# GRU+SAC Backtesting Performance Report

Report generated on: 2025-04-16 18:31:42.150811
Data range: N/A
Total duration: N/A

## Strategy Performance Metrics

* **Initial capital:** $0.00
* **Final portfolio value:** $0.00
* **Total return:** 0.00%
* **Annualized return:** 0.00%
* **Sharpe ratio (annualized):** 0.0000
* **Sortino ratio (annualized):** 0.0000
* **Volatility (annualized):** 0.00%
* **Maximum drawdown:** 0.00%
* **Total trades:** 0

## Buy and Hold Benchmark

* *Buy and Hold benchmark could not be calculated.*

## Position & Prediction Analysis

* **Average absolute position size:** 0.0000
* **Position sign accuracy vs return:** 0.00%
* **Prediction sign accuracy vs return:** 0.00%
* **Prediction RMSE (on returns):** 0.000000

## Correlations

* **Prediction-Return correlation:** 0.0000
* **Prediction-Position correlation:** 0.0000
* **Uncertainty-Position Size correlation:** 0.0000

## Notes

* Transaction cost used: 0.0500% per position change value.
* GRU lookback period: 60 minutes.
* V6 features + return features used.
* Uncertainty estimated via MC Dropout standard deviation.
