--- Performance Metrics (Run ID: 20250418_033332) ---

Run ID: ...
Test Period Start: 2025-03-06 15:56
Test Period End: 2025-03-07 23:53
Initial Capital: 10000.0000
Final Equity: 10047.1212
Total Net PnL: 47.1212
Total Return (%): 0.4712
Annualized Sharpe Ratio: 7.5848
Max Drawdown (%): 2.6783
Profit Factor: 1.0524
Number of Trades: 1903
Step Win Rate (%): 46.7192
Transaction Cost (% per trade): 0.0500
Edge Threshold: 0.5500
Calibration Temperature (Optimal T): 10.0000
Buy & Hold Sharpe Ratio: -9.5076
Confusion Matrix (GRU Signal vs Actual Dir):
[[  0   0   0]
 [  0 966   0]
 [  0 939   0]]

Classification Report (GRU Signal):
              precision    recall  f1-score   support

       Short       0.00      0.00      0.00         0
     Neutral       0.51      1.00      0.67       966
        Long       0.00      0.00      0.00       939

    accuracy                           0.51      1905
   macro avg       0.17      0.33      0.22      1905
weighted avg       0.26      0.51      0.34      1905


