{
"description": "20-bar zero-cost long-only flip strategy: trade 1 +6, trade 2 -8",
"input": {
"initial_cash": 100000.0,
"closes": [
100.0, 100.0, 100.0, 102.0, 104.0, 106.0, 106.0, 106.0, 106.0, 106.0, 100.0,
98.0, 96.0, 94.0, 92.0, 92.0, 92.0, 92.0, 92.0, 92.0
],
"signals": [
0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0
]
},
"expected": {
"num_trades": 2.0,
"win_rate": 0.5,
"profit_factor": 0.75,
"max_drawdown_pct": 7.999520028798273e-5,
"total_return": -2e-5,
"final_equity": 99998.0,
"avg_trade_pnl": -1.0
}
}