{
  "config": {
    "allocator": "rank",
    "alpha_names": [
      "eq_mom_252_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: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": 63,
    "risk_counters": {
      "bars_half_gross": 0,
      "bars_halted_flat": 0,
      "hold_between_rebalance": 717,
      "hold_cov_cold_start": 0,
      "hold_degenerate_xsection": 0,
      "hold_stale_signal": 0,
      "n_auto_rearms": 0,
      "n_fallback_used": 12,
      "n_rebalances": 12
    },
    "start": 1656633600000,
    "test_bars": 63,
    "train_bars": 252
  },
  "legs": [
    {
      "leg": 0,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.003140082398002142,
        "avg_win_d": 0.0032556878907141484,
        "cagr": 0.039591277764783994,
        "calmar": 1.714008877182059,
        "end_ts": 1696291200000,
        "fees_paid": 6.771025114723816,
        "final_equity": 100951.25191310009,
        "funding_net": 0.0,
        "gross_mean": 0.6736023719974595,
        "initial_equity": 100000.0,
        "max_dd": 0.02309864219015867,
        "max_dd_bar": 0.02309864219015867,
        "max_dd_peak_ts": 1689638400000,
        "max_dd_trough_ts": 1690416000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.09346673176187342,
        "profit_factor_d": 1.1059371411096082,
        "sharpe": 0.7512734780015304,
        "sharpe_hourly": 0.7512734780015304,
        "sortino": 1.0796083753942927,
        "sortino_hourly": 1.0796083753942927,
        "start_ts": 1688601600000,
        "total_return": 0.009512519131000818,
        "turnover_ann": 3.92289550297491,
        "vol_ann": 0.07820124465382246,
        "vol_ann_hourly": 0.07820124465382246,
        "win_rate_d": 0.5161290322580645
      },
      "test_end": 1696291200000,
      "test_start": 1688515200000,
      "train_start": 1666742400000
    },
    {
      "leg": 1,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.0040309047569333685,
        "avg_win_d": 0.0035164092619927923,
        "cagr": -0.09238561234703169,
        "calmar": -1.751359540617732,
        "end_ts": 1704240000000,
        "fees_paid": 6.986458018004808,
        "final_equity": 98540.75528590656,
        "funding_net": 0.0,
        "gross_mean": 0.7455649399040728,
        "initial_equity": 100951.25191310009,
        "max_dd": 0.05275079742589339,
        "max_dd_bar": 0.05275079742589339,
        "max_dd_peak_ts": 1699920000000,
        "max_dd_trough_ts": 1704240000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.10298774152133064,
        "profit_factor_d": 0.8178396369817121,
        "sharpe": -1.5499734164858272,
        "sharpe_hourly": -1.5499734164858272,
        "sortino": -2.031389986668034,
        "sortino_hourly": -2.031389986668034,
        "start_ts": 1696377600000,
        "total_return": -0.023877827976502064,
        "turnover_ann": 4.009568705068128,
        "vol_ann": 0.08924488276381091,
        "vol_ann_hourly": 0.08924488276381091,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1704240000000,
      "test_start": 1696291200000,
      "train_start": 1674518400000
    },
    {
      "leg": 2,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.003934294611938287,
        "avg_win_d": 0.004760519910946031,
        "cagr": 0.26889331470803346,
        "calmar": 9.483829465145515,
        "end_ts": 1712188800000,
        "fees_paid": 6.954515696045126,
        "final_equity": 104568.6075401712,
        "funding_net": 0.0,
        "gross_mean": 0.6922666991505314,
        "initial_equity": 98540.75528590656,
        "max_dd": 0.028352820524267797,
        "max_dd_bar": 0.028352820524267797,
        "max_dd_peak_ts": 1707955200000,
        "max_dd_trough_ts": 1708560000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.17934121084338137,
        "profit_factor_d": 1.5685262385482261,
        "sharpe": 3.264520046209789,
        "sharpe_hourly": 3.264520046209789,
        "sortino": 5.173000714397753,
        "sortino_hourly": 5.173000714397753,
        "start_ts": 1704326400000,
        "total_return": 0.061171159453521584,
        "turnover_ann": 4.088870159858757,
        "vol_ann": 0.10890880440487248,
        "vol_ann_hourly": 0.10890880440487248,
        "win_rate_d": 0.5645161290322581
      },
      "test_end": 1712188800000,
      "test_start": 1704240000000,
      "train_start": 1682467200000
    },
    {
      "leg": 3,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.004564798727664381,
        "avg_win_d": 0.003989657941946292,
        "cagr": -0.00598900279345449,
        "calmar": -0.1820351101114582,
        "end_ts": 1720137600000,
        "fees_paid": 7.193899315639428,
        "final_equity": 104412.11885070955,
        "funding_net": 0.0,
        "gross_mean": 0.6944411852319284,
        "initial_equity": 104568.6075401712,
        "max_dd": 0.03290026187688455,
        "max_dd_bar": 0.03290026187688455,
        "max_dd_peak_ts": 1713312000000,
        "max_dd_trough_ts": 1716163200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.19246399139358278,
        "profit_factor_d": 0.9945576705490815,
        "sharpe": -0.04400481178315496,
        "sharpe_hourly": -0.04400481178315496,
        "sortino": -0.05936460912529401,
        "sortino_hourly": -0.05936460912529401,
        "start_ts": 1712275200000,
        "total_return": -0.001496516910216461,
        "turnover_ann": 3.985798554646226,
        "vol_ann": 0.0963841155636504,
        "vol_ann_hourly": 0.0963841155636504,
        "win_rate_d": 0.532258064516129
      },
      "test_end": 1720051200000,
      "test_start": 1712188800000,
      "train_start": 1690416000000
    },
    {
      "leg": 4,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.00424059344949509,
        "avg_win_d": 0.0032204908950001533,
        "cagr": -0.04123178499787172,
        "calmar": -0.9731583302700046,
        "end_ts": 1727913600000,
        "fees_paid": 7.164064516298822,
        "final_equity": 103369.45809790955,
        "funding_net": 0.0,
        "gross_mean": 0.6699135004563942,
        "initial_equity": 104412.11885070955,
        "max_dd": 0.0423690407977414,
        "max_dd_bar": 0.0423690407977414,
        "max_dd_peak_ts": 1720656000000,
        "max_dd_trough_ts": 1725840000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.15319269382483378,
        "profit_factor_d": 0.9221813251754936,
        "sharpe": -0.5577236023184369,
        "sharpe_hourly": -0.5577236023184369,
        "sortino": -0.752701127163987,
        "sortino_hourly": -0.752701127163987,
        "start_ts": 1720396800000,
        "total_return": -0.00998601277588107,
        "turnover_ann": 3.975217486963017,
        "vol_ann": 0.09753279086596066,
        "vol_ann_hourly": 0.09753279086596066,
        "win_rate_d": 0.5483870967741935
      },
      "test_end": 1727913600000,
      "test_start": 1720137600000,
      "train_start": 1698364800000
    },
    {
      "leg": 5,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.003245863312935107,
        "avg_win_d": 0.0028310676788146695,
        "cagr": 0.044776561772447154,
        "calmar": 1.453357123628683,
        "end_ts": 1735862400000,
        "fees_paid": 7.146898412738128,
        "final_equity": 104504.51765763681,
        "funding_net": 0.0,
        "gross_mean": 0.7119820464892945,
        "initial_equity": 103369.45809790955,
        "max_dd": 0.03080905652469701,
        "max_dd_bar": 0.03080905652469701,
        "max_dd_peak_ts": 1732060800000,
        "max_dd_trough_ts": 1733875200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.06339872865228992,
        "profit_factor_d": 1.1306398923166792,
        "sharpe": 0.8492248074205878,
        "sharpe_hourly": 0.8492248074205878,
        "sortino": 1.1675032081659023,
        "sortino_hourly": 1.1675032081659023,
        "start_ts": 1728000000000,
        "total_return": 0.010980608591873997,
        "turnover_ann": 4.005693211807524,
        "vol_ann": 0.07936852472768892,
        "vol_ann_hourly": 0.07936852472768892,
        "win_rate_d": 0.5645161290322581
      },
      "test_end": 1735862400000,
      "test_start": 1727913600000,
      "train_start": 1706140800000
    },
    {
      "leg": 6,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.006091576780346386,
        "avg_win_d": 0.004793727928283267,
        "cagr": -0.11599655282577992,
        "calmar": -1.592127892200001,
        "end_ts": 1743984000000,
        "fees_paid": 7.438958248320202,
        "final_equity": 101341.01042057398,
        "funding_net": 0.0,
        "gross_mean": 0.6885810265063367,
        "initial_equity": 104504.51765763681,
        "max_dd": 0.07285630343771943,
        "max_dd_bar": 0.07285630343771943,
        "max_dd_peak_ts": 1739232000000,
        "max_dd_trough_ts": 1741651200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.0887310728045241,
        "profit_factor_d": 0.8394066059655018,
        "sharpe": -1.3451931344997212,
        "sharpe_hourly": -1.3451931344997212,
        "sortino": -1.6764491058016997,
        "sortino_hourly": -1.6764491058016997,
        "start_ts": 1736121600000,
        "total_return": -0.0302714878549718,
        "turnover_ann": 4.124101744625961,
        "vol_ann": 0.1284384887449539,
        "vol_ann_hourly": 0.1284384887449539,
        "win_rate_d": 0.5161290322580645
      },
      "test_end": 1743811200000,
      "test_start": 1735862400000,
      "train_start": 1714089600000
    },
    {
      "leg": 7,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.004349009302551456,
        "avg_win_d": 0.003759559326976235,
        "cagr": 0.08891725663991767,
        "calmar": 3.246889480025163,
        "end_ts": 1752019200000,
        "fees_paid": 7.438419611333345,
        "final_equity": 103540.43067108496,
        "funding_net": 0.0,
        "gross_mean": 0.849931729296278,
        "initial_equity": 101341.01042057398,
        "max_dd": 0.027385365959308405,
        "max_dd_bar": 0.027385365959308405,
        "max_dd_peak_ts": 1748908800000,
        "max_dd_trough_ts": 1749600000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.026912498130820625,
        "profit_factor_d": 1.1969493099156152,
        "sharpe": 1.3452834705440904,
        "sharpe_hourly": 1.3452834705440904,
        "sortino": 1.8292781225226533,
        "sortino_hourly": 1.8292781225226533,
        "start_ts": 1744070400000,
        "total_return": 0.021703160856431092,
        "turnover_ann": 4.252533649098085,
        "vol_ann": 0.09745531216227239,
        "vol_ann_hourly": 0.09745531216227239,
        "win_rate_d": 0.5806451612903226
      },
      "test_end": 1752019200000,
      "test_start": 1743984000000,
      "train_start": 1722211200000
    },
    {
      "leg": 8,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.003319111639510375,
        "avg_win_d": 0.004302482619011443,
        "cagr": 0.16539039851879633,
        "calmar": 6.225944833945795,
        "end_ts": 1759795200000,
        "fees_paid": 7.274395682662014,
        "final_equity": 107477.62737035872,
        "funding_net": 0.0,
        "gross_mean": 0.7037132626233301,
        "initial_equity": 103540.43067108496,
        "max_dd": 0.026564706711989516,
        "max_dd_bar": 0.026564706711989516,
        "max_dd_peak_ts": 1758672000000,
        "max_dd_trough_ts": 1759363200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.06802888580095433,
        "profit_factor_d": 1.3826937120708622,
        "sharpe": 2.3288557488646773,
        "sharpe_hourly": 2.3288557488646773,
        "sortino": 3.803411979574375,
        "sortino_hourly": 3.803411979574375,
        "start_ts": 1752105600000,
        "total_return": 0.03802569367111275,
        "turnover_ann": 4.070420419059965,
        "vol_ann": 0.09632810741578314,
        "vol_ann_hourly": 0.09632810741578314,
        "win_rate_d": 0.5161290322580645
      },
      "test_end": 1759795200000,
      "test_start": 1752019200000,
      "train_start": 1730246400000
    },
    {
      "leg": 9,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.004692574806125909,
        "avg_win_d": 0.004991261286557486,
        "cagr": -0.14947736530292555,
        "calmar": -2.6885846823813515,
        "end_ts": 1767744000000,
        "fees_paid": 7.529868784913483,
        "final_equity": 103225.66750154487,
        "funding_net": 0.0,
        "gross_mean": 0.6338870387317779,
        "initial_equity": 107477.62737035872,
        "max_dd": 0.0555970456435575,
        "max_dd_bar": 0.0555970456435575,
        "max_dd_peak_ts": 1760400000000,
        "max_dd_trough_ts": 1767744000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.19567402513423574,
        "profit_factor_d": 0.768192296767101,
        "sharpe": -1.928155936928468,
        "sharpe_hourly": -1.928155936928468,
        "sortino": -2.7198253260166183,
        "sortino_hourly": -2.7198253260166183,
        "start_ts": 1759881600000,
        "total_return": -0.03956134846708104,
        "turnover_ann": 4.058262140311361,
        "vol_ann": 0.11956404252436098,
        "vol_ann_hourly": 0.11956404252436098,
        "win_rate_d": 0.41935483870967744
      },
      "test_end": 1767744000000,
      "test_start": 1759795200000,
      "train_start": 1738022400000
    },
    {
      "leg": 10,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 62,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.0067216893879024275,
        "avg_win_d": 0.005774217680566768,
        "cagr": 0.38456021971637244,
        "calmar": 15.91275085907897,
        "end_ts": 1775692800000,
        "fees_paid": 7.0818911211816635,
        "final_equity": 111948.65324887181,
        "funding_net": 0.0,
        "gross_mean": 0.6073637230198969,
        "initial_equity": 103225.66750154487,
        "max_dd": 0.02416679699958746,
        "max_dd_bar": 0.02416679699958746,
        "max_dd_peak_ts": 1774483200000,
        "max_dd_trough_ts": 1774915200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.15228004203394022,
        "profit_factor_d": 1.561895677584512,
        "sharpe": 3.2324749874770298,
        "sharpe_hourly": 3.2324749874770298,
        "sortino": 4.820775247706853,
        "sortino_hourly": 4.820775247706853,
        "start_ts": 1767830400000,
        "total_return": 0.08450403817632268,
        "turnover_ann": 3.9747869989960196,
        "vol_ann": 0.15132922700005402,
        "vol_ann_hourly": 0.15132922700005402,
        "win_rate_d": 0.6451612903225806
      },
      "test_end": 1775692800000,
      "test_start": 1767744000000,
      "train_start": 1745971200000
    },
    {
      "leg": 11,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 35,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 1,
        "n_rebalances": 1
      },
      "summary": {
        "avg_loss_d": -0.008002763110814767,
        "avg_win_d": 0.008267860254313726,
        "cagr": 0.7052683418518626,
        "calmar": 20.506617195156505,
        "end_ts": 1780272000000,
        "fees_paid": 7.715606728412131,
        "final_equity": 120792.89756545938,
        "funding_net": 0.0,
        "gross_mean": 0.7101354409539107,
        "initial_equity": 111948.65324887181,
        "max_dd": 0.03439223227995114,
        "max_dd_bar": 0.03439223227995114,
        "max_dd_peak_ts": 1778716800000,
        "max_dd_trough_ts": 1779148800000,
        "n_days": 36,
        "n_periods": 35,
        "net_mean": -0.18169495336993693,
        "profit_factor_d": 1.7483665720895798,
        "sharpe": 4.201535056006378,
        "sharpe_hourly": 4.201535056006378,
        "sortino": 7.011746278942067,
        "sortino_hourly": 7.011746278942067,
        "start_ts": 1775779200000,
        "total_return": 0.07900268614152983,
        "turnover_ann": 6.987817812852736,
        "vol_ann": 0.19324778411777302,
        "vol_ann_hourly": 0.19324778411777302,
        "win_rate_d": 0.6285714285714286
      },
      "test_end": 1780099200000,
      "test_start": 1775692800000,
      "train_start": 1753920000000
    }
  ],
  "summary": {
    "avg_loss_d": -0.004498218612965643,
    "avg_win_d": 0.00435553632576521,
    "cagr": 0.06714510968742582,
    "calmar": 0.9216101630083967,
    "end_ts": 1780272000000,
    "fees_paid": 86.69600125027296,
    "final_equity": 120792.89756545938,
    "funding_net": 0.0,
    "gross_mean": 0.6980157336748981,
    "initial_equity": 100000.0,
    "max_dd": 0.07285630343771943,
    "max_dd_bar": 0.07285630343771943,
    "max_dd_peak_ts": 1739232000000,
    "max_dd_trough_ts": 1741651200000,
    "n_days": 729,
    "n_periods": 728,
    "net_mean": -0.11809071843161266,
    "profit_factor_d": 1.1355286783653293,
    "sharpe": 0.9096056399136238,
    "sharpe_hourly": 0.9096056399136238,
    "sortino": 1.3038684004949788,
    "sortino_hourly": 1.3038684004949788,
    "start_ts": 1688601600000,
    "total_return": 0.2079289756545939,
    "turnover_ann": 4.188003842781242,
    "vol_ann": 0.11089042349254248,
    "vol_ann_hourly": 0.11089042349254248,
    "win_rate_d": 0.5315934065934066
  },
  "validation": {
    "clears_dsr_gate": false,
    "dsr": 0.3374887181374555,
    "expected_max_sr": 0.06321740532812249,
    "n_obs": 728,
    "n_trials": 22,
    "n_trials_used": 22,
    "psr": 0.8995949886976564,
    "sr_ann": 0.9096056399136238,
    "sr_trials_variance": 0.001059306303602484
  }
}
