{
  "source_file": "results/mercury2_backtest_20260311_101440.json",
  "note": "The top-level metrics object was empty because run_mercury2_backtest.py expected an analyzers key; this summary parses the per-ticker raw_results strings saved by the same run.",
  "config": {
    "tickers": [
      "AAPL",
      "MSFT",
      "GOOGL",
      "AMZN",
      "JPM"
    ],
    "period": "2021-01-01 to 2024-01-01",
    "model": "mercury-2",
    "cash": 100000.0
  },
  "per_ticker": {
    "AAPL": {
      "sharpe_ratio": -0.12689366901156923,
      "annual_return": 0.006338470943887176,
      "max_drawdown": 18.603552944793126,
      "total_return": 0.027680997548836128
    },
    "MSFT": {
      "sharpe_ratio": 0.2239617997146545,
      "annual_return": 0.053349359708880106,
      "max_drawdown": 22.11780597697599,
      "total_return": 0.25182946087430325
    },
    "GOOGL": {
      "sharpe_ratio": -0.030558647058123365,
      "annual_return": 0.009033061539201137,
      "max_drawdown": 28.7782514503226,
      "total_return": 0.039625423668753657
    },
    "AMZN": {
      "sharpe_ratio": 0.343111497188954,
      "annual_return": 0.07832310244007212,
      "max_drawdown": 33.82503961898679,
      "total_return": 0.3852305933767086
    },
    "JPM": {
      "sharpe_ratio": -0.3927162986676986,
      "annual_return": -0.01562978133400028,
      "max_drawdown": 18.70744457173015,
      "total_return": -0.06581089182727662
    }
  },
  "averages": {
    "total_return": 0.12771111672826502,
    "sharpe_ratio": 0.003380936433243464,
    "max_drawdown": 24.40641891256173,
    "annual_return": 0.026282842659608053
  }
}