{
  "selected_symbol": "QQQ",
  "test_start": "2024-12-11",
  "test_end": "2026-04-22",
  "filter_mode": "scaled_selected_asset",
  "probability_threshold": 0.3,
  "predicted_trade_dates": 20,
  "removed_signal_count": 0,
  "baseline_trade_count": 11,
  "filtered_trade_count": 11,
  "baseline_metrics": {
    "Sharpe Ratio": 1.5496812398335553,
    "Sortino Ratio": 1.2798044103700565,
    "Total Return": 0.03524201480000011,
    "Benchmark Return": 0.2527928743961354,
    "Expected Return Per Trade": 0.009742580601492365,
    "Expected PnL Per Trade": 320.3819527272736,
    "Average Trade Lifetime": 5.7272727272727275,
    "Win Rate": 0.9090909090909091,
    "Profit Factor": 7.993429290768342,
    "Max Drawdown": -0.008106666845698829,
    "Trade Count": 11
  },
  "filtered_metrics": {
    "Sharpe Ratio": 1.5664717104735661,
    "Sortino Ratio": 1.3380970414605966,
    "Total Return": 0.03982814135600021,
    "Benchmark Return": 0.2527928743961354,
    "Expected Return Per Trade": 0.009742580601492365,
    "Expected PnL Per Trade": 362.0740123272736,
    "Average Trade Lifetime": 5.7272727272727275,
    "Win Rate": 0.9090909090909091,
    "Profit Factor": 8.527143570147667,
    "Max Drawdown": -0.009362602070859039,
    "Trade Count": 11
  }
}