{
  "config": {
    "allocator": "rank",
    "alpha_names": [
      "eq_mom_252_21",
      "eq_rev_21"
    ],
    "embargo_bars": 274,
    "end": 1780272000000,
    "initial_cash": 100000.0,
    "instrument_ids": [
      "XUSE:CASH:AALUSD",
      "XUSE:CASH:AAOIUSD",
      "XUSE:CASH:AAPLUSD",
      "XUSE:CASH:AAUSD",
      "XUSE:CASH:ABBVUSD",
      "XUSE:CASH:ABCUSD",
      "XUSE:CASH:ABMDUSD",
      "XUSE:CASH:ABNBUSD",
      "XUSE:CASH:ABTUSD",
      "XUSE:CASH:ACHRUSD",
      "XUSE:CASH:ACNUSD",
      "XUSE:CASH:ADBEUSD",
      "XUSE:CASH:ADIUSD",
      "XUSE:CASH:ADPUSD",
      "XUSE:CASH:ADSKUSD",
      "XUSE:CASH:AFRMUSD",
      "XUSE:CASH:AIUSD",
      "XUSE:CASH:AJGUSD",
      "XUSE:CASH:ALABUSD",
      "XUSE:CASH:ALBUSD",
      "XUSE:CASH:ALGNUSD",
      "XUSE:CASH:AMATUSD",
      "XUSE:CASH:AMCUSD",
      "XUSE:CASH:AMDUSD",
      "XUSE:CASH:AMGNUSD",
      "XUSE:CASH:AMTUSD",
      "XUSE:CASH:AMZNUSD",
      "XUSE:CASH:ANETUSD",
      "XUSE:CASH:AONUSD",
      "XUSE:CASH:APDUSD",
      "XUSE:CASH:APHUSD",
      "XUSE:CASH:APLDUSD",
      "XUSE:CASH:APOUSD",
      "XUSE:CASH:APPUSD",
      "XUSE:CASH:ARMUSD",
      "XUSE:CASH:ASMLUSD",
      "XUSE:CASH:ASTSUSD",
      "XUSE:CASH:ATVIUSD",
      "XUSE:CASH:AVGOUSD",
      "XUSE:CASH:AVLRUSD",
      "XUSE:CASH:AXONUSD",
      "XUSE:CASH:AXPUSD",
      "XUSE:CASH:AXTIUSD",
      "XUSE:CASH:AZNUSD",
      "XUSE:CASH:AZOUSD",
      "XUSE:CASH:BABAUSD",
      "XUSE:CASH:BACUSD",
      "XUSE:CASH:BAUSD",
      "XUSE:CASH:BBAIUSD",
      "XUSE:CASH:BBBYUSD",
      "XUSE:CASH:BDXUSD",
      "XUSE:CASH:BEUSD",
      "XUSE:CASH:BIDUUSD",
      "XUSE:CASH:BIIBUSD",
      "XUSE:CASH:BKNGUSD",
      "XUSE:CASH:BKRUSD",
      "XUSE:CASH:BLKUSD",
      "XUSE:CASH:BMNRUSD",
      "XUSE:CASH:BMYUSD",
      "XUSE:CASH:BPUSD",
      "XUSE:CASH:BRKAUSD",
      "XUSE:CASH:BRKBUSD",
      "XUSE:CASH:BSXUSD",
      "XUSE:CASH:BUSD",
      "XUSE:CASH:BXUSD",
      "XUSE:CASH:CARUSD",
      "XUSE:CASH:CATUSD",
      "XUSE:CASH:CBUSD",
      "XUSE:CASH:CCIUSD",
      "XUSE:CASH:CCLUSD",
      "XUSE:CASH:CDNSUSD",
      "XUSE:CASH:CEGUSD",
      "XUSE:CASH:CFUSD",
      "XUSE:CASH:CHTRUSD",
      "XUSE:CASH:CIENUSD",
      "XUSE:CASH:CIFRUSD",
      "XUSE:CASH:CIUSD",
      "XUSE:CASH:CLFUSD",
      "XUSE:CASH:CLRUSD",
      "XUSE:CASH:CLSKUSD",
      "XUSE:CASH:CLSUSD",
      "XUSE:CASH:CLUSD",
      "XUSE:CASH:CMCSAUSD",
      "XUSE:CASH:CMEUSD",
      "XUSE:CASH:CMGUSD",
      "XUSE:CASH:CMIUSD",
      "XUSE:CASH:CNCUSD",
      "XUSE:CASH:COFUSD",
      "XUSE:CASH:COHRUSD",
      "XUSE:CASH:COINUSD",
      "XUSE:CASH:COPUSD",
      "XUSE:CASH:COSTUSD",
      "XUSE:CASH:COUPUSD",
      "XUSE:CASH:CRCLUSD",
      "XUSE:CASH:CRDOUSD",
      "XUSE:CASH:CRHUSD",
      "XUSE:CASH:CRMUSD",
      "XUSE:CASH:CRWDUSD",
      "XUSE:CASH:CRWVUSD",
      "XUSE:CASH:CSCOUSD",
      "XUSE:CASH:CSXUSD",
      "XUSE:CASH:CUSD",
      "XUSE:CASH:CVNAUSD",
      "XUSE:CASH:CVSUSD",
      "XUSE:CASH:CVXUSD",
      "XUSE:CASH:DALUSD",
      "XUSE:CASH:DASHUSD",
      "XUSE:CASH:DDOGUSD",
      "XUSE:CASH:DECKUSD",
      "XUSE:CASH:DELLUSD",
      "XUSE:CASH:DEUSD",
      "XUSE:CASH:DGUSD",
      "XUSE:CASH:DHIUSD",
      "XUSE:CASH:DHRUSD",
      "XUSE:CASH:DISUSD",
      "XUSE:CASH:DJTUSD",
      "XUSE:CASH:DKNGUSD",
      "XUSE:CASH:DLRUSD",
      "XUSE:CASH:DLTRUSD",
      "XUSE:CASH:DOCUUSD",
      "XUSE:CASH:DUKUSD",
      "XUSE:CASH:DUOLUSD",
      "XUSE:CASH:DUSD",
      "XUSE:CASH:DVNUSD",
      "XUSE:CASH:DXCMUSD",
      "XUSE:CASH:EAUSD",
      "XUSE:CASH:EBAYUSD",
      "XUSE:CASH:ELUSD",
      "XUSE:CASH:ELVUSD",
      "XUSE:CASH:ENPHUSD",
      "XUSE:CASH:EOGUSD",
      "XUSE:CASH:EQIXUSD",
      "XUSE:CASH:ETNUSD",
      "XUSE:CASH:ETSYUSD",
      "XUSE:CASH:EWUSD",
      "XUSE:CASH:EXPEUSD",
      "XUSE:CASH:FANGUSD",
      "XUSE:CASH:FCXUSD",
      "XUSE:CASH:FDXUSD",
      "XUSE:CASH:FERGUSD",
      "XUSE:CASH:FIGUSD",
      "XUSE:CASH:FISUSD",
      "XUSE:CASH:FISVUSD",
      "XUSE:CASH:FIUSD",
      "XUSE:CASH:FIXUSD",
      "XUSE:CASH:FLUTUSD",
      "XUSE:CASH:FRCUSD",
      "XUSE:CASH:FSLRUSD",
      "XUSE:CASH:FTNTUSD",
      "XUSE:CASH:FUSD",
      "XUSE:CASH:FUTUUSD",
      "XUSE:CASH:GEUSD",
      "XUSE:CASH:GEVUSD",
      "XUSE:CASH:GILDUSD",
      "XUSE:CASH:GLWUSD",
      "XUSE:CASH:GMEUSD",
      "XUSE:CASH:GMUSD",
      "XUSE:CASH:GNRCUSD",
      "XUSE:CASH:GOLDUSD",
      "XUSE:CASH:GOOGLUSD",
      "XUSE:CASH:GOOGUSD",
      "XUSE:CASH:GSUSD",
      "XUSE:CASH:HALUSD",
      "XUSE:CASH:HBANUSD",
      "XUSE:CASH:HCAUSD",
      "XUSE:CASH:HDUSD",
      "XUSE:CASH:HESUSD",
      "XUSE:CASH:HIMSUSD",
      "XUSE:CASH:HLTUSD",
      "XUSE:CASH:HLUSD",
      "XUSE:CASH:HONUSD",
      "XUSE:CASH:HOODUSD",
      "XUSE:CASH:HPEUSD",
      "XUSE:CASH:HPQUSD",
      "XUSE:CASH:HSYUSD",
      "XUSE:CASH:HUMUSD",
      "XUSE:CASH:HZNPUSD",
      "XUSE:CASH:IBMUSD",
      "XUSE:CASH:ICEUSD",
      "XUSE:CASH:INTCUSD",
      "XUSE:CASH:INTUUSD",
      "XUSE:CASH:IONQUSD",
      "XUSE:CASH:IPUSD",
      "XUSE:CASH:IRENUSD",
      "XUSE:CASH:ISRGUSD",
      "XUSE:CASH:JCIUSD",
      "XUSE:CASH:JDUSD",
      "XUSE:CASH:JNJUSD",
      "XUSE:CASH:JOBYUSD",
      "XUSE:CASH:JPMUSD",
      "XUSE:CASH:KKRUSD",
      "XUSE:CASH:KLACUSD",
      "XUSE:CASH:KMBUSD",
      "XUSE:CASH:KOUSD",
      "XUSE:CASH:KRUSD",
      "XUSE:CASH:KUSD",
      "XUSE:CASH:KVUEUSD",
      "XUSE:CASH:LCIDUSD",
      "XUSE:CASH:LINUSD",
      "XUSE:CASH:LITEUSD",
      "XUSE:CASH:LIUSD",
      "XUSE:CASH:LLYUSD",
      "XUSE:CASH:LMTUSD",
      "XUSE:CASH:LNGUSD",
      "XUSE:CASH:LOWUSD",
      "XUSE:CASH:LRCXUSD",
      "XUSE:CASH:LULUUSD",
      "XUSE:CASH:MARAUSD",
      "XUSE:CASH:MARUSD",
      "XUSE:CASH:MAUSD",
      "XUSE:CASH:MCDUSD",
      "XUSE:CASH:MCHPUSD",
      "XUSE:CASH:MCKUSD",
      "XUSE:CASH:MCOUSD",
      "XUSE:CASH:MDBUSD",
      "XUSE:CASH:MDLZUSD",
      "XUSE:CASH:MDTUSD",
      "XUSE:CASH:MELIUSD",
      "XUSE:CASH:METAUSD",
      "XUSE:CASH:METUSD",
      "XUSE:CASH:MMCUSD",
      "XUSE:CASH:MMMUSD",
      "XUSE:CASH:MNSTUSD",
      "XUSE:CASH:MOSUSD",
      "XUSE:CASH:MOUSD",
      "XUSE:CASH:MPCUSD",
      "XUSE:CASH:MPUSD",
      "XUSE:CASH:MPWRUSD",
      "XUSE:CASH:MRKUSD",
      "XUSE:CASH:MRNAUSD",
      "XUSE:CASH:MROUSD",
      "XUSE:CASH:MRVLUSD",
      "XUSE:CASH:MSFTUSD",
      "XUSE:CASH:MSIUSD",
      "XUSE:CASH:MSTRUSD",
      "XUSE:CASH:MSUSD",
      "XUSE:CASH:MUUSD",
      "XUSE:CASH:NBISUSD",
      "XUSE:CASH:NCLHUSD",
      "XUSE:CASH:NEEUSD",
      "XUSE:CASH:NEMUSD",
      "XUSE:CASH:NETUSD",
      "XUSE:CASH:NFLXUSD",
      "XUSE:CASH:NIOUSD",
      "XUSE:CASH:NKEUSD",
      "XUSE:CASH:NOCUSD",
      "XUSE:CASH:NOKUSD",
      "XUSE:CASH:NOWUSD",
      "XUSE:CASH:NSCUSD",
      "XUSE:CASH:NUEUSD",
      "XUSE:CASH:NUUSD",
      "XUSE:CASH:NVAXUSD",
      "XUSE:CASH:NVDAUSD",
      "XUSE:CASH:NVOUSD",
      "XUSE:CASH:NXPIUSD",
      "XUSE:CASH:OKEUSD",
      "XUSE:CASH:OKLOUSD",
      "XUSE:CASH:ONDSUSD",
      "XUSE:CASH:ONUSD",
      "XUSE:CASH:OPENUSD",
      "XUSE:CASH:ORCLUSD",
      "XUSE:CASH:ORLYUSD",
      "XUSE:CASH:OSCRUSD",
      "XUSE:CASH:OUSD",
      "XUSE:CASH:OXYUSD",
      "XUSE:CASH:PANWUSD",
      "XUSE:CASH:PBRUSD",
      "XUSE:CASH:PCGUSD",
      "XUSE:CASH:PDDUSD",
      "XUSE:CASH:PEPUSD",
      "XUSE:CASH:PFEUSD",
      "XUSE:CASH:PGRUSD",
      "XUSE:CASH:PGUSD",
      "XUSE:CASH:PHUSD",
      "XUSE:CASH:PLDUSD",
      "XUSE:CASH:PLTRUSD",
      "XUSE:CASH:PLUGUSD",
      "XUSE:CASH:PMUSD",
      "XUSE:CASH:PNCUSD",
      "XUSE:CASH:PSAUSD",
      "XUSE:CASH:PSXUSD",
      "XUSE:CASH:PXDUSD",
      "XUSE:CASH:PYPLUSD",
      "XUSE:CASH:QBTSUSD",
      "XUSE:CASH:QCOMUSD",
      "XUSE:CASH:QSUSD",
      "XUSE:CASH:QUBTUSD",
      "XUSE:CASH:RBLXUSD",
      "XUSE:CASH:RCLUSD",
      "XUSE:CASH:RDDTUSD",
      "XUSE:CASH:REGNUSD",
      "XUSE:CASH:RFUSD",
      "XUSE:CASH:RGTIUSD",
      "XUSE:CASH:RIOTUSD",
      "XUSE:CASH:RIVNUSD",
      "XUSE:CASH:RKLBUSD",
      "XUSE:CASH:RKTUSD",
      "XUSE:CASH:ROKUUSD",
      "XUSE:CASH:RTXUSD",
      "XUSE:CASH:SATSUSD",
      "XUSE:CASH:SBETUSD",
      "XUSE:CASH:SBUXUSD",
      "XUSE:CASH:SCHWUSD",
      "XUSE:CASH:SEUSD",
      "XUSE:CASH:SHELUSD",
      "XUSE:CASH:SHOPUSD",
      "XUSE:CASH:SHWUSD",
      "XUSE:CASH:SLBUSD",
      "XUSE:CASH:SMCIUSD",
      "XUSE:CASH:SMRUSD",
      "XUSE:CASH:SNAPUSD",
      "XUSE:CASH:SNDKUSD",
      "XUSE:CASH:SNOWUSD",
      "XUSE:CASH:SNPSUSD",
      "XUSE:CASH:SOFIUSD",
      "XUSE:CASH:SOUNUSD",
      "XUSE:CASH:SOUSD",
      "XUSE:CASH:SPGIUSD",
      "XUSE:CASH:SPOTUSD",
      "XUSE:CASH:SQUSD",
      "XUSE:CASH:STXUSD",
      "XUSE:CASH:STZUSD",
      "XUSE:CASH:SWNUSD",
      "XUSE:CASH:SWUSD",
      "XUSE:CASH:SYKUSD",
      "XUSE:CASH:TEAMUSD",
      "XUSE:CASH:TEMUSD",
      "XUSE:CASH:TERUSD",
      "XUSE:CASH:TFCUSD",
      "XUSE:CASH:TGTUSD",
      "XUSE:CASH:TJXUSD",
      "XUSE:CASH:TMOUSD",
      "XUSE:CASH:TMUSUSD",
      "XUSE:CASH:TSLAUSD",
      "XUSE:CASH:TSMUSD",
      "XUSE:CASH:TTDUSD",
      "XUSE:CASH:TTUSD",
      "XUSE:CASH:TTWOUSD",
      "XUSE:CASH:TUSD",
      "XUSE:CASH:TWLOUSD",
      "XUSE:CASH:TWTRUSD",
      "XUSE:CASH:TXNUSD",
      "XUSE:CASH:UALUSD",
      "XUSE:CASH:UBERUSD",
      "XUSE:CASH:ULTAUSD",
      "XUSE:CASH:UNHUSD",
      "XUSE:CASH:UNPUSD",
      "XUSE:CASH:UPSTUSD",
      "XUSE:CASH:UPSUSD",
      "XUSE:CASH:URIUSD",
      "XUSE:CASH:USBUSD",
      "XUSE:CASH:UUSD",
      "XUSE:CASH:UUUUUSD",
      "XUSE:CASH:VALEUSD",
      "XUSE:CASH:VICIUSD",
      "XUSE:CASH:VKTXUSD",
      "XUSE:CASH:VLOUSD",
      "XUSE:CASH:VMWUSD",
      "XUSE:CASH:VRTUSD",
      "XUSE:CASH:VRTXUSD",
      "XUSE:CASH:VSTUSD",
      "XUSE:CASH:VUSD",
      "XUSE:CASH:VZUSD",
      "XUSE:CASH:WBDUSD",
      "XUSE:CASH:WDAYUSD",
      "XUSE:CASH:WDCUSD",
      "XUSE:CASH:WFCUSD",
      "XUSE:CASH:WMTUSD",
      "XUSE:CASH:WULFUSD",
      "XUSE:CASH:XOMUSD",
      "XUSE:CASH:XUSD",
      "XUSE:CASH:XYZUSD",
      "XUSE:CASH:ZMUSD",
      "XUSE:CASH:ZSUSD",
      "XUSE:CASH:ZTSUSD"
    ],
    "n_legs": 12,
    "no_trade_band": 0.001,
    "purge_bars": 21,
    "rebalance_bars": 5,
    "risk_counters": {
      "bars_half_gross": 224,
      "bars_halted_flat": 0,
      "hold_between_rebalance": 400,
      "hold_cov_cold_start": 0,
      "hold_degenerate_xsection": 0,
      "hold_stale_signal": 0,
      "n_auto_rearms": 0,
      "n_fallback_used": 151,
      "n_rebalances": 151
    },
    "start": 1656633600000,
    "test_bars": 63,
    "train_bars": 252
  },
  "legs": [
    {
      "leg": 0,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.001309062625533605,
        "avg_win_d": 0.0016658859446783071,
        "cagr": 0.08491915150411167,
        "calmar": 8.371099272793927,
        "end_ts": 1696291200000,
        "fees_paid": 68.63441748280647,
        "final_equity": 102007.27378712657,
        "funding_net": 0.0,
        "gross_mean": 0.6496369146861309,
        "initial_equity": 100000.0,
        "max_dd": 0.010144324984903585,
        "max_dd_bar": 0.010144324984903585,
        "max_dd_peak_ts": 1693958400000,
        "max_dd_trough_ts": 1695081600000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.039152606897180524,
        "profit_factor_d": 1.5452748132868463,
        "sharpe": 3.253732836885507,
        "sharpe_hourly": 3.253732836885507,
        "sortino": 5.327898257122249,
        "sortino_hourly": 5.327898257122249,
        "start_ts": 1688601600000,
        "total_return": 0.020072737871265733,
        "turnover_ann": 39.343346131816354,
        "vol_ann": 0.036162061249562644,
        "vol_ann_hourly": 0.036162061249562644,
        "win_rate_d": 0.5483870967741935
      },
      "test_end": 1696291200000,
      "test_start": 1688515200000,
      "train_start": 1666742400000
    },
    {
      "leg": 1,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.002030589534971981,
        "avg_win_d": 0.0017312502599883912,
        "cagr": -0.06595568734020307,
        "calmar": -2.319366953910909,
        "end_ts": 1704240000000,
        "fees_paid": 60.083996533888836,
        "final_equity": 100286.69225315456,
        "funding_net": 0.0,
        "gross_mean": 0.6731718759557205,
        "initial_equity": 102007.27378712657,
        "max_dd": 0.0284369350132323,
        "max_dd_bar": 0.0284369350132323,
        "max_dd_peak_ts": 1700006400000,
        "max_dd_trough_ts": 1702598400000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.018360109035648005,
        "profit_factor_d": 0.7492413988271416,
        "sharpe": -1.9951418774537504,
        "sharpe_hourly": -1.9951418774537504,
        "sortino": -2.55460414527099,
        "sortino_hourly": -2.55460414527099,
        "start_ts": 1696377600000,
        "total_return": -0.016867243580713676,
        "turnover_ann": 34.34844984002979,
        "vol_ann": 0.049581460168958084,
        "vol_ann_hourly": 0.049581460168958084,
        "win_rate_d": 0.46774193548387094
      },
      "test_end": 1704240000000,
      "test_start": 1696291200000,
      "train_start": 1674518400000
    },
    {
      "leg": 2,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0018947805142276622,
        "avg_win_d": 0.0019970052426551413,
        "cagr": -0.01904329704855101,
        "calmar": -1.1738927326638313,
        "end_ts": 1712188800000,
        "fees_paid": 64.85006417389644,
        "final_equity": 99807.11135879114,
        "funding_net": 0.0,
        "gross_mean": 0.636675680325778,
        "initial_equity": 100286.69225315456,
        "max_dd": 0.016222348532082154,
        "max_dd_bar": 0.016222348532082154,
        "max_dd_peak_ts": 1706572800000,
        "max_dd_trough_ts": 1712188800000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.06079196071175493,
        "profit_factor_d": 0.9261990969104531,
        "sharpe": -0.587135210217838,
        "sharpe_hourly": -0.587135210217838,
        "sortino": -0.868250890964928,
        "sortino_hourly": -0.868250890964928,
        "start_ts": 1704326400000,
        "total_return": -0.004782099036159337,
        "turnover_ann": 37.35255824550789,
        "vol_ann": 0.0462697949971354,
        "vol_ann_hourly": 0.0462697949971354,
        "win_rate_d": 0.46774193548387094
      },
      "test_end": 1712188800000,
      "test_start": 1704240000000,
      "train_start": 1682467200000
    },
    {
      "leg": 3,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0017351455837679094,
        "avg_win_d": 0.0015067535399438726,
        "cagr": -0.041093774084015045,
        "calmar": -1.4633048667217103,
        "end_ts": 1720137600000,
        "fees_paid": 56.28393271973559,
        "final_equity": 98768.39648509497,
        "funding_net": 0.0,
        "gross_mean": 0.6377962126565847,
        "initial_equity": 99807.11135879114,
        "max_dd": 0.028082852055346996,
        "max_dd_bar": 0.028082852055346996,
        "max_dd_peak_ts": 1713312000000,
        "max_dd_trough_ts": 1717632000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.06774408756347908,
        "profit_factor_d": 0.8140996680116758,
        "sharpe": -1.49063527918496,
        "sharpe_hourly": -1.49063527918496,
        "sortino": -2.0895589442802796,
        "sortino_hourly": -2.0895589442802796,
        "start_ts": 1712275200000,
        "total_return": -0.010407223088163997,
        "turnover_ann": 33.11843764519885,
        "vol_ann": 0.04076578806358119,
        "vol_ann_hourly": 0.04076578806358119,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1720051200000,
      "test_start": 1712188800000,
      "train_start": 1690416000000
    },
    {
      "leg": 4,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0017945294192419697,
        "avg_win_d": 0.0024242470489649506,
        "cagr": -0.007608366597807059,
        "calmar": -0.33697982353438016,
        "end_ts": 1727913600000,
        "fees_paid": 60.18067021051249,
        "final_equity": 98588.75858225289,
        "funding_net": 0.0,
        "gross_mean": 0.6317613529864307,
        "initial_equity": 98768.39648509497,
        "max_dd": 0.02257810725285403,
        "max_dd_bar": 0.02257810725285403,
        "max_dd_peak_ts": 1720742400000,
        "max_dd_trough_ts": 1722384000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.0465263355068351,
        "profit_factor_d": 0.975656945016097,
        "sharpe": -0.16991941504785185,
        "sharpe_hourly": -0.16991941504785185,
        "sortino": -0.2643834390224929,
        "sortino_hourly": -0.2643834390224929,
        "start_ts": 1720396800000,
        "total_return": -0.001818779176689267,
        "turnover_ann": 35.44311770025833,
        "vol_ann": 0.05448617662714864,
        "vol_ann_hourly": 0.05448617662714864,
        "win_rate_d": 0.41935483870967744
      },
      "test_end": 1727913600000,
      "test_start": 1720137600000,
      "train_start": 1698364800000
    },
    {
      "leg": 5,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.002187008571950902,
        "avg_win_d": 0.0016901898291416845,
        "cagr": -0.10372356259454352,
        "calmar": -2.2684289802282795,
        "end_ts": 1735862400000,
        "fees_paid": 57.441126380159346,
        "final_equity": 95933.539201985,
        "funding_net": 0.0,
        "gross_mean": 0.6418255672016248,
        "initial_equity": 98588.75858225289,
        "max_dd": 0.0457248445944759,
        "max_dd_bar": 0.0457248445944759,
        "max_dd_peak_ts": 1729036800000,
        "max_dd_trough_ts": 1734480000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.05002632428619637,
        "profit_factor_d": 0.63644973943659,
        "sharpe": -2.843542315251728,
        "sharpe_hourly": -2.843542315251728,
        "sortino": -3.303741044738658,
        "sortino_hourly": -3.303741044738658,
        "start_ts": 1728000000000,
        "total_return": -0.026932273196772605,
        "turnover_ann": 34.15790765652341,
        "vol_ann": 0.055967427074682094,
        "vol_ann_hourly": 0.055967427074682094,
        "win_rate_d": 0.45161290322580644
      },
      "test_end": 1735862400000,
      "test_start": 1727913600000,
      "train_start": 1706140800000
    },
    {
      "leg": 6,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.003636661285729377,
        "avg_win_d": 0.003520630673567826,
        "cagr": -0.044523053408328295,
        "calmar": -0.8885812503253167,
        "end_ts": 1743984000000,
        "fees_paid": 53.48039329952702,
        "final_equity": 94850.37841944168,
        "funding_net": 0.0,
        "gross_mean": 0.6357091727457443,
        "initial_equity": 95933.539201985,
        "max_dd": 0.050105776362069365,
        "max_dd_bar": 0.050105776362069365,
        "max_dd_peak_ts": 1738886400000,
        "max_dd_trough_ts": 1741651200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.06418431310386316,
        "profit_factor_d": 0.9075883061811908,
        "sharpe": -0.7477581247603693,
        "sharpe_hourly": -0.7477581247603693,
        "sortino": -0.9966401709335252,
        "sortino_hourly": -0.9966401709335252,
        "start_ts": 1736121600000,
        "total_return": -0.01129074139819608,
        "turnover_ann": 32.07028290272874,
        "vol_ann": 0.08466809657910718,
        "vol_ann_hourly": 0.08466809657910718,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1743811200000,
      "test_start": 1735862400000,
      "train_start": 1714089600000
    },
    {
      "leg": 7,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.003648772521013935,
        "avg_win_d": 0.0030414765776614655,
        "cagr": -0.09851172724409551,
        "calmar": -2.3550879200130805,
        "end_ts": 1752019200000,
        "fees_paid": 55.133910600889564,
        "final_equity": 92403.09979483514,
        "funding_net": 0.0,
        "gross_mean": 0.6414036710753709,
        "initial_equity": 94850.37841944168,
        "max_dd": 0.041829320428745764,
        "max_dd_bar": 0.041829320428745764,
        "max_dd_peak_ts": 1745884800000,
        "max_dd_trough_ts": 1752019200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.0676400531868611,
        "profit_factor_d": 0.781463978676662,
        "sharpe": -1.746868322193249,
        "sharpe_hourly": -1.746868322193249,
        "sortino": -2.298167228100149,
        "sortino_hourly": -2.298167228100149,
        "start_ts": 1744070400000,
        "total_return": -0.025801464004543306,
        "turnover_ann": 33.915462454232944,
        "vol_ann": 0.08599254542585434,
        "vol_ann_hourly": 0.08599254542585434,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1752019200000,
      "test_start": 1743984000000,
      "train_start": 1722211200000
    },
    {
      "leg": 8,
      "risk_counters": {
        "bars_half_gross": 62,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 0,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0016071908720962755,
        "avg_win_d": 0.0016446855519965619,
        "cagr": 0.004232689905801834,
        "calmar": 0.28661734798460975,
        "end_ts": 1759795200000,
        "fees_paid": 21.522137389300887,
        "final_equity": 92498.31499719835,
        "funding_net": 0.0,
        "gross_mean": 0.3384690480764488,
        "initial_equity": 92403.09979483514,
        "max_dd": 0.014767738015736276,
        "max_dd_bar": 0.014767738015736276,
        "max_dd_peak_ts": 1754524800000,
        "max_dd_trough_ts": 1755648000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.062210710811659284,
        "profit_factor_d": 1.0233293260627978,
        "sharpe": 0.17188092901511054,
        "sharpe_hourly": 0.17188092901511054,
        "sortino": 0.24754308751891152,
        "sortino_hourly": 0.24754308751891152,
        "start_ts": 1752105600000,
        "total_return": 0.001030432989527652,
        "turnover_ann": 13.473355613684502,
        "vol_ann": 0.03981115951031847,
        "vol_ann_hourly": 0.03981115951031847,
        "win_rate_d": 0.5
      },
      "test_end": 1759795200000,
      "test_start": 1752019200000,
      "train_start": 1730246400000
    },
    {
      "leg": 9,
      "risk_counters": {
        "bars_half_gross": 63,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 0,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.001678301607944896,
        "avg_win_d": 0.0014102078021388964,
        "cagr": -0.04520440951109539,
        "calmar": -1.946959149340973,
        "end_ts": 1767744000000,
        "fees_paid": 15.14565337458313,
        "final_equity": 91437.67667507396,
        "funding_net": 0.0,
        "gross_mean": 0.28305024927272404,
        "initial_equity": 92498.31499719835,
        "max_dd": 0.023217954791910578,
        "max_dd_bar": 0.023217954791910578,
        "max_dd_peak_ts": 1762214400000,
        "max_dd_trough_ts": 1766016000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.09672490664622513,
        "profit_factor_d": 0.7877426847753001,
        "sharpe": -1.6863715531684347,
        "sharpe_hourly": -1.6863715531684347,
        "sortino": -2.257650139742313,
        "sortino_hourly": -2.257650139742313,
        "start_ts": 1759881600000,
        "total_return": -0.011466569117032144,
        "turnover_ann": 9.522806282631699,
        "vol_ann": 0.03979518820670164,
        "vol_ann_hourly": 0.03979518820670164,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1767744000000,
      "test_start": 1759795200000,
      "train_start": 1738022400000
    },
    {
      "leg": 10,
      "risk_counters": {
        "bars_half_gross": 63,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 0,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0015172537020024092,
        "avg_win_d": 0.0015361763527281485,
        "cagr": 0.0521655309017961,
        "calmar": 3.518258028293357,
        "end_ts": 1775692800000,
        "fees_paid": 18.35591793241361,
        "final_equity": 92604.28311956643,
        "funding_net": 0.0,
        "gross_mean": 0.27689317881034653,
        "initial_equity": 91437.67667507396,
        "max_dd": 0.014827090702923984,
        "max_dd_bar": 0.014827090702923984,
        "max_dd_peak_ts": 1769644800000,
        "max_dd_trough_ts": 1772409600000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.10333385816947037,
        "profit_factor_d": 1.312463244526188,
        "sharpe": 1.9786727232368733,
        "sharpe_hourly": 1.9786727232368733,
        "sortino": 2.8767383270483577,
        "sortino_hourly": 2.8767383270483577,
        "start_ts": 1767830400000,
        "total_return": 0.012758487386310469,
        "turnover_ann": 11.64252614241182,
        "vol_ann": 0.038084487532578065,
        "vol_ann_hourly": 0.038084487532578065,
        "win_rate_d": 0.5645161290322581
      },
      "test_end": 1775692800000,
      "test_start": 1767744000000,
      "train_start": 1745971200000
    },
    {
      "leg": 11,
      "risk_counters": {
        "bars_half_gross": 36,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 0,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 8,
        "n_rebalances": 8
      },
      "summary": {
        "avg_loss_d": -0.0012107934776676155,
        "avg_win_d": 0.0013010398892765748,
        "cagr": -0.032744878957156165,
        "calmar": -4.830308716472312,
        "end_ts": 1780272000000,
        "fees_paid": 8.738442794357615,
        "final_equity": 92166.09074066715,
        "funding_net": 0.0,
        "gross_mean": 0.26052590230067346,
        "initial_equity": 92604.28311956643,
        "max_dd": 0.006779044752458496,
        "max_dd_bar": 0.006779044752458496,
        "max_dd_peak_ts": 1776038400000,
        "max_dd_trough_ts": 1780272000000,
        "n_days": 36,
        "n_periods": 35,
        "net_mean": -0.09384939507213824,
        "profit_factor_d": 0.8059012002914837,
        "sharpe": -1.622799515777173,
        "sharpe_hourly": -1.622799515777173,
        "sortino": -2.100586498730139,
        "sortino_hourly": -2.100586498730139,
        "start_ts": 1775779200000,
        "total_return": -0.004731880255835597,
        "turnover_ann": 9.57263831808504,
        "vol_ann": 0.030205280205242473,
        "vol_ann_hourly": 0.030205280205242473,
        "win_rate_d": 0.42857142857142855
      },
      "test_end": 1780099200000,
      "test_start": 1775692800000,
      "train_start": 1753920000000
    }
  ],
  "summary": {
    "avg_loss_d": -0.002060867957217752,
    "avg_win_d": 0.001970473633373688,
    "cagr": -0.027673891919642424,
    "calmar": -0.23419249176600088,
    "end_ts": 1780272000000,
    "fees_paid": 539.850662892071,
    "final_equity": 92166.09074066715,
    "funding_net": 0.0,
    "gross_mean": 0.5353932601944817,
    "initial_equity": 100000.0,
    "max_dd": 0.1181672892711414,
    "max_dd_bar": 0.1181672892711414,
    "max_dd_peak_ts": 1700006400000,
    "max_dd_trough_ts": 1772409600000,
    "n_days": 729,
    "n_periods": 728,
    "net_mean": -0.04277697724814765,
    "profit_factor_d": 0.8967021518130136,
    "sharpe": -0.7441556697965973,
    "sharpe_hourly": -0.7441556697965973,
    "sortino": -1.0001296606559706,
    "sortino_hourly": -1.0001296606559706,
    "start_ts": 1688601600000,
    "total_return": -0.0783390925933285,
    "turnover_ann": 27.642077871327288,
    "vol_ann": 0.05306899408629111,
    "vol_ann_hourly": 0.05306899408629111,
    "win_rate_d": 0.4766483516483517
  },
  "validation": {
    "clears_dsr_gate": false,
    "dsr": 0.02665196531258279,
    "expected_max_sr": 0.03241237283659128,
    "n_obs": 728,
    "n_trials": 3,
    "n_trials_used": 3,
    "psr": 0.14576899849997554,
    "sr_ann": -0.7441556697965973,
    "sr_trials_variance": 0.0014445171058270162
  }
}
