1234923406288373], [0.34146443427889395, -0.9600357786978976], [0.9142931898437581, 0.013437516001094885], [0.7786477172281252, 0.30984898353649815], [0.15741923365834576, -0.4785974795847777], [-0.5197945817147237, -0.8513299488041363], [0.8228707436901515, 0.5085815097543367]]), 'dow jones.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.22787e+08
Equity Peak [$]                   6.71176e+08
Return [%]                            522.787
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.083
Volatility (Ann.) [%]                 120.532
Sharpe Ratio                          1.06265
Sortino Ratio                         3.87264
Calmar Ratio                          4.25997
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                      -5.771
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       71 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332674
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38625
Expectancy [%]                       0.385795
SQN                                   2.09688
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.8070078324849816, 0.3239231544944625]
      x_iters: [[-0.2764787940882818, -0.9513344645589442], [0.11645631693485026, -0.8405971171364508], [0.6293975093564532, -0.4825346443456282], [0.5007279672025846, -0.9134193662306785], [0.8675354213780861, -0.7594572970083722], [0.4423109232772968, 0.1286172657906326], [-0.016806571054814534, -0.12797344458171123], [0.8014064486849826, 0.2632462810288869], [0.29134672481150603, -0.03312188428360263], [0.7559927606048538, 0.045175608010509904], [-0.2162276834301935, -0.6874784712088149], [0.9328435497455025, -0.31530536579114044], [0.7027452220312633, 0.2352664386552903], [-0.1248995359476277, -0.8115152725221785], [0.8715479708911229, 0.22514962944272487], [-0.31498516119352904, -0.9049786812954685], [0.43728667055429815, -0.2893494716617504], [0.6860309552159103, -0.06119366408987614], [-0.2512544503020684, -0.9197457446737252], [-0.25647029318302306, -0.6872711092759891], [0.7994251471357037, 0.6178381930296442], [0.4180870203458449, -0.3117793132579131], [0.6738077286380404, 0.35661908053486036], [-0.40464824853343795, -0.7027376384702118], [0.274081081566417, -0.5772254037714567], [0.931734599614271, -0.9780164207005515], [0.3331247984083834, 0.060192682972488365], [0.3389893958886687, -0.8667537348932912], [0.3725383596841676, -0.8243929055754111], [0.5458636854026295, -0.7839934599255141], [-0.029341407072095982, -0.6825083117102084], [0.8899080001954764, -0.9600120504053122], [-0.1136170402072838, -0.18732712803691276], [-0.7018446262104557, -0.9587408830955745], [0.24589318017745043, -0.3978398923152898], [-0.08396170461092989, -0.5097161817114091], [0.9796111411852864, 0.545828339189717], [-0.7230590402733752, -0.9210857222813102], [-0.21929263625736084, -0.8319878346405858], [-0.18199627595869416, -0.6437251301755038], [0.9617630531987034, -0.6388698724709487], [0.1744636658357135, -0.1685136708912256], [0.16136347739467927, -0.4765563218478974], [-0.3328907407329832, -0.7219277046224288], [-0.16077161788879135, -0.9272968875503279], [0.11148275442272593, -0.46167271584491554], [0.17003978786985718, -0.35728713845170157], [0.706200080131711, 0.4479117253448479], [0.6246708168996766, -0.7688378610204271], [0.6575893370380204, -0.5013567985329379], [0.427465214499092, 0.045470151834720474], [-0.673465412221987, -0.7496907637574085], [0.9278221782902518, -0.4947423993296244], [0.871281666685962, -0.41395006030241865], [0.6027860829701277, -0.9940349849354125], [-0.15965689700757768, -0.6973320184643227], [0.7926210911809877, -0.046906702788204635], [0.2269842187758857, 0.09606152990646799], [-0.31912738076832803, -0.4433168672682595], [0.4053539295061841, -0.56120282688194], [-0.053307695146195044, -0.931397465780968], [0.7596294722512515, 0.6080976974700438], [0.7159441190647302, -0.8148772879644598], [-0.33913458185974443, -0.8624851642529685], [-0.6325824046585524, -0.768617715421182], [-0.6682291570320026, -0.9691086237959508], [0.8805857945265914, 0.017722614393759217], [-0.26013779563160344, -0.42984382606295524], [0.4352563530000093, -0.232714280359531], [0.8070078324849816, 0.3239231544944625], [0.2755960940638682, -0.8096282585662945], [-0.26961850312698343, -0.9912687508708568], [0.7216954812919385, -0.32166881371233], [0.45545175097964363, 0.45106571935615114], [0.6311221386695891, -0.011700801412752204], [-0.07735284991085067, -0.9072133942374627], [0.618725370914476, 0.09308465341045724], [0.01956667150282021, -0.8157890465911306], [-0.4308941150408152, -0.823262511330577], [0.5986964704052882, 0.47914333981103696], [0.7345684525863363, -0.744526022604593], [0.40343025619565753, -0.22334268093628518], [0.9367792921428035, 0.37070446913022037], [0.2287085059640106, -0.08775781613791989], [0.4823252283567945, -0.01771891843329232], [0.37675922220553715, -0.5194997686070566], [0.12330091733008985, -0.935506132335629], [0.4798041681347507, 0.4133724539966186], [0.6913148875307302, -0.26405621491198394], [0.6830493960641151, -0.7233609976355826], [0.276389812861201, -0.5721732139226541], [-0.6002868649441783, -0.9476798003543152], [0.5939900400711853, -0.042553345300109346], [0.4539730875816137, -0.8539717560098244], [0.6537785087291668, -0.4383187172159033], [0.5087466796311884, -0.13312966811878946], [-0.18897350348714537, -0.7016226645723063], [0.12121297977653467, -0.11853858631775738], [-0.08496909151190979, -0.8382744656226649], [-0.49072769557068907, -0.5810073763948597], [0.16224055952486416, -0.27534885478818505]]), 'food.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.72172e+08
Equity Peak [$]                   7.24398e+08
Return [%]                            572.172
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     136.065
Volatility (Ann.) [%]                 139.103
Sharpe Ratio                         0.978163
Sortino Ratio                         3.91607
Calmar Ratio                          4.16586
Max. Drawdown [%]                     -32.662
Avg. Drawdown [%]                    -6.70178
Max. Drawdown Duration      343 days 00:00:00
Avg. Drawdown Duration       76 days 00:00:00
# Trades                                  557
Win Rate [%]                          57.9892
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.346421
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40222
Expectancy [%]                       0.399517
SQN                                   2.38355
_strategy                 ourStrat(low=0.5...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.501050876792172, -0.03129396144983254]
      x_iters: [[0.6022982365857157, 0.15144975195518273], [-0.1060294081505655, -0.3412609246563263], [0.8926999239810451, 0.1431903786229305], [0.27946634751372446, -0.7875559938476756], [0.693062340715489, -0.17881347509702827], [0.45802090878478996, -0.6553976487575375], [0.9772305201645608, -0.24623004049767228], [0.3960665277128024, 0.3809352954556935], [0.08735765978109478, -0.13038918395499044], [0.6447967670069115, -0.9034980805876596], [-0.18055702816891106, -0.9959642078897402], [0.19884747622928978, -0.48701450559140147], [0.5063479534234543, -0.39452494992512777], [0.6953256929171072, 0.5017612110724678], [0.0741893634768882, -0.6726174077673682], [0.5274721097095687, -0.7983911153162653], [0.9255542198323086, 0.06026845839689288], [0.6590348380477533, -0.6034251613874669], [0.774560516504849, -0.5333354681034779], [0.19769888068114194, -0.7401681223234944], [0.029662058085696552, -0.8508828662256304], [-0.06497738179638834, -0.13883286233043513], [0.7579930471566443, 0.6887011609900002], [-0.4117544101407796, -0.9377224698223757], [0.47558077061087434, -0.6258120014980416], [0.4882130428734939, -0.574059593364139], [0.9841716987325333, -0.8829603933422322], [-0.7294594916393664, -0.973734623653745], [0.7137851607506811, 0.18891063795791685], [-0.19186335805225496, -0.2583177386015013], [-0.2925261105210104, -0.8341798267919287], [0.9669299505983542, 0.3492501895259401], [0.12950379749539498, -0.6428678994560586], [0.336027029299939, -0.22327269798523208], [0.9252312760309276, 0.1888484882007313], [0.04782971820480997, -0.8252369493061769], [0.7006761178534273, 0.4833861032152813], [0.7878634873772952, 0.23450138884112715], [0.31082103667095007, -0.9460973301003945], [0.5266476537588736, 0.20610296932025562], [0.728195108003767, -0.10251898585202779], [0.16758900493208584, -0.8594329060575014], [0.7839980148799677, 0.6910358364106921], [0.5412954622613078, -0.11558706272708907], [0.6623739246253282, 0.22452817651953505], [0.4409118282591018, 0.2729759482571621], [-0.7511753777878677, -0.8673928675831528], [0.501050876792172, -0.03129396144983254], [0.8957713251705013, -0.6052389402580366], [-0.1620625863151226, -0.5956322070676547], [-0.1608170044158782, -0.7399564890222157], [-0.22851532118120133, -0.4048415550438047], [0.8148215001037828, -0.19444914730334584], [0.12510330335514452, -0.01215645413439359], [-0.059312422726538916, -0.8924845016011246], [0.562745636916604, -0.214500821960531], [0.5306062790380861, 0.32307730712335836], [-0.09815997707058799, -0.8928524614839508], [0.3404648770890675, 0.07192846297237043], [-0.20498845003883104, -0.3780354616099981], [0.9861319087547811, 0.18103622005119524], [0.583477299202342, -0.3440150770398207], [0.7340511171777968, 0.4274416357863138], [-0.03475354026029065, -0.37495108734906846], [0.07705337808655255, -0.5575024374223319], [0.20250124671091685, -0.6612796061142345], [-0.3528523029244154, -0.7066584774299991], [-0.37856879979952873, -0.8373007781691766], [0.8219459093566601, -0.23842954059565602], [-0.20334190213606884, -0.5271948462358447], [-0.5578822655381337, -0.6143065462450773], [0.39219867088974114, -0.7407843405476053], [-0.6059974495544027, -0.7227782061483377], [0.9308390799582227, 0.2099803228352679], [0.7490158598235863, -0.854486218999312], [-0.16375634188946364, -0.8264240471670156], [0.7830443139357863, 0.19166953613600324], [0.22072904300280705, -0.6742199799330659], [0.4633524669578504, -0.08219718308739954], [0.41627423839974087, -0.7673526546370105], [0.06975143831833441, -0.025409412454174718], [-0.2733321023921179, -0.5507437461050305], [-0.292561079365819, -0.7798789064394309], [0.5978049060475104, -0.1602175366419868], [0.7293754206424021, -0.17476153498143532], [0.085236902776056, -0.73935060347678], [-0.29789613765364353, -0.8527688715415833], [0.43400759728555816, 0.24532855678273502], [-0.21463688215612475, -0.3625484036329557], [0.7339520106340718, -0.7042683181656324], [-0.023429307906452257, -0.611199374651534], [0.829217855323384, 0.4366823367601571], [0.09039193529017298, -0.9752863828154055], [0.9031833223021, 0.3187840713058514], [-0.4763139660336717, -0.878414359855866], [0.5380663347204815, -0.7332803770710901], [0.1055947605867189, -0.11572515920386672]]), 'revenue.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.44684e+08
Equity Peak [$]                   8.02545e+08
Return [%]                            644.684
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     147.223
Volatility (Ann.) [%]                 130.787
Sharpe Ratio                          1.12567
Sortino Ratio                         4.53014
Calmar Ratio                          4.89658
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -6.19257
Max. Drawdown Duration      329 days 00:00:00
Avg. Drawdown Duration       75 days 00:00:00
# Trades                                  557
Win Rate [%]                           59.246
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.364878
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.42421
Expectancy [%]                       0.417748
SQN                                   2.16276
_strategy                 ourStrat(low=0.7...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x14ad5a040>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x14ad5d190>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.7115059282533849, 0.10708342199137921]
      x_iters: [[0.7115059282533849, 0.10708342199137921], [0.29083882505655456, -0.06485435214253332], [0.5022348627893003, -0.5335025786965399], [0.1362613757076061, -0.2534861130400574], [0.946802791342475, 0.8592335838511163], [0.5964739976314037, 0.4204662818085465], [-0.6432867447263544, -0.6485544818707019], [0.6224257428044904, -0.7699240100190885], [0.19023557986417905, -0.5870845670087456], [0.02871375858310299, -0.8967060738157343], [0.7709886109172728, -0.36426051897444034], [0.846985952859342, 0.24646786754202155], [-0.20563646813217917, -0.41667357101409364], [-0.4982650772749875, -0.9601932935629984], [-0.31998718155248584, -0.967882602820572], [0.31840656034712467, -0.9963681662436848], [0.7719950919720429, 0.15644389168560635], [0.6950006003863556, -0.29378443978694135], [0.8862160398886239, -0.6722211429266577], [-0.19247589606146454, -0.45940337785499263], [0.9347723317025476, 0.6744523465341639], [0.49888824151808486, -0.8881315729776993], [-0.26901522659852173, -0.9842297627872171], [-0.08316156110798656, -0.8322241251149257], [0.8725059784840241, -0.9499957416991998], [0.8369565950166011, -0.6619430799039028], [0.4269097088933269, -0.3016662749232789], [-0.27002692155789254, -0.27751325948869887], [0.5137214073421341, -0.19943622415578788], [0.5816376475782328, 0.5135890002957013], [0.83024579961658, -0.883394920891278], [-0.6505207017353325, -0.954529173862739], [0.8896355137286946, 0.3600567252542868], [0.7461822858969223, -0.5530570616674005], [0.9374936522326482, -0.3821954354706757], [-0.16174050035046128, -0.7752846149261767], [0.3641544761352571, -0.4699748886285994], [0.19966550756774515, -0.17264066215381568], [0.7600298448019518, 0.608986208410228], [0.334261348501383, -0.9767772123905537], [-0.22541296136145506, -0.30893468226130405], [0.9680240668698867, 0.1885654149795657], [0.9794402304041276, 0.05736222640883759], [0.575244444124613, -0.2939821541712747], [0.22964637235038388, -0.6424222986112926], [-0.7545815547724495, -0.8322768506273783], [0.7266306138762648, -0.20839659656346166], [-0.7131511495247164, -0.7809436430068121], [0.003137121565827128, -0.8426645598682747], [-0.6621925354495592, -0.697541371275312], [0.9770836209131255, 0.05566738301550567], [0.18576009116620984, 0.16719124677333275], [0.36878204107906165, 0.05343947059559273], [0.5008701700402571, -0.1683620075288551], [0.6346386778270219, 0.4559085667556986], [0.9532857824204679, -0.9836276562364813], [0.9449662992591903, -0.05970485799893288], [-0.7425493951639994, -0.8050021171026138], [-0.556768149079558, -0.9325358989319101], [0.37913038149675526, -0.07191710091957071], [0.9233120830910524, -0.02129118331955593], [0.13978567158337274, -0.4466014070866142], [0.577902245504746, -0.4892723977792316], [0.3373140586561332, -0.4964442297265974], [-0.11801133336811553, -0.7176657067966749], [0.16021786282241646, -0.3451313389399414], [0.7179059864913326, 0.10363233476842271], [-0.09098926885871217, -0.7464080066838186], [-0.15963024318352637, -0.5340218228235694], [0.9479657728535256, -0.18428712082307153], [0.6259623842196123, 0.4518231133682389], [-0.4277962453252634, -0.8737348821643502], [0.5744938976855942, 0.3630342576668384], [-0.41994746876766753, -0.7295022583069752], [0.8003362389072708, 0.7938730862039376], [0.7732106916550485, 0.6386499611112324], [0.45205609975335337, -0.9806372398977493], [0.13833143109690083, -0.8948594145157908], [0.6812198629886326, 0.5885778357026159], [0.6423240415567069, 0.13584781262774603], [-0.9426955384129565, -0.961930657185699], [0.669761969005737, 0.35765477980349325], [0.4124051254011172, -0.7522813712570031], [-0.31694477394760645, -0.4212084372032856], [0.20429733829236896, -0.18563569232899202], [-0.2742435288931224, -0.3348347530798914], [-0.5156650717904236, -0.5221753344779159], [-0.353182141515479, -0.6843272096616762], [0.9650809111536782, -0.1943281483007665], [0.20176311497228272, 0.05178334481160052], [-0.5026139967919935, -0.7018952546857928], [0.3710916109645168, 0.009113835564230177], [0.6642010245257164, -0.5879671866019506], [0.6835426899698731, -0.2998996837043667], [-0.24430261690675414, -0.3870738859643449], [0.7223246299436183, 0.1457453122831489], [0.5840682717896313, -0.5305364579296454]]), 'economics.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.26725e+08
Equity Peak [$]                   6.81412e+08
Return [%]                            526.725
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.732
Volatility (Ann.) [%]                 123.303
Sharpe Ratio                          1.04403
Sortino Ratio                         3.79501
Calmar Ratio                          4.28156
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -6.53275
Max. Drawdown Duration      399 days 00:00:00
Avg. Drawdown Duration       73 days 00:00:00
# Trades                                  557
Win Rate [%]                          57.6302
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.333809
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38741
Expectancy [%]                       0.386947
SQN                                   1.96932
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.17224025027054557, 0.03297301472737968]
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End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                   6.6706e+08
Equity Peak [$]                   7.18889e+08
Return [%]                             567.06
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     135.254
Volatility (Ann.) [%]                 124.525
Sharpe Ratio                          1.08616
Sortino Ratio                         4.11451
Calmar Ratio                          4.49849
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.59759
Max. Drawdown Duration      686 days 00:00:00
Avg. Drawdown Duration       71 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.345045
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40072
Expectancy [%]                       0.398127
SQN                                   2.13144
_strategy                 ourStrat(low=0.6...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -567.0595919317017
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x14d966700>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x14da79c40>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.6959227992900894, -0.047441394918399604]
      x_iters: [[0.45373600613584886, -0.6000606544232395], [0.20035396994735288, 0.1541674898742662], [0.8708394156960384, 0.5581507459097126], [0.31335554207485683, -0.11661009619893359], [0.46368309255164, 0.3675980303896149], [0.9674042955687101, -0.2839392323215769], [0.5980733054570593, 0.07918411432189587], [-0.4791427331085888, -0.6664864809251525], [0.12287278266716939, -0.35822547390670845], [0.8155201221068373, -0.7140847799191501], [-0.029628223379445373, -0.8542324081808185], [0.7138863482060054, -0.9589046476123088], [-0.2721770026289475, -0.3890214098191691], [-0.6607901835282983, -0.8329004244119549], [-0.08577149261428152, -0.49043220865996906], [0.6984049785412538, -0.23421199843629792], [-0.654964492743991, -0.7170733345406054], [0.46656023370895294, -0.364645971687087], [0.01377831764738735, -0.5877560937607331], [0.10774635764589924, -0.17777844044301028], [-0.0560126346195714, -0.6382216690145821], [0.21107393163493127, -0.08351201625335469], [0.6959227992900894, -0.047441394918399604], [0.5923538968058868, -0.3167420957712239], [0.4811554209014328, 0.4750760805792855], [-0.5687124811231511, -0.935353393583486], [-0.31151195941407794, -0.6362799236254066], [0.40671613105468074, -0.24268612336597917], [0.7671594626798928, -0.29456678501935674], [0.7505959346636044, 0.5356841793036649], [0.4985042654399017, -0.6612782854168487], [0.3587351209794636, -0.4692252086078825], [-0.20945385800309224, -0.34985959062552774], [-0.13299104987958266, -0.8992721072644845], [0.8002144402856766, -0.049622255503165125], [0.1532654802166853, -0.5806357417471221], [0.21451205482555102, -0.16526132193325282], [0.9561326156818746, -0.6663443073449976], [0.10448174866884474, -0.9134875908618482], [0.25945371913073556, -0.8804600697638566], [-0.2586600081103487, -0.9541989663747069], [0.03279775481106206, -0.2606386675267549], [0.1953973530838229, -0.38451528729755446], [-0.30262498915918024, -0.8966316635871614], [-0.8100913807818884, -0.8683866421001389], [0.8865624770884897, 0.7247500418896711], [0.17703400559681937, -0.550528265124756], [-0.27390135829793083, -0.7986615383915701], [0.22869597976798306, -0.6651158424221544], [0.6475260019242528, -0.38428180374798726], [0.7576035092224533, -0.5417809408396301], [0.49381502811522004, -0.28373926186627785], [-0.8053292903025482, -0.8617483405567389], [0.7744623784003921, -0.37779025334213323], [0.5318325287078205, 0.25782038553808295], [0.08468637222685871, -0.7302752621602224], [0.2075751459837878, -0.19545064820514824], [0.41841572906708446, -0.6428932678954546], [0.9439416066382174, 0.9024243025458398], [-0.2976281103997783, -0.5886241284715457], [0.34516447440276754, -0.39249280734528336], [-0.5111063317840635, -0.5175014787005489], [0.10805591773696754, -0.27432848094206885], [-0.17985230460992874, -0.4160231942174063], [0.09855652595855302, -0.5055950748044509], [-0.2066158368060783, -0.35397628609795895], [0.5102376190875284, 0.2546023567467093], [0.41843543308969977, 0.3749424927249272], [0.5680374320737434, 0.4496000775333604], [0.17740122942577385, -0.8633043934982016], [0.4212572041297984, -0.2942602289357402], [-0.16508014071851163, -0.9792280573346405], [0.6331873847658438, 0.27883510568406833], [0.955041657807151, -0.14301195592386517], [0.6941844537184225, 0.22417376330508998], [0.9671873456720343, 0.2656963980101026], [-0.4882524653129119, -0.9337192493907254], [0.5736586835652027, 0.03276900879221345], [0.9828570017894789, -0.5798363393634466], [0.21545326867324532, 0.20268175829927193], [-0.2860305993235529, -0.4937872733601447], [-0.17678527437737135, -0.3344063406168932], [0.0067292818848254665, -0.286853810543619], [-0.6680020410446115, -0.925216787675846], [0.35519535639607946, -0.5609810681884441], [-0.4597159661759641, -0.7705731862600772], [-0.6213382514457269, -0.6254785307710914], [0.40958554447275874, 0.13669391861726443], [0.36394445179737756, -0.9195598331624957], [0.32211028298368083, -0.3546723167261162], [0.7723466489335147, -0.6062601161598733], [-0.5504308247340167, -0.5831287822332021], [-0.006822945977538075, -0.28110351067133355]]), 'holiday.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=-0....
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [-0.07607654991612967, -0.5673241489509242]
      x_iters: [[-0.07607654991612967, -0.5673241489509242], [0.8474337132199803, 0.5000559270936287], [0.2228054044044323, -0.17227047425165354], [0.43486052079185233, -0.037514413642766864], [-0.9314112431360931, -0.9908824530902166], [-0.10200276916097839, -0.15281482578165684], [0.24583523192632817, -0.6750990863333348], [0.9534696489670753, -0.4685862483694805], [0.8358476947664188, -0.7712797813922776], [-0.7149692840615176, -0.7587055872947941], [0.1377014767985696, -0.4434049838839299], [-0.1681982465650581, -0.8954026229278014], [0.7542148970825984, -0.34982508375838217], [0.5731035583641753, 0.2805969973458593], [-0.2643905695352423, -0.7881200554935219], [0.5957019556814116, -0.5269737386178452], [0.1101417893407477, -0.5240248829033455], [0.7457627617663314, -0.4331077815667259], [0.9694295355373053, -0.5729448603861518], [0.8807652795255625, -0.0872274648524044], [0.6802953469530273, -0.5298248425943987], [0.9848177524347148, 0.5678049088003396], [0.249592229970246, -0.23836748449835476], [0.6370414303944902, -0.2373942984614401], [0.6097266210789347, -0.17117876597954296], [-0.3115313591049679, -0.7713135566167579], [0.13144885882881252, -0.7128360252256879], [0.9409851223902261, 0.04282547221229116], [-0.06122492335313934, -0.4978115023511228], [-0.01436421875990923, -0.2515864967129874], [0.6437209755267006, -0.24640742975676244], [0.8019012221127599, -0.275345445196879], [0.19351571733965267, 0.060495158836259444], [0.5474081413025105, -0.209948587054833], [-0.10901931994991765, -0.9086439684984153], [-0.3339532283326119, -0.6662687705925907], [0.2401481121226643, 0.025560607432949523], [0.9348175269162089, 0.5106552089769032], [0.4009237576140745, -0.38277355739403507], [0.23826349329197782, -0.9370106617116789], [0.5553509207177199, 0.3470107243139784], [0.8309631838139355, 0.35885996879984683], [0.953891942723244, -0.052029654059426056], [0.3018781807760622, -0.7314239865058261], [0.9790331187616026, 0.45361471343737225], [0.2661573616196724, -0.3265216825815128], [0.6561475829086441, 0.05812492797974267], [0.5484214736534114, 0.5039062767933651], [0.7842189200948193, 0.35193776320536374], [0.853872319082843, -0.8776601975799716], [0.7620730145831303, -0.7890377170095513], [0.5652695908444347, 0.39833709341489265], [0.625702892059885, 0.19849803007851574], [0.6738001305504235, 0.1905430561945214], [0.7577742792181543, -0.9448666235162096], [-0.9424568628257551, -0.9751846511287365], [0.7564393608500397, -0.18866082227002723], [-0.4982431810354392, -0.7788670139478052], [0.8155342459218335, -0.7212681806814223], [0.3055341710823887, 0.20517385347073036], [-0.5185670756046674, -0.9166551983358954], [-0.39743905113628364, -0.5490706660329551], [0.03585721492964722, -0.6873131475694843], [0.2860670893231798, -0.5833684450421983], [0.6435492702651999, -0.09355115859452423], [0.5433046083431998, -0.7615559847874843], [-0.03682149181419103, -0.6242060345878969], [0.15602390811830036, -0.2673039921308108], [0.558282498680863, 0.32183872764820864], [0.9019302329506997, 0.737448308540017], [0.13857372861692197, -0.17088118010654396], [0.595545422537836, -0.004223963316750123], [0.7185587024341056, -0.33035378935349846], [-0.5145999722799679, -0.6521175580783782], [0.41114761563675595, -0.26049244173527875], [0.15213614845451473, -0.28896105873133504], [-0.02978376140294081, -0.5337025469162546], [-0.09472169868640623, -0.42755643483506045], [0.4658945334460025, -0.7280184200030106], [0.7813514268316819, -0.976561384044241], [0.6111132662113037, 0.5229407507694528], [0.20615870786227397, 0.07286166598429955], [-0.30111941154930744, -0.7816900057359852], [0.30429746158766746, -0.35428745771078984], [0.7242157549023518, -0.6784954531184446], [0.778630361497946, -0.5618623297464029], [0.9891483332243793, 0.05303361210594515], [0.22687848388867993, -0.6476487535739597], [0.9326635781513934, -0.033405383324735416], [0.21635132735690998, -0.6030766554293251], [-0.15683202890451076, -0.33707372552854264], [0.5054182527120288, -0.704423155978587], [-0.2539061351866253, -0.4819326789564532], [0.8885346085402068, -0.20261063040569982], [-0.4255368264866568, -0.4270819692068367], [0.8700992444855862, -0.30743737372947066], [0.045028855775046006, -0.14401725532639598], [-0.04710364794105659, -0.29421228569620084], [0.9820179427867342, -0.829270224016113], [0.053428877878775705, -0.4579828353433373], [0.22317413256192298, 0.16639550675244918], [0.47942632223510295, -0.19142364834603132], [0.3149686336429711, -0.25024541793937016], [0.8456499795744266, -0.3301030139793153], [0.037685239764450484, -0.6151517066658241]]), 'society.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1507ac0d0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x1507a5be0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.2161345989814727, -0.3380273508100269]
      x_iters: [[0.2161345989814727, -0.3380273508100269], [0.013045653373142452, -0.490505791385657], [0.7388033242842746, 0.6777996612665109], [0.2840632438495494, -0.6277485457630068], [-0.22994556517086862, -0.9806004334139511], [0.33463388417348305, -0.12205964537248715], [0.5630535861493629, -0.7867367517739839], [0.8367069832961442, 0.21135087784040207], [0.9716189062973823, 0.4330601457176533], [-0.13499315262024714, -0.7239651055125693], [0.899943966045968, -0.8849940101684914], [0.4922451735377502, -0.4210267481894261], [0.4637009079729475, -0.8011514570618549], [0.23150184327574164, -0.5664421358896031], [0.4194689603946762, -0.6817137411493055], [0.4421482514624786, -0.5851619407938946], [0.7084665803719905, -0.300348420938112], [-0.6369215231047791, -0.9341340157510015], [0.946227806028076, -0.3656150535986732], [0.6295804833460277, -0.9323506265635424], [0.20428695771422078, -0.7441175765560284], [0.4694632281079478, 0.2402151667375907], [0.8052839943564805, -0.6136928340644062], [0.4747139161700129, 0.12967964558742673], [-0.268389884466122, -0.4400027578576602], [0.8438857742428316, 0.1992035536357899], [0.17306084521304776, -0.911338414443653], [0.9367152018718692, -0.41191207744616165], [0.9624168160437723, -0.7728002417231727], [0.3778679075135247, 0.19082362224059946], [0.7582239353934441, 0.08157334977379338], [0.7027917267048343, 0.4574674744315703], [0.6339025675887584, -0.6102972535654883], [-0.18562269956135735, -0.5137719505314099], [0.7728712461350689, 0.32180122683254986], [0.7829371742137123, -0.7113648227879362], [0.955262944238702, 0.0726819130910874], [0.103594979475639, -0.2813602523223786], [0.8255094257013973, -0.7128090580636126], [0.6008671253023934, -0.30718591701304465], [-0.524191899320374, -0.6200016292472339], [0.3375784908891102, 0.06846729221229153], [0.6753919787646732, -0.46760672737657516], [0.8284759756859299, 0.6425339323855936], [-0.11895288730776277, -0.47091631010932933], [0.8934297314438548, 0.017596738537076773], [0.7964346293291089, 0.2525283448847899], [-0.47175800492307296, -0.9015330328474457], [0.5866810554158353, -0.06284593394079929], [0.39692968036150944, -0.44411935059562624], [0.7783455702716111, 0.3007948604713877], [-0.0961462878210575, -0.5120213849316247], [0.9440260308572987, -0.048253068631899154], [0.4517773955944544, -0.532744549056007], [0.8946771345407785, 0.6025102515429623], [0.681798863604512, 0.37722020379928], [0.6179227577552862, -0.691303895035342], [-0.4296929277899917, -0.6393164015917676], [0.1407356448972883, -0.09421357154520771], [-0.17194425300329041, -0.883974968374652], [0.6514796787972341, -0.708743273947001], [0.46813643698265817, -0.45065270413914105], [0.5384062455016265, 0.12270383544806429], [-0.14063272828578766, -0.472665410140756], [0.8792819145880866, 0.8766412327238444], [0.09740902977857813, -0.39462301608335393], [0.3122151401206301, -0.5901438061648383], [-0.8250321591663684, -0.8971943213059831], [0.9353568121484257, -0.002518444107218798], [0.7814206390741394, 0.17314327955265751], [0.87278824280311, 0.16464923075348237], [0.9180146502179132, 0.4892374764505345], [0.8647703932462678, 0.7936209868029387], [0.09755400077495735, -0.6802680487063256], [-0.02706861652932857, -0.9772686310380858], [-0.5606114721992987, -0.5645876236640306], [0.8701190887091874, 0.3646598695913885], [0.9765389856427218, -0.6479930798563498], [0.36635682477766296, -0.23341024897778984], [-0.7854364594696486, -0.9568425766150916], [-0.5223457691698732, -0.7440604048123944], [-0.18799916794708305, -0.20344679722801384], [0.2550374668833377, -0.4318721595951215], [-0.5669613391761352, -0.6206432503613346], [0.9406273003570476, -0.6634873238939779], [0.02100457877855999, -0.9091739412211431], [0.8693060839614346, 0.8372365518637239], [0.7333715916786439, 0.6626073629656886], [0.9151661832669, -0.22486744350346433], [-0.37426852546605127, -0.6045225771697428], [0.759474712101301, 0.3989063019839012], [0.39684487640531363, -0.2665402808414201], [-0.01832973249152603, -0.8011287440730207], [0.6071458234730569, 0.07370571074784804], [0.20162601950522818, 0.04682660922070836], [-0.2388833173967141, -0.29209870790000636], [0.2663642131505639, 0.06820412667576048]]), 'crash.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.37132e+08
Equity Peak [$]                   6.86636e+08
Return [%]                            537.132
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     130.436
Volatility (Ann.) [%]                 121.987
Sharpe Ratio                          1.06926
Sortino Ratio                         3.94408
Calmar Ratio                          4.33825
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.336776
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.39103
Expectancy [%]                       0.389862
SQN                                   2.10658
_strategy                 ourStrat(low=0.7...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
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            x: [0.736021009236618, -0.22013469870918345]
      x_iters: [[0.8026668838147584, -0.8499145779628032], [0.4758069909107263, -0.43292640151687767], [0.7043923489890564, 0.3344606325132966], [-0.6413169239493275, -0.740593421494786], [-0.43454471181187726, -0.7857354306023226], [-0.22818010851764337, -0.5391502828766697], [0.8668051735878153, 0.6817961469166116], [0.5521768069566364, -0.1930372492428597], [0.9790018638547742, -0.6077339963894399], [0.2313937943707729, 0.15173705982001273], [-0.2607167392303187, -0.31887035446022816], [-0.03389342669995643, -0.092596968528314], [0.37428928348667645, -0.6300119736129147], [0.07461344965445327, -0.9724708339201518], [0.14966935292928496, -0.2850161574497092], [0.6359773446885311, 0.04958607326669218], [0.5925873884502659, 0.10523352429974797], [0.8610116839297921, 0.2656257437044789], [-0.8197425646269086, -0.9764449115751161], [0.30390700159798323, 0.25019944433658714], [0.9556590265034395, 0.152559474000022], [-0.35142359133236756, -0.879581108446871], [0.2565918301509533, -0.16937387792837422], [-0.250990215927979, -0.377954733145785], [-0.19209356916294984, -0.6213390763662381], [-0.9190074751890258, -0.9799547747381057], [0.38095367057885254, 0.02089683541526499], [0.4602454564945744, -0.07773734148229816], [0.736021009236618, -0.22013469870918345], [-0.3334762591765683, -0.7437327002887402], [-0.09822447898948694, -0.5525825729702185], [0.21463442990700043, -0.23619788718652202], [0.442784070386107, -0.5365692001945774], [0.6673879986640772, 0.06132011168774021], [-0.04233275483719279, -0.895273387838101], [-0.027597489929585772, -0.7478891898546207], [0.12938838302993294, -0.550878541295257], [0.43937467375044736, -0.7596856930276297], [0.13602653106890417, -0.04679691366890504], [0.40558806833328065, -0.9726046238892423], [0.9065989999722552, 0.7311304154518026], [0.8890479352420295, 0.16675776162661515], [0.7566040437424544, 0.7108732565668963], [0.02030777310485865, -0.2130696167840418], [-0.03717935145690876, -0.9829171519274187], [-0.2896748418456232, -0.8716494423355317], [-0.11307791540465595, -0.7360964343892782], [0.7356853416651785, -0.8454840048290511], [0.3951768854282529, -0.03536832737876583], [-0.22794287948237435, -0.5893109001655497], [-0.30755610196817706, -0.532029670864418], [0.41467961182033375, 0.063939160589922], [0.4599410256028462, -0.5982904195345158], [0.6748660641039077, 0.27218304547309446], [0.37070525791114406, 0.16560997450383885], [0.7665925000917129, -0.8547618443077003], [0.1275009970540939, 0.0751956057505041], [0.8732522444291884, -0.8793856807173833], [-0.2449656313677362, -0.3233823092209418], [0.9338076443133767, -0.4461251922117492], [0.6537395014997651, -0.7239851397302257], [0.5265962067974397, 0.4082899764098735], [-0.8141727910639844, -0.8847825289700959], [0.4448812569829459, 0.09869303953765352], [0.8167041608676915, 0.17988250251334126], [-0.126580602269861, -0.23491440251956897], [-0.644337650010748, -0.9975828878189226], [-0.8988276348845787, -0.9667895618274872], [0.24056585149024867, -0.2719303454374762], [0.580935640053772, 0.2929161099240354], [0.4740994713261222, -0.8527265458469662], [0.3323464507115106, -0.15071703369904466], [-0.23842208333525527, -0.8479465090989534], [-0.38598653557370166, -0.45622590438424293], [0.6355331977649838, 0.4811060190410701], [0.9432904443395094, -0.3111087511900563], [0.9077171321265127, -0.29688062088001244], [0.9522447421271261, 0.7148713369712894], [-0.6517992467833273, -0.8416739501121311], [-0.6343685093443955, -0.9822636979695002], [0.8025962921025249, -0.7855815648765896], [0.30252909884380785, -0.41260887858793827], [0.8296980813016819, 0.3833411915902354], [0.7574711055886723, 0.052360991309788885], [-0.035911029661961025, -0.5943929152723879], [0.5547546110849129, -0.00785861102098051], [0.8029555416748184, -0.5239351546112865], [0.0648229983830717, -0.21826628060413178], [0.42794688162358585, -0.8248999295966181], [-0.46513362910527156, -0.5236737108531977], [0.2852911511542855, -0.6451626883573061], [0.5468480379277476, -0.5655019128802005], [-0.8035312827910946, -0.9098419231564943], [0.4660393882035645, -0.9431047915147867], [0.08817449831207314, -0.32573793702268905], [0.04386046938520538, -0.6222626795435178], [0.46093327516348537, -0.022137826878292688], [-0.5425998154387373, -0.7755280344177338], [0.7568169936705023, -0.25884297385491173], [0.5009184661334107, -0.08313194942671465], [0.8142409854379549, 0.32516006005274045], [0.7690900177450688, 0.5131835926888928], [-0.19037873744621991, -0.5402109925618108], [0.3214186275205815, -0.39791710167088445], [0.09689458874445478, 0.06902106525118801], [0.7768296030773878, -0.49760878223036265], [-0.35325991321110684, -0.847979843488551]]), 'profit.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=-0....
_equity_curve                             ...
_trades                           Size  En...
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            x: [-0.01420990767877206, -0.7789649198893726]
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[-0.05247160301354059, -0.11216093478287115]]), 'money.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  9.01643e+08
Equity Peak [$]                   9.71698e+08
Return [%]                            801.643
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     169.485
Volatility (Ann.) [%]                 145.044
Sharpe Ratio                          1.16851
Sortino Ratio                          5.1278
Calmar Ratio                          5.63699
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -6.15184
Max. Drawdown Duration      413 days 00:00:00
Avg. Drawdown Duration       67 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.8869
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.399347
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.46633
Expectancy [%]                       0.452327
SQN                                   2.27763
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
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            x: [0.8055477118704932, -0.007679051936578363]
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End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.7...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x156692940>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x15650afa0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.7723149440690926, -0.8414506298617774]
      x_iters: [[0.7723149440690926, -0.8414506298617774], [0.6233381015797523, -0.27935661086436814], [0.38927562625504786, -0.9560190835419043], [0.908245956001303, -0.12247248191019655], [0.4638404890182455, 0.37019571618512326], [-0.13335875007179188, -0.3371322051713548], [-0.24818506063462475, -0.7640604220827638], [0.6867075930754243, -0.6136691935524438], [0.2639848425662459, 0.18566278784117385], [0.309109510996042, -0.5308776655406082], [-0.47664804494919966, -0.8692271776263141], [0.1500093280938568, -0.1257388326154727], [0.4575133706452501, 0.3619931218592911], [-0.20817031673505682, -0.8963198469260087], [0.26933337743174657, -0.016320662202451208], [0.16867345200221506, -0.8356227771522635], [0.34190603460778024, -0.5567857233845055], [0.5988650651361607, -0.20518793548111003], [0.10026941481000007, -0.045880550068042036], [-0.3876943779193571, -0.8677559506036804], [0.8613837854336344, 0.08590906297577372], [0.17329823806688305, -0.8869427109751944], [-0.7702310608046551, -0.9478768234267907], [0.9805033845012017, -0.0902859367048966], [0.764905060679546, 0.6598885952896445], [0.6209332113014407, 0.2478140124065935], [0.31659706820226785, -0.8280062739176139], [0.24193381688425974, -0.3841887104416408], [0.6911918850728318, 0.5237913914883108], [-0.1370250922659917, -0.5058878645173557], [0.7402957686683544, -0.30158487739156514], [-0.09017549112145506, -0.6944741697597505], [0.17888234681363535, -0.33866685798737284], [0.6992492227667066, 0.20044620889327192], [0.8801949944832319, -0.6864407774339591], [0.9514494809984602, -0.07345167569704192], [0.9157608760410754, -0.3092921106060895], [0.6427442858707333, 0.18616181243002594], [0.7808210301231995, -0.8749629954968949], [0.7240519993594432, 0.5461153259269262], [0.4135701278163675, -0.5974348434336738], [-0.31079250228730326, -0.48649167764095214], [-0.1643704152058112, -0.6204666761518639], [-0.48291242279342106, -0.8400345949470384], [0.007192757644194581, -0.36977194706481575], [-0.18434618399388947, -0.36954766234681413], [-0.7858775006921608, -0.8673093759825037], [0.6143125220374863, -0.8452876160449192], [0.7587228110378015, -0.557232624716264], [0.27707581999883435, -0.7720375522252035], [0.5264009206364166, -0.9100791375146298], [0.7862542267709853, 0.013741313924638066], [0.9028654676216712, -0.43040895146044444], [0.234939930906521, -0.7147125962862386], [0.8445001163459991, 0.4612706051757409], [-0.5056473328319925, -0.5514039710293237], [0.4912905204022424, -0.3663107002132855], [0.7759969645823968, 0.34001642957311984], [-0.338448811144586, -0.4080157846171566], [0.681635923281027, -0.010876025560742297], [-0.006509569054863995, -0.2798260594046783], [0.45520776472294866, -0.5925497006787073], [0.40073244527797547, -0.35002338893479], [-0.289825242455901, -0.42870420658260755], [-0.5253235184401042, -0.8997906670080014], [0.4620303037450504, 0.31148779077698463], [0.37846032746279734, -0.034191010638529584], [0.08150398159101213, -0.5354691992896878], [0.7199664957236591, 0.2525222971420005], [0.41544201406356573, -0.14446247620757235], [-0.25511573989595304, -0.7848472383111555], [0.5594716978936944, -0.7692959352538276], [0.8893278075477395, 0.8878073718136155], [0.2618865099721466, -0.6508404631725684], [0.22988186008074063, -0.5185164234208722], [-0.46715509661885757, -0.7139850028760597], [0.419274844667185, -0.04540302451906986], [-0.06669233599123259, -0.5840208025273799], [-0.15475140571158397, -0.6987201553176356], [0.6146126613628042, 0.049906854123739075], [0.9451987094304228, -0.46574431381240844], [0.8619028312885217, -0.6144504349516123], [-0.4226386867976849, -0.4566804438729447], [0.2486806486989992, -0.49316175310017896], [0.02264055422709088, -0.9646009722518907], [-0.31228134612001557, -0.7654696974262301]]), 'growth.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.6...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x157a0b700>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x157a49af0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.6304245445020866, -0.5294669131292762]
      x_iters: [[0.6304245445020866, -0.5294669131292762], [0.5853790426904728, 0.4050974740709412], [0.8167755796714591, 0.7470719890413735], [-0.5705792286560857, -0.7607525124732704], [0.46053110267362873, -0.05629405618639194], [-0.09912941255972085, -0.806727636835762], [0.8638591149880939, -0.5963045023350138], [0.2596865844598206, 0.19913318416523307], [-0.8830588038390941, -0.9391641874861969], [0.4234257120498979, -0.9233563822489886], [0.9495767504638353, -0.3134875262188799], [0.718602716557174, -0.1765696527537134], [-0.5842628955246313, -0.6427539010383875], [0.07845733491722195, -0.7816651017020956], [0.0014853752032346623, -0.9597594900783389], [0.20283033507993475, -0.6940467339311862], [0.4614232832929128, -0.18992425494859488], [0.9178096860064302, 0.5641441975924633], [0.8395396431706748, 0.09294562694614905], [-0.27152236076610625, -0.36862456319700887], [0.1002701186480961, -0.19781328465794445], [0.5105162204311866, 0.1571393801604115], [0.4679663125718436, 0.3859029985881717], [0.7919720257807779, 0.2429398631902009], [0.8774919428373431, -0.7224757428441546], [0.7188095988532122, 0.19898389204538214], [0.0065815897199434925, -0.8974360425016001], [-0.6512332478875068, -0.6634051702881345], [-0.3476655752592971, -0.6644289663703005], [0.055954151887962045, -0.6482039452928727], [0.09019840149173475, -0.4981163583125815], [0.8064945231922265, -0.05379787285962723], [-0.36926844191336095, -0.8761694981128945], [-0.1821579104675134, -0.5408347207506718], [0.8539841057783384, 0.40049557672145797], [0.9568032397722419, -0.5314750711008065], [0.6000148794373765, 0.1321959738650802], [0.8227750636352786, -0.1829092192913283], [-0.09468470742415502, -0.5022458002005061], [0.5109393490133145, -0.7291959908923962], [0.27879919241767026, -0.784816717266069], [0.3312607202439073, 0.1861943541788802], [0.9421961791921887, -0.8503954807436966], [0.5910795331044909, 0.184573778851004], [0.22866018662389131, -0.06688367047128152], [-0.33015075518768067, -0.3535691995481751], [0.5375280449337434, -0.6863608497772176], [-0.37348826464801277, -0.8521070446766827], [0.9181424364529234, 0.8723707030754064], [0.9296707271561289, -0.2539630278204563], [0.97303981651537, 0.3370109029351369], [-0.7178742070651873, -0.9560746746506901], [0.7166363225003383, 0.08002588768397634], [-0.5377771702569638, -0.8196320273695075], [0.6047486227960142, -0.9103375026538977], [-0.5500808269784241, -0.7514910565012205], [-0.17098097434840076, -0.4539057880001266], [0.8811110762019638, -0.889735224958026], [0.02755533167062718, -0.8352554598346584], [0.11063195872927167, -0.7972178287724409], [0.472978934186596, -0.67606631557628], [0.7982915215594237, -0.4886447936802699], [-0.4932962163998613, -0.8078275045672102], [0.48647245195379973, 0.14072493395575547], [0.9093729267960222, -0.34200966205364647], [0.7701473725712973, -0.853355036789436], [0.4954688798575748, 0.42496625007067523], [0.9577455187551798, -0.6820888234983793], [0.7692243471143407, 0.32237311028255955], [0.6248850207476662, 0.26875997391889683], [0.6082444667538034, -0.4615212424494163], [-0.4685886467886837, -0.5931896260819776], [-0.2685069539249648, -0.6639847281304654], [-0.6636910604820856, -0.7104463156574286], [0.24943537070383126, 0.24313230688378518], [0.3723530169260183, 0.17225570651967304], [0.586098784386055, 0.027722909409581664], [0.42205343123457806, -0.6945170293695588], [0.03657614574433343, -0.6263468511536916], [0.830058481163163, 0.02271865978555998], [0.5727402917829938, 0.12024527066398516], [0.8977081219617198, 0.18187421720974295], [0.7358716953431494, -0.8178320055508921], [-0.1751925268958051, -0.9331824389878924], [0.911878438661351, 0.6028699606191366], [0.006780824490172588, -0.1666608749189198], [-0.4219220773991388, -0.4766827041036039], [0.5708076224227665, 0.5267730274663596], [0.5236086881552877, -0.08359670674790665], [-0.2567698045536285, -0.48042246321535753], [0.030500235611022886, -0.5602826793895015], [0.9288167799051599, -0.5407642498990363], [0.8169808675878967, -0.6229472692929345], [-0.5036781064438942, -0.7684979815298769], [0.033952945554505565, -0.8563513615046923], [0.34421161729509575, 0.29418439065279367]]), 'arts.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                   7.2955e+08
Equity Peak [$]                   7.86234e+08
Return [%]                             629.55
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     144.945
Volatility (Ann.) [%]                 131.079
Sharpe Ratio                          1.10578
Sortino Ratio                         4.40603
Calmar Ratio                          4.82082
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                      -5.745
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       73 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.361179
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.41981
Expectancy [%]                       0.414223
SQN                                   2.22775
_strategy                 ourStrat(low=0.9...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x158fdeca0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x1590632e0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.9362461208135318, -0.06867829565875738]
      x_iters: [[0.1891354817799793, 0.09181639826488608], [0.46964115981286736, -0.026141260878323358], [0.10289801878827443, -0.21391607456118178], [0.746713688801917, 0.0029125665265572476], [0.622975409053429, -0.3747688215251198], [0.9486984085385546, -0.9020984363174583], [0.8773286836998226, -0.4392918255647692], [-0.7734550768942268, -0.8359784100668944], [-0.029355695806112303, -0.9775869873232712], [-0.24456043767638314, -0.2612239822849264], [0.8210286261436683, 0.2670581623284378], [0.2656557001214308, -0.47439371368809646], [0.049690397840585376, -0.7633807530472667], [0.8694618079263594, 0.27552213930809755], [0.6247459004411771, -0.8285955784031829], [0.5037443404642461, -0.16448534102424162], [-0.6216623887935047, -0.6622322090162696], [0.5858006065650314, -0.10874807274576459], [-0.260523237993891, -0.28322177740461274], [-0.4393760076998422, -0.9492884093747055], [0.1894689438872239, -0.3677243672865993], [0.0636159139833734, -0.79682249797791], [-0.11196958894332831, -0.34378566611113537], [0.36257003064280835, -0.8853082368373978], [0.6679591303207064, 0.5546090579798204], [0.30106776384741996, -0.47314797575582435], [0.3347207592483865, -0.2833456485397263], [0.41428218947026685, 0.24280389283710524], [0.41869643200409556, -0.6841196789730113], [0.7935864982683076, -0.010792758990728624], [0.5893541924406642, -0.3778243920223179], [0.4331043905021774, -0.8069024243846372], [0.6212168577397483, 0.1404530645667359], [0.7698561418365499, -0.5461985237049172], [0.10895695581042997, -0.4033676601732006], [0.16842964566241658, -0.1734169759206311], [0.696181132793366, -0.20836946010414037], [-0.35306031518564773, -0.4208753072545194], [0.17766851894245983, -0.04221709368089244], [0.43627123974963244, -0.9371834937864951], [-0.1584982998100628, -0.8699526181581353], [0.6400419473220191, 0.16067358268125487], [0.8890988387041863, -0.011360808462517746], [0.621475061879516, 0.5743487273040038], [0.43933641730345707, -0.6114985231645644], [0.5708919078860661, -0.7637871938647325], [0.6581398096217652, 0.44216508032523305], [0.45405681029360756, -0.7403998589795623], [0.40883796222037105, -0.08387610424362169], [0.32307947760052635, -0.4798664020363924], [0.9362461208135318, -0.06867829565875738], [0.8939365705727638, 0.870186531776701], [0.290835714645334, -0.7959667977742635], [0.7603117277492568, 0.3519861707434231], [0.8120249306422196, -0.2941539991365406], [0.49923249078146803, 0.3177940221766393], [-0.29280863583927164, -0.6382451271442685], [0.10010867133287982, 0.09967952154192394], [0.8911751987523091, 0.8377569427973597], [0.20993187554608572, -0.9660372190721951], [0.6318405206190105, -0.7540840446082051], [0.2484999961675196, 0.017518907560341468], [-0.8313026621095222, -0.897719983915556], [0.7312537362432381, -0.9318815412507607], [-0.2180636316932858, -0.5003064654577745], [0.828101431979144, -0.49809088381131894], [-0.23099472139195265, -0.5660738143787952], [-0.4114470773122647, -0.6559370066268166], [0.014432430209313729, 0.005971932301920502], [0.021955027216707945, -0.7638412313112719], [0.8508999569861277, -0.993203782577727], [0.19262771673267043, -0.2533148529276712], [0.17089858771146682, -0.19007994044253362], [-0.5749393913479026, -0.7167184247967042], [0.6681339297905791, -0.24807206787018887], [0.3320044577110455, -0.2021880964276378], [0.9304247559632524, 0.07280426099210002], [-0.44082065846417395, -0.6545657812205636], [0.9014427478988913, 0.6992460064847479], [-0.29458690066368465, -0.8385102092520429], [0.5235445393116318, -0.22784656944423198], [0.9207415657206912, 0.8368009359622564], [0.09380384602427871, -0.42962643935902456], [-0.3207842882788575, -0.8876781518510644], [0.5900396045758389, 0.3083217886413223], [0.28817436464288426, -0.2979362325038234], [0.08816191650401839, -0.22016033204653596], [0.7398256139544461, 0.34869938275082246], [0.26773523600482263, -0.1511082006131682], [0.26341335084630946, -0.11689436889828186], [0.07704978136674834, -0.6527319662928406]]), 'rich.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  9.41925e+08
Equity Peak [$]                   1.01511e+09
Return [%]                            841.925
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     174.847
Volatility (Ann.) [%]                 143.113
Sharpe Ratio                          1.22174
Sortino Ratio                         5.39194
Calmar Ratio                          5.81534
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.22223
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       63 days 00:00:00
# Trades                                  557
Win Rate [%]                           59.605
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.407225
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                          1.4762
Expectancy [%]                        0.46009
SQN                                   2.36286
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x15a59c4c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x15a4f1580>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.2883767460193285, -0.04570598645097723]
      x_iters: [[0.4098422813579834, -0.7643727894227216], [-0.42887872822607165, -0.7758825442808367], [-0.6316967865760934, -0.9220558985776733], [-0.13462594974320263, -0.3754877782272742], [0.7164816887929706, -0.19955509987347952], [0.6656155736519958, -0.4203630934914404], [0.18040381868060762, -0.6017903111016363], [0.9396095886492855, -0.2951108927516821], [-0.26614362643443423, -0.6334594329100283], [0.5540766233326861, 0.002104202006660838], [0.791137220359607, 0.5138978694907068], [-0.16532912796188348, -0.9567035966140077], [0.2883767460193285, -0.04570598645097723], [0.6118392487581317, -0.09599289229189867], [0.18913931315912147, -0.7895552727313009], [0.6842574350490003, -0.6196257790277698], [0.6003390623082776, -0.5487241081889033], [-0.5578539605398813, -0.6643507519187293], [0.7770418140330577, 0.2463078118858173], [0.6694223886535371, 0.43230719253261274], [0.2385224063392819, -0.14709088427469252], [0.3613005861513938, 0.35004865518281214], [-0.4206162072362164, -0.5126355206850755], [0.9845993157358983, -0.9405626174154207], [0.9716533567573915, -0.3097048097427648], [0.4085505845728292, 0.21478245047050848], [0.08970851862484452, -0.47843942181968024], [0.016666958311947866, -0.6092605533829307], [0.05369557783844181, -0.4245692835241598], [0.778512226281906, -0.6778832170921847], [0.2326851360426816, -0.16282106231699678], [0.603661244152905, 0.288721874369295], [0.9120344012219495, 0.516600407416552], [0.73933191412435, 0.6851894286085447], [0.7952254860620571, 0.6035811758212644], [0.9641230024293665, 0.39032944124104474], [0.20562997783917192, -0.3315645053858789], [-0.21611283873472198, -0.5022656839738142], [0.889984761863406, -0.29662849753788734], [0.07825671807995871, -0.005927698638096834], [0.6523721153799418, -0.6720874665241492], [0.04823039801109941, -0.7978144064923114], [0.18225848586238347, 0.08084001543713715], [0.44374350794856143, -0.9664468083898602], [0.17410340099503996, 0.0014108936330914368], [0.38396309817774044, -0.018477273017258877], [0.20875523037849963, -0.9022230727877524], [0.14442936491849423, -0.9499108814303019], [0.9863551638590016, -0.8304757467941595], [-0.21912176252306903, -0.7279071554895418], [-0.018780351462564737, -0.28209504625577586], [0.8842014696930443, -0.8784827534208087], [0.8972219481555193, 0.7479869235214174], [0.5529942200479425, 0.012431005307591114], [0.008988394720303994, -0.7942305724604689], [0.8072630415804536, 0.6686167137627894], [0.8198069383173441, 0.430437824113014], [0.5413760624387611, 0.48743845467178426], [0.30112660920642353, 0.022151661846356197], [0.8559139699256664, 0.3781830698972599], [0.8052501666371727, -0.5026586272516964], [0.9773501691248832, -0.6243822221111708], [-0.4453043614076653, -0.6525142948460336], [0.9700686414630197, -0.7888615173127115], [0.35502243004293454, 0.31379638637299245], [0.9061771033257824, 0.33783572815997154], [0.18307265643051895, -0.5067028994667473], [-0.216045231386099, -0.9717586146758447], [0.15236055653515979, -0.33677146677249703], [0.38307043015683484, -0.7568503842697585], [0.007964293655017274, -0.5090757924848615], [0.8381767549181596, 0.6831035853903631], [0.6909793314434154, 0.13562628424155831], [0.20952536520673593, -0.3731606462479997], [0.6467387266178108, -0.8028919500824366], [0.6552345863062803, 0.00535455614296465], [0.49487480217189206, -0.42306334624836983], [0.009455141936467681, -0.810649091946519], [-0.8650893848240873, -0.9493330215320379], [0.9101160863363653, 0.03360901000978678], [-0.7479475296348234, -0.9445851069066372], [0.39714311028187255, -0.640441038778098], [0.8644061301336905, 0.27206208329250536], [0.21751301758284214, 0.05088875567869877], [0.003989151539263824, -0.4608761388956606], [-0.061267902008451114, -0.5532643246213631], [0.7839113000634303, -0.024669458286661672], [0.28120526386705236, -0.3515395726745193], [0.13778874738492108, 0.08423048236303199], [0.7605539708140236, -0.9165585986037443]]), 'investment.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.4...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -520.5356591680412
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x15b8fcca0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x15ba220a0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.4689548892356987, 0.016895885815265688]
      x_iters: [[0.8913550189006487, 0.3308247879373851], [0.4689548892356987, 0.016895885815265688], [0.8019510830716128, 0.10262566095042924], [0.9634125904778497, -0.2135700081524473], [0.22100619421993928, -0.05252120692530948], [0.6191366386464434, 0.3917847697821375], [0.13631196979553395, -0.6214904719730018], [-0.5654530007685268, -0.8565516697357184], [0.41409570471450596, -0.994333930029024], [-0.3035807569392466, -0.6164159310398749], [0.271401708371499, -0.4373954139757813], [-0.786948810321111, -0.8189222737697951], [0.3233502952359819, -0.7017182752449419], [0.026306164789226427, -0.7171794460914301], [0.8525372587037829, 0.4665506571275819], [0.46375422559228574, 0.31548965690551634], [0.6343453081697437, -0.7645773503745453], [0.7719215492918563, -0.28536535313704126], [-0.3095555935445843, -0.5895720533291573], [0.9164015805241759, 0.5889683470887066], [0.48808658625517265, -0.9178922064216597], [0.7364138376351219, -0.25755854211458495], [0.47723342003626135, 0.02765188568953536], [0.8639671822040385, -0.2623021260765622], [0.29290173405318076, 0.18933730515851743], [0.8443794214562279, 0.5790538997104395], [0.9696570765744945, -0.0015482734111343932], [-0.5864922689416634, -0.8124365961011022], [0.10171547515024448, -0.7506248234890418], [0.36166395940641993, 0.3154039325268134], [0.8697905972169593, 0.6285520941238338], [0.887327173159723, -0.9117727267486029], [0.8995196386230753, 0.05483418751706348], [0.7434905333561914, -0.18122646321497604], [0.20595823778669042, 0.20292674214736994], [0.3243207763155471, -0.01840191658874224], [-0.4503073252872536, -0.5513159130967924], [0.41515113823421146, 0.10252992590428289], [0.7461237112106089, 0.3661483135940333], [0.19899229223630788, -0.37523130347566225], [0.40742933606262066, 0.17934073049788246], [-0.40575982268285427, -0.7235089611561192], [0.8446176745085603, -0.18308303581292995], [0.7330569298189271, -0.7838289737836195], [0.7182255241143125, 0.4940271381884971], [0.7610969407901729, 0.03665557589506507], [-0.22802194111860097, -0.42511774367936306], [-0.10042556428971783, -0.35087557500713984], [0.19536655831511984, -0.9250764723967081], [0.7180084525100845, -0.38954113174565563], [0.2765682235982596, -0.46832210612020553], [0.9149666979062094, -0.5068500234556468], [0.9514961015263779, -0.76284082629153], [0.43412911606164495, -0.0770849811653469], [-0.031855463941728224, -0.49567215743108073], [-0.9456100801632384, -0.9759337621977664], [-0.24799145655972865, -0.38467545066142617], [0.9027331499418587, -0.7366274673891436], [-0.5409710013794687, -0.8635770628190893], [0.1475875014449397, -0.48258184585736874], [-0.7109032425410369, -0.761663203192096], [0.9686129526063305, 0.1385116127164887], [-0.6949757816498977, -0.7879665843919766], [0.9878045168840721, 0.16526200933911928], [0.42997353797415827, -0.8716618625554529], [-0.214766130270849, -0.3074498286436569], [0.8566076138756469, 0.19194153400724745], [0.18313228300780593, 0.027395731603943263], [0.5184542891963453, -0.9428548663592382], [-0.45371806759312006, -0.9000097984212779], [0.7737320637564977, -0.0857319226328973], [0.8549567439390602, 0.7438077292978194], [0.4746746390603398, -0.04340059828080878], [0.5026784396725059, 0.07742410526016741], [0.2693977968219883, -0.5293710124227764], [0.7453077468016502, 0.16200989840285773], [0.6846156409418773, -0.2680145929935266], [-0.6132252022734392, -0.838153642859411], [0.59121363079137, -0.23722101617504165], [0.49990626948378303, -0.7230772684245835], [-0.28457747140237266, -0.7968956537269197], [0.6143893648564966, 0.04329340776165491], [0.2962305501617768, -0.564807768297727], [0.3139495383861364, -0.7108025695714191], [0.3091970538895188, 0.004072865781184154], [0.6454904320312422, -0.09767138015341281], [0.1187164933707403, -0.20271413110226855], [0.6409950277332417, -0.5468095130283361], [0.08379538105552675, -0.6154967870983086], [0.49404015683391256, 0.31029403324560834], [-0.583075528060786, -0.8461371885849129], [0.7738433191963183, 0.1406789022759951], [0.5578580523808927, 0.4395137954534689], [-0.6627172647577697, -0.8301742938101629], [0.3608076908068718, -0.031693911901058525], [0.2695315954671633, -0.48673916922010996], [0.357604944683235, -0.8655661077169684], [-0.16521758280599463, -0.8298759840674169], [0.3741682519794649, 0.16056364704621973], [-0.027257038112663112, -0.7066944576948166]]), 'debt.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  8.29495e+08
Equity Peak [$]                   8.93945e+08
Return [%]                            729.495
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     159.541
Volatility (Ann.) [%]                 140.437
Sharpe Ratio                          1.13603
Sortino Ratio                         4.89364
Calmar Ratio                          5.30626
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.98705
Max. Drawdown Duration      315 days 00:00:00
Avg. Drawdown Duration       67 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.384315
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.44742
Expectancy [%]                       0.437096
SQN                                    2.2133
_strategy                 ourStrat(low=0.9...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x15cfff940>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x15cffb400>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.9374844694869853, -0.008949933126740195]
      x_iters: [[-0.02177965449133823, -0.8798525784856291], [-0.35427726112474633, -0.5390525927225407], [0.830584294001234, 0.3271356621465702], [0.9062459169238177, -0.7472298917234386], [0.3723749199868096, 0.21101831910284363], [0.5735929074124777, -0.8055918642279785], [0.6189129869324801, -0.5903444508768338], [0.10468199769293274, -0.34226445180141707], [0.39421614393052584, -0.6292004513164968], [0.7212138893016118, 0.07863841926361204], [0.9140899221082974, 0.7741126664561992], [-0.49152290596947057, -0.9368053069074491], [0.03828865476243881, -0.12340235527508803], [-0.27116015295740925, -0.2791530453120987], [0.9397238420150318, -0.37568588788922963], [0.7267460707933342, -0.24836407905748936], [0.7906892788775244, -0.4206905237158276], [-0.10795184203167485, -0.12705333718651923], [-0.1278879727429555, -0.19323685712341732], [0.26448270814427177, -0.3760497472722353], [0.7378629244970576, -0.6459908419943321], [0.4245675405814051, -0.5743022579586823], [-0.49378727764831243, -0.5362820890992224], [-0.2510468131880914, -0.8413191352873796], [0.8441065327264392, 0.836623577990484], [-0.12587898833655864, -0.6915710413554859], [0.756397293103976, 0.08294068295609991], [0.6137479966002521, -0.9247037004605069], [-0.16679073158150126, -0.9060014700616493], [0.7023146076862852, 0.3077515092893659], [0.13151643846074856, -0.2520515088596813], [0.8453722635926999, -0.13798767055346484], [-0.029109554391619108, -0.25644633713348786], [0.97982375738857, -0.9661608175125311], [0.6589121359719254, 0.5861849759526421], [0.3455709786782364, 0.11323899895698952], [0.6784368593549199, -0.2580920233150581], [0.6206110444803392, -0.9159626292555734], [0.11506611687833157, -0.19150773669580134], [-0.0937622904197708, -0.5187492790467667], [0.9459423975419672, -0.18716592533082843], [-0.2448957726294264, -0.8172722262292706], [0.5740348043411097, -0.07432132439187855], [0.24683900570764306, -0.12124439537614351], [0.7446269731536892, 0.2024311186569605], [0.35725668219482465, -0.29192616877958466], [-0.006495247203782029, -0.37357557666289365], [0.9483684437819044, -0.06770705971930802], [0.7551842505369613, -0.4418783763716295], [0.5699722512840666, -0.4244274364448193], [0.07550473549179215, -0.2832654949762634], [-0.697889065199195, -0.7999034668313258], [0.6021589058892756, 0.5650112687273472], [0.8363051429170241, 0.11583060502372078], [0.44878959789889694, -0.42534090872301156], [0.583269182164031, -0.6971373270640149], [0.8267613019739573, -0.3188389358848678], [0.9021572294353901, -0.11188915588947834], [0.796631177833907, 0.5844447914736466], [0.37277366782896837, -0.994803077304948], [0.665515316569725, 0.11535595413418664], [0.10401588991979249, -0.7808226458830829], [0.6470394607032373, 0.13289952143129358], [-0.3083162725902361, -0.5208035109911211], [-0.8233084977270555, -0.9880563753816344], [0.7301884978913868, -0.5211462253525303], [0.040756385089759206, -0.5601434325978197], [0.34496858851831247, -0.9765681165550225], [-0.3837843325574275, -0.6240387204228556], [0.8995253045464604, -0.8996085039038966], [-0.7402258510359665, -0.8230200864751055], [0.3981611290837046, 0.1212632579417039], [0.7814053496668152, -0.24831130149441827], [-0.2286876562036455, -0.6436137419044796], [0.6135686980869175, -0.5737638784022328], [-0.08077703024922789, -0.9186323953016151], [-0.11996632331601143, -0.14505280715341273], [0.5880859219950145, -0.6877940861144768], [0.8683550773313526, 0.17472716278528688], [-0.2758511651125971, -0.39164945560193676], [0.7391965585289189, -0.6742880950076118], [-0.01875872933705569, -0.5808168276311969], [0.4460000991597539, -0.36763005190939235], [0.33934043446985473, -0.47133010444050927], [0.9374844694869853, -0.008949933126740195], [0.35749558250775615, -0.6062598451990179], [0.37535552162502217, -0.7359401957111296], [0.9267056730300642, 0.21508514541580048], [0.4952000891176256, -0.6012404232857911], [0.7286531875572768, -0.18357302420836508], [0.8501084140768236, 0.11049373151313824], [-0.0031208081991824788, -0.10614459752697569]]), 'earnings.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.72958e+08
Equity Peak [$]                   7.60389e+08
Return [%]                            572.958
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                      136.19
Volatility (Ann.) [%]                 141.747
Sharpe Ratio                         0.960796
Sortino Ratio                         3.89252
Calmar Ratio                          3.89882
Max. Drawdown [%]                     -34.931
Avg. Drawdown [%]                    -6.13363
Max. Drawdown Duration      854 days 00:00:00
Avg. Drawdown Duration       71 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.1688
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.346631
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40227
Expectancy [%]                       0.399523
SQN                                   2.32386
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -572.9576584550267
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x15e5314c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x15e248700>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.12946997276592764, 0.02181355132682916]
      x_iters: [[0.20378747680732645, 0.09622140003849067], [-0.042704744119755, -0.37562904095036476], [0.7263267041881487, -0.7420895169346611], [-0.7318041860438171, -0.801429099727409], [0.6453499375720892, -0.14244607197639436], [0.4914878341170641, -0.8848642394374577], [0.5356158751819713, 0.287191183785267], [0.30237080766355295, -0.9696854321665114], [0.9452652202935459, -0.5278020861090424], [0.26428887346276664, -0.6048689523286976], [-0.1414654777850627, -0.17101788153759068], [0.8141932120191415, 0.6878473005265453], [0.5566583742939193, -0.23149443403429515], [0.3048729450552916, -0.5755761451855734], [0.5852795029598072, 0.5356354762589948], [0.4477367505147216, 0.4302525376888753], [0.9620891196088124, 0.4629156761287052], [0.7981955424522711, -0.7155517352081657], [-0.9329632880322087, -0.9902521940704302], [0.7913181024144003, -0.6862510244755091], [0.2164992001729562, -0.6694972093729417], [0.28931590955088904, -0.6464499159067574], [0.6452342053550246, -0.12723926073108904], [0.5274647822778371, 0.12401405909087337], [0.7992481535339342, -0.20574772431421773], [0.8494505522091744, -0.7085824561152991], [0.8627922926963087, 0.22419066399466114], [0.8890788477567884, 0.1903004385370417], [0.9178465221551582, 0.3407281923204126], [0.5827146917997137, -0.38188359371197933], [0.8344072943419618, 0.23158003929884252], [0.9795353884529685, 0.5874516289142393], [0.8595298192559653, 0.7759590871497646], [-0.01398538006848804, -0.8419746055952131], [0.5684096039334252, -0.5631838563031478], [0.7782966228058741, -0.5026295429817773], [-0.08038779453193357, -0.6757195438492483], [-0.5100640140006505, -0.548791824868243], [0.734541751465793, 0.07853325988327375], [0.6869807129172487, 0.24188457488598103], [0.4162406406424497, -0.48837929328039353], [0.3742795611401599, -0.27061861072683624], [0.6497617300464353, -0.6912619301696581], [-0.5112928641683869, -0.5784735828945939], [0.056283747591251654, -0.8873663593871048], [-0.5473237719368088, -0.9824426444942753], [0.3985911903013395, -0.2888064233433517], [0.04221871810501221, -0.8511981925267569], [0.08312920429924198, -0.5866936823966258], [0.6968903680977234, -0.15589228621890294], [0.7061406172209617, -0.22423904448184317], [0.05331205200291511, -0.2974946069870785], [0.7778553566701212, -0.22620333282816008], [-0.21551902274658608, -0.33955602899353654], [-0.6006745827807378, -0.6500563595961131], [0.87021969787984, 0.7526204181217986], [0.8841388418538496, -0.2578592244852651], [0.7539227332176839, -0.39653454431209023], [0.7338402203802494, 0.48591481172670226], [-0.22528456949893783, -0.6055796050562153], [0.7678112563508406, 0.7280355356573052], [0.2059517899734189, 0.1629140398289124], [0.5617017156655271, 0.2882927329685381], [0.33465087185937836, -0.5801649263095472], [-0.11053822074616193, -0.919011702025768], [0.9190018803146209, 0.040965152391364335], [0.1823179632547287, -0.7005897804055277], [-0.3179842627345867, -0.3762159631475842], [-0.5687979962943299, -0.5850069992930326], [0.36727124111405973, -0.9667270775042651], [-0.5551277037456509, -0.6799776778480526], [0.811865974362727, -0.5411637664739402], [0.3781211107914786, -0.3486249274530774], [0.711416758931406, -0.037281270012434975], [-0.4803933092054441, -0.7557580063530109], [0.47119389626655983, -0.1261285862319148], [0.5877906472350063, 0.5371518943197207], [0.3218991560686346, 0.306218145969795], [0.7122142858311791, 0.16507854758554052], [0.16675313771865885, 0.14773247819959878], [0.3270224409299509, -0.11804598144573741], [0.12946997276592764, 0.02181355132682916], [0.8363687788520553, -0.19103438953656027], [0.4512473881541874, -0.23445650372150273], [0.936138040702283, -0.7688182592641397], [0.7103641837502797, 0.42731990749089066], [-0.2414978614770531, -0.5782570781852951], [0.23313930857726062, 0.08620866226152901], [-0.13027442134550837, -0.1990233082887528], [0.8631295368299596, -0.8238085161738335], [0.4752719121427418, 0.19341398778983176]]), 'present.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.6...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -520.5356591680412
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x15f917040>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x15f90f310>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.6978630982812848, -0.5799115912308682]
      x_iters: [[0.6978630982812848, -0.5799115912308682], [-0.3107029871018847, -0.9705468298456695], [0.8666079530147259, 0.7945867310653831], [0.9150250482701023, -0.35450266196652525], [0.4258074383385524, -0.7683962883380862], [0.5148003367923153, -0.40976652320958007], [-0.018407948446578337, -0.20869850418943614], [0.02601222737343445, -0.6716790103124424], [0.20395062374236073, -0.09802674219718543], [0.5740712146785034, 0.2584486263660759], [0.7916428161937517, 0.5051660221000549], [0.614118313980446, -0.8641498052849546], [-0.4569670318571777, -0.7912954565408928], [0.3477377449671728, 0.08974249095842013], [0.1911078381077569, -0.389601938836337], [0.7597126054000023, -0.3733933353699107], [0.9492497258091537, -0.09321388117139706], [0.5665519081915247, 0.04228692144209778], [0.2682467038115559, -0.5390807245322565], [0.004774378882711261, -0.2422433015431642], [0.7396551190217984, -0.1690337888426905], [0.8691738684401413, 0.30440946007086245], [-0.7415471144997148, -0.9398421826473817], [0.38817147443009437, -0.1660785382672254], [0.8802198797670349, -0.12488851425950342], [0.5439905765014514, 0.13322273629764858], [0.9775900851758828, 0.5502099634795272], [0.8246585066397862, -0.013324763920672389], [0.20814349254635944, -0.6935926772921047], [0.16713648107626056, -0.5451708703936793], [0.49564622777603673, -0.2831531992504298], [0.3926194953493911, 0.10541959683284574], [0.9592857985379244, 0.5728901783115428], [0.8599808252636585, -0.01125843476785271], [-0.734522135101523, -0.79500199783345], [0.12080775365169782, -0.8665221719601817], [0.983349604823132, 0.5324940257343518], [-0.12894258854928708, -0.5618672990966966], [0.3518794847230964, -0.24209042986731344], [0.7140249515115076, -0.2672072237306524], [0.7890138066178745, -0.08005576386818336], [-0.21330201892310008, -0.9460537878860644], [0.8451007185140613, 0.1163325889728064], [0.7123782353093406, -0.4480459757954859], [0.7287319975094366, -0.9429598157650553], [0.10527045047007322, -0.910313234372725], [0.5816866009422765, -0.8259669010948563], [0.4786899691934776, -0.5966991825120747], [0.40639261950232286, -0.3532446663400537], [0.9605108717260771, -0.35494419562588586], [0.9077371627902662, -0.6578885463061217], [-0.15160218221115762, -0.579430461903114], [0.9805144601388154, 0.5123334408736386], [-0.2148563702006262, -0.6496287058970116], [0.6767363767850176, 0.5171491842809415], [0.9357275666233733, -0.6296630554323199], [-0.1868168440725667, -0.20771231103520205], [0.6105777648181507, 0.21883436537980594], [0.2329208888004639, -0.7770431029287621], [0.20802253125742598, -0.916040397268121], [0.6005561515870992, 0.5484115761261699], [0.8233162904243814, -0.24269779075627096], [-0.3703084094784216, -0.6304513859176971], [-0.39380052477615113, -0.9467239277522592], [0.09632434320822303, -0.7373286927882019], [0.7198607587413017, -0.15312745425987417], [-0.5709957624629668, -0.9435947900694552], [0.965255724204847, -0.7140377086691458], [0.4233032128375016, -0.3090503038005885], [0.3307858647222981, -0.22014944922566426], [0.4875720825654999, -0.021413564633500526], [0.7794573528309203, -0.4415198611414639], [0.5609031721186639, -0.5837158555306297], [-0.06334743654529362, -0.10751461982865262], [0.19352441690625977, -0.1844010018457526], [-0.002525104588728788, -0.8106436432591679], [-0.16749432053830904, -0.6867388952240417], [0.4288490341870892, -0.3300756154046297], [-0.11775858105623893, -0.3264486549870891], [0.048655182874440595, -0.4150866103108569], [0.9168578507422451, 0.6783751226540353], [-0.5819267344017418, -0.6469071885617994], [-0.37305149481178757, -0.8903432230589441], [-0.2724537771920912, -0.8350766521983782], [0.4539339809640568, -0.6312450603259812], [-0.0746663310640776, -0.7471118159617811], [0.316210143213149, 0.01382107210049588], [0.9800284378768778, -0.15215066137837951], [-0.6190212710486418, -0.6950488687080532], [0.8478275283732022, 0.7132753972071764], [0.900010489267214, -0.5517724996563125], [0.26525990258673793, -0.14310573735186127], [0.6898754691848095, -0.277456734225472], [0.6992000925022708, 0.36219354784759394], [0.6153692582775774, 0.2796416463067488], [0.574209226575588, 0.49456854079975043], [0.16608585147379196, -0.8348897650894791], [0.20516327578483606, 0.059304585700805657], [0.12767275767887454, -0.37801698137757433]]), 'house.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.27005e+08
Equity Peak [$]                   6.75722e+08
Return [%]                            527.005
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.778
Volatility (Ann.) [%]                  120.97
Sharpe Ratio                          1.06454
Sortino Ratio                         3.89548
Calmar Ratio                          4.28309
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.71387
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                        0.33389
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38766
Expectancy [%]                       0.386973
SQN                                   2.10343
_strategy                 ourStrat(low=0.6...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x160aeb940>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x160b975b0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.6162869999640075, -0.07621526340351525]
      x_iters: [[0.16999289118936267, 0.012957557432316413], [0.12786385132457667, -0.9351776448931097], [0.3741511949288314, -0.6248990806076646], [0.8214507801786, 0.1654736916292734], [0.8643394690089419, 0.6690756044785686], [0.5368314651334278, -0.5106372246224875], [0.9345468268948223, -0.38079685414988673], [-0.4957575263115451, -0.884826350482258], [-0.1776865058676418, -0.18883539980567488], [0.39194216242063407, 0.13240925856142183], [-0.40738584115256415, -0.6144661883629308], [0.48197721469866384, 0.4791031518114812], [-0.06281037333140982, -0.8171176842223022], [0.6866019132907832, -0.15204732856106185], [0.17423504041059945, -0.2764944764026682], [0.5894313728207285, 0.4122313078817259], [0.9127550848373185, 0.23066432146220683], [0.15076705187922945, -0.8337063357491444], [-0.6973237457215975, -0.7725396673848143], [0.2981964366046057, -0.5595123312632779], [0.7935322378015686, -0.1554275723649411], [0.6162869999640075, -0.07621526340351525], [0.006633766402585284, -0.7289357851759657], [0.24692958334561688, -0.326052338122381], [-0.2717322108740623, -0.5987635548906982], [0.8995592992694483, -0.09906047930535955], [-0.7577914139981599, -0.8224320761010013], [0.6265329630080996, 0.07450051619246789], [0.8240138147686402, -0.7802169279319588], [0.36461845036061935, 0.2850006475371061], [-0.5364611689647216, -0.8181965526979562], [-0.8079077264665527, -0.9689919205749011], [0.9430330281515347, 0.22839078566689452], [-0.2781849898844564, -0.7776255501813287], [0.5839746528381666, -0.3892688469683879], [0.8998497517823543, 0.3317195474779371], [-0.5306496914881593, -0.7253999838882361], [0.9008771907716933, 0.9004373445205207], [0.8946370188833941, 0.34433669268047407], [0.3005525930967814, -0.8882856367969441], [0.6348110512374916, -0.0037321869767174], [0.4355623341065127, -0.25828529870760564], [0.11762711532466863, -0.9423527355435289], [-0.3440998589487213, -0.5546882713393964], [0.8238449435539412, -0.05232619035183217], [0.2769047922194816, 0.19683013850127185], [-0.3204238619658051, -0.46536756018722303], [0.7547401836407817, 0.07016625426615786], [-0.4475205564010074, -0.7427041053739704], [-0.35453347302620397, -0.7452268826670683], [-0.019227648943159426, -0.645566518108481], [0.34132186616935356, -0.18079525033359123], [0.6013932290381776, -0.7719172377167307], [-0.10153675670392215, -0.3399635366376975], [0.17996010650673244, -0.3909081627255686], [0.6306068062844452, -0.843467750312415], [0.4902891115103627, -0.5494218260387744], [0.8815174705306765, 0.04977530158524979], [-0.2631437515440558, -0.8716921491994876], [-0.6638222585458402, -0.8658762380978123], [0.2951666792826937, -0.3775023199715103], [0.34699094336618774, 0.003608326849248167], [0.09267105035513934, -0.08644260232982492], [0.8667281198469274, 0.4561064002094384], [0.9794686518479496, -0.17975599395280994], [-0.27324219396089133, -0.7878520154611544], [0.15354869068024857, 0.12542738869122427], [0.6095396122422463, 0.25943518804662524], [0.4345810672452639, 0.01731390028001889], [0.5845697561725554, 0.10838567245740216], [0.796916543502254, 0.32329075011661956], [0.8440104848563037, 0.6529265974032399], [0.9054506042163093, 0.18561343051300172], [0.8295198628624283, -0.4100253859247375], [0.46559164710153955, -0.12071781366263312], [0.25936322885866425, 0.14487664593527594], [0.8970193675742397, 0.26914893370324555], [0.20787262674401852, -0.6135884713081741], [-0.1643479378084206, -0.6311135985644781], [0.5838874161078622, -0.4251168781828303], [0.5571283357702121, 0.3386918775490477], [-0.24073643647562937, -0.9542477957745129], [0.904839198882436, -0.7595462155436742], [0.19535135894680744, -0.3824906704181742], [0.6246966852136704, -0.7244024277175416], [0.12664893573402503, -0.2630570513240539], [0.6241802327311139, -0.09717283273154531], [-0.27396878517428125, -0.947258804130766], [0.5460176715829355, 0.05333073096638241], [0.37464725055740433, -0.2912253273942572], [-0.007467088576191716, -0.4986700927634635], [0.8733579603148416, 0.7867090417768037], [-0.47610143976259767, -0.718166733397827], [0.8032573943068835, 0.48669492009438087], [0.1113206290840425, -0.7763424845381817], [0.8623315872715345, 0.3135056731331607], [0.8528939094376706, 0.16558969704400583]]), 'financial markets.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  8.71552e+08
Equity Peak [$]                    9.3927e+08
Return [%]                            771.552
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     165.393
Volatility (Ann.) [%]                 145.922
Sharpe Ratio                          1.13343
Sortino Ratio                          5.0059
Calmar Ratio                          5.50088
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.93548
Max. Drawdown Duration      427 days 00:00:00
Avg. Drawdown Duration       67 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.393229
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.45856
Expectancy [%]                       0.446091
SQN                                   2.26153
_strategy                 ourStrat(low=0.6...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1623eb280>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x1623e74c0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.6848490919447632, -0.11244418072522144]
      x_iters: [[0.9627799324475941, -0.8321301543682093], [-0.23680788317325063, -0.628179747753479], [0.9113661694081718, 0.5038343583323197], [0.3920625837831888, -0.8641675570330958], [0.6030353166609033, 0.06530064964988935], [-0.43768419797703906, -0.9373248958116538], [0.8231935919086575, -0.3750229443199118], [0.7395601442493851, -0.7139225964798457], [0.3695428840159096, -0.15069842856008542], [-0.051235249982241604, -0.3061643895481244], [0.6732224852696216, 0.461311372847911], [0.4445215113910854, -0.3759942890282434], [0.2667741296754531, 0.24399729498159672], [0.4680527602123581, 0.20478244940234247], [0.7241770388410427, -0.5752591634687139], [-0.21740000584485974, -0.3752309452922926], [0.8453074125324647, 0.7456781893839304], [0.8035849175979091, 0.022971990653101404], [0.38172606679813637, -0.3422162990204757], [0.922763560227017, -0.9726169127097855], [-0.14050165547770332, -0.7113157551571943], [-0.3810684311407748, -0.8316596810287341], [0.9187888674672449, 0.5485720632488893], [0.337293573557069, -0.7783464376883207], [0.7874361529415248, 0.6216263316517006], [0.6658963305835812, -0.7117272584316946], [0.5344144326420439, -0.14631986331382907], [-0.2972634350425195, -0.45889558567214295], [0.5703560161670425, -0.34751275935780956], [0.6677453676507241, -0.6025893821445447], [0.7642100109248195, -0.3750195126046947], [0.604028079144252, 0.492768569396], [-0.3183948423449877, -0.4104589671022113], [0.6181043852771044, -0.7987505277893883], [0.42482594023467035, 0.10348736987405305], [-0.19418047971508445, -0.7701130854914777], [-0.16584878271343484, -0.7270668372067604], [0.7906450997234287, 0.23386352613736805], [0.8446778015100331, 0.7100063101872858], [-0.005082201011585075, -0.6912456740449175], [-0.2499113217109361, -0.26873075289499937], [-0.06523324019625376, -0.4074558484772921], [-0.044100973361240414, -0.5718242551139112], [0.4416011998314642, -0.21574874523297283], [0.18903609350753126, -0.41687652819181653], [0.3953542667078629, -0.2823820655853807], [0.8598161690133896, -0.79880403916639], [0.6370251969221856, 0.36231750968645504], [-0.004137850303940205, -0.9692321559361187], [0.6192360750356634, 0.052389492980726704], [0.47580555037582317, 0.31654477857753505], [-0.7543787094615898, -0.978418349667103], [0.04081487381929105, -0.7243524376436291], [0.3494184779791951, -0.4044820789155671], [0.17992718267103913, 0.09693411790052253], [-0.20361729383166427, -0.44980420535727716], [0.5605719501685591, 0.5034562119993398], [-0.0747433709332973, -0.47466490876812495], [0.514411988077125, 0.41594886520366225], [0.2950412587144542, -0.7126335300201516], [0.9593723268957381, 0.47017619966171], [0.4431536854868472, -0.24157583623022572], [0.2947689184004674, -0.381251877289544], [0.7321190198467331, 0.5745815293996601], [0.04441538733664574, -0.2897924921626629], [0.09039307292597587, -0.0966101295523103], [0.6953934069718544, -0.045098923342843156], [0.04624345700969057, -0.8499979646301103], [-0.12323418126361663, -0.8465888176371423], [0.6848490919447632, -0.11244418072522144], [-0.3391141499166288, -0.4930868106439381], [0.8747367878111572, 0.3358076688999221], [0.0338489991331592, -0.4933192682875305], [-0.28142494532400075, -0.6383665276419461], [0.6980820804945946, 0.6466792612955581], [0.6122951136267394, -0.6760637897333304], [0.742171038334936, -0.008474165659738464], [0.325188281990473, -0.5799183597462414], [0.8341042534109837, -0.6288833245685748], [0.03483285805307168, -0.7293211889191124], [0.23888081601072564, -0.4844785019568666], [0.644013378993598, -0.6992697721686416], [0.40054247839036106, 0.351425080466806], [0.8483062885593935, -0.08474999508886916], [0.36118834049890025, -0.24848654432263717], [0.9639225279084442, -0.9286860193762005], [0.23218618327297924, 0.21483324226609546], [0.9650372792515813, -0.4621183329677906], [-0.17098404358321162, -0.6467945497243599], [-0.29120079387880093, -0.6131096167097654], [0.6825421197401489, -0.18239940508202845], [0.9718036139441755, -0.29471742407674606], [0.7234512367025534, -0.2660414903988444], [-0.6786437715161691, -0.7039247522203911]]), 'markets.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -520.5356591680412
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 random_state: RandomState(MT19937) at 0x10E70F040
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            x: [0.8541883353047537, -0.4973995979417276]
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End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.74788e+08
Equity Peak [$]                   8.34987e+08
Return [%]                            674.788
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                      151.68
Volatility (Ann.) [%]                  131.55
Sharpe Ratio                          1.15302
Sortino Ratio                          4.7126
Calmar Ratio                          5.04479
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.48482
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       68 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.372019
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.43276
Expectancy [%]                       0.425004
SQN                                   2.16114
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1651e9940>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x1652c3370>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.1496723642453488, -0.03767019844220154]
      x_iters: [[0.6968598520077844, -0.6902432161153924], [0.9867314428046188, 0.5135814226242945], [0.8690219925654987, 0.24386267585185806], [0.4527948825933712, -0.2765942255721513], [0.3461416395612924, 0.02936553451674806], [0.4699385782638821, -0.49159751466204293], [0.10628024909829525, -0.38533749060904865], [0.21776001948774382, -0.8389684803782995], [0.7803502275182397, -0.09627287118639105], [-0.754168452770966, -0.8916567700661497], [-0.24800783022789163, -0.7237927392561493], [0.5828966126420148, 0.4304913885776662], [-0.09270999348725317, -0.9565134931724483], [-0.21144953250624465, -0.399565151120156], [-0.04267774979180794, -0.9506521252974292], [0.1496723642453488, -0.03767019844220154], [0.7097400024304445, -0.6997921473903557], [0.9032738166140664, -0.15807857293954897], [0.899833271951944, 0.7297995416113785], [0.5458646099279132, -0.3718412682914317], [0.3303181343553496, 0.04337709099845832], [0.04906612914945607, -0.25693182706643203], [-0.2234699178874261, -0.5275724243929523], [0.3385066719745127, 0.22870322639363083], [0.48972266242112483, -0.4721852563886838], [0.34252602913679686, -0.4199259462174023], [-0.09858732245217083, -0.4515999006670034], [-0.21285298425232402, -0.34465147956808095], [0.8727317185935863, 0.158138858935023], [0.9716008932444462, -0.6017218487540117], [-0.39465685874595624, -0.7763540683615827], [0.5336671170450318, 0.24523388019238768], [0.7322784330025347, -0.4749276223861273], [0.4148150768099357, -0.48391659061336123], [0.6613778916142266, 0.022947304545150704], [0.7078268417068729, -0.7603638398282866], [0.510470922775399, -0.5434679171792614], [0.6874131518472126, -0.5181053285242742], [0.6410871933665565, -0.4377400537028522], [0.23455418155290952, 0.0019640704879075876], [0.40448003482479655, -0.3582646686662009], [-0.07444952334324495, -0.6871480889983772], [0.8887003553114055, -0.029750188809657074], [0.44589671771837724, -0.44486043271279474], [-0.7297545758016284, -0.9932820303008237], [-0.472440791964135, -0.5044970574612971], [0.26952271214446943, -0.5623706530479589], [-0.4277919439596023, -0.8471774851983643], [0.4918406937948283, -0.6868402906620286], [0.9649121852718254, 0.6580690486795513], [0.9783979644318914, -0.09497724081064074], [0.8117621651931481, -0.7534110563334396], [0.982307247566214, 0.632858557640267], [0.22283693229955914, 0.00876238459779688], [0.6217712790383645, 0.43676512226139175], [-0.5293440926940182, -0.7103677861210014], [-0.16372901551648467, -0.8743520280003375], [0.7719416119075875, -0.43262662861685897], [0.9160843921579065, 0.5577696037478352], [0.29531173384385045, -0.4856428792479749], [0.01158146315964581, -0.5352720313326489], [0.799768900845244, -0.09078546340671101], [-0.7080339953985204, -0.8303259002278499], [0.3665754679716604, -0.6354620945455466], [-0.09105301842538072, -0.899018474376281], [0.6806967457999724, 0.5429627027004726], [-0.027390704432134205, -0.37832549555460004], [0.015041700119356127, -0.9935443695640155], [-0.04877972657238128, -0.8752829319125934], [0.18711408752059988, -0.07700784158361018], [0.6860731190168021, 0.46786442766196035], [0.4597937493025033, 0.24483048955353515], [0.7098263034891696, -0.7017085841397799], [0.4794592134091382, 0.1928590828288279], [0.5559110711407973, -0.6428448539937875], [-0.20602130687811537, -0.4177311534214706], [0.5305828013763061, -0.88194524839428], [0.41417704448601955, -0.13171607039662836], [0.7355023885165333, 0.722580859740032], [-0.14459784585462887, -0.41819442456424893], [0.9046027264237253, -0.3260548390935071], [0.765097619234224, 0.1828456047006195], [0.22383750352493137, -0.7390913568567701], [-0.007784709538124934, -0.7307554878678683], [-0.6449179340105482, -0.6547619086907277], [0.5533159058151376, -0.09710141326994226], [0.5214490739523894, -0.9040798299047574], [0.36605879285781895, 0.15438037440571262], [0.9483944278671395, -0.3876061127820306], [0.2901561271920219, -0.5330009772789106], [0.6135089709489661, -0.07297753034835208], [-0.7212494570810419, -0.9764086864656026], [0.9858902248562171, -0.49135154601831244], [0.4309525869994426, 0.25366426414072785], [-0.013099381942335175, -0.927192163874082], [0.0951491509813609, -0.018220298724184958], [-0.10111577846095776, -0.560058608644137], [0.46504528899007114, -0.6557693112438561]]), 'inflation.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.09189e+08
Equity Peak [$]                   7.64291e+08
Return [%]                            609.189
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                      141.84
Volatility (Ann.) [%]                 126.471
Sharpe Ratio                          1.12152
Sortino Ratio                         4.35544
Calmar Ratio                          4.71752
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.83604
Max. Drawdown Duration      322 days 00:00:00
Avg. Drawdown Duration       68 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.5278
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.356079
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                          1.4138
Expectancy [%]                       0.409187
SQN                                    2.1517
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x16691b310>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x16690adc0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.8347471067299861, -0.04232948400809777]
      x_iters: [[0.18890629608442921, -0.7473752763816138], [0.5799860496382865, -0.3147057366534125], [0.7275756357839473, 0.15757837911537997], [0.4545629230198578, 0.381004932748537], [0.3883122098678091, -0.9002523454615882], [0.9444200167549592, 0.6801279273242966], [-0.3576128849199389, -0.9930898389708076], [-0.06267267266960308, -0.2952934858137918], [0.3553747516263608, -0.554464026267985], [0.06184418376669121, -0.5023232069886958], [0.8347471067299861, -0.04232948400809777], [0.9003144557566318, 0.2769121105284875], [-0.3977599489196608, -0.4288482959786294], [0.7350504631251695, -0.48909914187116554], [0.9307775973711427, 0.18166790442952263], [0.98252003208064, 0.8666584654521716], [0.36870170488097176, -0.22174344705302418], [0.8452339283610502, -0.11611431618132007], [0.6256911322140919, 0.32858069735350925], [0.07123083582255685, -0.6926515563413342], [0.7741903326250403, -0.11323057075074483], [-0.871277522338373, -0.9934014196844118], [0.6923077207885184, 0.28045427107687115], [0.19842110936526414, -0.349000794577626], [0.7459111607983488, 0.6271423152603777], [0.42429358480118107, -0.8754720587881063], [0.37129125715085687, -0.909195063059827], [0.5019803962631968, 0.35540047480071224], [-0.571806808617251, -0.8762738483806018], [-0.4124200694954586, -0.8216401883530291], [0.9025985814752944, -0.9940765160448289], [0.6304660432955906, -0.6709090041899911], [0.7841106579530073, 0.4063906918092772], [-0.7690171779272588, -0.8184195978360512], [-0.13431681544666052, -0.41113300113596896], [0.5861782004795892, -0.5606847196292121], [0.6971953674904652, 0.13630588293860701], [-0.15495977194182353, -0.4942847591829983], [-0.20068432908088973, -0.8099619967413451], [-0.5951127384697442, -0.6477457838662328], [-0.6156479923753237, -0.7709686118129759], [0.6154618686672271, -0.25032205320831624], [0.48133282662576726, -0.3492143159469777], [0.37322037112908024, -0.5111145602183926], [0.48721751440645944, -0.1461792807924155], [-0.10092874954761655, -0.4314691933881102], [0.6906950780198557, -0.5337957632624165], [0.3464294331225204, 0.16327939362773125], [0.15278201286278992, -0.5811583418918813], [0.5819030342915423, -0.7089628364585205], [0.42447846389891497, -0.01200843518740169], [0.15714482109145167, -0.5493252636561613], [-0.12078251819592334, -0.93561893747082], [0.12559619166755076, -0.9748349210027417], [0.5630453112007912, 0.5197377824427265], [-0.04534678871521225, -0.04624587309272765], [0.4757508022053496, 0.020704878413225103], [0.7453368296804164, 0.20997823674442162], [0.3621100968218063, 0.2832352688109552], [0.38853240775395226, 0.20429780756797422], [0.8097831963945867, 0.05344322598386153], [0.7025797292763434, -0.08914159261906918], [0.35202016014146453, -0.6599540677773515], [-0.0187012841008225, -0.33318042556101735], [0.6054045915828539, -0.013111540619917372], [0.6908319245061165, -0.3207307182590743], [0.8600317830926185, -0.5987228386469328], [0.9627065723785493, -0.2902623292794122], [-0.013969321797928647, -0.7708875051062766], [0.9175828084318682, 0.41635525297454734], [0.07045587338018011, -0.0670147243613951], [-0.6323872188821908, -0.7544196462770605], [-0.24543306706384804, -0.6090899672625193], [-0.6397756853848997, -0.9076855357737627], [0.1656026508147761, -0.08471912662496317], [0.7786629534346634, 0.6673873649301003], [0.3806633146270224, -0.8908258898540912], [0.784262176797879, -0.7097497801083532], [-0.408888972605433, -0.4489848797698932], [0.8808468139419121, 0.8726855262126485], [0.9657498118418903, 0.452826165548597], [-0.6059340052103002, -0.7259089631407192], [-0.5274480412223806, -0.8585524057516759], [0.5851646980444123, -0.2529088463198953]]), 'train.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.35375e+08
Equity Peak [$]                   6.84742e+08
Return [%]                            535.375
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     130.149
Volatility (Ann.) [%]                 121.584
Sharpe Ratio                          1.07045
Sortino Ratio                         3.94433
Calmar Ratio                          4.32871
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.82094
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       74 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.336278
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.39045
Expectancy [%]                       0.389401
SQN                                   2.11543
_strategy                 ourStrat(low=-0....
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -535.3746477012292
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x167a21ca0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x167c396d0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [-0.06250116578229103, -0.07370665690457223]
      x_iters: [[0.9699473706619612, 0.5188042085385867], [-0.02143510713565322, -0.20913613109277496], [0.4147512493532355, 0.39990672348806044], [-0.29160234238434946, -0.9202239545409248], [-0.5678196938874274, -0.965247511598869], [0.500874582367717, -0.8150593602251851], [-0.21464481185828588, -0.5252372054295078], [0.8465281619140279, -0.5862421381628561], [0.5948393757201675, 0.27361635552938113], [0.6948868366915923, 0.6916160122081643], [0.6348911100610961, -0.13337522841591365], [0.11124806165574541, -0.6987926734869303], [0.3185783834684597, -0.3989307828411387], [-0.3937319061021547, -0.6633354764623076], [0.27174324252456894, -0.01847942716896056], [0.23340268813860887, -0.2680827795535866], [0.4802458845548254, 0.3072774722449023], [0.1677159144680649, 0.10321364128021959], [0.397197607422328, 0.16108976925384932], [-0.1986774443824949, -0.41757538911535264], [-0.17200114472319505, -0.9365105983892784], [-0.03155819247947289, -0.6591028581120417], [-0.5137767315313242, -0.62239948505404], [0.28841467735657234, -0.14224245573096594], [0.1449916704913219, -0.36088057220575254], [-0.603271773368506, -0.792437578498741], [-0.3265424873107289, -0.6231996452333479], [0.9704328038134673, -0.9580314689111784], [-0.518516917282475, -0.5646924278701234], [0.6106711494750026, 0.5266260683210893], [-0.08633208911222601, -0.6380794576076692], [0.050564046613378766, -0.4976424794738207], [-0.5604641087585371, -0.7250420309449164], [0.46404733605212956, -0.18337184045170118], [0.6773604138885112, -0.95909146355908], [0.5001591639089611, 0.36449885669717674], [-0.326735988979326, -0.7002627960695424], [0.6543878975964703, -0.7326374279877019], [0.277541863216354, -0.6707795026774722], [0.8631342517078491, 0.03879722063698754], [0.6590913866962576, -0.8909833352560128], [-0.43676089107325955, -0.48618241087196146], [-0.16064866895219465, -0.23512417484638415], [0.4078120524785489, -0.003861339011242082], [0.25497005790824145, -0.4093802290521248], [0.1533285752860496, -0.4030334240493685], [0.413482956020911, 0.33710995048195724], [0.5561588394804486, -0.5094487771276215], [0.0884978935170686, -0.6531232757227763], [0.36606779983622206, -0.1867321608103335], [0.3939517816225808, -0.6301081801705313], [0.18482398027511948, -0.09925131186570291], [0.03533208428359336, -0.4751247347631955], [-0.11022821911355207, -0.2021327534393621], [0.21565141856956616, -0.41707719609544647], [-0.16433371448856737, -0.9686117230627569], [0.48137983810156837, -0.23290843034315534], [-0.423418741113764, -0.9167779939552279], [0.750053231139139, -0.3151729457568533], [0.19158886051113666, -0.05241423703768244], [-0.11376984884306929, -0.7456608814314851], [0.595658084573295, -0.7541320443685111], [0.32477320170295054, -0.43889594291823153], [-0.2282124307873601, -0.7978664373044271], [-0.3988778184296594, -0.9517246097303251], [-0.6341851722295295, -0.9377732752970824], [0.9751054166237554, -0.7994695799541256], [-0.042908193751010515, -0.5847071811961408], [0.7704778297052624, -0.25247011833917377], [0.19782776119399803, -0.3772159746015309], [0.054441308835688096, -0.2211736948683073], [0.8467420712579794, -0.7485056080611907], [0.8484784934153702, -0.1103823232598169], [-0.21721731413756717, -0.43364931392281325], [0.35955378333829824, -0.33643869832397233], [0.8322678139675883, -0.44960605902446293], [0.9352354666733993, 0.9117892450138285], [0.7924617956523454, 0.7872253816843797], [0.10218688729313308, -0.7371382580341714], [0.31188391596743203, -0.31588862887618696], [0.14881213990714026, 0.0594309547583165], [0.5943256771049821, -0.13727468118088215], [0.966670619327618, 0.29277183504247994], [0.15076713721099178, -0.29553884529170593], [0.8382052501880533, -0.3996766879963347], [0.46140537954430516, -0.12590172664916488], [0.6799911551825784, 0.43260843559699946], [-0.06250116578229103, -0.07370665690457223], [0.1083820623523748, -0.5554810678374613], [0.5380018765848424, 0.3250355447327682], [-0.3928563920309047, -0.9821773719049156], [-0.18810525306704406, -0.43242972804447144], [-0.0046293834119670585, -0.09403848452657404], [0.22190549381149482, -0.41850130454525825], [0.9702023201275438, -0.06764560241755013], [0.5698087364884121, -0.48670621121226865], [-0.8734193353404454, -0.9888269852364968], [-0.2540430886632573, -0.3653031261510532], [0.9219534954292827, 0.25711531600351956], [-0.5703201553350056, -0.6691765625226169], [0.8638527590979719, 0.7128019605731941], [-0.1958694370118247, -0.5834406015964193], [0.19966947778787159, -0.1263437647084812], [0.5086277521458049, 0.29536863878676445], [-0.17613177036998673, -0.5758201509483447]]), 'ore.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  7.28332e+08
Equity Peak [$]                   7.84922e+08
Return [%]                            628.332
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     144.761
Volatility (Ann.) [%]                 129.279
Sharpe Ratio                          1.11976
Sortino Ratio                         4.39572
Calmar Ratio                          4.81469
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -6.46209
Max. Drawdown Duration      294 days 00:00:00
Avg. Drawdown Duration       76 days 00:00:00
# Trades                                  557
Win Rate [%]                          59.9641
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.360878
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.41966
Expectancy [%]                       0.413781
SQN                                   2.16794
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -628.3324245995102
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x16939b4c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x1693d5100>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.21320446519147485, -0.06921075593795445]
      x_iters: [[0.3224144579084802, -0.9108515784878597], [0.4995436016156267, -0.4776843927308799], [0.859947222895258, 0.8104259333825454], [0.775709266437776, 0.17906877093626017], [-0.09914546671327706, -0.3187126485056272], [0.4405997550330061, 0.41041638034237815], [0.6311904760949691, -0.6401715426429657], [-0.51677667084292, -0.7947953129992141], [0.9218555623712752, -0.4041473843551878], [0.7318460630393091, -0.9516057088234597], [-0.029774553778606827, -0.09665314812509929], [-0.09626585723557313, -0.7390922894347669], [0.2894138979079057, -0.8385772761920127], [0.8862663440707161, -0.9575461935632629], [0.64848544013914, -0.6285134717561347], [0.5558492202936003, -0.8750082550190034], [0.2776579896001603, -0.19809814822474237], [0.5703109463481328, -0.15547195169895378], [0.3321697753794033, 0.1489562950475869], [0.6094792283719774, 0.2817839661998671], [0.6830444024295395, -0.3737690726717662], [-0.09124022316547764, -0.37432165487873004], [-0.05096680751009419, -0.2964550539752159], [0.07228887983374088, 0.04096355878379243], [0.20041089484454577, -0.5732083995417248], [0.5528953211587295, -0.702321895940492], [0.3965847027898357, -0.30668049429418], [0.8320716613003367, -0.7646341109249342], [0.4720646634517003, -0.35396866427882434], [0.6323720119471363, -0.21939734985432624], [0.8635452106578725, 0.4805340637870019], [0.7015137742481374, -0.23619430031650068], [-0.03368245774394174, -0.626560450715392], [0.16255761615004483, -0.8050915107613852], [0.4943863187826405, -0.6864051401697708], [0.20628352761936286, 0.17812126800642059], [0.7487689796872421, -0.9854162168049901], [0.776688666979046, 0.5585415070863247], [0.9151848186478393, -0.46524059959568353], [0.24448014537149843, -0.9285477070264267], [0.6970723514076747, -0.2407428373503775], [0.2646883637470694, 0.032277675682178986], [-0.8080156424463938, -0.8422759037298573], [0.6268182969201177, -0.12885819910739293], [-0.10508189848121063, -0.7739745322812884], [-0.6489143919425229, -0.7012606798096391], [-0.1066004622312603, -0.2425748592582011], [0.07763002922849127, -0.8250641323518283], [0.7056757956502888, -0.14622318423091107], [0.06051607089298927, -0.58740608013565], [0.2435298204816736, -0.7475773215268519], [0.2397493929330461, -0.7837824478744758], [0.7835355500056229, 0.15746705473374933], [-0.06565000209291183, -0.5418398438928538], [0.39347013287760624, 0.0908802663822732], [-0.251276649500107, -0.6493803639944645], [-0.00874970509282158, -0.49397501295871116], [0.8548497380647353, 0.14595340165312787], [0.7864159171669773, -0.7823625105446155], [-0.11246354916765722, -0.29968293151708403], [0.629812032418281, -0.7689761200485143], [0.5238183579705902, 0.059047738749119505], [-0.5329026676457859, -0.5525247058331304], [0.5713962847710032, 0.1277261563087193], [0.6727856690800194, -0.476555086011756], [0.8354515796819129, 0.013586676208555026], [0.21320446519147485, -0.06921075593795445], [0.8697683747525506, -0.18500870071970899], [0.42634415154632865, -0.4281337750622748], [-0.1070898776371233, -0.6197255129412204], [-0.0024822317122522586, -0.1535423783918567], [0.30358794665170885, 0.2983003916103295], [-0.14461169379750127, -0.614161093285839], [0.30617796594027125, -0.09838140896688896], [0.6633779781501621, 0.6459080732425715], [0.23489477241989332, -0.2418562885237201], [0.9258474403350461, -0.29039354481058], [0.32374773715210514, 0.102139298797703], [0.47098091349292703, -0.6156294047365405], [0.6479752772042067, 0.13555421900727893], [-0.5286493642635439, -0.7520587826031496], [0.43831461997725363, -0.23889593202589499], [-0.3750506598417017, -0.9666601923089646], [0.03304160308358561, -0.026036249504698405], [0.8492378993022429, -0.7964137446318997], [-0.10319247806199827, -0.24533799422911662], [0.03826744616086786, 0.012978045049836684], [0.6959111535288882, -0.604614990223594], [0.6298148134944339, 0.402686886530613], [0.2964209580153334, 0.01937837261498765]]), 'buy.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.6...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x16a796ca0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x16a820c70>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.6019690817885757, -0.459039509201451]
      x_iters: [[0.6019690817885757, -0.459039509201451], [-0.49782290427206144, -0.5556414901190094], [0.49852976200648813, 0.31620815994716134], [-0.16327285651421686, -0.4921360182725075], [-0.7394968422609245, -0.9339904151082877], [0.6137130865992666, -0.2147062946262408], [0.9164903772522315, 0.7300232076031565], [0.7064812477925186, 0.5935638189579016], [0.3628585140812137, -0.9073030771193938], [0.81157653348587, -0.7243677030729644], [0.11060564404209394, -0.08630955875576374], [0.19625850734521344, -0.7886183924310839], [0.8719053130185417, 0.21141417624594605], [0.38182734167643617, 0.27758175202854374], [0.5603364446322638, -0.6229498582733897], [0.6749480610628531, -0.8951609064338577], [-0.22334900493317267, -0.8989280050817386], [-0.17993905667217713, -0.8207826127948814], [-0.18280691545637417, -0.8547034487646802], [-0.03711091528368504, -0.17691505677583763], [0.870860480300699, -0.5756241523716212], [0.2748674794784072, -0.6547938115165841], [0.23638595514981553, -0.5398147339089138], [-0.12120829189444793, -0.24701423207544304], [0.9439456377427762, 0.20457827009389384], [0.715874111916428, -0.1996733328082816], [0.05514411340602665, -0.7686420280651258], [0.7459877788761287, -0.0070002349072803005], [0.8491191089718302, -0.007954546978287236], [0.2991801916337411, -0.8936257697332914], [0.21714459610138892, 0.07801176593969261], [0.9399748471876503, -0.9076481261542705], [0.3555065914478479, -0.1467334876777966], [0.9641631653560978, -0.16871166391873582], [0.1883879559199686, -0.17269970777020704], [-0.009011594397876244, -0.6824861561350148], [-0.5539093979696506, -0.5653262301268107], [0.9572453734297235, -0.9680494200097423], [0.5782423249482285, -0.03414595635541651], [0.8257525787107383, -0.7363628438070036], [0.6034274279762659, -0.6514487221919811], [-0.4253406124146717, -0.7879491785938159], [0.3226008668142448, 0.13053793907287603], [0.18547423980696642, -0.6001670478875122], [0.5002172070817772, 0.26867499784157345], [0.16039472627116225, -0.37991341116970045], [0.3324298697736743, -0.18773987245984614], [0.5430247577980312, 0.27960350115922217], [0.9396489739746781, -0.21742815027162343], [0.45834302757886736, -0.7272517606494584], [0.9406961656171462, -0.687266312955836], [0.6167951591421206, -0.20397149860459163], [0.42260054083597187, -0.3956198636264273], [-0.42867013342994353, -0.7654379817809649], [-0.10709857584958316, -0.9063034605645771], [-0.645147037007111, -0.8112202880107066], [0.3297376573618427, -0.13994797234042478], [0.6904915280710209, 0.4229515183425001], [0.549529223343741, 0.4873107564248731], [0.4283932208961776, -0.2196335932693828], [0.35754360495613025, 0.27135882020561897], [0.26344888282805323, 0.11570121295895497], [0.4280105148309552, 0.25744326410756035], [0.7935331775476049, -0.7329262519269035], [0.4070535388104104, -0.0163542252153257], [0.3225131307831053, -0.7241752716185789], [0.5498887147352058, -0.6245210900115117], [0.4139168189388578, -0.6347428289691903], [0.04697146046175793, -0.7571078462456267], [0.10622751726352742, -0.4335159165078527], [0.25408056724823713, -0.2981471888479965], [0.05712411291104891, -0.4697256507175186], [0.789180480376213, 0.13496499682093988], [0.22252570092215862, -0.845286626901804], [0.8346243275918954, -0.9947833406392745], [0.5043076634131995, -0.8493930647028535], [0.8575221885363331, -0.2593967115078484], [0.15314845980438307, -0.3243295259059973], [0.890172049631728, -0.7748229814323374], [-0.09250628491498691, -0.43804008240060444], [-0.2417616394645432, -0.9681246382725471], [0.5585040823629, 0.0227680314591876], [0.8225192948600903, 0.8217498645575623], [0.0767054173437911, 0.04677647683367292], [0.5781926706974541, -0.8100422193351986], [0.8075711130110372, 0.5937458145065939], [0.38961266007216233, -0.276579181027618], [0.5259046608239071, -0.5288193544717791], [0.8436320028520421, -0.8572421551994462], [-0.6170358261573041, -0.7807877731983334], [0.13634703602921316, 0.07351101419024086], [0.220679549936609, -0.6113434325037491], [0.7492008211315564, 0.4475521044604889], [0.7931186449112024, -0.5057608293197102], [0.9664000805006587, 0.5399921121817288], [0.3107284882280159, -0.029048334884702154], [0.6495001938710439, 0.4678813129498227], [0.03184684692001638, -0.9679874983641342], [0.5513236651322115, 0.3585225981559197]]), 'freedom.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=0.2...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x16bdf1700>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x16bda4880>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.2834229795092573, -0.3478098130859786]
      x_iters: [[0.2834229795092573, -0.3478098130859786], [0.9062350712915408, -0.11483310994976181], [-0.6530220891657597, -0.7504043851506513], [0.0953616888258284, -0.5762380468103065], [0.7753809157542295, 0.46088904315056944], [0.7481626150596676, -0.4830138043327231], [-0.14426047869862135, -0.8164094429028315], [0.9817859124943022, -0.6925838579084029], [-0.7680915843998746, -0.9562047127422402], [-0.39112713251469877, -0.9228488218485396], [0.5161493564305941, -0.019283061510046662], [0.5026576935372178, -0.49153641568498985], [0.054143471226124396, 0.012848351803059765], [0.8041789274677025, -0.5512750479526888], [0.22712577969535208, -0.0788809546993049], [0.970713003282986, -0.34111351549037805], [0.9269423041241547, 0.48410842187755176], [0.637654729744799, -0.5378840885849195], [0.7093290874271521, 0.299606065922432], [0.49223519295967555, -0.5891464412806939], [0.8795581649995454, 0.6471651771370603], [-0.8050774691293199, -0.8593318905947047], [-0.5443160394819329, -0.786212927554632], [-0.09293380167745457, -0.9523673097335206], [0.8104648471310636, 0.549593519001468], [-0.45062629519428776, -0.7213183074975302], [0.9392827333062845, -0.38679237764053964], [0.8692666810516605, 0.29370039194342223], [-0.3690449276181591, -0.4742575362324567], [0.1252485581843088, -0.34126017247736795], [0.6828534933463362, -0.027611606561295132], [0.4006696142243773, -0.10449491899272967], [0.9456500753286192, -0.5934183685983094], [-0.24042946225543727, -0.47394716589044983], [0.8811115481416518, 0.42052500955966776], [0.9520773207757218, 0.8340255870038029], [-0.057793460995648305, -0.6042429166219248], [0.8472159096475218, 0.13710212816413248], [0.8625984929030741, 0.6860857181882891], [0.527516336740923, -0.6011494051108526], [0.47550998837486613, -0.8388301988417854], [0.7660022803299134, -0.17311612191456804], [0.7859349714759345, -0.9687911574876659], [0.8859557015809258, -0.7435216794652812], [-0.4034154348446205, -0.7298609116923305], [0.17699147857880448, -0.5862031315727103], [0.9380397862218284, 0.6277742350275655], [0.6427443736089438, -0.5222210011123547], [0.6679929998236247, -0.7104471758992634], [0.30212908938608485, -0.6392825638093659], [0.006133846340601767, -0.3707018889417999], [0.22492065137952433, -0.9948133482275638], [-0.04103534552757271, -0.49517576550878006], [-0.2861151386973123, -0.687139263143134], [0.23971049736372807, -0.6226065459414569], [0.7821132573775784, -0.07425404515738399], [0.7626618293430585, -0.1206365446062524], [0.3788940099778946, 0.1497125212387833], [0.5048383677675421, -0.7142141310449067], [-0.5331726880745468, -0.9889637447703674], [0.4737051814128228, -0.20977067482240308], [0.6256420303325703, 0.31486078590886546], [0.887452250579345, 0.14760047833608736], [0.6459719904871082, 0.4041897208402889], [0.43885074268463353, 0.22544830690369722], [-0.33441392806727466, -0.6842673751929573], [0.7705789268580427, -0.9650161019719644], [0.4405336847667427, 0.42797372522882005], [-0.09651677681049742, -0.14376733008229559], [0.18569863184040036, -0.8709466435001535], [-0.1763887203802329, -0.6550784833205205], [0.5466575991651177, -0.3420304743940381], [0.4616528756567648, -0.43537244687165855], [0.9482561017177518, 0.8197873565285372], [0.4770064312097875, 0.0504733608299095], [0.6009531733017794, 0.2926899079071137], [0.20767446917544152, -0.030850347442837545], [0.5022693035854169, -0.16310146679292503], [0.49658276850187266, -0.3823299716584355], [0.3008388887455573, -0.2509486309234713], [-0.2991861455540308, -0.5750693667776134], [-0.017652231706743682, -0.2670403139553318], [-0.2600987636463016, -0.4309694745993945], [0.5781861969786295, 0.35791486119749694], [0.32273236811925265, -0.34042388600335083], [0.4762287747484655, 0.47416388559477407], [0.8364548160950982, -0.21091361342915582], [0.2598252329454829, -0.499218923772637], [0.19344113409933206, -0.8970930511948729]]), 'gains.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  9.29633e+08
Equity Peak [$]                   1.00186e+09
Return [%]                            829.633
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     173.225
Volatility (Ann.) [%]                 146.662
Sharpe Ratio                          1.18112
Sortino Ratio                         5.29978
Calmar Ratio                          5.76137
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.32141
Max. Drawdown Duration      427 days 00:00:00
Avg. Drawdown Duration       58 days 00:00:00
# Trades                                  557
Win Rate [%]                          59.4255
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.404858
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                          1.4732
Expectancy [%]                       0.457728
SQN                                    2.2793
_strategy                 ourStrat(low=0.5...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x16d0ddd30>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x16d31d310>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.59879120559446, -0.013266551637252655]
      x_iters: [[0.14769852334383238, 0.07111289753062455], [0.06365226802985857, -0.4908418464639137], [0.3743216942073955, -0.18754108992060892], [0.49670313229726726, 0.14861199929938307], [-0.07706878447881615, -0.09783366128579707], [0.609928017614412, -0.3456812485492764], [0.2963033361530891, -0.7865019072963841], [0.8693258305303162, -0.7298122133365175], [-0.5621329068220554, -0.631267955842284], [-0.13729565882077377, -0.4152132496112495], [0.7274463356945724, -0.9396435508647547], [0.9870663842013359, -0.010915435212683566], [-0.3964041133443913, -0.4085607496924536], [-0.236646076364454, -0.5849522765135566], [-0.7847122171362777, -0.9620914644445625], [-0.02014319061520753, -0.3828793216088756], [-0.581930182614829, -0.7854427826688744], [0.05585317228507969, -0.29660973128587553], [0.9382518798970703, 0.658741183187364], [0.6197034533328647, -0.04747685324342976], [0.8536015043283096, -0.21758663432372927], [0.9522412769872797, -0.5588642985953756], [0.7158416487597143, -0.8763872488697069], [-0.21659973425521317, -0.26967789279345133], [0.31040940968986863, -0.16089804766397053], [-0.2517282322962775, -0.8093903896913823], [0.22187876847818067, 0.12805910175330903], [0.7975201774158271, -0.9751438745940025], [0.7358059572755067, -0.5380139062416931], [0.642636763392719, -0.2906271183307213], [-0.3443168079460325, -0.6148253393772292], [0.1398814622122293, -0.11124414436519137], [0.9253109681568203, 0.2394303298471494], [0.17004279324614613, -0.5571382105760733], [-0.7469666995499465, -0.8084646924771473], [-0.037285359861211065, -0.5984675556944911], [0.9638965189275, -0.05933046052235569], [0.6709522438203868, 0.6200181448305397], [-0.11803408521309655, -0.6288730627245499], [-0.23924655417728458, -0.30635394447576014], [-0.2253332609415717, -0.4843951879077565], [0.6825803903129284, -0.02291113771822284], [0.2712957195314867, -0.1247930588270254], [0.11604356633477875, -0.681362354495985], [-0.2981238000450456, -0.5241744754336868], [0.7891847435023529, -0.27478783271185847], [0.26473822250684664, -0.45148065906753043], [-0.10172566495016466, -0.71728760152068], [0.6993457651913795, 0.366664175237307], [0.4758410289797288, -0.42871831458042886], [0.8304731074106353, -0.1079313619073452], [-0.6263889870028385, -0.7384473617256644], [-0.6642335833184865, -0.6880265227729286], [0.7313985027381924, -0.6823533875730642], [0.6178066770198289, 0.41852096552535345], [0.39132051829613856, 0.3138456634681268], [0.8370642095613519, 0.8014199886102293], [0.6984682826590192, -0.9130493335685196], [0.8558081058658482, 0.18787260804542538], [0.8787164029081505, -0.4094231036925037], [0.5877222330216711, -0.8241437164249803], [-0.047874776741751446, -0.0654464825634904], [0.23180079424788613, -0.6130267774984272], [0.8784325224260072, -0.9678988112651848], [0.8213418476020256, -0.6515038368724196], [-0.4951251689716587, -0.5718631398452821], [0.907086685392823, -0.9138149747813576], [0.47120876129996425, 0.16152507150165762], [0.25596811343792947, -0.7480377950198599], [0.31559695541411026, -0.6470628449021765], [0.6436782812426163, -0.8272451611824024], [0.03141976524315937, -0.6715009650620531], [-0.3018384332528673, -0.861043902043916], [0.40872859368203485, -0.018532057582074435], [0.4975839951129688, -0.27771492029007816], [-0.06939912959911487, -0.13505088085953432], [0.03311487495379817, -0.9291918020059622], [0.7058911986604659, 0.4494728563715824], [0.9048664633618553, -0.915878157916927], [-0.26837729366788365, -0.7255877010667855], [0.21856335790136572, -0.6375077457282244], [0.6198229089152538, 0.3042145921043107], [0.3163827685317311, 0.07794620040559908], [0.59879120559446, -0.013266551637252655], [0.9402719582306587, -0.6144956734652177], [0.8219106388655997, -0.03663499579753737], [-0.2167548950723398, -0.6486558642850109], [0.8734652793747166, -0.2987544397531129], [-0.6963384708384384, -0.9503893738201897], [0.4961608337295529, -0.6006595582365515], [0.4787060188540444, 0.27771779482350567], [0.9732043668601043, 0.6105905905756837], [-0.5596232670854908, -0.9207792432203765], [0.4044603064703107, -0.8273894465540969], [0.3156997817802323, -0.6986924834528023], [-0.272470343937506, -0.3770672011940084], [0.32254699467550063, -0.9031648679094275], [-0.2483349263387239, -0.5361573743497146], [0.305253942720783, -0.3226286910575209], [0.6401811484029931, -0.23056940522267433]]), 'world.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                    7.137e+08
Equity Peak [$]                   7.69153e+08
Return [%]                              613.7
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     142.532
Volatility (Ann.) [%]                 127.998
Sharpe Ratio                          1.11355
Sortino Ratio                          4.3358
Calmar Ratio                          4.74055
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.28985
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       67 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.357221
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.41513
Expectancy [%]                       0.410268
SQN                                   2.23917
_strategy                 ourStrat(low=0.4...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -613.7002681739731
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x16bdb0940>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x16e85e610>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.41395275095383854, -0.21081328261172827]
      x_iters: [[0.9140399166087838, 0.7479915153683974], [0.867654922829675, -0.05639956825922654], [-0.5124512430515187, -0.7763136049389787], [0.5289236142536287, 0.41994594255637274], [-0.13950642485783715, -0.5832588691247007], [0.13289831241770744, -0.28573426513612], [0.5368913156301012, -0.5036222404989945], [0.3231982584390196, -0.7441011074700722], [-0.28885596290802096, -0.9949682991768949], [0.6898144827906183, -0.902425371560348], [0.7806875259322301, 0.5108803513411044], [0.41395275095383854, -0.21081328261172827], [0.5300592217879809, -0.6961861858763441], [0.23288144722418602, 0.06358614727990708], [0.4710278642245298, -0.9613223564956199], [0.6740113966189991, -0.16217276842081252], [-0.22601913392489892, -0.5644509774831952], [0.9497194656872736, -0.9484733814376443], [0.3583654200300461, -0.6135346097602098], [0.7640286825511542, 0.08053861295437925], [0.44551061429310934, 0.418102648991282], [0.6551765853091138, 0.20317233444208505], [0.9796503422798859, -0.648636027101642], [0.6026762942286141, -0.11339564044458139], [0.9112455763197798, -0.3971977494678838], [0.6633954168777598, -0.08815897117526039], [-0.1703059343479092, -0.9033831822753204], [-0.1498343348566309, -0.8343100125007418], [0.8298033291700411, 0.46717402064490465], [0.4619129063190772, 0.1922010615611347], [0.975947367909304, 0.3641949647417768], [-0.7583384240806698, -0.8886980315621371], [0.24566649379245997, -0.014011837116930326], [0.312012059785439, -0.8294533080022669], [0.7303991792853208, -0.868907807343978], [0.39024097770560173, 0.21002004481881809], [-0.20316988898706423, -0.4173995243412858], [0.23221723961635332, -0.03377956260565029], [-0.15585114043031378, -0.41432372272302154], [0.976236577946288, 0.26279415419432306], [0.9412973606017527, -0.14912048111235987], [0.9124904483575287, -0.3424485877696307], [0.22416633620238846, -0.4747637788590916], [0.18978769369192405, -0.10139403836184457], [0.37330907929768076, -0.1321096987106174], [-0.4824985849638158, -0.6093972350078365], [0.727229489712625, -0.36384808344555475], [-0.7580315799362037, -0.7923856415133089], [-0.02849013459769556, -0.6322843962243608], [0.2854186091130946, -0.7419600406829023], [0.4855022365815762, -0.7518505958910129], [0.0004402189477676899, -0.15892344487021381], [0.7778921937799588, 0.2853970023919201], [0.06746520108038978, -0.014060398603904956], [0.8139255746407987, 0.1573840960729025], [0.6709883671212848, -0.28414185579833573], [-0.7510059731083283, -0.8517839673695675], [0.7878843512065494, 0.586300936783859], [-0.6628664959221235, -0.9279876730978903], [0.7411682840119369, -0.11491523066703657], [0.27001195878276674, -0.18160978998591937], [0.7410655765454919, -0.977803471946064], [-0.6905800645237674, -0.9048796017322299], [0.7110434938941717, -0.16918450859491896], [-0.38322973077883504, -0.8687067859292819], [0.048411126156236994, -0.6034291238459462], [0.575743678925202, 0.04013445681175565], [0.26407725692882744, 0.2547329369017355], [0.7343171273759483, 0.40117944596145105], [0.04651464911940262, -0.41065497799104156], [0.2380396210257485, -0.8818322210535555], [0.690929371604369, 0.3654289395622914], [0.34121335356536564, -0.7298550178316268], [0.8245184166169643, 0.33331903624489767], [-0.12910701484028808, -0.597684192731613], [0.6318651912952555, -0.5768850704843345], [0.40850051622807637, -0.653606754495865], [-0.10961413474899151, -0.9120416297514007], [0.7912264401052742, -0.30288276510180556], [0.011498278471756107, -0.9804227243730639], [-0.09334978785649561, -0.15636031492163516], [0.8249473122547972, 0.8247908263196311], [0.6483345878371622, -0.9171348076565579], [0.08061033920781369, -0.5793020108291208], [0.6933310486056627, 0.31797679094157605], [-0.36452369940047535, -0.7730806346699131], [0.9683551918918554, 0.5041258995525335], [-0.5202907644313225, -0.916183462666546], [-0.03579693341732604, -0.2318799263140754], [-0.060563058562258965, -0.10904061629613859], [-0.0487250953762457, -0.8573818793131386], [-0.23569525183969176, -0.5579610768666439], [0.856239146109798, 0.6978370866735881], [-0.11255756609397527, -0.8918542957619668], [0.9289192898692731, 0.3975350989333446], [0.3234119302409626, 0.28225099067543225], [-0.27551074095447514, -0.42290942379732865], [0.7835514934174497, 0.5048741891009039], [0.8527425593226174, 0.5588242131168988]]), 'metals.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.71205e+08
Equity Peak [$]                   7.23356e+08
Return [%]                            571.205
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     135.912
Volatility (Ann.) [%]                 124.431
Sharpe Ratio                          1.09227
Sortino Ratio                         4.13277
Calmar Ratio                          4.52038
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.84648
Max. Drawdown Duration      371 days 00:00:00
Avg. Drawdown Duration       67 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.346161
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.40204
Expectancy [%]                       0.399212
SQN                                   2.13304
_strategy                 ourStrat(low=0.7...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -571.2050274893684
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [0.7672763117781596, 0.03005392204247026]
      x_iters: [[0.4141703725804635, -0.6987643397634427], [0.49931917269644877, 0.41522921773749055], [0.35347602313486326, 0.18345663818152858], [0.6653423648597296, -0.9409127325863005], [0.7060966874785399, 0.04161489212022085], [-0.2881694288060749, -0.44474596706870384], [0.07783410800100854, -0.3244439264662563], [0.8263817768699973, 0.8160484320324612], [-0.45980678876826264, -0.61838610784689], [0.1721217778712829, -0.5800186979052122], [0.9823759004294841, -0.9222892200349164], [0.9133316376274196, -0.12282436311062661], [-0.09514281806095959, -0.8387000367452605], [0.8271606396757065, 0.4092218537332344], [0.4229641259072554, -0.27815041328216616], [-0.43325722978679726, -0.6918574461309852], [0.8676225054011675, 0.20644154918954616], [-0.7817827961102178, -0.922308682525337], [-0.563473400383603, -0.8177291892220973], [0.7845822758924821, 0.267380772545152], [-0.23063814012143202, -0.8166248006467736], [-0.34578691047652954, -0.4644042844321151], [-0.016296684103697223, -0.389966406520749], [0.7792460315833778, 0.4209492667601873], [0.031009582055686824, -0.8714401428943486], [0.02316253141097735, -0.27445554766713043], [0.08195059754195677, -0.5265269740082485], [-0.2883059705137496, -0.9151465321182517], [0.3721342551973863, -0.43382032742889387], [0.09369684695821667, -0.7164829910958836], [-0.7785401357729593, -0.9847632318630773], [0.8480494600924762, 0.134151293618058], [0.3497958542290669, -0.885971860921226], [0.25425634339504666, -0.458567629826688], [0.7672763117781596, 0.03005392204247026], [0.7337930388540124, -0.20053998268393824], [0.9094557248898942, 0.06490890808907479], [-0.2283743058366664, -0.9646376968149378], [0.9673680879513749, -0.5462711684739312], [0.23241769762386055, -0.38020118688931626], [0.8056949677160761, 0.6368917136762924], [-0.654294570773831, -0.802418792259063], [0.4171704022674394, -0.19753133004635237], [0.7813809328400168, 0.017155772818045145], [-0.38905660866709013, -0.878047961743287], [-0.5122098865833467, -0.6030958998184007], [0.8645132992209601, 0.27030080179334304], [0.8881777048627497, -0.5739009589338386], [0.1702794738655109, -0.27232477995248905], [0.8352923306074009, 0.22606261924011561], [-0.22819596310524382, -0.42882874667708326], [0.7314260318633321, -0.9946856938522978], [0.48755616752091413, -0.2419036530596781], [0.7488228805540937, -0.1081691026611219], [0.5951039951856647, -0.9723829669666777], [0.6003235431647762, 0.5683394035917411], [-0.0009291194624327925, -0.22967627566205318], [0.3299250868097334, 0.18489844455751636], [0.19246308224612574, -0.7351685685211702], [0.007811587704995571, -0.872547687341532], [0.09912787660891165, -0.3735247388671178], [0.43152194851434933, 0.28029208174973186], [0.048316554363939446, -0.6885450809311193], [-0.805372857375195, -0.9497131659794221], [0.1595784968008669, -0.5606761081837108], [-0.14138423734318095, -0.6489106937831002], [0.8457280337645416, -0.9998894264196777], [0.9792244313967673, 0.055973117493014035], [0.38275150055419727, -0.6384049537838048], [0.9461549116451153, 0.8075491040588898], [0.833350777071822, -0.19991249314751725], [0.4245546943483509, -0.4291163383298562], [0.7692572950324017, -0.3751406143549747], [0.33332414976121605, -0.07168366400525039], [0.18416056560084937, -0.6154873370169591], [0.7507943120713119, -0.6828093323994398], [0.6590216679140275, -0.6279781642655387], [0.5433676713247833, 0.5240382712967804], [0.6101328375620172, 0.2683329113320623], [-0.6179722874494443, -0.9286365725039121], [0.3211158437647832, -0.4236504729570644], [-0.1554973123036869, -0.2738544308697014], [0.915760251214454, 0.9008043069919072], [0.8887978835161687, 0.5911985445811256], [0.5861249210604771, -0.5601639361542705], [0.4236682251280557, -0.14474690747519203], [0.2697959252921194, -0.25098706738490373], [0.38790259639470603, -0.19452343535084238], [0.129456442338872, -0.227746132787374], [0.8883151387861465, 0.28831212620997815], [0.3281348224183993, 0.19788459231145428], [0.8433113121812759, -0.36701818117668006], [-0.0969121022582653, -0.21288508027560782], [0.7482103721945874, -0.24683498001877824], [0.9342056359874007, -0.41815696425552784], [0.43068833711128596, 0.3216843998368084], [-0.3569435983963941, -0.8168989693533731], [0.2264035247079763, -0.19828485787963623], [0.19597571592446816, -0.6646102272186134], [0.9508305384153415, 0.48560360092638954], [0.4928415864610709, -0.22338408382759667]]), 'war.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.20536e+08
Equity Peak [$]                    6.6875e+08
Return [%]                            520.536
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     127.711
Volatility (Ann.) [%]                 120.442
Sharpe Ratio                          1.06035
Sortino Ratio                         3.86166
Calmar Ratio                          4.24759
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.73102
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332022
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38549
Expectancy [%]                       0.385142
SQN                                   2.09258
_strategy                 ourStrat(low=-0....
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
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            x: [-0.2233723625042624, -0.8965275546647923]
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End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  8.34919e+08
Equity Peak [$]                    8.9979e+08
Return [%]                            734.919
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     160.305
Volatility (Ann.) [%]                 142.868
Sharpe Ratio                          1.12205
Sortino Ratio                         4.86815
Calmar Ratio                          5.33166
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.93393
Max. Drawdown Duration      322 days 00:00:00
Avg. Drawdown Duration       62 days 00:00:00
# Trades                                  557
Win Rate [%]                          57.9892
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.385489
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.44898
Expectancy [%]                       0.438448
SQN                                   2.22194
_strategy                 ourStrat(low=0.8...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x1735d44c0>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x173631cd0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.8411904360115949, -0.1460326462762669]
      x_iters: [[0.4751412985307757, 0.45944916365523736], [0.03448914392401203, -0.15653572706663865], [-0.7123215315247974, -0.8218485086292053], [0.9099438959410011, -0.9630210515819958], [-0.510501004680173, -0.7277905073273685], [-0.21223250751219258, -0.6168970019675126], [0.38282543368563116, -0.26881580985628684], [0.6383053921798381, -0.19231456189047547], [0.2413181727404199, -0.6643676600706657], [0.3614701629195667, -0.9187559165073127], [0.60639735387037, -0.43639910574801777], [0.927407697829562, -0.5316439100631878], [0.7224759061820456, 0.05376079290977431], [0.786869960921462, 0.3982422645631629], [-0.281851893644558, -0.5883915497248242], [0.254755838890917, -0.4494227482202001], [0.6950674468455951, 0.11736375293220713], [0.4353380397654114, -0.47251382074757253], [-0.008620642206744966, -0.6006041671734021], [0.15028433906822913, -0.45702161977056444], [0.8820149283924104, 0.5177113683966592], [0.9629910041982708, 0.7934523284771142], [0.32736410089226853, -0.04993098468440604], [0.9839672011598928, -0.5705446854694647], [-0.17310999702167618, -0.7735875457308967], [0.5798959625493141, 0.26820206443862116], [-0.3762494005368663, -0.8595282837591727], [0.1872184554360321, -0.06522092364320531], [0.39760905580168227, -0.8434610977411352], [0.1417770100155067, -0.6711945635447669], [-0.33329883467770316, -0.9348671823090244], [0.5131030877392522, -0.30562268095477896], [0.41410138109116335, 0.10224466985107616], [-0.6373017521111226, -0.9756416619453792], [0.4284339036100331, -0.9786777005264109], [0.7477249822690231, -0.5128490148522428], [0.3329517793758543, -0.21413498147909604], [0.006133823028295016, -0.6394735459583214], [0.8927305778080765, -0.27251525812348276], [-0.17406054978263696, -0.7571649996522496], [0.2711803395793635, -0.43328055823504863], [0.6036081454586875, 0.007568745179177494], [0.5295969432452168, -0.5449842579573321], [-0.1327264192080262, -0.7956150550575807], [0.7350243297250381, -0.44273066057410004], [0.29105487782655426, -0.18343304766154678], [0.15599765227606088, -0.598400679966123], [0.3325883648895025, 0.06543058349889996], [0.192169585830138, -0.17925971434395127], [0.5367894659584009, 0.15296312918705013], [0.6201677847191152, 0.3972173593173809], [0.29239200158350664, -0.5387953617431027], [-0.9223279587472815, -0.9915268232791626], [-0.5015948896655917, -0.6638616126013606], [0.51547758369065, -0.17861821487443397], [0.6697208108594261, 0.06786548724915686], [0.7639751031017883, 0.09561414526503564], [0.8287276683395657, 0.6252116495074955], [0.770559287247113, -0.9298093716680847], [0.27093061457906353, -0.40892466321162557], [-0.5358451620850828, -0.8374477320485618], [0.94460128459139, 0.9402562858873884], [0.5797260807999705, 0.3803806184922687], [0.6792509186720523, -0.7493697284960719], [0.04179059140283248, -0.36983690696541716], [0.784000109974937, 0.40935384355199145], [0.40555966329294524, -0.056685201314771394], [0.7506574526128629, -0.7885332290959302], [0.8629667133014445, -0.1158856030761023], [0.49386203335618806, 0.12539119269070054], [0.746664853699589, 0.01542394602450714], [0.22739586997268013, -0.9417673730326402], [0.7542770828044354, 0.5136173769482464], [0.5921627487991972, -0.4380335832394783], [-0.06784959680100078, -0.8215932197829078], [0.29538842281447875, -0.43800623081956014], [0.3203402143808822, 0.17922180427343704], [-0.23847636445268117, -0.6303919477096201], [-0.7824696997747459, -0.9399588096284358], [-0.2278117664236713, -0.8824838773973692], [0.8758688177120295, -0.16583571863239854], [-0.001979246265263468, -0.7346305298506419], [0.18306942848434127, -0.3894315027426979], [0.07501977535707982, -0.8322277393490745], [0.8908904836138793, -0.9736321126296142], [0.7816000910485146, -0.542062698405559], [0.4594624181205682, -0.2190638590892121], [0.5953895251758312, -0.8501176500498068], [-0.7415982674366608, -0.7867037925712711], [0.8411904360115949, -0.1460326462762669], [0.5276303257234318, 0.159745360995887], [-0.5910429401977415, -0.644782006824125], [0.26424118730368984, -0.37191579362174354], [0.8453191122417512, -0.9452482733147072], [0.6448967802575336, 0.11866095882959304], [-0.28117872774660824, -0.5779280127371826], [0.6276173185722129, 0.5575243512196495], [-0.7911779942568453, -0.8141413636037669], [-0.2825100243533344, -0.6639116007303951]]), 'health.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.29752e+08
Equity Peak [$]                   6.78683e+08
Return [%]                            529.752
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     129.229
Volatility (Ann.) [%]                 125.918
Sharpe Ratio                          1.02629
Sortino Ratio                         3.94503
Calmar Ratio                          5.73441
Max. Drawdown [%]                    -22.5357
Avg. Drawdown [%]                      -5.952
Max. Drawdown Duration      343 days 00:00:00
Avg. Drawdown Duration       73 days 00:00:00
# Trades                                  557
Win Rate [%]                          57.6302
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.334677
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38845
Expectancy [%]                       0.387837
SQN                                   1.88798
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -529.7524756149978
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
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            x: [0.1677398319793455, 0.09425913910872663]
      x_iters: [[0.8277255602003961, -0.7627821516684623], [-0.05987959817168076, -0.3647587977809481], [0.5807093693057253, 0.008056141753908674], [-0.2352811675714439, -0.8186274558391403], [0.6201249853127984, 0.5732771523500493], [-0.10587692754704692, -0.14048401047827008], [0.18880585873729716, -0.880441070085768], [0.41732661829925877, -0.6715434691991558], [0.4729519340802839, -0.9836552756633723], [0.9724464205562586, 0.6786501553599227], [0.26088841697782117, -0.2732779288457706], [-0.48040120233670613, -0.5673461803428933], [0.8847746646857295, 0.15302120111890072], [0.751691392380573, -0.46494459855257075], [0.5875006927978945, -0.2885636954991161], [0.40004116993638217, 0.026792223698086648], [-0.29210274211721876, -0.6156471136155546], [-0.0829246859721886, -0.4787484857931704], [0.9772200413985541, 0.9725198455521191], [0.8331576992539951, 0.7444714604400866], [0.5764759238051778, 0.348658312897437], [0.4644647731306304, -0.7346772037761944], [0.1677398319793455, 0.09425913910872663], [0.8078889113070562, -0.09655702986736492], [0.12508713840129082, 0.06506249155932475], [0.4206008161351136, -0.5294942991512354], [0.5147177061479917, -0.4181764598883857], [-0.26996979243998, -0.5353654638108692], [-0.046458108379603735, -0.050343337157585766], [-0.6068157614674745, -0.6716479495372812], [0.37966630856515504, -0.8371703611173047], [-0.17463416236481144, -0.4107654932495196], [0.14739040062175923, -0.3311973263394693], [0.23440085517145182, -0.7507394935261802], [0.3498331440235243, -0.22048882294759242], [0.09386217837674415, -0.9442652317587663], [0.9498564381314987, -0.5692011866104912], [0.8732670898247747, 0.6756082511663075], [-0.6998405823753118, -0.8736612046528838], [0.42196690727212394, -0.21358987207744062], [0.3802086553500146, -0.3247654636184655], [0.03297676648928638, -0.35177392009303843], [0.711752562940227, 0.048281906350020165], [-0.2799068866276426, -0.8752975012903297], [0.47010474959641413, 0.27985742112410894], [-0.5374549562332198, -0.956404202101233], [0.7864305267206819, 0.15407538751026761], [0.42360873962510204, 0.2544528086489939], [0.9044677852718259, 0.06130275385799244], [0.4389834678807214, 0.3095748962941338], [-0.3418133799179953, -0.3612394910424964], [-0.09629289943130304, -0.8438415997086537], [0.5065147260854421, 0.43518486793373734], [0.1421962375258634, -0.3546720682561978], [0.8426268935201151, -0.09694683408414484], [0.22585576772548022, -0.9769834843014481], [-0.3849483658718169, -0.6251787785379179], [-0.12572997075574033, -0.31955788553836195], [-0.09571013572343956, -0.936233051052068], [0.3507670133659, -0.07754603059281351], [0.47407328293565265, -0.5010314313456118], [-0.4182661016019871, -0.5182406647076038], [-0.7318975864500312, -0.8717680141111819], [0.10283884539206634, 0.045038289858884584], [0.09104315711469901, -0.08242471679564656], [-0.011111276361408184, -0.061675587580951485], [0.5520242366298498, -0.8619912072254302], [0.33386124199197154, -0.9829820830271274], [-0.07580712232811149, -0.6888057961494009], [0.3457457514526665, -0.6834343904044711], [0.3346682163786725, -0.3833754420728621], [0.2455088479863905, -0.019580654701222278], [0.5798187135027084, 0.057628430949847376], [0.14601989315094466, -0.4848320011551315], [0.9373386470454936, 0.7727696210196107], [0.0652660185637961, -0.42409171426934944], [-0.12714487718621637, -0.551510782609143], [-0.6142925151799238, -0.6917143638823732], [0.7278539136086837, -0.7139393464448149], [0.9852884069859664, 0.9125305110419013], [0.9392090307703418, -0.5893398394357761], [0.8530059228543485, -0.6976545367103661], [0.44861426846358543, -0.40651276707694983], [0.861508340468798, 0.40622113864948983], [-0.329254195553333, -0.5454421521331574], [0.4791264150808756, -0.9618653529288671], [0.711337805676022, 0.6649769141030133], [-0.274254541839565, -0.5194875251392641], [0.23030708122616805, -0.7576538562580428], [0.1696296107268327, -0.5871651738667909], [0.31216396097774357, -0.15806623501410888], [0.2496772633837787, -0.36907829970788464], [0.024931050962111012, -0.4982554787840556], [0.957638881985232, -0.2669645511820792], [0.10505578334395538, -0.41425269012111154], [-0.4117675761817996, -0.7598414647608076], [0.7597290577159437, -0.7349914992302204], [0.40298359643872894, 0.01603676248757946], [0.6033754179346171, -0.5919289592077723], [0.3178794071327691, -0.5965750034188713], [0.626102909596256, -0.27077660889897326], [-0.5838796978992747, -0.7899313391156183]]), 'return.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.23667e+08
Equity Peak [$]                   6.72125e+08
Return [%]                            523.667
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.228
Volatility (Ann.) [%]                 120.884
Sharpe Ratio                          1.06076
Sortino Ratio                         3.87283
Calmar Ratio                           4.2648
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.66548
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       71 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.3483
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332928
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38654
Expectancy [%]                       0.386049
SQN                                    2.1048
_strategy                 ourStrat(low=0.1...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x176053280>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x17602cf40>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.19404514065074485, -0.04244925363011032]
      x_iters: [[-0.30108411991710504, -0.6529393145367597], [0.49319438532985505, 0.4407069883234642], [0.5991653123378058, -0.2445547290980895], [0.19404514065074485, -0.04244925363011032], [0.04773447335037151, -0.19932393459555542], [0.6243735002760062, -0.54570519507528], [0.6881706253102544, -0.7832448638511499], [0.07237651416736157, -0.9099560583488219], [0.7888315442149847, 0.2576658048567657], [0.42472171167467687, -0.08793763197095872], [-0.5301477998098453, -0.9743301603401726], [0.9821973908726431, -0.4053175716020816], [0.36069532611396915, -0.3469554335854065], [0.9002320636943644, 0.5397284713673556], [-0.5679867650491932, -0.7135486846359824], [-0.3067097556172369, -0.3159860352217263], [0.3824649516466696, -0.14229339536644336], [-0.1617359703003901, -0.9883284507313544], [0.6608096507970411, -0.003226804200320843], [-0.2418501413090941, -0.8654207085664471], [0.8318450972654887, -0.06686384604221851], [0.35897309909004527, -0.7133494770966846], [-0.3285508906647573, -0.9258516291749382], [0.6643150811108385, -0.9154267108564532], [0.0770565746068328, -0.9528707756565187], [-0.29669899903464647, -0.799007518298317], [0.8059793805571387, 0.15083829808243499], [0.1408265068466299, 0.024249993212425824], [0.43112422503443737, -0.5046692666420383], [0.8994784853747193, 0.030649221920891367], [0.7449464876055241, 0.2164613436221292], [0.21027435689363916, -0.6363457217643151], [0.941447834778421, 0.702409347969636], [-0.24257987862143426, -0.25377135340245827], [0.1864831421161881, -0.8776406229495354], [0.25436559944256953, 0.1878789608895961], [-0.18878622983814264, -0.5956574007899683], [0.4204280329097496, -0.8110772958471777], [0.6982947026110928, -0.969098133562943], [0.5525037171054927, -0.6848445904089479], [0.21633550169659954, -0.26086798518726206], [0.9195875601563981, 0.7923536719490709], [0.5667018286704426, 0.3395025639852465], [-0.045994579380184475, -0.5105818040110668], [-0.6019306836833427, -0.720447672891033], [0.5112201915942118, -0.9915219308659751], [0.9455229250691803, 0.4339268402186358], [-0.2019375271979298, -0.8921535530562975], [0.04710051274844651, -0.4094984015421237], [-0.9344548313985264, -0.9775944802992768], [0.5581459718217774, 0.33774207453624827], [0.6883524968693622, -0.5897822662053396], [-0.8869452379113746, -0.909648908708638], [-0.3728100299676176, -0.8821975734979179], [0.8226109906603221, 0.6810251885420788], [0.24863134685599841, -0.5854430459932528], [0.6198612473802412, -0.6151634320109637], [0.4718695156696473, 0.11774935122097485], [0.800370961496178, 0.01865069185508972], [0.9430458531004136, -0.6808614805372751], [0.9255228836616252, 0.27773482855364917], [0.5419272575624443, -0.01857176884281786], [0.18034265667167548, 0.16757154449775125], [0.5351284808630432, 0.059244846177411326], [-0.6644775922834223, -0.993047764995931], [0.05449887498169548, -0.8390455247947911], [0.3147268650770394, 0.11747931632423336], [-0.34939227138324147, -0.929563747866874], [-0.49072367897802804, -0.9550461891992298], [0.8641190912671799, 0.3430966034850891], [0.4013130694193645, -0.022306858025017418], [-0.5418516140714452, -0.8491600502626613], [0.20966028381940238, -0.6858538216393418], [0.7365805210430378, 0.2531474626322616], [0.5287772090086507, 0.08394599874390396], [0.6388404143694013, -0.14507641217525713], [-0.23795673333020406, -0.8586829875457167], [0.7139422160523967, -0.5054573796754485], [-0.5804418588537749, -0.8343857527890794], [0.7384718243790767, -0.20208304216009731], [0.1476718738609455, -0.02643536439391747], [-0.01514615927288221, -0.40215490049411207], [0.2534965838701153, 0.17832629232243935], [0.24971203779024131, -0.11252484895702652], [0.3208493907025898, 0.060704041517192], [0.3245389831405907, -0.34930669559239114], [0.9016198966699802, -0.8013813390512963], [0.8625579820274987, 0.3189444336732725], [-0.10395980001420246, -0.17100539343588084], [0.03228224037267968, -0.7605018706548329], [0.5426018594554669, -0.8228670548187895], [0.7809032433106822, 0.641910243979672], [0.573415200614324, -0.8649561995458724], [0.8218926458239884, -0.3770146459228989], [-0.23355089249095484, -0.87483910486255], [0.016600577799897875, -0.44953928470880533], [0.3178615733313561, 0.004094990652850683]]), 'returns.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  6.23626e+08
Equity Peak [$]                   6.63783e+08
Return [%]                            523.626
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     128.221
Volatility (Ann.) [%]                 120.229
Sharpe Ratio                          1.06648
Sortino Ratio                         3.90033
Calmar Ratio                          4.26457
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.70851
Max. Drawdown Duration      700 days 00:00:00
Avg. Drawdown Duration       72 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.1688
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.332916
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.38653
Expectancy [%]                       0.386076
SQN                                   2.11856
_strategy                 ourStrat(low=0.4...
_equity_curve                             ...
_trades                           Size  En...
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x176f51940>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x176f7a970>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.4771636040086211, -0.07140393975566639]
      x_iters: [[0.7728099398897372, -0.40763474282453727], [0.6669979395050427, 0.28144211106243766], [0.7059887706974559, -0.6922084653782394], [0.4844828518071558, -0.8796649805191427], [0.563733790362773, -0.3307196555014258], [0.19120936762518204, -0.7051609380157691], [0.9684628288643109, -0.7930123753890246], [0.3691617278926762, -0.19980319139034186], [-0.29860146126909515, -0.968086896564887], [0.85041820631655, 0.7367224577793947], [-0.3496403732963127, -0.5219517459280208], [0.2427198984035639, -0.09609164957338534], [0.7000640611181534, -0.988326035651636], [0.7629610596130343, 0.3628784417718711], [0.2862432776606463, -0.8426672495443116], [0.9480539302954643, 0.8026818342895863], [0.9607825999727873, 0.4544679732228134], [-0.2988668860826541, -0.9959934295134907], [0.30295589545842816, -0.7569660768622488], [0.7431940461545812, -0.7326423062539977], [-0.06024117643882709, -0.17803338692876014], [0.41482057311938725, -0.9872903779776412], [-0.09500645982068756, -0.7057006883195411], [0.2408958212142691, -0.6033827321911758], [-0.2788809287414261, -0.7926526144529256], [0.7883476230424644, 0.32909317181639475], [0.7906712576678834, -0.23355407663588612], [0.20057054394392915, 0.02118289964531761], [-0.34739301869960904, -0.833855581440766], [0.8003850262564112, 0.2845834184305509], [0.7450994569748906, -0.3784656608840483], [0.2593131976890668, -0.4634323507295157], [-0.07271150517670977, -0.30108569524177], [0.10030285460521404, -0.15569715744083745], [0.3984959559440431, 0.033491801386897446], [0.9168754521359324, -0.07656847562533198], [-0.5151327484302904, -0.9446985197769483], [0.9088898096732823, -0.12674476026238857], [0.8615958290336017, -0.1522837419827221], [0.4795319102502775, -0.6956686505212606], [0.6230535057165751, -0.38323064875525914], [0.06984074747358204, -0.24723874282194835], [-0.7976239971941386, -0.833945310031441], [0.4433066455790904, 0.2615271685106524], [0.7800979127787648, -0.4828580063870498], [0.9533674670745325, -0.36658206906324775], [0.20783356276121134, -0.4026857024624172], [-0.8038621020659723, -0.9218678292271687], [0.967624653466107, 0.48274597930389973], [-0.983894141120535, -0.9866537590688724], [0.04570578423677807, -0.8830773445429082], [0.654894976671851, 0.4065774286463284], [0.7057064239207804, -0.4193382621252879], [0.02317480473337552, -0.9048354321180869], [0.6715509388741909, 0.06411960838307373], [0.8939794873323885, -0.9528185712056286], [0.44819252211143934, -0.682128995770761], [0.28567231523918046, -0.5513382966027702], [0.6079513125397398, -0.23386084194779477], [-0.6819314429530313, -0.8265533103463928], [0.4706018415878652, -0.0031881739581349766], [0.6213089144671828, 0.24965702232082077], [0.7836419655944296, 0.3765258050432476], [-0.09698881251272384, -0.47529951974509366], [0.843783272676099, 0.7108378436188101], [0.8445233566797041, -0.1711265476512439], [0.4771636040086211, -0.07140393975566639], [0.28239751869175, -0.44652932914425536], [-0.6360522226938861, -0.6723249982646644], [0.6398380471398317, 0.18708465588696122], [-0.15585968051112342, -0.7136433141440095], [0.6407044424676829, 0.37742447894339515], [0.08695783106920962, -0.3660151125346802], [-0.7084458038873068, -0.9453414844605145], [0.27746551444126255, -0.2009697783856721], [0.23742091366562512, -0.3588759145653292], [0.21030519348385335, -0.5883638839861731], [-0.22722349010821818, -0.6426524347434578], [-0.30629411837223164, -0.8955009714081328], [-0.1562744545306053, -0.9024922106086603], [-0.5635781197364257, -0.9560700454620366], [0.34479355329795514, -0.6016336178162263], [0.07313384413928414, -0.7268241749693201], [-0.6069563651511193, -0.9297692906854638], [-0.2762848028795961, -0.67328409097052], [0.2864234473376561, -0.3346252248326306], [0.22582977146189487, -0.10977731019901205], [0.729027065434837, 0.32265682023867437], [0.4841900598676605, 0.029892088219487523], [0.1345840916479677, -0.8198605897656828], [0.986344506285612, -0.2794164100955413]]), 'stocks.csv': (Start                     2010-01-05 00:00:00
End                       2020-10-27 00:00:00
Duration                   3948 days 00:00:00
Exposure Time [%]                     99.6422
Equity Final [$]                  8.20829e+08
Equity Peak [$]                   8.84606e+08
Return [%]                            720.829
Buy & Hold Return [%]                 516.256
Return (Ann.) [%]                     158.315
Volatility (Ann.) [%]                 134.833
Sharpe Ratio                          1.17416
Sortino Ratio                         4.92428
Calmar Ratio                          5.26549
Max. Drawdown [%]                    -30.0666
Avg. Drawdown [%]                    -5.82986
Max. Drawdown Duration      315 days 00:00:00
Avg. Drawdown Duration       65 days 00:00:00
# Trades                                  557
Win Rate [%]                          58.7074
Best Trade [%]                         29.398
Worst Trade [%]                      -19.2485
Avg. Trade [%]                       0.382422
Max. Trade Duration          21 days 00:00:00
Avg. Trade Duration           8 days 00:00:00
Profit Factor                         1.44552
Expectancy [%]                       0.435468
SQN                                    2.2044
_strategy                 ourStrat(low=0.4...
_equity_curve                             ...
_trades                           Size  En...
dtype: object,           fun: -720.8293785937939
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 random_state: RandomState(MT19937) at 0x10E70F040
        space: Space([Real(low=-1.0, high=0.99, prior='uniform', transform='identity'),
       Real(low=-1.0, high=0.99, prior='uniform', transform='identity')])
        specs: {'args': {'func': <function Backtest.optimize.<locals>._optimize_skopt.<locals>.objective_function at 0x17848a280>, 'dimensions': [Real(low=-1.0, high=0.99, prior='uniform', transform='identity'), Real(low=-1.0, high=0.99, prior='uniform', transform='identity')], 'base_estimator': ExtraTreesRegressor(min_samples_leaf=2, n_estimators=20), 'n_calls': 200, 'n_random_starts': None, 'n_initial_points': 26, 'initial_point_generator': 'lhs', 'acq_func': 'LCB', 'acq_optimizer': 'sampling', 'x0': None, 'y0': None, 'random_state': None, 'verbose': False, 'callback': <skopt.callbacks.DeltaXStopper object at 0x17848e5b0>, 'n_points': 10000, 'n_restarts_optimizer': 5, 'xi': 0.01, 'kappa': 3, 'n_jobs': 1, 'model_queue_size': None}, 'function': 'base_minimize'}
            x: [0.4282367136398806, 0.023611281894326597]
      x_iters: [[0.9815888837536944, 0.5962994158095434], [0.771194712804512, -0.3853454219053887], [-0.031360765461664, -0.6817301661892705], [-0.2818706930646332, -0.955045561510441], [-0.5393111870323171, -0.7288008699029893], [0.6090378732483235, 0.2785719309754029], [0.07860428893999005, 0.05492556945596272], [0.5355459280486412, -0.8161693570769581], [0.7601504313213678, 0.6447674774074372], [0.4918234181335175, 0.11211680186230089], [0.8663092410238034, -0.10944363154694547], [0.31666555300400767, -0.4713015757609196], [0.6015336857732239, -0.5294239838489451], [0.7374851930468063, -0.49219524615713994], [-0.06883906467489909, -0.7788220677926013], [0.13033220829511993, 0.05006795450348389], [0.8185712446593214, -0.8482520904688001], [0.6177790013559195, -0.5867339241628118], [0.15519005645729123, -0.730043453826859], [0.5111144180414859, 0.42107137664753536], [0.8060726929798501, 0.6287872676750379], [0.3620844528902596, -0.6793335561351775], [-0.21534055367940497, -0.6003602078266115], [0.12143606941352547, -0.7390153814334947], [0.8406349678825211, -0.6713366184793866], [-0.22445136527556475, -0.7207826354527394], [0.7679322790318104, 0.32500967239429013], [0.8236204931871052, 0.008712665344393633], [0.8431575413511974, 0.7839521225439317], [-0.23572951136283637, -0.9277556910800488], [0.8264276786054159, 0.34962196609261587], [0.48158367392319423, -0.2177447072873534], [0.11610036767237752, -0.7085880298061444], [0.9295536672189211, -0.15115859861153869], [-0.7860429288662527, -0.8411937747844739], [0.5157111557319476, -0.1356497332964185], [0.41774952747005156, 0.1476086594848227], [0.8371966718782802, 0.7143105192430406], [0.24667186172968036, -0.042310797317738236], [0.8050741704750177, 0.4333978049820668], [0.8922896296038032, -0.6434276207245675], [-0.18539249418962056, -0.4395627957828514], [0.3542367100464767, -0.9967252644200436], [0.9071401023940782, -0.9920427933036844], [0.5724642713485697, 0.057005444324661925], [-0.15269459207407987, -0.6055773183108943], [0.9459207291476666, -0.15516028405746507], [-0.3782742993484245, -0.6797283473649922], [0.0008524356465218208, -0.21083002492336578], [-0.14369316434431634, -0.7372411522180395], [0.8483009019151966, -0.9057190582443623], [-0.1188112253828828, -0.8929926682826229], [0.300792615527006, 0.16331222927002198], [0.857497913020584, 0.4769899892193705], [0.04894193463811236, -0.9020705550531766], [0.7169844118446485, -0.7425794375715888], [0.32657989805590004, -0.8231225489602763], [0.4452353447134627, -0.8701766571570018], [-0.3733841609717701, -0.7942556062510303], [0.7381076329442193, 0.718838407364176], [0.862320751083367, 0.6746614614376394], [-0.6538824827433887, -0.8199460201556221], [0.6390508646004864, -0.535108591761424], [0.6044568857051913, 0.22004812661735373], [0.27429620815897615, 0.18960200234695312], [0.13512863372945394, -0.3582298355338195], [0.9633713797271173, 0.23034460179287164], [-0.003685599188046229, -0.2425094545547941], [0.6726720819912206, 0.50521549659884], [0.6967774311469499, -0.6587321817300529], [0.9734980425459308, -0.14419580762982043], [0.6626993904457426, -0.3360657260402101], [0.9468986823250756, 0.021011779377318796], [0.9124778944967482, 0.7812330454411944], [-0.1977556406780855, -0.3463541583090357], [0.8932126871889396, -0.4509418226273224], [-0.7111132155379079, -0.8345832397694102], [-0.26107328201547153, -0.7610870053224158], [-0.4319763544108157, -0.4342728377547518], [0.2764809805186037, -0.4000691040096278], [0.6148447847275496, 0.4850055872694936], [-0.29812974975355855, -0.38105749701484226], [0.6921185314242373, -0.8508461134819945], [0.36371791808871023, -0.14667917041180434], [0.49083518640721135, -0.8846274388128711], [0.0863832309863164, -0.9344299433448529], [0.91126177381829, -0.7601222134944954], [-0.2222075690796258, -0.9118664954297748], [0.9045262861630401, -0.8814106690922937], [-0.014816109693710167, -0.4072992057543654], [0.6692863227860706, -0.2420078392817151], [0.6521059138151857, -0.20316163226856232], [0.7074244398996821, -0.6127533888968278], [-0.6036132088496526, -0.6727239356605943], [0.41119469775718276, -0.01792680158281157], [0.5735444913708334, -0.06158646929998168], [0.7370957386359656, -0.096720399298028], [-0.6434694178407501, -0.7052322992593694], [0.4282367136398806, 0.023611281894326597], [0.8351678537229468, 0.3359292572023427], [-0.3607050029425073, -0.973278421365755], [-0.005672600804917605, -0.622398519208349], [0.4874605361094124, -0.8772134508901145], [0.0719468299502557, -0.5951384994966287], [0.4625747077981637, 0.3085027589985474], [-0.8009159250525493, -0.8975810144162554], [0.7692987850443593, 0.15723963465462854], [-0.3131335355747735, -0.928063640392873]])}