Cluster
Bases: Object
One k-means cluster of backtests in standardized parameter space.
centroid: Dict[str, float]
Cluster centroid in original parameter units.
member_count: int
Number of backtests assigned to this cluster.
sharpe_mean: float
Mean Sharpe ratio across the cluster's members.
sharpe_std_dev: float
Sample standard deviation of Sharpe ratios within this cluster.
sharpe_min: float
Minimum Sharpe ratio within this cluster.
sharpe_max: float
Maximum Sharpe ratio within this cluster.