Output

2 States - Iteratives - Daily Macro HMM Model

## ----- Mean Score Performance Metrics -----

## Sharpe Ratio:  1.125265

## Sortino Ratio:  0.1026774

## Max Drawdown:  0.1636663

## Annualized Return:  0.1058916

## Win Rate:  0.2077891

## Loss Rate:  0.1461055

## Profit Factor:  1.385788

## ----- Mean Score Performance Metrics -----

## Sharpe Ratio:  0.7807128

## Sortino Ratio:  0.07289913

## Max Drawdown:  0.2343868

## Annualized Return:  0.08330035

## Win Rate:  0.2007902

## Loss Rate:  0.1500239

## Profit Factor:  1.271082