{
  "config": {
    "allocator": "rank_long",
    "alpha_names": [
      "carry_fund_21"
    ],
    "embargo_bars": 168,
    "end": 1780272000000,
    "initial_cash": 100000.0,
    "instrument_ids": [
      "BINANCE:PERP:1000PEPEUSDT",
      "BINANCE:PERP:1000SHIBUSDT",
      "BINANCE:PERP:AAVEUSDT",
      "BINANCE:PERP:ADAUSDT",
      "BINANCE:PERP:APEUSDT",
      "BINANCE:PERP:APTUSDT",
      "BINANCE:PERP:ARBUSDT",
      "BINANCE:PERP:ATOMUSDT",
      "BINANCE:PERP:AVAXUSDT",
      "BINANCE:PERP:AXSUSDT",
      "BINANCE:PERP:BCHUSDT",
      "BINANCE:PERP:BLZUSDT",
      "BINANCE:PERP:BNBUSDT",
      "BINANCE:PERP:BTCUSDT",
      "BINANCE:PERP:CHZUSDT",
      "BINANCE:PERP:COMPUSDT",
      "BINANCE:PERP:CRVUSDT",
      "BINANCE:PERP:DOGEUSDT",
      "BINANCE:PERP:DOTUSDT",
      "BINANCE:PERP:EOSUSDT",
      "BINANCE:PERP:ETCUSDT",
      "BINANCE:PERP:ETHUSDT",
      "BINANCE:PERP:FILUSDT",
      "BINANCE:PERP:FTMUSDT",
      "BINANCE:PERP:GALAUSDT",
      "BINANCE:PERP:ICPUSDT",
      "BINANCE:PERP:INJUSDT",
      "BINANCE:PERP:LDOUSDT",
      "BINANCE:PERP:LINAUSDT",
      "BINANCE:PERP:LINKUSDT",
      "BINANCE:PERP:LRCUSDT",
      "BINANCE:PERP:LTCUSDT",
      "BINANCE:PERP:LUNAUSDT",
      "BINANCE:PERP:MANAUSDT",
      "BINANCE:PERP:MATICUSDT",
      "BINANCE:PERP:MKRUSDT",
      "BINANCE:PERP:NEARUSDT",
      "BINANCE:PERP:OCEANUSDT",
      "BINANCE:PERP:OPUSDT",
      "BINANCE:PERP:REEFUSDT",
      "BINANCE:PERP:RNDRUSDT",
      "BINANCE:PERP:RUNEUSDT",
      "BINANCE:PERP:SANDUSDT",
      "BINANCE:PERP:SEIUSDT",
      "BINANCE:PERP:SOLUSDT",
      "BINANCE:PERP:SUIUSDT",
      "BINANCE:PERP:SUSHIUSDT",
      "BINANCE:PERP:SXPUSDT",
      "BINANCE:PERP:THETAUSDT",
      "BINANCE:PERP:TIAUSDT",
      "BINANCE:PERP:TOMOUSDT",
      "BINANCE:PERP:TRXUSDT",
      "BINANCE:PERP:UNIUSDT",
      "BINANCE:PERP:VETUSDT",
      "BINANCE:PERP:WAVESUSDT",
      "BINANCE:PERP:WLDUSDT",
      "BINANCE:PERP:XLMUSDT",
      "BINANCE:PERP:XRPUSDT"
    ],
    "n_legs": 25,
    "no_trade_band": 0.001,
    "purge_bars": 72,
    "rebalance_bars": 24,
    "risk_counters": {
      "bars_half_gross": 17246,
      "bars_halted_flat": 672,
      "hold_between_rebalance": 19029,
      "hold_cov_cold_start": 0,
      "hold_degenerate_xsection": 0,
      "hold_stale_signal": 0,
      "n_auto_rearms": 2,
      "n_fallback_used": 1548,
      "n_rebalances": 1548
    },
    "start": 1622505600000,
    "test_bars": 1512,
    "train_bars": 6048
  },
  "legs": [
    {
      "leg": 0,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1449,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.006152814685395077,
        "avg_win_d": 0.005020319089002842,
        "cagr": -0.1850077235637998,
        "calmar": -3.278531058323544,
        "end_ts": 1649721600000,
        "fees_paid": 29.548168318194396,
        "final_equity": 96532.8196474612,
        "funding_net": -80.10756437542783,
        "gross_mean": 0.18557284227222473,
        "initial_equity": 100000.0,
        "max_dd": 0.05643006586565702,
        "max_dd_bar": 0.05842729511529532,
        "max_dd_peak_ts": 1648944000000,
        "max_dd_trough_ts": 1649721600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.18557284227222473,
        "profit_factor_d": 0.8422592148547202,
        "sharpe": -1.225134002543019,
        "sharpe_hourly": -1.3753477581910603,
        "sortino": -1.5549759379758195,
        "sortino_hourly": -1.8296838669108813,
        "start_ts": 1644282000000,
        "total_return": -0.0346718035253879,
        "turnover_ann": 3.4569860280617792,
        "vol_ann": 0.14228143884665265,
        "vol_ann_hourly": 0.14146850819676807,
        "win_rate_d": 0.5079365079365079
      },
      "test_end": 1649721600000,
      "test_start": 1644278400000,
      "train_start": 1622505600000
    },
    {
      "leg": 1,
      "risk_counters": {
        "bars_half_gross": 887,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 598,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.004958059125292501,
        "avg_win_d": 0.002928748109835924,
        "cagr": -0.4215428624167167,
        "calmar": -3.9634242559665496,
        "end_ts": 1655164800000,
        "fees_paid": 35.71607445494341,
        "final_equity": 87835.38006765141,
        "funding_net": 94.12270587674024,
        "gross_mean": 0.12808090884419432,
        "initial_equity": 96532.8196474612,
        "max_dd": 0.10635824862355447,
        "max_dd_bar": 0.11148417654559495,
        "max_dd_peak_ts": 1650326400000,
        "max_dd_trough_ts": 1655078400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.12808090884419432,
        "profit_factor_d": 0.44302841633566775,
        "sharpe": -4.881887323010073,
        "sharpe_hourly": -4.00133828051969,
        "sortino": -5.596226392655762,
        "sortino_hourly": -5.479719921920235,
        "start_ts": 1649725200000,
        "total_return": -0.09009826514519037,
        "turnover_ann": 4.4104761750791415,
        "vol_ann": 0.11798092698562548,
        "vol_ann_hourly": 0.13453864542757926,
        "win_rate_d": 0.42857142857142855
      },
      "test_end": 1655164800000,
      "test_start": 1649721600000,
      "train_start": 1627948800000
    },
    {
      "leg": 2,
      "risk_counters": {
        "bars_half_gross": 1512,
        "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": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0018941693595691431,
        "avg_win_d": 0.0023927773809526275,
        "cagr": 0.2313241251875069,
        "calmar": 23.61646632415298,
        "end_ts": 1660608000000,
        "fees_paid": 9.53986821888298,
        "final_equity": 91045.33332515,
        "funding_net": 55.465684942816765,
        "gross_mean": 0.07156480881885721,
        "initial_equity": 87835.38006765141,
        "max_dd": 0.009795035464341573,
        "max_dd_bar": 0.014510363855008146,
        "max_dd_peak_ts": 1656115200000,
        "max_dd_trough_ts": 1656547200000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.07156480881885721,
        "profit_factor_d": 1.6843107640574797,
        "sharpe": 3.6636315701126136,
        "sharpe_hourly": 3.1807866376541782,
        "sortino": 6.227890950746337,
        "sortino_hourly": 4.71483550756026,
        "start_ts": 1655168400000,
        "total_return": 0.036545105799351774,
        "turnover_ann": 1.2435292429661273,
        "vol_ann": 0.05534475444846253,
        "vol_ann_hourly": 0.06610814017475805,
        "win_rate_d": 0.5714285714285714
      },
      "test_end": 1660608000000,
      "test_start": 1655164800000,
      "train_start": 1633392000000
    },
    {
      "leg": 3,
      "risk_counters": {
        "bars_half_gross": 1512,
        "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": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0023799746081285995,
        "avg_win_d": 0.0017720207624077565,
        "cagr": -0.12072560962220535,
        "calmar": -4.76460826628351,
        "end_ts": 1666051200000,
        "fees_paid": 12.133512173692623,
        "final_equity": 89047.1022364444,
        "funding_net": 74.78540211118853,
        "gross_mean": 0.09634195494306216,
        "initial_equity": 91045.33332515,
        "max_dd": 0.025337992732060166,
        "max_dd_bar": 0.03184807795156264,
        "max_dd_peak_ts": 1660608000000,
        "max_dd_trough_ts": 1665705600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.09634195494306216,
        "profit_factor_d": 0.7212871547954587,
        "sharpe": -2.1642793864925784,
        "sharpe_hourly": -2.0543108460596176,
        "sortino": -2.6847281654951933,
        "sortino_hourly": -2.618062706028584,
        "start_ts": 1660611600000,
        "total_return": -0.021947649766620225,
        "turnover_ann": 1.5616719094690847,
        "vol_ann": 0.05682223064565825,
        "vol_ann_hourly": 0.061701367632468335,
        "win_rate_d": 0.49206349206349204
      },
      "test_end": 1666051200000,
      "test_start": 1660608000000,
      "train_start": 1638835200000
    },
    {
      "leg": 4,
      "risk_counters": {
        "bars_half_gross": 1506,
        "bars_halted_flat": 6,
        "hold_between_rebalance": 0,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.003570745951443587,
        "avg_win_d": 0.003246457387212498,
        "cagr": -0.12931026296963755,
        "calmar": -2.376179393376509,
        "end_ts": 1671494400000,
        "fees_paid": 27.068645944659806,
        "final_equity": 86945.46182022912,
        "funding_net": 143.22251884439908,
        "gross_mean": 0.10469487459239056,
        "initial_equity": 89047.1022364444,
        "max_dd": 0.05441940256282163,
        "max_dd_bar": 0.055891615451574395,
        "max_dd_peak_ts": 1667606400000,
        "max_dd_trough_ts": 1671494400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.10469487459239056,
        "profit_factor_d": 0.826528948740456,
        "sharpe": -1.100484433715059,
        "sharpe_hourly": -1.5337673396834566,
        "sortino": -1.4435409071572562,
        "sortino_hourly": -2.0477558022007214,
        "start_ts": 1666054800000,
        "total_return": -0.023601446464084352,
        "turnover_ann": 3.53145774453597,
        "vol_ann": 0.10761388588896918,
        "vol_ann_hourly": 0.08776910925171108,
        "win_rate_d": 0.47619047619047616
      },
      "test_end": 1671494400000,
      "test_start": 1666051200000,
      "train_start": 1644278400000
    },
    {
      "leg": 5,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 330,
        "hold_between_rebalance": 1132,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 1,
        "n_fallback_used": 50,
        "n_rebalances": 50
      },
      "summary": {
        "avg_loss_d": -0.0062456646164324656,
        "avg_win_d": 0.0074219537565823855,
        "cagr": 1.494992229834741,
        "calmar": 55.752375076464084,
        "end_ts": 1676937600000,
        "fees_paid": 40.41389887280043,
        "final_equity": 101797.43201138527,
        "funding_net": -155.51391661630586,
        "gross_mean": 0.20624716644342914,
        "initial_equity": 86945.46182022912,
        "max_dd": 0.026814861748658547,
        "max_dd_bar": 0.03193712019152273,
        "max_dd_peak_ts": 1675468800000,
        "max_dd_trough_ts": 1676246400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.20624716644342914,
        "profit_factor_d": 2.5994869785047356,
        "sharpe": 6.125667783748561,
        "sharpe_hourly": 5.892318408203167,
        "sortino": 11.201521649731582,
        "sortino_hourly": 8.28759016056274,
        "start_ts": 1671498000000,
        "total_return": 0.17081938355637827,
        "turnover_ann": 5.049701527308331,
        "vol_ann": 0.1511743904552051,
        "vol_ann_hourly": 0.15727340023587427,
        "win_rate_d": 0.5555555555555556
      },
      "test_end": 1676937600000,
      "test_start": 1671494400000,
      "train_start": 1649721600000
    },
    {
      "leg": 6,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1449,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.005833730847669694,
        "avg_win_d": 0.005358498192682988,
        "cagr": -0.16283496256936092,
        "calmar": -2.998087771463197,
        "end_ts": 1682380800000,
        "fees_paid": 34.45515402722811,
        "final_equity": 98723.97089639645,
        "funding_net": -95.90865090383899,
        "gross_mean": 0.20950322035492702,
        "initial_equity": 101797.43201138527,
        "max_dd": 0.05431294044133017,
        "max_dd_bar": 0.06827145442439209,
        "max_dd_peak_ts": 1676937600000,
        "max_dd_trough_ts": 1678492800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.20950322035492702,
        "profit_factor_d": 0.8898328119191902,
        "sharpe": -0.8742140135139875,
        "sharpe_hourly": -1.1680578623239535,
        "sortino": -1.216173204428221,
        "sortino_hourly": -1.538543223278411,
        "start_ts": 1676941200000,
        "total_return": -0.03019193170457457,
        "turnover_ann": 3.9870780107547574,
        "vol_ann": 0.13629602251205244,
        "vol_ann_hourly": 0.1433574316066993,
        "win_rate_d": 0.49206349206349204
      },
      "test_end": 1682380800000,
      "test_start": 1676937600000,
      "train_start": 1655164800000
    },
    {
      "leg": 7,
      "risk_counters": {
        "bars_half_gross": 404,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1061,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.006881933276999213,
        "avg_win_d": 0.004167800360070785,
        "cagr": -0.3589868297131651,
        "calmar": -3.6775825454398814,
        "end_ts": 1687824000000,
        "fees_paid": 50.343423965832955,
        "final_equity": 91434.34736843847,
        "funding_net": -139.45920178674146,
        "gross_mean": 0.24383871000465623,
        "initial_equity": 98723.97089639645,
        "max_dd": 0.09761489382700617,
        "max_dd_bar": 0.10991983645037373,
        "max_dd_peak_ts": 1682726400000,
        "max_dd_trough_ts": 1686700800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.24383871000465623,
        "profit_factor_d": 0.6251507185277795,
        "sharpe": -2.768087652052041,
        "sharpe_hourly": -2.848270304423062,
        "sortino": -3.052992081073664,
        "sortino_hourly": -3.307587002234847,
        "start_ts": 1682384400000,
        "total_return": -0.07383843520240807,
        "turnover_ann": 6.091871036386788,
        "vol_ann": 0.16737913193173237,
        "vol_ann_hourly": 0.15203909436437946,
        "win_rate_d": 0.5079365079365079
      },
      "test_end": 1687824000000,
      "test_start": 1682380800000,
      "train_start": 1660608000000
    },
    {
      "leg": 8,
      "risk_counters": {
        "bars_half_gross": 1512,
        "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": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0023816749011791242,
        "avg_win_d": 0.0015613440909523907,
        "cagr": -0.12372929967608592,
        "calmar": -3.2073456592251013,
        "end_ts": 1693267200000,
        "fees_paid": 26.235918156750344,
        "final_equity": 89374.80953655408,
        "funding_net": -35.86499173827693,
        "gross_mean": 0.13144262487782057,
        "initial_equity": 91434.34736843847,
        "max_dd": 0.03857685227041574,
        "max_dd_bar": 0.04521493872777416,
        "max_dd_peak_ts": 1689206400000,
        "max_dd_trough_ts": 1692921600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.13144262487782057,
        "profit_factor_d": 0.6767128580698739,
        "sharpe": -2.2778426144016226,
        "sharpe_hourly": -1.8460114907167848,
        "sortino": -3.0405706756691466,
        "sortino_hourly": -2.330138738379015,
        "start_ts": 1687827600000,
        "total_return": -0.022524772048575947,
        "turnover_ann": 3.319387252144392,
        "vol_ann": 0.06071013617687323,
        "vol_ann_hourly": 0.07021125067550599,
        "win_rate_d": 0.5079365079365079
      },
      "test_end": 1693267200000,
      "test_start": 1687824000000,
      "train_start": 1666051200000
    },
    {
      "leg": 9,
      "risk_counters": {
        "bars_half_gross": 1512,
        "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": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.002381654511392284,
        "avg_win_d": 0.003014484922301105,
        "cagr": 0.27035550411264797,
        "calmar": 10.98837013708365,
        "end_ts": 1698710400000,
        "fees_paid": 34.64029606725654,
        "final_equity": 93141.03351042792,
        "funding_net": -15.75757281526198,
        "gross_mean": 0.17274777813247955,
        "initial_equity": 89374.80953655408,
        "max_dd": 0.024603785706148518,
        "max_dd_bar": 0.02628270929295673,
        "max_dd_peak_ts": 1696118400000,
        "max_dd_trough_ts": 1697068800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.17274777813247955,
        "profit_factor_d": 1.4839363497529836,
        "sharpe": 2.5697006630041566,
        "sharpe_hourly": 3.0387715192123714,
        "sortino": 4.556207719679971,
        "sortino_hourly": 4.671698345128078,
        "start_ts": 1693270800000,
        "total_return": 0.04213965874057024,
        "turnover_ann": 4.468365970278266,
        "vol_ann": 0.07535894026899609,
        "vol_ann_hourly": 0.07979486460316666,
        "win_rate_d": 0.5396825396825397
      },
      "test_end": 1698710400000,
      "test_start": 1693267200000,
      "train_start": 1671494400000
    },
    {
      "leg": 10,
      "risk_counters": {
        "bars_half_gross": 218,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1241,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.004589124115739732,
        "avg_win_d": 0.005216128925589742,
        "cagr": 0.7862319580389423,
        "calmar": 35.70482317043529,
        "end_ts": 1704153600000,
        "fees_paid": 44.644231563639934,
        "final_equity": 102943.15080161447,
        "funding_net": -746.8778923283216,
        "gross_mean": 0.22679419621873387,
        "initial_equity": 93141.03351042792,
        "max_dd": 0.022020329138332406,
        "max_dd_bar": 0.026236126707384844,
        "max_dd_peak_ts": 1700006400000,
        "max_dd_trough_ts": 1700524800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.22679419621873387,
        "profit_factor_d": 1.9767450906654696,
        "sharpe": 5.068390320262372,
        "sharpe_hourly": 4.093028906960258,
        "sortino": 8.635762366013234,
        "sortino_hourly": 5.503025148894232,
        "start_ts": 1698714000000,
        "total_return": 0.10523951605163484,
        "turnover_ann": 5.335058668043555,
        "vol_ann": 0.11784770757708579,
        "vol_ann_hourly": 0.1442792375932505,
        "win_rate_d": 0.6349206349206349
      },
      "test_end": 1704153600000,
      "test_start": 1698710400000,
      "train_start": 1676937600000
    },
    {
      "leg": 11,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1449,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.004710828987058473,
        "avg_win_d": 0.005370380690038065,
        "cagr": 0.4932787369076599,
        "calmar": 15.132299576195905,
        "end_ts": 1709596800000,
        "fees_paid": 37.490405759613125,
        "final_equity": 110315.05116206718,
        "funding_net": -848.1503176734768,
        "gross_mean": 0.2364719277112745,
        "initial_equity": 102943.15080161447,
        "max_dd": 0.03259773799902954,
        "max_dd_bar": 0.045613401708866075,
        "max_dd_peak_ts": 1704931200000,
        "max_dd_trough_ts": 1705968000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.2364719277112745,
        "profit_factor_d": 1.622318460111027,
        "sharpe": 3.6142111716962773,
        "sharpe_hourly": 2.6912081115340687,
        "sortino": 5.950835726235521,
        "sortino_hourly": 3.690521200204819,
        "start_ts": 1704157200000,
        "total_return": 0.07161137290871711,
        "turnover_ann": 4.209747329176461,
        "vol_ann": 0.12218620088078609,
        "vol_ann_hourly": 0.15336713473770544,
        "win_rate_d": 0.5873015873015873
      },
      "test_end": 1709596800000,
      "test_start": 1704153600000,
      "train_start": 1682380800000
    },
    {
      "leg": 12,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1449,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.005131980869411801,
        "avg_win_d": 0.005219543228176627,
        "cagr": -0.13587542824856003,
        "calmar": -2.1940478111939345,
        "end_ts": 1715040000000,
        "fees_paid": 40.415644863292556,
        "final_equity": 107570.92817174448,
        "funding_net": -786.4542653274069,
        "gross_mean": 0.17738570246616095,
        "initial_equity": 110315.05116206718,
        "max_dd": 0.0619291100017646,
        "max_dd_bar": 0.07423693385151386,
        "max_dd_peak_ts": 1710288000000,
        "max_dd_trough_ts": 1712966400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.17738570246616095,
        "profit_factor_d": 0.9852789071046649,
        "sharpe": -0.10387340014139188,
        "sharpe_hourly": -0.797945034794621,
        "sortino": -0.14913876866893885,
        "sortino_hourly": -1.0253521373088454,
        "start_ts": 1709600400000,
        "total_return": -0.024875327178076723,
        "turnover_ann": 4.268646455928148,
        "vol_ann": 0.13484133000458304,
        "vol_ann_hourly": 0.1657628390696916,
        "win_rate_d": 0.49206349206349204
      },
      "test_end": 1715040000000,
      "test_start": 1709596800000,
      "train_start": 1687824000000
    },
    {
      "leg": 13,
      "risk_counters": {
        "bars_half_gross": 119,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1334,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.00523479361291252,
        "avg_win_d": 0.005488748234342449,
        "cagr": -0.31688724266224055,
        "calmar": -3.3867695187770055,
        "end_ts": 1720483200000,
        "fees_paid": 40.95717610812907,
        "final_equity": 100727.19581031124,
        "funding_net": -364.1058807009566,
        "gross_mean": 0.22974307319367232,
        "initial_equity": 107570.92817174448,
        "max_dd": 0.09356622613536203,
        "max_dd_bar": 0.10222695391913805,
        "max_dd_peak_ts": 1716249600000,
        "max_dd_trough_ts": 1720137600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.22974307319367232,
        "profit_factor_d": 0.6898110684474926,
        "sharpe": -2.737979466562509,
        "sharpe_hourly": -2.74650935807034,
        "sortino": -3.5637706877761826,
        "sortino_hourly": -3.623530493023361,
        "start_ts": 1715043600000,
        "total_return": -0.06362064990744287,
        "turnover_ann": 4.485531754186911,
        "vol_ann": 0.1305664468000867,
        "vol_ann_hourly": 0.13541310701068515,
        "win_rate_d": 0.3968253968253968
      },
      "test_end": 1720483200000,
      "test_start": 1715040000000,
      "train_start": 1693267200000
    },
    {
      "leg": 14,
      "risk_counters": {
        "bars_half_gross": 1512,
        "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": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0026829932756034292,
        "avg_win_d": 0.0025022273203126385,
        "cagr": 0.021359432549689972,
        "calmar": 0.6507603622119057,
        "end_ts": 1725926400000,
        "fees_paid": 17.55786195028137,
        "final_equity": 101095.06318287471,
        "funding_net": -23.05405401143967,
        "gross_mean": 0.09457552297708403,
        "initial_equity": 100727.19581031124,
        "max_dd": 0.03282227036245755,
        "max_dd_bar": 0.04432168940259107,
        "max_dd_peak_ts": 1721520000000,
        "max_dd_trough_ts": 1722816000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.09457552297708403,
        "profit_factor_d": 1.0258877938204491,
        "sharpe": 0.18859867058658683,
        "sharpe_hourly": 0.3414172274475688,
        "sortino": 0.2841774376411088,
        "sortino_hourly": 0.48054558630104893,
        "start_ts": 1720486800000,
        "total_return": 0.003652115693325131,
        "turnover_ann": 2.014227403825844,
        "vol_ann": 0.06401025655726231,
        "vol_ann_hourly": 0.06883676792613215,
        "win_rate_d": 0.5238095238095238
      },
      "test_end": 1725926400000,
      "test_start": 1720483200000,
      "train_start": 1698710400000
    },
    {
      "leg": 15,
      "risk_counters": {
        "bars_half_gross": 1445,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 65,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0024960347568936123,
        "avg_win_d": 0.0043174269934846314,
        "cagr": 0.5491052692805112,
        "calmar": 29.759115277616587,
        "end_ts": 1731369600000,
        "fees_paid": 26.271355447427414,
        "final_equity": 109022.65116031448,
        "funding_net": -78.05544710876937,
        "gross_mean": 0.12395799485359812,
        "initial_equity": 101095.06318287471,
        "max_dd": 0.018451666461116956,
        "max_dd_bar": 0.021306692838750196,
        "max_dd_peak_ts": 1729382400000,
        "max_dd_trough_ts": 1730678400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.12395799485359812,
        "profit_factor_d": 2.0279408946124224,
        "sharpe": 4.863538471305257,
        "sharpe_hourly": 5.248886579535905,
        "sortino": 11.091306863397655,
        "sortino_hourly": 7.547332400500027,
        "start_ts": 1725930000000,
        "total_return": 0.07841716230098439,
        "turnover_ann": 2.9511110913564766,
        "vol_ann": 0.08863734314332193,
        "vol_ann_hourly": 0.08405978054575039,
        "win_rate_d": 0.5396825396825397
      },
      "test_end": 1731369600000,
      "test_start": 1725926400000,
      "train_start": 1704153600000
    },
    {
      "leg": 16,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1449,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.004603956648897494,
        "avg_win_d": 0.0048194522377886205,
        "cagr": 0.17500666148242505,
        "calmar": 4.020891864155806,
        "end_ts": 1736812800000,
        "fees_paid": 35.613437592603006,
        "final_equity": 112098.00819872672,
        "funding_net": -506.10978769391085,
        "gross_mean": 0.16915436788139135,
        "initial_equity": 109022.65116031448,
        "max_dd": 0.04352433922496646,
        "max_dd_bar": 0.05371810217467665,
        "max_dd_peak_ts": 1733616000000,
        "max_dd_trough_ts": 1735603200000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.16915436788139135,
        "profit_factor_d": 1.227290504601027,
        "sharpe": 1.4867610589389773,
        "sharpe_hourly": 1.0884584790875083,
        "sortino": 2.149108083821308,
        "sortino_hourly": 1.4668488295408948,
        "start_ts": 1731373200000,
        "total_return": 0.02820842279729585,
        "turnover_ann": 3.6994144699747413,
        "vol_ann": 0.11825558307009655,
        "vol_ann_hourly": 0.15991616581140494,
        "win_rate_d": 0.5396825396825397
      },
      "test_end": 1736812800000,
      "test_start": 1731369600000,
      "train_start": 1709596800000
    },
    {
      "leg": 17,
      "risk_counters": {
        "bars_half_gross": 199,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1258,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.004804978078871947,
        "avg_win_d": 0.005147915347156501,
        "cagr": -0.29070958738049235,
        "calmar": -3.285038712974041,
        "end_ts": 1742256000000,
        "fees_paid": 32.20891722992873,
        "final_equity": 105649.33172914915,
        "funding_net": -65.49405847403814,
        "gross_mean": 0.1497297199434432,
        "initial_equity": 112098.00819872672,
        "max_dd": 0.08849502632415085,
        "max_dd_bar": 0.0925111667392906,
        "max_dd_peak_ts": 1737072000000,
        "max_dd_trough_ts": 1741564800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.1497297199434432,
        "profit_factor_d": 0.6593053816150174,
        "sharpe": -2.856140631874368,
        "sharpe_hourly": -2.183995714965477,
        "sortino": -3.497979284047514,
        "sortino_hourly": -2.897375977315608,
        "start_ts": 1736816400000,
        "total_return": -0.05752712803019111,
        "turnover_ann": 3.391467610757115,
        "vol_ann": 0.12950723123936683,
        "vol_ann_hourly": 0.15198146469522053,
        "win_rate_d": 0.38095238095238093
      },
      "test_end": 1742256000000,
      "test_start": 1736812800000,
      "train_start": 1715040000000
    },
    {
      "leg": 18,
      "risk_counters": {
        "bars_half_gross": 1258,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 244,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0029301738452875664,
        "avg_win_d": 0.003065169494843126,
        "cagr": 0.14378860240540758,
        "calmar": 5.7191199315303045,
        "end_ts": 1747699200000,
        "fees_paid": 25.058085480379546,
        "final_equity": 108126.14829063095,
        "funding_net": -37.937078791285614,
        "gross_mean": 0.11249621134280306,
        "initial_equity": 105649.33172914915,
        "max_dd": 0.02514173581370116,
        "max_dd_bar": 0.03166946746922994,
        "max_dd_peak_ts": 1747094400000,
        "max_dd_trough_ts": 1747440000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.11249621134280306,
        "profit_factor_d": 1.3075885837681038,
        "sharpe": 1.729943127949999,
        "sharpe_hourly": 1.4636750655364195,
        "sortino": 2.8398400886712936,
        "sortino_hourly": 2.035159812342769,
        "start_ts": 1742259600000,
        "total_return": 0.023443750385772066,
        "turnover_ann": 2.7124605985383012,
        "vol_ann": 0.0845166200173291,
        "vol_ann_hourly": 0.0948602206486145,
        "win_rate_d": 0.5555555555555556
      },
      "test_end": 1747699200000,
      "test_start": 1742256000000,
      "train_start": 1720483200000
    },
    {
      "leg": 19,
      "risk_counters": {
        "bars_half_gross": 981,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 509,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.003957373079579604,
        "avg_win_d": 0.0032577436096450714,
        "cagr": 0.15631353421569427,
        "calmar": 3.082070137128002,
        "end_ts": 1753142400000,
        "fees_paid": 38.99575875784635,
        "final_equity": 110869.10844692693,
        "funding_net": -120.92402720259169,
        "gross_mean": 0.15649785424630225,
        "initial_equity": 108126.14829063095,
        "max_dd": 0.05071705939870452,
        "max_dd_bar": 0.060011046431878934,
        "max_dd_peak_ts": 1747872000000,
        "max_dd_trough_ts": 1750550400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.15649785424630225,
        "profit_factor_d": 1.2512770939419589,
        "sharpe": 1.5868602716502913,
        "sharpe_hourly": 1.4565841769927934,
        "sortino": 2.2173658367041877,
        "sortino_hourly": 1.9738418816324415,
        "start_ts": 1747702800000,
        "total_return": 0.02536814822001432,
        "turnover_ann": 4.210635018967273,
        "vol_ann": 0.09076398015209193,
        "vol_ann_hourly": 0.10338026311799486,
        "win_rate_d": 0.6031746031746031
      },
      "test_end": 1753142400000,
      "test_start": 1747699200000,
      "train_start": 1725926400000
    },
    {
      "leg": 20,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1449,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0067179060354326005,
        "avg_win_d": 0.005776919935729523,
        "cagr": -0.061018384142774273,
        "calmar": -1.4213136430681792,
        "end_ts": 1758585600000,
        "fees_paid": 36.085327546428545,
        "final_equity": 109671.60903454393,
        "funding_net": -301.0905731086966,
        "gross_mean": 0.23744739468807846,
        "initial_equity": 110869.10844692693,
        "max_dd": 0.042930977578639395,
        "max_dd_bar": 0.04880739093584885,
        "max_dd_peak_ts": 1753142400000,
        "max_dd_trough_ts": 1754092800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.23744739468807846,
        "profit_factor_d": 0.9459215261103705,
        "sharpe": -0.422804105131618,
        "sharpe_hourly": -0.37361736781174776,
        "sortino": -0.5666484785381516,
        "sortino_hourly": -0.5195455243390109,
        "start_ts": 1753146000000,
        "total_return": -0.010801019591099581,
        "turnover_ann": 3.7924182296942264,
        "vol_ann": 0.14934570129026356,
        "vol_ann_hourly": 0.14167045485823707,
        "win_rate_d": 0.5238095238095238
      },
      "test_end": 1758585600000,
      "test_start": 1753142400000,
      "train_start": 1731369600000
    },
    {
      "leg": 21,
      "risk_counters": {
        "bars_half_gross": 1083,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 411,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.006483649429579496,
        "avg_win_d": 0.003826829160673548,
        "cagr": -0.3423880208193949,
        "calmar": -3.3667921221846604,
        "end_ts": 1764028800000,
        "fees_paid": 35.15742090482565,
        "final_equity": 102022.52530358001,
        "funding_net": -83.9352841779427,
        "gross_mean": 0.15300937909736426,
        "initial_equity": 109671.60903454393,
        "max_dd": 0.1016956225373441,
        "max_dd_bar": 0.10392034388180826,
        "max_dd_peak_ts": 1759708800000,
        "max_dd_trough_ts": 1763683200000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.15300937909736426,
        "profit_factor_d": 0.6492504140548381,
        "sharpe": -2.1490550967859177,
        "sharpe_hourly": -2.8972048361662854,
        "sortino": -2.3358604341024347,
        "sortino_hourly": -3.4696423620532943,
        "start_ts": 1758589200000,
        "total_return": -0.06974534064285165,
        "turnover_ann": 3.7971365550429375,
        "vol_ann": 0.18392582440788963,
        "vol_ann_hourly": 0.141201063588667,
        "win_rate_d": 0.5238095238095238
      },
      "test_end": 1764028800000,
      "test_start": 1758585600000,
      "train_start": 1736812800000
    },
    {
      "leg": 22,
      "risk_counters": {
        "bars_half_gross": 1512,
        "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": 63,
        "n_rebalances": 63
      },
      "summary": {
        "avg_loss_d": -0.0023654975059614982,
        "avg_win_d": 0.002849537794729304,
        "cagr": -0.07788627605777132,
        "calmar": -2.6717792485628005,
        "end_ts": 1769472000000,
        "fees_paid": 14.194835994542236,
        "final_equity": 100605.51648251008,
        "funding_net": -26.159182426025563,
        "gross_mean": 0.10824829245763214,
        "initial_equity": 102022.52530358001,
        "max_dd": 0.029151463804379718,
        "max_dd_bar": 0.030163788927887625,
        "max_dd_peak_ts": 1768262400000,
        "max_dd_trough_ts": 1769299200000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.10824829245763214,
        "profit_factor_d": 0.8464933506644639,
        "sharpe": -1.1429877113349798,
        "sharpe_hourly": -1.244497298475171,
        "sortino": -1.5864992243853429,
        "sortino_hourly": -1.6671077793296856,
        "start_ts": 1764032400000,
        "total_return": -0.013889176109427415,
        "turnover_ann": 1.6149394994960014,
        "vol_ann": 0.06810236039822605,
        "vol_ann_hourly": 0.06353450468043997,
        "win_rate_d": 0.4126984126984127
      },
      "test_end": 1769472000000,
      "test_start": 1764028800000,
      "train_start": 1742256000000
    },
    {
      "leg": 23,
      "risk_counters": {
        "bars_half_gross": 74,
        "bars_halted_flat": 336,
        "hold_between_rebalance": 1056,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 1,
        "n_fallback_used": 50,
        "n_rebalances": 50
      },
      "summary": {
        "avg_loss_d": -0.005424782057577632,
        "avg_win_d": 0.005857243513751001,
        "cagr": -0.05983733908677491,
        "calmar": -1.5316913269403842,
        "end_ts": 1774915200000,
        "fees_paid": 39.232794855727846,
        "final_equity": 99540.45422110033,
        "funding_net": 214.28058869518617,
        "gross_mean": 0.16183915945112662,
        "initial_equity": 100605.51648251008,
        "max_dd": 0.03906618653139626,
        "max_dd_bar": 0.03906618653139626,
        "max_dd_peak_ts": 1773619200000,
        "max_dd_trough_ts": 1774742400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.16183915945112662,
        "profit_factor_d": 0.9197611408123624,
        "sharpe": -0.5459319289599979,
        "sharpe_hourly": -0.5390132881229366,
        "sortino": -0.8633295078879429,
        "sortino_hourly": -0.7579862692895456,
        "start_ts": 1769475600000,
        "total_return": -0.010586519493639424,
        "turnover_ann": 4.540865484215826,
        "vol_ann": 0.12472244748679502,
        "vol_ann_hourly": 0.10437258105950147,
        "win_rate_d": 0.36507936507936506
      },
      "test_end": 1774915200000,
      "test_start": 1769472000000,
      "train_start": 1747699200000
    },
    {
      "leg": 24,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1426,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 62,
        "n_rebalances": 62
      },
      "summary": {
        "avg_loss_d": -0.005005735948632241,
        "avg_win_d": 0.006117690834624882,
        "cagr": 0.07481814751440008,
        "calmar": 1.4916710738705397,
        "end_ts": 1780272000000,
        "fees_paid": 39.258203066954536,
        "final_equity": 100767.08537697059,
        "funding_net": -12.163359369939663,
        "gross_mean": 0.3278549970760932,
        "initial_equity": 99540.45422110033,
        "max_dd": 0.050157269135925775,
        "max_dd_bar": 0.055777494229921065,
        "max_dd_peak_ts": 1778371200000,
        "max_dd_trough_ts": 1779926400000,
        "n_days": 63,
        "n_periods": 1487,
        "net_mean": 0.3278549970760932,
        "profit_factor_d": 1.073998430362476,
        "sharpe": 0.5366200550117735,
        "sharpe_hourly": 0.5572426764893913,
        "sortino": 0.8142302579958446,
        "sortino_hourly": 0.7868472261903151,
        "start_ts": 1774918800000,
        "total_return": 0.01232294111443033,
        "turnover_ann": 4.580637128869358,
        "vol_ann": 0.13410305141259737,
        "vol_ann_hourly": 0.14953030325289562,
        "win_rate_d": 0.46774193548387094
      },
      "test_end": 1780272000000,
      "test_start": 1774915200000,
      "train_start": 1753142400000
    }
  ],
  "summary": {
    "avg_loss_d": -0.004437256232018559,
    "avg_win_d": 0.004239102536017191,
    "cagr": 0.0017736494580762319,
    "calmar": 0.011431062275300809,
    "end_ts": 1780272000000,
    "fees_paid": 803.2364173218614,
    "final_equity": 100767.08537697059,
    "funding_net": -3941.246206160324,
    "gross_mean": 0.1685084549078261,
    "initial_equity": 100000.0,
    "max_dd": 0.15516051048978807,
    "max_dd_bar": 0.1580516870228641,
    "max_dd_peak_ts": 1733616000000,
    "max_dd_trough_ts": 1775088000000,
    "n_days": 1575,
    "n_periods": 37775,
    "net_mean": 0.1685084549078261,
    "profit_factor_d": 1.012511335997846,
    "sharpe": 0.08135198779394846,
    "sharpe_hourly": 0.07617838188973504,
    "sortino": 0.10978378494278071,
    "sortino_hourly": 0.10149348655596654,
    "start_ts": 1644282000000,
    "total_return": 0.007670853769705888,
    "turnover_ann": 3.70843911128321,
    "vol_ann": 0.11900247758514067,
    "vol_ann_hourly": 0.12345477296693227,
    "win_rate_d": 0.5063532401524777
  },
  "validation": {
    "clears_dsr_gate": false,
    "dsr": 0.007113960456592534,
    "expected_max_sr": 0.06619279225549356,
    "n_obs": 1574,
    "n_trials": 41,
    "n_trials_used": 41,
    "psr": 0.5669222012684497,
    "sr_ann": 0.08135198779394846,
    "sr_trials_variance": 0.0009059074847620266
  }
}
