{
  "config": {
    "allocator": "rank",
    "alpha_names": [
      "carry_fund_21",
      "carry_fund_90",
      "carry_z_252",
      "carry_mom_21_63"
    ],
    "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": 72,
    "risk_counters": {
      "bars_half_gross": 16514,
      "bars_halted_flat": 336,
      "hold_between_rebalance": 20634,
      "hold_cov_cold_start": 0,
      "hold_degenerate_xsection": 0,
      "hold_stale_signal": 0,
      "n_auto_rearms": 1,
      "n_fallback_used": 521,
      "n_rebalances": 521
    },
    "start": 1622505600000,
    "test_bars": 1512,
    "train_bars": 6048
  },
  "legs": [
    {
      "leg": 0,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.00468865124089249,
        "avg_win_d": 0.004093811560675721,
        "cagr": -0.22426282654362273,
        "calmar": -3.413450704276801,
        "end_ts": 1649721600000,
        "fees_paid": 498.8977793007694,
        "final_equity": 95714.34419860985,
        "funding_net": 423.98480520285307,
        "gross_mean": 0.5329546361239974,
        "initial_equity": 100000.0,
        "max_dd": 0.06569974081144281,
        "max_dd_bar": 0.07231999033042757,
        "max_dd_peak_ts": 1644451200000,
        "max_dd_trough_ts": 1648512000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": -0.049198679710172215,
        "profit_factor_d": 0.7447302581087222,
        "sharpe": -1.9968392681026814,
        "sharpe_hourly": -1.8703803226015117,
        "sortino": -2.4541429639274446,
        "sortino_hourly": -2.4847476769354273,
        "start_ts": 1644282000000,
        "total_return": -0.042856558013901536,
        "turnover_ann": 59.6236162053113,
        "vol_ann": 0.11806886606094248,
        "vol_ann_hourly": 0.13116823931496135,
        "win_rate_d": 0.4603174603174603
      },
      "test_end": 1649721600000,
      "test_start": 1644278400000,
      "train_start": 1622505600000
    },
    {
      "leg": 1,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0041996231107604125,
        "avg_win_d": 0.004050716476481664,
        "cagr": 0.2127890417051972,
        "calmar": 8.067349267672295,
        "end_ts": 1655164800000,
        "fees_paid": 501.65425033816393,
        "final_equity": 98953.01463727672,
        "funding_net": 1018.9899686663321,
        "gross_mean": 0.526912250274107,
        "initial_equity": 95714.34419860985,
        "max_dd": 0.026376574838267053,
        "max_dd_bar": 0.04066431700579498,
        "max_dd_peak_ts": 1652054400000,
        "max_dd_trough_ts": 1652486400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": -0.002109544888279321,
        "profit_factor_d": 1.3726186820999673,
        "sharpe": 2.2437120806563513,
        "sharpe_hourly": 1.544719016100112,
        "sortino": 3.332704122158022,
        "sortino_hourly": 2.2243114057968336,
        "start_ts": 1649725200000,
        "total_return": 0.03383683465402587,
        "turnover_ann": 59.98530561139004,
        "vol_ann": 0.10505905236802829,
        "vol_ann_hourly": 0.13039226322038727,
        "win_rate_d": 0.5873015873015873
      },
      "test_end": 1655164800000,
      "test_start": 1649721600000,
      "train_start": 1627948800000
    },
    {
      "leg": 2,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.004178516466182035,
        "avg_win_d": 0.004651708075054491,
        "cagr": 0.005723174322121993,
        "calmar": 0.1782476505583643,
        "end_ts": 1660608000000,
        "fees_paid": 608.8264211796271,
        "final_equity": 99050.46878200401,
        "funding_net": 740.0792004522502,
        "gross_mean": 0.5866822044524695,
        "initial_equity": 98953.01463727672,
        "max_dd": 0.03210799303213274,
        "max_dd_bar": 0.03829414504646955,
        "max_dd_peak_ts": 1655337600000,
        "max_dd_trough_ts": 1657756800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.03643629001525402,
        "profit_factor_d": 1.0120399325937666,
        "sharpe": 0.09525326909520429,
        "sharpe_hourly": 0.10871574985272849,
        "sortino": 0.14053890065295177,
        "sortino_hourly": 0.15229951716560397,
        "start_ts": 1655168400000,
        "total_return": 0.0009848527110014604,
        "turnover_ann": 71.37162085415491,
        "vol_ann": 0.10097934252980886,
        "vol_ann_hourly": 0.1290638327049035,
        "win_rate_d": 0.47619047619047616
      },
      "test_end": 1660608000000,
      "test_start": 1655164800000,
      "train_start": 1633392000000
    },
    {
      "leg": 3,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.003389545349011806,
        "avg_win_d": 0.005170462677454643,
        "cagr": 0.4112238370425234,
        "calmar": 22.291113314703324,
        "end_ts": 1666051200000,
        "fees_paid": 733.1995265400695,
        "final_equity": 105113.89300276093,
        "funding_net": 841.298440563686,
        "gross_mean": 0.6676857172210646,
        "initial_equity": 99050.46878200401,
        "max_dd": 0.018447882402144455,
        "max_dd_bar": 0.02757277701821559,
        "max_dd_peak_ts": 1663632000000,
        "max_dd_trough_ts": 1664323200000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.009006866521037398,
        "profit_factor_d": 1.6779562919428868,
        "sharpe": 3.8094376574243984,
        "sharpe_hourly": 3.215722452273245,
        "sortino": 7.050573894811272,
        "sortino_hourly": 4.760242008710463,
        "start_ts": 1660611600000,
        "total_return": 0.0612155025141945,
        "turnover_ann": 82.6902640018267,
        "vol_ann": 0.10484696018234711,
        "vol_ann_hourly": 0.10896322580935086,
        "win_rate_d": 0.5238095238095238
      },
      "test_end": 1666051200000,
      "test_start": 1660608000000,
      "train_start": 1638835200000
    },
    {
      "leg": 4,
      "risk_counters": {
        "bars_half_gross": 1234,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 274,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0053942646780772985,
        "avg_win_d": 0.002437142559277064,
        "cagr": -0.532938930624226,
        "calmar": -4.304524391790802,
        "end_ts": 1671494400000,
        "fees_paid": 568.6154109900347,
        "final_equity": 92178.75820110635,
        "funding_net": 1684.2738920562256,
        "gross_mean": 0.39109901555790816,
        "initial_equity": 105113.89300276093,
        "max_dd": 0.12380901630865393,
        "max_dd_bar": 0.12688826854806212,
        "max_dd_peak_ts": 1666051200000,
        "max_dd_trough_ts": 1669593600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": -0.00522093674840659,
        "profit_factor_d": 0.33885191560702377,
        "sharpe": -6.226600448963621,
        "sharpe_hourly": -7.608679710449395,
        "sortino": -6.321732126005314,
        "sortino_hourly": -9.426826655445078,
        "start_ts": 1666054800000,
        "total_return": -0.12305827928297575,
        "turnover_ann": 68.34059261909526,
        "vol_ann": 0.11946338410188259,
        "vol_ann_hourly": 0.09940225800067377,
        "win_rate_d": 0.42857142857142855
      },
      "test_end": 1671494400000,
      "test_start": 1666051200000,
      "train_start": 1644278400000
    },
    {
      "leg": 5,
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0022809218382931836,
        "avg_win_d": 0.0028667562855786855,
        "cagr": 0.2669933440119343,
        "calmar": 8.48145908396569,
        "end_ts": 1676937600000,
        "fees_paid": 440.80558631973577,
        "final_equity": 96019.23740957674,
        "funding_net": 879.7158791184288,
        "gross_mean": 0.357971772970739,
        "initial_equity": 92178.75820110635,
        "max_dd": 0.03147964770786771,
        "max_dd_bar": 0.03399858396563704,
        "max_dd_peak_ts": 1674691200000,
        "max_dd_trough_ts": 1675468800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": -0.03967958098831709,
        "profit_factor_d": 1.6757881177397893,
        "sharpe": 3.5630461899696626,
        "sharpe_hourly": 3.1604967795845478,
        "sortino": 6.037634543969741,
        "sortino_hourly": 4.49415958840795,
        "start_ts": 1671498000000,
        "total_return": 0.041663386266189706,
        "turnover_ann": 53.77967383546026,
        "vol_ann": 0.06767302366823597,
        "vol_ann_hourly": 0.07578567361254977,
        "win_rate_d": 0.5714285714285714
      },
      "test_end": 1676937600000,
      "test_start": 1671494400000,
      "train_start": 1649721600000
    },
    {
      "leg": 6,
      "risk_counters": {
        "bars_half_gross": 1230,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 278,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.002556338461045463,
        "avg_win_d": 0.0022542026288391082,
        "cagr": 0.0568970542371281,
        "calmar": 1.4427483354388781,
        "end_ts": 1682380800000,
        "fees_paid": 492.7632884746629,
        "final_equity": 96940.13421926099,
        "funding_net": 807.0654014035877,
        "gross_mean": 0.43566576387374717,
        "initial_equity": 96019.23740957674,
        "max_dd": 0.039436575901382165,
        "max_dd_bar": 0.04193650051077402,
        "max_dd_peak_ts": 1678838400000,
        "max_dd_trough_ts": 1680566400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.0015241382016407908,
        "profit_factor_d": 1.1022614293791564,
        "sharpe": 0.6926622459066601,
        "sharpe_hourly": 0.7839020393930747,
        "sortino": 0.9675986445613263,
        "sortino_hourly": 1.0878339638438863,
        "start_ts": 1676941200000,
        "total_return": 0.009590753212880498,
        "turnover_ann": 58.91030981998618,
        "vol_ann": 0.061223625344816464,
        "vol_ann_hourly": 0.07409225162133079,
        "win_rate_d": 0.5555555555555556
      },
      "test_end": 1682380800000,
      "test_start": 1676937600000,
      "train_start": 1655164800000
    },
    {
      "leg": 7,
      "risk_counters": {
        "bars_half_gross": 546,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 952,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.003650609151651696,
        "avg_win_d": 0.00271030216573653,
        "cagr": -0.11513728207888607,
        "calmar": -1.6299850171266064,
        "end_ts": 1687824000000,
        "fees_paid": 625.2527702178102,
        "final_equity": 94916.19401970839,
        "funding_net": 707.5446804624319,
        "gross_mean": 0.5977913228548768,
        "initial_equity": 96940.13421926099,
        "max_dd": 0.07063701866527217,
        "max_dd_bar": 0.07338480467131969,
        "max_dd_peak_ts": 1685404800000,
        "max_dd_trough_ts": 1687478400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.02201390651473417,
        "profit_factor_d": 0.8166670981365665,
        "sharpe": -1.4670319767018463,
        "sharpe_hourly": -1.3339336295819404,
        "sortino": -1.8552139971165353,
        "sortino_hourly": -1.8421340191528148,
        "start_ts": 1682384400000,
        "total_return": -0.020878248373112585,
        "turnover_ann": 73.40419633574055,
        "vol_ann": 0.07929389299171807,
        "vol_ann_hourly": 0.0887496275618744,
        "win_rate_d": 0.5238095238095238
      },
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.002700343541593031,
        "avg_win_d": 0.0021708688823872365,
        "cagr": -0.052936714479460245,
        "calmar": -1.5486355366569404,
        "end_ts": 1693267200000,
        "fees_paid": 274.8040467314256,
        "final_equity": 94029.89750060914,
        "funding_net": 499.67266974894557,
        "gross_mean": 0.3588464075120646,
        "initial_equity": 94916.19401970839,
        "max_dd": 0.03418281011020541,
        "max_dd_bar": 0.038942324306308396,
        "max_dd_peak_ts": 1687996800000,
        "max_dd_trough_ts": 1692230400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.0180019678484029,
        "profit_factor_d": 0.8843155449832942,
        "sharpe": -0.8029070579171287,
        "sharpe_hourly": -0.8913106689750631,
        "sortino": -1.1387793000614208,
        "sortino_hourly": -1.2148123213133204,
        "start_ts": 1687827600000,
        "total_return": -0.009337674442732369,
        "turnover_ann": 33.95760349517655,
        "vol_ann": 0.06762422771143364,
        "vol_ann_hourly": 0.05906531051921391,
        "win_rate_d": 0.5238095238095238
      },
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.001971011747886455,
        "avg_win_d": 0.0023082151460713106,
        "cagr": 0.03728304861445686,
        "calmar": 1.4050011422296207,
        "end_ts": 1698710400000,
        "fees_paid": 363.90838483315423,
        "final_equity": 94625.4727242749,
        "funding_net": 790.9911299820187,
        "gross_mean": 0.36591098459658217,
        "initial_equity": 94029.89750060914,
        "max_dd": 0.026535956088471035,
        "max_dd_bar": 0.030415654861139618,
        "max_dd_peak_ts": 1694995200000,
        "max_dd_trough_ts": 1698537600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": -0.03986771510638714,
        "profit_factor_d": 0.9988635249629726,
        "sharpe": -0.00865487166624603,
        "sharpe_hourly": 0.6756967743234538,
        "sortino": -0.013270339598932503,
        "sortino_hourly": 0.9595717473878214,
        "start_ts": 1693270800000,
        "total_return": 0.0063338920864177695,
        "turnover_ann": 44.26369995018453,
        "vol_ann": 0.05098233391030819,
        "vol_ann_hourly": 0.056537486628382594,
        "win_rate_d": 0.4603174603174603
      },
      "test_end": 1698710400000,
      "test_start": 1693267200000,
      "train_start": 1671494400000
    },
    {
      "leg": 10,
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0038019731838869713,
        "avg_win_d": 0.0033598266859403048,
        "cagr": 0.05642853970382511,
        "calmar": 2.1989254588992653,
        "end_ts": 1704153600000,
        "fees_paid": 304.38654557982693,
        "final_equity": 95525.69621073015,
        "funding_net": 321.0443932224396,
        "gross_mean": 0.3387150892100801,
        "initial_equity": 94625.4727242749,
        "max_dd": 0.02566187019912536,
        "max_dd_bar": 0.03294959568655176,
        "max_dd_peak_ts": 1698969600000,
        "max_dd_trough_ts": 1699488000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.03888864100405159,
        "profit_factor_d": 1.0360691563337883,
        "sharpe": 0.24265307764143615,
        "sharpe_hourly": 0.6625325114976309,
        "sortino": 0.3222466286366512,
        "sortino_hourly": 0.9322470498811084,
        "start_ts": 1698714000000,
        "total_return": 0.009513542818204712,
        "turnover_ann": 36.90976985381612,
        "vol_ann": 0.09495318624502477,
        "vol_ann_hourly": 0.08880281364176754,
        "win_rate_d": 0.5396825396825397
      },
      "test_end": 1704153600000,
      "test_start": 1698710400000,
      "train_start": 1676937600000
    },
    {
      "leg": 11,
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0019399653796397637,
        "avg_win_d": 0.0027551970627082588,
        "cagr": 0.11741366604109915,
        "calmar": 4.62925683654243,
        "end_ts": 1709596800000,
        "fees_paid": 263.9733251742015,
        "final_equity": 97372.55650423579,
        "funding_net": 411.3613120955521,
        "gross_mean": 0.30907503598126324,
        "initial_equity": 95525.69621073015,
        "max_dd": 0.02536339420925171,
        "max_dd_bar": 0.0275459642190633,
        "max_dd_peak_ts": 1704412800000,
        "max_dd_trough_ts": 1707177600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.037080093593188125,
        "profit_factor_d": 1.2911181966181071,
        "sharpe": 1.8073413725860354,
        "sharpe_hourly": 1.844340292267877,
        "sortino": 3.1836104460542995,
        "sortino_hourly": 2.6311302494597797,
        "start_ts": 1704157200000,
        "total_return": 0.019333649130716113,
        "turnover_ann": 32.18138575114428,
        "vol_ann": 0.05974332596052868,
        "vol_ann_hourly": 0.0612086966752448,
        "win_rate_d": 0.47619047619047616
      },
      "test_end": 1709596800000,
      "test_start": 1704153600000,
      "train_start": 1682380800000
    },
    {
      "leg": 12,
      "risk_counters": {
        "bars_half_gross": 1384,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 126,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0035620037542763473,
        "avg_win_d": 0.0031858104017516912,
        "cagr": -0.156120734537595,
        "calmar": -3.421883306775007,
        "end_ts": 1715040000000,
        "fees_paid": 299.4938733169629,
        "final_equity": 94562.896986814,
        "funding_net": 238.76900003220317,
        "gross_mean": 0.3489843752370872,
        "initial_equity": 97372.55650423579,
        "max_dd": 0.04562421349333878,
        "max_dd_bar": 0.05049470775262033,
        "max_dd_peak_ts": 1710374400000,
        "max_dd_trough_ts": 1714953600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.06386238702343543,
        "profit_factor_d": 0.8664375558256397,
        "sharpe": -0.9340665910593394,
        "sharpe_hourly": -1.7568448423796954,
        "sortino": -1.2131439609167431,
        "sortino_hourly": -2.292497271286567,
        "start_ts": 1709600400000,
        "total_return": -0.028854737087031013,
        "turnover_ann": 35.893423159098695,
        "vol_ann": 0.09442852051475023,
        "vol_ann_hourly": 0.09409859964358433,
        "win_rate_d": 0.49206349206349204
      },
      "test_end": 1715040000000,
      "test_start": 1709596800000,
      "train_start": 1687824000000
    },
    {
      "leg": 13,
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.002715447500835017,
        "avg_win_d": 0.002474746245597702,
        "cagr": -0.02734642775487517,
        "calmar": -1.061038600395871,
        "end_ts": 1720483200000,
        "fees_paid": 304.86627316448437,
        "final_equity": 94111.71619633408,
        "funding_net": 194.50484577196147,
        "gross_mean": 0.37166080978037913,
        "initial_equity": 94562.896986814,
        "max_dd": 0.025773263804608315,
        "max_dd_bar": 0.02841370462956294,
        "max_dd_peak_ts": 1715040000000,
        "max_dd_trough_ts": 1719187200000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.05002811566261637,
        "profit_factor_d": 0.9407571933774056,
        "sharpe": -0.44015866297536493,
        "sharpe_hourly": -0.43795116347265617,
        "sortino": -0.586845540082325,
        "sortino_hourly": -0.6080391891148231,
        "start_ts": 1715043600000,
        "total_return": -0.004771224284116804,
        "turnover_ann": 37.76206985414062,
        "vol_ann": 0.065641997879561,
        "vol_ann_hourly": 0.05929907801546914,
        "win_rate_d": 0.5079365079365079
      },
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.002169291786798484,
        "avg_win_d": 0.0024103018408888938,
        "cagr": -0.062473810393852136,
        "calmar": -1.3424934711105052,
        "end_ts": 1725926400000,
        "fees_paid": 265.8475010699567,
        "final_equity": 93070.30796176265,
        "funding_net": 503.12707147175877,
        "gross_mean": 0.3712139564596014,
        "initial_equity": 94111.71619633408,
        "max_dd": 0.04653565305027074,
        "max_dd_bar": 0.04723105439266562,
        "max_dd_peak_ts": 1722816000000,
        "max_dd_trough_ts": 1724976000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.005274097739472235,
        "profit_factor_d": 0.8888806404217668,
        "sharpe": -0.7525888533040873,
        "sharpe_hourly": -0.983492441929635,
        "sortino": -1.1664174985262032,
        "sortino_hourly": -1.3942944802940225,
        "start_ts": 1720486800000,
        "total_return": -0.011065659799454286,
        "turnover_ann": 32.64682539748141,
        "vol_ann": 0.06494867258354395,
        "vol_ann_hourly": 0.06354208074949369,
        "win_rate_d": 0.4444444444444444
      },
      "test_end": 1725926400000,
      "test_start": 1720483200000,
      "train_start": 1698710400000
    },
    {
      "leg": 15,
      "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": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0030969117098985275,
        "avg_win_d": 0.0027872853722367644,
        "cagr": -0.012862506288181863,
        "calmar": -0.3337500692678453,
        "end_ts": 1731369600000,
        "fees_paid": 328.3232971018902,
        "final_equity": 92862.71126107835,
        "funding_net": 734.181338156222,
        "gross_mean": 0.3606210356800978,
        "initial_equity": 93070.30796176265,
        "max_dd": 0.03853933668507881,
        "max_dd_bar": 0.0419304865486303,
        "max_dd_peak_ts": 1728000000000,
        "max_dd_trough_ts": 1730246400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.0273319114540947,
        "profit_factor_d": 0.9900230283158125,
        "sharpe": -0.07499323399130872,
        "sharpe_hourly": -0.1376253976308417,
        "sortino": -0.10120359991689251,
        "sortino_hourly": -0.19257796563926183,
        "start_ts": 1725930000000,
        "total_return": -0.002230536303474917,
        "turnover_ann": 40.79584935992665,
        "vol_ann": 0.0716108866771616,
        "vol_ann_hourly": 0.07411937892894972,
        "win_rate_d": 0.5238095238095238
      },
      "test_end": 1731369600000,
      "test_start": 1725926400000,
      "train_start": 1704153600000
    },
    {
      "leg": 16,
      "risk_counters": {
        "bars_half_gross": 24,
        "bars_halted_flat": 336,
        "hold_between_rebalance": 1136,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 1,
        "n_fallback_used": 17,
        "n_rebalances": 17
      },
      "summary": {
        "avg_loss_d": -0.004206986533779605,
        "avg_win_d": 0.004790082886007042,
        "cagr": 0.12578349747679862,
        "calmar": 6.201133093398123,
        "end_ts": 1736812800000,
        "fees_paid": 325.1551067671667,
        "final_equity": 94780.0074437552,
        "funding_net": 262.3318019878403,
        "gross_mean": 0.4192307795859348,
        "initial_equity": 92862.71126107835,
        "max_dd": 0.020283953848807212,
        "max_dd_bar": 0.03244648456842114,
        "max_dd_peak_ts": 1735603200000,
        "max_dd_trough_ts": 1735689600000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.05188193059913087,
        "profit_factor_d": 1.4491296985845565,
        "sharpe": 2.193020417252531,
        "sharpe_hourly": 1.0680332125926855,
        "sortino": 3.2756977315469475,
        "sortino_hourly": 1.5274742719322836,
        "start_ts": 1731373200000,
        "total_return": 0.02064656692271738,
        "turnover_ann": 40.70656427776916,
        "vol_ann": 0.10981842638364113,
        "vol_ann_hourly": 0.11737818523302905,
        "win_rate_d": 0.4444444444444444
      },
      "test_end": 1736812800000,
      "test_start": 1731369600000,
      "train_start": 1709596800000
    },
    {
      "leg": 17,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0034360973787849435,
        "avg_win_d": 0.005821499009639972,
        "cagr": 0.43872012245781034,
        "calmar": 23.57881167176497,
        "end_ts": 1742256000000,
        "fees_paid": 454.85638939694695,
        "final_equity": 100917.35281393884,
        "funding_net": 359.4039061507176,
        "gross_mean": 0.5632159387466652,
        "initial_equity": 94780.0074437552,
        "max_dd": 0.01860654084544755,
        "max_dd_bar": 0.03263015830556404,
        "max_dd_peak_ts": 1739318400000,
        "max_dd_trough_ts": 1739836800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.02986746795242642,
        "profit_factor_d": 1.6412739640059222,
        "sharpe": 3.4602011585724495,
        "sharpe_hourly": 2.734143657869599,
        "sortino": 7.283868506437132,
        "sortino_hourly": 4.06475639956732,
        "start_ts": 1736816400000,
        "total_return": 0.06475358607484494,
        "turnover_ann": 54.62624369515741,
        "vol_ann": 0.11806196766549656,
        "vol_ann_hourly": 0.1364454135310143,
        "win_rate_d": 0.49206349206349204
      },
      "test_end": 1742256000000,
      "test_start": 1736812800000,
      "train_start": 1715040000000
    },
    {
      "leg": 18,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.004456827714876788,
        "avg_win_d": 0.003916800706926408,
        "cagr": 0.04460901571197873,
        "calmar": 0.9178560147117893,
        "end_ts": 1747699200000,
        "fees_paid": 454.2192043617158,
        "final_equity": 101679.91133436355,
        "funding_net": 547.3962267833135,
        "gross_mean": 0.6660871803959523,
        "initial_equity": 100917.35281393884,
        "max_dd": 0.04860132199055878,
        "max_dd_bar": 0.05166496994743375,
        "max_dd_peak_ts": 1744848000000,
        "max_dd_trough_ts": 1746230400000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.05938992722708542,
        "profit_factor_d": 1.0303542042492457,
        "sharpe": 0.2192465717042566,
        "sharpe_hourly": 0.45687865976213504,
        "sortino": 0.2846486717718057,
        "sortino_hourly": 0.6553092265150748,
        "start_ts": 1742259600000,
        "total_return": 0.0075562675710554306,
        "turnover_ann": 51.66671654138988,
        "vol_ann": 0.10367217262128134,
        "vol_ann_hourly": 0.10836479663427787,
        "win_rate_d": 0.5396825396825397
      },
      "test_end": 1747699200000,
      "test_start": 1742256000000,
      "train_start": 1720483200000
    },
    {
      "leg": 19,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0034865011511848515,
        "avg_win_d": 0.0033480083970320734,
        "cagr": 0.009601908703706474,
        "calmar": 0.25775203847445244,
        "end_ts": 1753142400000,
        "fees_paid": 645.3847852930676,
        "final_equity": 101847.6504436015,
        "funding_net": 264.5915825342515,
        "gross_mean": 0.7150869781109412,
        "initial_equity": 101679.91133436355,
        "max_dd": 0.03725250345462616,
        "max_dd_bar": 0.041219193094989226,
        "max_dd_peak_ts": 1747699200000,
        "max_dd_trough_ts": 1749600000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.05477172757862531,
        "profit_factor_d": 0.9912541307291944,
        "sharpe": -0.06569990190154762,
        "sharpe_hourly": 0.14349104516717703,
        "sortino": -0.08974394664708091,
        "sortino_hourly": 0.20190584538575265,
        "start_ts": 1747702800000,
        "total_return": 0.0016496779652603877,
        "turnover_ann": 74.73401086631162,
        "vol_ann": 0.08335700115607879,
        "vol_ann_hourly": 0.1049602034692353,
        "win_rate_d": 0.5079365079365079
      },
      "test_end": 1753142400000,
      "test_start": 1747699200000,
      "train_start": 1725926400000
    },
    {
      "leg": 20,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.004668965363898613,
        "avg_win_d": 0.004426737403255853,
        "cagr": -0.08315902858720292,
        "calmar": -1.069695771834086,
        "end_ts": 1758585600000,
        "fees_paid": 570.3219436569624,
        "final_equity": 100333.77720696274,
        "funding_net": 127.04573989261881,
        "gross_mean": 0.6349866800581235,
        "initial_equity": 101847.6504436015,
        "max_dd": 0.07774082199522914,
        "max_dd_bar": 0.09252084896476365,
        "max_dd_peak_ts": 1756166400000,
        "max_dd_trough_ts": 1757376000000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.04657617338395747,
        "profit_factor_d": 0.9184908272318532,
        "sharpe": -0.5387374451690679,
        "sharpe_hourly": -0.6190774860986414,
        "sortino": -0.6838622308167561,
        "sortino_hourly": -0.8431646974229805,
        "start_ts": 1753146000000,
        "total_return": -0.014864095833777458,
        "turnover_ann": 64.39204172929038,
        "vol_ann": 0.1309641017676616,
        "vol_ann_hourly": 0.12717778874079883,
        "win_rate_d": 0.49206349206349204
      },
      "test_end": 1758585600000,
      "test_start": 1753142400000,
      "train_start": 1731369600000
    },
    {
      "leg": 21,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.003708586650743316,
        "avg_win_d": 0.005252690081497287,
        "cagr": 0.510795552968264,
        "calmar": 10.15411188837922,
        "end_ts": 1764028800000,
        "fees_paid": 327.30650691847313,
        "final_equity": 107735.31835580428,
        "funding_net": 443.40545470445977,
        "gross_mean": 0.5611728473884298,
        "initial_equity": 100333.77720696274,
        "max_dd": 0.05030430613560988,
        "max_dd_bar": 0.053545087367484756,
        "max_dd_peak_ts": 1762473600000,
        "max_dd_trough_ts": 1762732800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.05611249421380346,
        "profit_factor_d": 1.6605588280405355,
        "sharpe": 2.905153592671156,
        "sharpe_hourly": 3.064486209817548,
        "sortino": 4.0972096391802415,
        "sortino_hourly": 5.082105323262719,
        "start_ts": 1758589200000,
        "total_return": 0.07376918675725785,
        "turnover_ann": 35.73708815870199,
        "vol_ann": 0.14167758540567635,
        "vol_ann_hourly": 0.13772170460593983,
        "win_rate_d": 0.5396825396825397
      },
      "test_end": 1764028800000,
      "test_start": 1758585600000,
      "train_start": 1736812800000
    },
    {
      "leg": 22,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.0023938235930820273,
        "avg_win_d": 0.0034730104377975676,
        "cagr": 0.2063104822555315,
        "calmar": 9.724569609292155,
        "end_ts": 1769472000000,
        "fees_paid": 773.3831075817906,
        "final_equity": 111277.88546343613,
        "funding_net": 494.794608994304,
        "gross_mean": 0.6955309430464456,
        "initial_equity": 107735.31835580428,
        "max_dd": 0.02121538438661541,
        "max_dd_bar": 0.02530133007995783,
        "max_dd_peak_ts": 1764547200000,
        "max_dd_trough_ts": 1764892800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": 0.014374379903393903,
        "profit_factor_d": 1.4976220649365057,
        "sharpe": 2.8677951173829195,
        "sharpe_hourly": 1.9504075069837024,
        "sortino": 4.947273402743412,
        "sortino_hourly": 2.8473552988800592,
        "start_ts": 1764032400000,
        "total_return": 0.03288213337739676,
        "turnover_ann": 82.5985832295552,
        "vol_ann": 0.0746032349673014,
        "vol_ann_hourly": 0.09866234878141482,
        "win_rate_d": 0.5079365079365079
      },
      "test_end": 1769472000000,
      "test_start": 1764028800000,
      "train_start": 1742256000000
    },
    {
      "leg": 23,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1491,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.003603978290219408,
        "avg_win_d": 0.004268754975019095,
        "cagr": 0.3659991668524307,
        "calmar": 24.34080968936057,
        "end_ts": 1774915200000,
        "fees_paid": 787.3106707425598,
        "final_equity": 117428.2309133072,
        "funding_net": 2426.7736973074016,
        "gross_mean": 0.6916073900606433,
        "initial_equity": 111277.88546343613,
        "max_dd": 0.015036441742215745,
        "max_dd_bar": 0.02146456342361358,
        "max_dd_peak_ts": 1770681600000,
        "max_dd_trough_ts": 1770940800000,
        "n_days": 64,
        "n_periods": 1511,
        "net_mean": -0.015408859893406655,
        "profit_factor_d": 1.5792751347786156,
        "sharpe": 3.6677311441745095,
        "sharpe_hourly": 2.925404032159888,
        "sortino": 6.082016514683331,
        "sortino_hourly": 4.0305438293998,
        "start_ts": 1769475600000,
        "total_return": 0.05527015025723103,
        "turnover_ann": 79.65677140256686,
        "vol_ann": 0.0890401000305653,
        "vol_ann_hourly": 0.10863254235456284,
        "win_rate_d": 0.5714285714285714
      },
      "test_end": 1774915200000,
      "test_start": 1769472000000,
      "train_start": 1747699200000
    },
    {
      "leg": 24,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 1467,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 21,
        "n_rebalances": 21
      },
      "summary": {
        "avg_loss_d": -0.00347706353847119,
        "avg_win_d": 0.0041966543327447686,
        "cagr": -0.10161799434349605,
        "calmar": -1.6116188010205406,
        "end_ts": 1780272000000,
        "fees_paid": 780.1993268817077,
        "final_equity": 115311.48991742179,
        "funding_net": 812.1223348008657,
        "gross_mean": 0.7318959854355398,
        "initial_equity": 117428.2309133072,
        "max_dd": 0.06305336862485567,
        "max_dd_bar": 0.0688008749232979,
        "max_dd_peak_ts": 1775606400000,
        "max_dd_trough_ts": 1779667200000,
        "n_days": 63,
        "n_periods": 1487,
        "net_mean": 0.01231547400775171,
        "profit_factor_d": 0.8716887064497217,
        "sharpe": -0.9576786724558466,
        "sharpe_hourly": -1.0144993475188597,
        "sortino": -1.4288247709414645,
        "sortino_hourly": -1.4169950649113443,
        "start_ts": 1774918800000,
        "total_return": -0.018025827174796838,
        "turnover_ann": 77.86488950822401,
        "vol_ann": 0.09873278103931629,
        "vol_ann_hourly": 0.1006390119161545,
        "win_rate_d": 0.41935483870967744
      },
      "test_end": 1780272000000,
      "test_start": 1774915200000,
      "train_start": 1753142400000
    }
  ],
  "summary": {
    "avg_loss_d": -0.0035002214444003767,
    "avg_win_d": 0.0035967146981437945,
    "cagr": 0.03358980108700527,
    "calmar": 0.22922860207252047,
    "end_ts": 1780272000000,
    "fees_paid": 11993.755321933168,
    "final_equity": 115311.48991742179,
    "funding_net": 16534.469381562667,
    "gross_mean": 0.5038794316094619,
    "initial_equity": 100000.0,
    "max_dd": 0.14653407464561752,
    "max_dd_bar": 0.15482504879354364,
    "max_dd_peak_ts": 1663632000000,
    "max_dd_trough_ts": 1732924800000,
    "n_days": 1575,
    "n_periods": 37775,
    "net_mean": 0.019334563489115407,
    "profit_factor_d": 1.061017228114322,
    "sharpe": 0.3987301589695089,
    "sharpe_hourly": 0.37828538042473975,
    "sortino": 0.5524341618789705,
    "sortino_hourly": 0.5343270459311078,
    "start_ts": 1644282000000,
    "total_return": 0.15311489917421794,
    "turnover_ann": 55.365679407753824,
    "vol_ann": 0.0953933864555766,
    "vol_ann_hourly": 0.10074571704587378,
    "win_rate_d": 0.5038119440914867
  },
  "validation": {
    "clears_dsr_gate": false,
    "dsr": 0.03890106865775279,
    "expected_max_sr": 0.06562121357083188,
    "n_obs": 1574,
    "n_trials": 65,
    "n_trials_used": 65,
    "psr": 0.794599875048259,
    "sr_ann": 0.3987301589695089,
    "sr_trials_variance": 0.0007633282944327739
  }
}
