{
  "assumptions": {
    "annualized": false,
    "common_notional": true,
    "fills": 2,
    "mar_pct": 0,
    "population_sd": true,
    "risk_free_pct": 0
  },
  "license": "CC0-1.0",
  "metrics": {
    "downside_deviation_pct": 1.0,
    "mean_pct": 1.0,
    "net_trade_pct": 0.2,
    "population_sd_pct": 2.236067977,
    "round_trip_cost_pct": 0.2,
    "sharpe_unannualized": 0.447213595,
    "sortino_unannualized": 1.0
  },
  "provenance": "Hand-chosen synthetic teaching values; no market, customer or provider data",
  "returns_percent": [
    4,
    2,
    -2,
    0
  ]
}