{
  "config": {
    "tickers": [
      "AAPL",
      "MSFT",
      "GOOGL",
      "AMZN",
      "JPM"
    ],
    "period": "2021-01-01 to 2024-01-01",
    "model": "mercury-2",
    "cash": 100000.0
  },
  "metrics": {},
  "raw_results": {
    "AAPL": "{'sharpe_ratio': -0.12689366901156923, 'annual_return': 0.006338470943887176, 'annual_volatility': np.float64(0.12359693282497823), 'sortino_ratio': np.float64(-0.1838889279968473), 'max_drawdown': 18.603552944793126, 'total_return': 0.027680997548836128, 'equity_with_time':        datetime         equity\n0    2021-01-04  100000.000000\n1    2021-01-05  100000.000000\n2    2021-01-06  100000.000000\n3    2021-01-07  100000.000000\n4    2021-01-08  100000.000000\n...         ...            ...\n1085 2023-12-25  103338.895623\n1086 2023-12-26  103045.495263\n1087 2023-12-27  103098.839287\n1088 2023-12-28  103328.212014\n1089 2023-12-29  102768.099755\n\n[1090 rows x 2 columns]}",
    "MSFT": "{'sharpe_ratio': 0.2239617997146545, 'annual_return': 0.053349359708880106, 'annual_volatility': np.float64(0.1498317920267988), 'sortino_ratio': np.float64(0.32168261136333137), 'max_drawdown': 22.11780597697599, 'total_return': 0.25182946087430325, 'equity_with_time':        datetime         equity\n0    2021-01-04  100000.000000\n1    2021-01-05  100000.000000\n2    2021-01-06  100000.000000\n3    2021-01-07  100000.000000\n4    2021-01-08  100000.000000\n...         ...            ...\n1085 2023-12-25  124697.844708\n1086 2023-12-26  124724.415997\n1087 2023-12-27  124528.380536\n1088 2023-12-28  124930.415692\n1089 2023-12-29  125182.946087\n\n[1090 rows x 2 columns]}",
    "GOOGL": "{'sharpe_ratio': -0.030558647058123365, 'annual_return': 0.009033061539201137, 'annual_volatility': np.float64(0.17454354050722026), 'sortino_ratio': np.float64(-0.04105349705730937), 'max_drawdown': 28.7782514503226, 'total_return': 0.039625423668753657, 'equity_with_time':        datetime         equity\n0    2021-01-04  100000.000000\n1    2021-01-05  100000.000000\n2    2021-01-06  100000.000000\n3    2021-01-07  100000.000000\n4    2021-01-08  100000.000000\n...         ...            ...\n1085 2023-12-25  103962.542367\n1086 2023-12-26  103962.542367\n1087 2023-12-27  103962.542367\n1088 2023-12-28  103962.542367\n1089 2023-12-29  103962.542367\n\n[1090 rows x 2 columns]}",
    "AMZN": "{'sharpe_ratio': 0.343111497188954, 'annual_return': 0.07832310244007212, 'annual_volatility': np.float64(0.18118085087210878), 'sortino_ratio': np.float64(0.49385757717132356), 'max_drawdown': 33.82503961898679, 'total_return': 0.3852305933767086, 'equity_with_time':        datetime         equity\n0    2021-01-04  100000.000000\n1    2021-01-05  100000.000000\n2    2021-01-06  100000.000000\n3    2021-01-07  100000.000000\n4    2021-01-08  100000.000000\n...         ...            ...\n1085 2023-12-25  139852.095501\n1086 2023-12-26  139843.120434\n1087 2023-12-27  139780.253857\n1088 2023-12-28  139816.181530\n1089 2023-12-29  138523.059338\n\n[1090 rows x 2 columns]}",
    "JPM": "{'sharpe_ratio': -0.3927162986676986, 'annual_return': -0.01562978133400028, 'annual_volatility': np.float64(0.10213478875598239), 'sortino_ratio': np.float64(-0.5141538285583438), 'max_drawdown': 18.70744457173015, 'total_return': -0.06581089182727662, 'equity_with_time':        datetime         equity\n0    2021-01-04  100000.000000\n1    2021-01-05  100000.000000\n2    2021-01-06  100000.000000\n3    2021-01-07  100000.000000\n4    2021-01-08  100000.000000\n...         ...            ...\n1085 2023-12-25   93418.910817\n1086 2023-12-26   93418.910817\n1087 2023-12-27   93418.910817\n1088 2023-12-28   93418.910817\n1089 2023-12-29   93418.910817\n\n[1090 rows x 2 columns]}"
  }
}