ParameterReport
Bases: Object
Sensitivity report for a single optimized parameter.
name: str
Parameter name.
searched_min: float
Lower bound of the parameter sweep.
searched_max: float
Upper bound of the parameter sweep.
step: Optional[float]
Sweep step size; null when not provided in the optimization configuration.
mean_within_slice_sharpe_range: float
Mean Sharpe range (max - min) across every 1-D slice.
max_within_slice_sharpe_range: float
Maximum Sharpe range (max - min) across every 1-D slice.
max_abs_derivative_per_step: float
Worst-case Sharpe change between two adjacent grid values, scaled by step.
best_value: float
This parameter's value at the best backtest.
best_at_searched_edge: bool
True when best_value lies within half a step of searched_min or searched_max.