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remove unrelated json

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Dennis-yxchen 2025-11-20 19:17:44 +08:00
parent 97d2c56b5f
commit c0c734d469
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1
data/agent_data_crypto/MiniMax-M2/metrics/performance_metrics.jsonl
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{"id": 0, "timestamp": "2025-11-18T20:48:01.542736", "model_name": "MiniMax-M2", "analysis_period": {"start_date": "2025-11-01", "end_date": "2025-11-15", "total_trading_days": 15}, "performance_metrics": {"sharpe_ratio": -6.2866, "max_drawdown": 0.1657, "max_drawdown_period": {"start_date": "2025-11-02", "end_date": "2025-11-14"}, "cumulative_return": -0.1478, "annualized_return": -0.9845, "volatility": 0.6326, "win_rate": 0.4286, "profit_loss_ratio": 0.6097}, "portfolio_summary": {"initial_value": 50000.0, "final_value": 42610.95740000001, "value_change": -7389.042599999993, "value_change_percent": -0.14778085199999988}}

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data/agent_data_crypto/claude-3.7-sonnet/metrics/performance_metrics.jsonl
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{"id": 0, "timestamp": "2025-11-18T20:48:01.555408", "model_name": "claude-3.7-sonnet", "analysis_period": {"start_date": "2025-11-01", "end_date": "2025-11-15", "total_trading_days": 15}, "performance_metrics": {"sharpe_ratio": -5.5665, "max_drawdown": 0.1692, "max_drawdown_period": {"start_date": "2025-11-02", "end_date": "2025-11-14"}, "cumulative_return": -0.153, "annualized_return": -0.9868, "volatility": 0.7317, "win_rate": 0.4286, "profit_loss_ratio": 0.6535}, "portfolio_summary": {"initial_value": 50000.0, "final_value": 42348.323446999995, "value_change": -7651.676553000005, "value_change_percent": -0.1530335310600001}}

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data/agent_data_crypto/deepseek-chat-v3.1/metrics/performance_metrics.jsonl
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{"id": 0, "timestamp": "2025-11-18T20:48:01.567456", "model_name": "deepseek-chat-v3.1", "analysis_period": {"start_date": "2025-11-01", "end_date": "2025-11-15", "total_trading_days": 15}, "performance_metrics": {"sharpe_ratio": -5.615, "max_drawdown": 0.1366, "max_drawdown_period": {"start_date": "2025-11-02", "end_date": "2025-11-14"}, "cumulative_return": -0.1218, "annualized_return": -0.9661, "volatility": 0.576, "win_rate": 0.4286, "profit_loss_ratio": 0.6382}, "portfolio_summary": {"initial_value": 50000.0, "final_value": 43910.941598, "value_change": -6089.058402000002, "value_change_percent": -0.12178116804000005}}

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data/agent_data_crypto/gemini-2.5-flash/metrics/performance_metrics.jsonl
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{"id": 0, "timestamp": "2025-11-18T20:48:01.579045", "model_name": "gemini-2.5-flash", "analysis_period": {"start_date": "2025-11-01", "end_date": "2025-11-15", "total_trading_days": 15}, "performance_metrics": {"sharpe_ratio": -7.718, "max_drawdown": 0.2015, "max_drawdown_period": {"start_date": "2025-11-02", "end_date": "2025-11-14"}, "cumulative_return": -0.1863, "annualized_return": -0.9954, "volatility": 0.6667, "win_rate": 0.4286, "profit_loss_ratio": 0.5036}, "portfolio_summary": {"initial_value": 50000.0, "final_value": 40684.84207408, "value_change": -9315.15792592, "value_change_percent": -0.1863031585184}}

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data/agent_data_crypto/gpt-5/metrics/performance_metrics.jsonl
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{"id": 0, "timestamp": "2025-11-18T20:48:01.590696", "model_name": "gpt-5", "analysis_period": {"start_date": "2025-11-01", "end_date": "2025-11-15", "total_trading_days": 15}, "performance_metrics": {"sharpe_ratio": -6.8253, "max_drawdown": 0.1798, "max_drawdown_period": {"start_date": "2025-11-02", "end_date": "2025-11-14"}, "cumulative_return": -0.1641, "annualized_return": -0.9907, "volatility": 0.6537, "win_rate": 0.4286, "profit_loss_ratio": 0.561}, "portfolio_summary": {"initial_value": 50000.0, "final_value": 41795.05573040001, "value_change": -8204.94426959999, "value_change_percent": -0.1640988853919998}}

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data/agent_data_crypto/qwen3-max/metrics/performance_metrics.jsonl
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{"id": 0, "timestamp": "2025-11-18T20:48:01.602125", "model_name": "qwen3-max", "analysis_period": {"start_date": "2025-11-01", "end_date": "2025-11-15", "total_trading_days": 15}, "performance_metrics": {"sharpe_ratio": -6.2235, "max_drawdown": 0.18, "max_drawdown_period": {"start_date": "2025-11-02", "end_date": "2025-11-14"}, "cumulative_return": -0.1685, "annualized_return": -0.9919, "volatility": 0.7308, "win_rate": 0.4286, "profit_loss_ratio": 0.6087}, "portfolio_summary": {"initial_value": 50000.0, "final_value": 41573.793528, "value_change": -8426.206471999998, "value_change_percent": -0.16852412943999995}}

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plots/crypto_performance_summary.csv
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Agent,CR,Annualized Return,SR,Sharpe Ratio,Vol,MDD,Calmar Ratio,Win Rate,Initial Value,Final Value,Number of Trades,Date Range
MiniMax-M2,-0.148,-0.839,-4.299,-4.206,0.412,-0.166,-5.063,46.875,50000.0,42610.96,32,2025-11-01 00:00:00 to 2025-11-15 00:00:00
claude-3.7-sonnet,-0.153,-0.579,-2.268,-2.524,0.322,-0.169,-3.422,51.429,50000.0,42348.32,70,2025-11-01 00:00:00 to 2025-11-15 00:00:00
deepseek-chat-v3.1,-0.122,-0.605,-2.846,-3.106,0.285,-0.14,-4.315,52.941,50000.0,43910.94,51,2025-11-01 00:00:00 to 2025-11-15 00:00:00
gemini-2.5-flash,-0.186,-0.925,-5.553,-5.358,0.462,-0.202,-4.592,41.379,50000.0,40684.84,29,2025-11-01 00:00:00 to 2025-11-15 00:00:00
gpt-5,-0.164,-0.854,-4.377,-4.478,0.409,-0.18,-4.75,58.824,50000.0,41795.06,34,2025-11-01 00:00:00 to 2025-11-15 00:00:00
qwen3-max,-0.169,-0.966,-6.542,-5.292,0.599,-0.18,-5.356,45.0,50000.0,41573.79,20,2025-11-01 00:00:00 to 2025-11-15 00:00:00
1 Agent CR Annualized Return SR Sharpe Ratio Vol MDD Calmar Ratio Win Rate Initial Value Final Value Number of Trades Date Range
2 MiniMax-M2 -0.148 -0.839 -4.299 -4.206 0.412 -0.166 -5.063 46.875 50000.0 42610.96 32 2025-11-01 00:00:00 to 2025-11-15 00:00:00
3 claude-3.7-sonnet -0.153 -0.579 -2.268 -2.524 0.322 -0.169 -3.422 51.429 50000.0 42348.32 70 2025-11-01 00:00:00 to 2025-11-15 00:00:00
4 deepseek-chat-v3.1 -0.122 -0.605 -2.846 -3.106 0.285 -0.14 -4.315 52.941 50000.0 43910.94 51 2025-11-01 00:00:00 to 2025-11-15 00:00:00
5 gemini-2.5-flash -0.186 -0.925 -5.553 -5.358 0.462 -0.202 -4.592 41.379 50000.0 40684.84 29 2025-11-01 00:00:00 to 2025-11-15 00:00:00
6 gpt-5 -0.164 -0.854 -4.377 -4.478 0.409 -0.18 -4.75 58.824 50000.0 41795.06 34 2025-11-01 00:00:00 to 2025-11-15 00:00:00
7 qwen3-max -0.169 -0.966 -6.542 -5.292 0.599 -0.18 -5.356 45.0 50000.0 41573.79 20 2025-11-01 00:00:00 to 2025-11-15 00:00:00