{
  "config": {
    "allocator": "rank",
    "alpha_names": [
      "eq_mom_252_21",
      "eq_earnings_yield"
    ],
    "embargo_bars": 274,
    "end": 1780272000000,
    "initial_cash": 100000.0,
    "instrument_ids": [
      "XUSE:CASH:AALUSD",
      "XUSE:CASH:AAOIUSD",
      "XUSE:CASH:AAPLUSD",
      "XUSE:CASH:AAUSD",
      "XUSE:CASH:ABBVUSD",
      "XUSE:CASH:ABCUSD",
      "XUSE:CASH:ABMDUSD",
      "XUSE:CASH:ABNBUSD",
      "XUSE:CASH:ABTUSD",
      "XUSE:CASH:ACHRUSD",
      "XUSE:CASH:ACNUSD",
      "XUSE:CASH:ADBEUSD",
      "XUSE:CASH:ADIUSD",
      "XUSE:CASH:ADPUSD",
      "XUSE:CASH:ADSKUSD",
      "XUSE:CASH:AFRMUSD",
      "XUSE:CASH:AIUSD",
      "XUSE:CASH:AJGUSD",
      "XUSE:CASH:ALABUSD",
      "XUSE:CASH:ALBUSD",
      "XUSE:CASH:ALGNUSD",
      "XUSE:CASH:AMATUSD",
      "XUSE:CASH:AMCUSD",
      "XUSE:CASH:AMDUSD",
      "XUSE:CASH:AMGNUSD",
      "XUSE:CASH:AMTUSD",
      "XUSE:CASH:AMZNUSD",
      "XUSE:CASH:ANETUSD",
      "XUSE:CASH:AONUSD",
      "XUSE:CASH:APDUSD",
      "XUSE:CASH:APHUSD",
      "XUSE:CASH:APLDUSD",
      "XUSE:CASH:APOUSD",
      "XUSE:CASH:APPUSD",
      "XUSE:CASH:ARMUSD",
      "XUSE:CASH:ASMLUSD",
      "XUSE:CASH:ASTSUSD",
      "XUSE:CASH:ATVIUSD",
      "XUSE:CASH:AVGOUSD",
      "XUSE:CASH:AVLRUSD",
      "XUSE:CASH:AXONUSD",
      "XUSE:CASH:AXPUSD",
      "XUSE:CASH:AXTIUSD",
      "XUSE:CASH:AZNUSD",
      "XUSE:CASH:AZOUSD",
      "XUSE:CASH:BABAUSD",
      "XUSE:CASH:BACUSD",
      "XUSE:CASH:BAUSD",
      "XUSE:CASH:BBAIUSD",
      "XUSE:CASH:BBBYUSD",
      "XUSE:CASH:BDXUSD",
      "XUSE:CASH:BEUSD",
      "XUSE:CASH:BIDUUSD",
      "XUSE:CASH:BIIBUSD",
      "XUSE:CASH:BKNGUSD",
      "XUSE:CASH:BKRUSD",
      "XUSE:CASH:BLKUSD",
      "XUSE:CASH:BMNRUSD",
      "XUSE:CASH:BMYUSD",
      "XUSE:CASH:BPUSD",
      "XUSE:CASH:BRKAUSD",
      "XUSE:CASH:BRKBUSD",
      "XUSE:CASH:BSXUSD",
      "XUSE:CASH:BUSD",
      "XUSE:CASH:BXUSD",
      "XUSE:CASH:CARUSD",
      "XUSE:CASH:CATUSD",
      "XUSE:CASH:CBUSD",
      "XUSE:CASH:CCIUSD",
      "XUSE:CASH:CCLUSD",
      "XUSE:CASH:CDNSUSD",
      "XUSE:CASH:CEGUSD",
      "XUSE:CASH:CFUSD",
      "XUSE:CASH:CHTRUSD",
      "XUSE:CASH:CIENUSD",
      "XUSE:CASH:CIFRUSD",
      "XUSE:CASH:CIUSD",
      "XUSE:CASH:CLFUSD",
      "XUSE:CASH:CLRUSD",
      "XUSE:CASH:CLSKUSD",
      "XUSE:CASH:CLSUSD",
      "XUSE:CASH:CLUSD",
      "XUSE:CASH:CMCSAUSD",
      "XUSE:CASH:CMEUSD",
      "XUSE:CASH:CMGUSD",
      "XUSE:CASH:CMIUSD",
      "XUSE:CASH:CNCUSD",
      "XUSE:CASH:COFUSD",
      "XUSE:CASH:COHRUSD",
      "XUSE:CASH:COINUSD",
      "XUSE:CASH:COPUSD",
      "XUSE:CASH:COSTUSD",
      "XUSE:CASH:COUPUSD",
      "XUSE:CASH:CRCLUSD",
      "XUSE:CASH:CRDOUSD",
      "XUSE:CASH:CRHUSD",
      "XUSE:CASH:CRMUSD",
      "XUSE:CASH:CRWDUSD",
      "XUSE:CASH:CRWVUSD",
      "XUSE:CASH:CSCOUSD",
      "XUSE:CASH:CSXUSD",
      "XUSE:CASH:CUSD",
      "XUSE:CASH:CVNAUSD",
      "XUSE:CASH:CVSUSD",
      "XUSE:CASH:CVXUSD",
      "XUSE:CASH:DALUSD",
      "XUSE:CASH:DASHUSD",
      "XUSE:CASH:DDOGUSD",
      "XUSE:CASH:DECKUSD",
      "XUSE:CASH:DELLUSD",
      "XUSE:CASH:DEUSD",
      "XUSE:CASH:DGUSD",
      "XUSE:CASH:DHIUSD",
      "XUSE:CASH:DHRUSD",
      "XUSE:CASH:DISUSD",
      "XUSE:CASH:DJTUSD",
      "XUSE:CASH:DKNGUSD",
      "XUSE:CASH:DLRUSD",
      "XUSE:CASH:DLTRUSD",
      "XUSE:CASH:DOCUUSD",
      "XUSE:CASH:DUKUSD",
      "XUSE:CASH:DUOLUSD",
      "XUSE:CASH:DUSD",
      "XUSE:CASH:DVNUSD",
      "XUSE:CASH:DXCMUSD",
      "XUSE:CASH:EAUSD",
      "XUSE:CASH:EBAYUSD",
      "XUSE:CASH:ELUSD",
      "XUSE:CASH:ELVUSD",
      "XUSE:CASH:ENPHUSD",
      "XUSE:CASH:EOGUSD",
      "XUSE:CASH:EQIXUSD",
      "XUSE:CASH:ETNUSD",
      "XUSE:CASH:ETSYUSD",
      "XUSE:CASH:EWUSD",
      "XUSE:CASH:EXPEUSD",
      "XUSE:CASH:FANGUSD",
      "XUSE:CASH:FCXUSD",
      "XUSE:CASH:FDXUSD",
      "XUSE:CASH:FERGUSD",
      "XUSE:CASH:FIGUSD",
      "XUSE:CASH:FISUSD",
      "XUSE:CASH:FISVUSD",
      "XUSE:CASH:FIUSD",
      "XUSE:CASH:FIXUSD",
      "XUSE:CASH:FLUTUSD",
      "XUSE:CASH:FRCUSD",
      "XUSE:CASH:FSLRUSD",
      "XUSE:CASH:FTNTUSD",
      "XUSE:CASH:FUSD",
      "XUSE:CASH:FUTUUSD",
      "XUSE:CASH:GEUSD",
      "XUSE:CASH:GEVUSD",
      "XUSE:CASH:GILDUSD",
      "XUSE:CASH:GLWUSD",
      "XUSE:CASH:GMEUSD",
      "XUSE:CASH:GMUSD",
      "XUSE:CASH:GNRCUSD",
      "XUSE:CASH:GOLDUSD",
      "XUSE:CASH:GOOGLUSD",
      "XUSE:CASH:GOOGUSD",
      "XUSE:CASH:GSUSD",
      "XUSE:CASH:HALUSD",
      "XUSE:CASH:HBANUSD",
      "XUSE:CASH:HCAUSD",
      "XUSE:CASH:HDUSD",
      "XUSE:CASH:HESUSD",
      "XUSE:CASH:HIMSUSD",
      "XUSE:CASH:HLTUSD",
      "XUSE:CASH:HLUSD",
      "XUSE:CASH:HONUSD",
      "XUSE:CASH:HOODUSD",
      "XUSE:CASH:HPEUSD",
      "XUSE:CASH:HPQUSD",
      "XUSE:CASH:HSYUSD",
      "XUSE:CASH:HUMUSD",
      "XUSE:CASH:HZNPUSD",
      "XUSE:CASH:IBMUSD",
      "XUSE:CASH:ICEUSD",
      "XUSE:CASH:INTCUSD",
      "XUSE:CASH:INTUUSD",
      "XUSE:CASH:IONQUSD",
      "XUSE:CASH:IPUSD",
      "XUSE:CASH:IRENUSD",
      "XUSE:CASH:ISRGUSD",
      "XUSE:CASH:JCIUSD",
      "XUSE:CASH:JDUSD",
      "XUSE:CASH:JNJUSD",
      "XUSE:CASH:JOBYUSD",
      "XUSE:CASH:JPMUSD",
      "XUSE:CASH:KKRUSD",
      "XUSE:CASH:KLACUSD",
      "XUSE:CASH:KMBUSD",
      "XUSE:CASH:KOUSD",
      "XUSE:CASH:KRUSD",
      "XUSE:CASH:KUSD",
      "XUSE:CASH:KVUEUSD",
      "XUSE:CASH:LCIDUSD",
      "XUSE:CASH:LINUSD",
      "XUSE:CASH:LITEUSD",
      "XUSE:CASH:LIUSD",
      "XUSE:CASH:LLYUSD",
      "XUSE:CASH:LMTUSD",
      "XUSE:CASH:LNGUSD",
      "XUSE:CASH:LOWUSD",
      "XUSE:CASH:LRCXUSD",
      "XUSE:CASH:LULUUSD",
      "XUSE:CASH:MARAUSD",
      "XUSE:CASH:MARUSD",
      "XUSE:CASH:MAUSD",
      "XUSE:CASH:MCDUSD",
      "XUSE:CASH:MCHPUSD",
      "XUSE:CASH:MCKUSD",
      "XUSE:CASH:MCOUSD",
      "XUSE:CASH:MDBUSD",
      "XUSE:CASH:MDLZUSD",
      "XUSE:CASH:MDTUSD",
      "XUSE:CASH:MELIUSD",
      "XUSE:CASH:METAUSD",
      "XUSE:CASH:METUSD",
      "XUSE:CASH:MMCUSD",
      "XUSE:CASH:MMMUSD",
      "XUSE:CASH:MNSTUSD",
      "XUSE:CASH:MOSUSD",
      "XUSE:CASH:MOUSD",
      "XUSE:CASH:MPCUSD",
      "XUSE:CASH:MPUSD",
      "XUSE:CASH:MPWRUSD",
      "XUSE:CASH:MRKUSD",
      "XUSE:CASH:MRNAUSD",
      "XUSE:CASH:MROUSD",
      "XUSE:CASH:MRVLUSD",
      "XUSE:CASH:MSFTUSD",
      "XUSE:CASH:MSIUSD",
      "XUSE:CASH:MSTRUSD",
      "XUSE:CASH:MSUSD",
      "XUSE:CASH:MUUSD",
      "XUSE:CASH:NBISUSD",
      "XUSE:CASH:NCLHUSD",
      "XUSE:CASH:NEEUSD",
      "XUSE:CASH:NEMUSD",
      "XUSE:CASH:NETUSD",
      "XUSE:CASH:NFLXUSD",
      "XUSE:CASH:NIOUSD",
      "XUSE:CASH:NKEUSD",
      "XUSE:CASH:NOCUSD",
      "XUSE:CASH:NOKUSD",
      "XUSE:CASH:NOWUSD",
      "XUSE:CASH:NSCUSD",
      "XUSE:CASH:NUEUSD",
      "XUSE:CASH:NUUSD",
      "XUSE:CASH:NVAXUSD",
      "XUSE:CASH:NVDAUSD",
      "XUSE:CASH:NVOUSD",
      "XUSE:CASH:NXPIUSD",
      "XUSE:CASH:OKEUSD",
      "XUSE:CASH:OKLOUSD",
      "XUSE:CASH:ONDSUSD",
      "XUSE:CASH:ONUSD",
      "XUSE:CASH:OPENUSD",
      "XUSE:CASH:ORCLUSD",
      "XUSE:CASH:ORLYUSD",
      "XUSE:CASH:OSCRUSD",
      "XUSE:CASH:OUSD",
      "XUSE:CASH:OXYUSD",
      "XUSE:CASH:PANWUSD",
      "XUSE:CASH:PBRUSD",
      "XUSE:CASH:PCGUSD",
      "XUSE:CASH:PDDUSD",
      "XUSE:CASH:PEPUSD",
      "XUSE:CASH:PFEUSD",
      "XUSE:CASH:PGRUSD",
      "XUSE:CASH:PGUSD",
      "XUSE:CASH:PHUSD",
      "XUSE:CASH:PLDUSD",
      "XUSE:CASH:PLTRUSD",
      "XUSE:CASH:PLUGUSD",
      "XUSE:CASH:PMUSD",
      "XUSE:CASH:PNCUSD",
      "XUSE:CASH:PSAUSD",
      "XUSE:CASH:PSXUSD",
      "XUSE:CASH:PXDUSD",
      "XUSE:CASH:PYPLUSD",
      "XUSE:CASH:QBTSUSD",
      "XUSE:CASH:QCOMUSD",
      "XUSE:CASH:QSUSD",
      "XUSE:CASH:QUBTUSD",
      "XUSE:CASH:RBLXUSD",
      "XUSE:CASH:RCLUSD",
      "XUSE:CASH:RDDTUSD",
      "XUSE:CASH:REGNUSD",
      "XUSE:CASH:RFUSD",
      "XUSE:CASH:RGTIUSD",
      "XUSE:CASH:RIOTUSD",
      "XUSE:CASH:RIVNUSD",
      "XUSE:CASH:RKLBUSD",
      "XUSE:CASH:RKTUSD",
      "XUSE:CASH:ROKUUSD",
      "XUSE:CASH:RTXUSD",
      "XUSE:CASH:SATSUSD",
      "XUSE:CASH:SBETUSD",
      "XUSE:CASH:SBUXUSD",
      "XUSE:CASH:SCHWUSD",
      "XUSE:CASH:SEUSD",
      "XUSE:CASH:SHELUSD",
      "XUSE:CASH:SHOPUSD",
      "XUSE:CASH:SHWUSD",
      "XUSE:CASH:SLBUSD",
      "XUSE:CASH:SMCIUSD",
      "XUSE:CASH:SMRUSD",
      "XUSE:CASH:SNAPUSD",
      "XUSE:CASH:SNDKUSD",
      "XUSE:CASH:SNOWUSD",
      "XUSE:CASH:SNPSUSD",
      "XUSE:CASH:SOFIUSD",
      "XUSE:CASH:SOUNUSD",
      "XUSE:CASH:SOUSD",
      "XUSE:CASH:SPGIUSD",
      "XUSE:CASH:SPOTUSD",
      "XUSE:CASH:SQUSD",
      "XUSE:CASH:STXUSD",
      "XUSE:CASH:STZUSD",
      "XUSE:CASH:SWNUSD",
      "XUSE:CASH:SWUSD",
      "XUSE:CASH:SYKUSD",
      "XUSE:CASH:TEAMUSD",
      "XUSE:CASH:TEMUSD",
      "XUSE:CASH:TERUSD",
      "XUSE:CASH:TFCUSD",
      "XUSE:CASH:TGTUSD",
      "XUSE:CASH:TJXUSD",
      "XUSE:CASH:TMOUSD",
      "XUSE:CASH:TMUSUSD",
      "XUSE:CASH:TSLAUSD",
      "XUSE:CASH:TSMUSD",
      "XUSE:CASH:TTDUSD",
      "XUSE:CASH:TTUSD",
      "XUSE:CASH:TTWOUSD",
      "XUSE:CASH:TUSD",
      "XUSE:CASH:TWLOUSD",
      "XUSE:CASH:TWTRUSD",
      "XUSE:CASH:TXNUSD",
      "XUSE:CASH:UALUSD",
      "XUSE:CASH:UBERUSD",
      "XUSE:CASH:ULTAUSD",
      "XUSE:CASH:UNHUSD",
      "XUSE:CASH:UNPUSD",
      "XUSE:CASH:UPSTUSD",
      "XUSE:CASH:UPSUSD",
      "XUSE:CASH:URIUSD",
      "XUSE:CASH:USBUSD",
      "XUSE:CASH:UUSD",
      "XUSE:CASH:UUUUUSD",
      "XUSE:CASH:VALEUSD",
      "XUSE:CASH:VICIUSD",
      "XUSE:CASH:VKTXUSD",
      "XUSE:CASH:VLOUSD",
      "XUSE:CASH:VMWUSD",
      "XUSE:CASH:VRTUSD",
      "XUSE:CASH:VRTXUSD",
      "XUSE:CASH:VSTUSD",
      "XUSE:CASH:VUSD",
      "XUSE:CASH:VZUSD",
      "XUSE:CASH:WBDUSD",
      "XUSE:CASH:WDAYUSD",
      "XUSE:CASH:WDCUSD",
      "XUSE:CASH:WFCUSD",
      "XUSE:CASH:WMTUSD",
      "XUSE:CASH:WULFUSD",
      "XUSE:CASH:XOMUSD",
      "XUSE:CASH:XUSD",
      "XUSE:CASH:XYZUSD",
      "XUSE:CASH:ZMUSD",
      "XUSE:CASH:ZSUSD",
      "XUSE:CASH:ZTSUSD"
    ],
    "n_legs": 12,
    "no_trade_band": 0.001,
    "purge_bars": 21,
    "rebalance_bars": 21,
    "risk_counters": {
      "bars_half_gross": 0,
      "bars_halted_flat": 0,
      "hold_between_rebalance": 694,
      "hold_cov_cold_start": 0,
      "hold_degenerate_xsection": 0,
      "hold_stale_signal": 0,
      "n_auto_rearms": 0,
      "n_fallback_used": 35,
      "n_rebalances": 35
    },
    "start": 1656633600000,
    "test_bars": 63,
    "train_bars": 252
  },
  "legs": [
    {
      "leg": 0,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.0015595942123634095,
        "avg_win_d": 0.002133578912830343,
        "cagr": 0.09133936426696909,
        "calmar": 6.430573436361028,
        "end_ts": 1696291200000,
        "fees_paid": 13.836954352378767,
        "final_equity": 102154.13628849758,
        "funding_net": 0.0,
        "gross_mean": 0.6468868649659474,
        "initial_equity": 100000.0,
        "max_dd": 0.014203922118438128,
        "max_dd_bar": 0.014203922118438128,
        "max_dd_peak_ts": 1689638400000,
        "max_dd_trough_ts": 1690416000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.0932894297842312,
        "profit_factor_d": 1.4592369534189653,
        "sharpe": 2.8012810972093285,
        "sharpe_hourly": 2.8012810972093285,
        "sortino": 4.35258722370438,
        "sortino_hourly": 4.35258722370438,
        "start_ts": 1688601600000,
        "total_return": 0.02154136288497588,
        "turnover_ann": 7.99686473875544,
        "vol_ann": 0.04515586656158749,
        "vol_ann_hourly": 0.04515586656158749,
        "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": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.0027976048914325276,
        "avg_win_d": 0.00211922398038011,
        "cagr": -0.11753521939489653,
        "calmar": -3.1405202676984185,
        "end_ts": 1704240000000,
        "fees_paid": 13.833222958353284,
        "final_equity": 99018.76268076709,
        "funding_net": 0.0,
        "gross_mean": 0.6928100487186248,
        "initial_equity": 102154.13628849758,
        "max_dd": 0.037425397506201774,
        "max_dd_bar": 0.037425397506201774,
        "max_dd_peak_ts": 1699920000000,
        "max_dd_trough_ts": 1704240000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.10566258988007088,
        "profit_factor_d": 0.6656938412203794,
        "sharpe": -3.0238753802037546,
        "sharpe_hourly": -3.0238753802037546,
        "sortino": -3.626547172699872,
        "sortino_hourly": -3.626547172699872,
        "start_ts": 1696377600000,
        "total_return": -0.030692576156444162,
        "turnover_ann": 7.878116191690223,
        "vol_ann": 0.06008720208431438,
        "vol_ann_hourly": 0.06008720208431438,
        "win_rate_d": 0.46774193548387094
      },
      "test_end": 1704240000000,
      "test_start": 1696291200000,
      "train_start": 1674518400000
    },
    {
      "leg": 2,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.0030920385122074983,
        "avg_win_d": 0.0028591987822567024,
        "cagr": 0.1738837704296885,
        "calmar": 10.037624015875915,
        "end_ts": 1712188800000,
        "fees_paid": 12.584222764257605,
        "final_equity": 103056.66431284742,
        "funding_net": 0.0,
        "gross_mean": 0.6492496898263176,
        "initial_equity": 99018.76268076709,
        "max_dd": 0.01732320020700784,
        "max_dd_bar": 0.01732320020700784,
        "max_dd_peak_ts": 1709596800000,
        "max_dd_trough_ts": 1711929600000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.1598996795534142,
        "profit_factor_d": 1.5679645035604117,
        "sharpe": 3.3972758226706747,
        "sharpe_hourly": 3.3972758226706747,
        "sortino": 5.321408799973862,
        "sortino_hourly": 5.321408799973862,
        "start_ts": 1704326400000,
        "total_return": 0.04077915662406717,
        "turnover_ann": 7.2270495300273385,
        "vol_ann": 0.06999456056136512,
        "vol_ann_hourly": 0.06999456056136512,
        "win_rate_d": 0.6290322580645161
      },
      "test_end": 1712188800000,
      "test_start": 1704240000000,
      "train_start": 1682467200000
    },
    {
      "leg": 3,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.0023137574829430775,
        "avg_win_d": 0.002490765255530129,
        "cagr": 0.0017580112848543106,
        "calmar": 0.10812237241636243,
        "end_ts": 1720137600000,
        "fees_paid": 14.12755845124611,
        "final_equity": 103101.80414033796,
        "funding_net": 0.0,
        "gross_mean": 0.6500440540331494,
        "initial_equity": 103056.66431284742,
        "max_dd": 0.016259459032997192,
        "max_dd_bar": 0.016259459032997192,
        "max_dd_peak_ts": 1713312000000,
        "max_dd_trough_ts": 1715904000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.13084110550830969,
        "profit_factor_d": 1.0092209076680243,
        "sharpe": 0.07425496333115784,
        "sharpe_hourly": 0.07425496333115784,
        "sortino": 0.10682111246486795,
        "sortino_hourly": 0.10682111246486795,
        "start_ts": 1712275200000,
        "total_return": 0.0004380097860872123,
        "turnover_ann": 7.991202586205444,
        "vol_ann": 0.05412740107360897,
        "vol_ann_hourly": 0.05412740107360897,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1720051200000,
      "test_start": 1712188800000,
      "train_start": 1690416000000
    },
    {
      "leg": 4,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.0024747102205894193,
        "avg_win_d": 0.0021819507335769433,
        "cagr": -0.03839912877472795,
        "calmar": -1.335667433619175,
        "end_ts": 1727913600000,
        "fees_paid": 13.891186393335264,
        "final_equity": 102144.0284908388,
        "funding_net": 0.0,
        "gross_mean": 0.6735133457428022,
        "initial_equity": 103101.80414033796,
        "max_dd": 0.028749019260490782,
        "max_dd_bar": 0.028749019260490782,
        "max_dd_peak_ts": 1720569600000,
        "max_dd_trough_ts": 1726012800000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.034877781789176505,
        "profit_factor_d": 0.8816994876504177,
        "sharpe": -0.9641919805686333,
        "sharpe_hourly": -0.9641919805686333,
        "sortino": -1.2691490881369716,
        "sortino_hourly": -1.2691490881369716,
        "start_ts": 1720396800000,
        "total_return": -0.00928961095768488,
        "turnover_ann": 7.897917308988016,
        "vol_ann": 0.05541283007588103,
        "vol_ann_hourly": 0.05541283007588103,
        "win_rate_d": 0.5
      },
      "test_end": 1727913600000,
      "test_start": 1720137600000,
      "train_start": 1698364800000
    },
    {
      "leg": 5,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.00197123688614402,
        "avg_win_d": 0.0019302816532865156,
        "cagr": 0.05828565626265969,
        "calmar": 4.2206657719966865,
        "end_ts": 1735862400000,
        "fees_paid": 15.260767561263439,
        "final_equity": 103596.923465952,
        "funding_net": 0.0,
        "gross_mean": 0.6648266811829117,
        "initial_equity": 102144.0284908388,
        "max_dd": 0.013809588205105916,
        "max_dd_bar": 0.013809588205105916,
        "max_dd_peak_ts": 1731888000000,
        "max_dd_trough_ts": 1733875200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.011458523302605196,
        "profit_factor_d": 1.26936390829143,
        "sharpe": 1.6791723417101925,
        "sharpe_hourly": 1.6791723417101925,
        "sortino": 2.5352422113056576,
        "sortino_hourly": 2.5352422113056576,
        "start_ts": 1728000000000,
        "total_return": 0.014223983492520187,
        "turnover_ann": 8.60775318681426,
        "vol_ann": 0.05026294010375224,
        "vol_ann_hourly": 0.05026294010375224,
        "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": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.004071177409066233,
        "avg_win_d": 0.002673392625203927,
        "cagr": -0.13834342522913823,
        "calmar": -2.848877998486825,
        "end_ts": 1743984000000,
        "fees_paid": 13.55817467658901,
        "final_equity": 99821.64016859038,
        "funding_net": 0.0,
        "gross_mean": 0.6458547717041957,
        "initial_equity": 103596.923465952,
        "max_dd": 0.04856067030691347,
        "max_dd_bar": 0.04856067030691347,
        "max_dd_peak_ts": 1738886400000,
        "max_dd_trough_ts": 1741651200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.0240134098846643,
        "profit_factor_d": 0.7004408095474205,
        "sharpe": -2.7212452088187247,
        "sharpe_hourly": -2.7212452088187247,
        "sortino": -3.2473622897046153,
        "sortino_hourly": -3.2473622897046153,
        "start_ts": 1736121600000,
        "total_return": -0.03644204066158774,
        "turnover_ann": 7.6352598045783155,
        "vol_ann": 0.07915118632631264,
        "vol_ann_hourly": 0.07915118632631264,
        "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": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.003248736954063309,
        "avg_win_d": 0.0022289771765345886,
        "cagr": 0.00348381043206758,
        "calmar": 0.14250938785171205,
        "end_ts": 1752019200000,
        "fees_paid": 13.971242493158936,
        "final_equity": 99909.18069172888,
        "funding_net": 0.0,
        "gross_mean": 0.7257992758983036,
        "initial_equity": 99821.64016859038,
        "max_dd": 0.024446181999551175,
        "max_dd_bar": 0.024446181999551175,
        "max_dd_peak_ts": 1746576000000,
        "max_dd_trough_ts": 1747180800000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.04471688296873223,
        "profit_factor_d": 1.0154365428524947,
        "sharpe": 0.10998733246977495,
        "sharpe_hourly": 0.10998733246977495,
        "sortino": 0.1392527644386931,
        "sortino_hourly": 0.1392527644386931,
        "start_ts": 1744070400000,
        "total_return": 0.0008769693925150257,
        "turnover_ann": 8.056763882378268,
        "vol_ann": 0.06710627091734017,
        "vol_ann_hourly": 0.06710627091734017,
        "win_rate_d": 0.5967741935483871
      },
      "test_end": 1752019200000,
      "test_start": 1743984000000,
      "train_start": 1722211200000
    },
    {
      "leg": 8,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.002895854783891073,
        "avg_win_d": 0.0024379832772301415,
        "cagr": 0.050864530073515546,
        "calmar": 2.6181749592262564,
        "end_ts": 1759795200000,
        "fees_paid": 14.241476095224808,
        "final_equity": 101125.16857498864,
        "funding_net": 0.0,
        "gross_mean": 0.6582533054692126,
        "initial_equity": 99909.18069172888,
        "max_dd": 0.019427475575790942,
        "max_dd_bar": 0.019427475575790942,
        "max_dd_peak_ts": 1758672000000,
        "max_dd_trough_ts": 1759363200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.058057557113045284,
        "profit_factor_d": 1.165690065629639,
        "sharpe": 1.0945283510480732,
        "sharpe_hourly": 1.0945283510480732,
        "sortino": 1.5214364087373409,
        "sortino_hourly": 1.5214364087373409,
        "start_ts": 1752105600000,
        "total_return": 0.012170932389203637,
        "turnover_ann": 8.18817614599013,
        "vol_ann": 0.06709972764299982,
        "vol_ann_hourly": 0.06709972764299982,
        "win_rate_d": 0.5806451612903226
      },
      "test_end": 1759795200000,
      "test_start": 1752019200000,
      "train_start": 1730246400000
    },
    {
      "leg": 9,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.003198505974939934,
        "avg_win_d": 0.002790675227067763,
        "cagr": -0.05132693836353419,
        "calmar": -1.422819858876741,
        "end_ts": 1767744000000,
        "fees_paid": 16.969824220061064,
        "final_equity": 99805.40799027777,
        "funding_net": 0.0,
        "gross_mean": 0.6492545624392734,
        "initial_equity": 101125.16857498864,
        "max_dd": 0.03607409472345624,
        "max_dd_bar": 0.03607409472345624,
        "max_dd_peak_ts": 1760572800000,
        "max_dd_trough_ts": 1763942400000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.1252849569713535,
        "profit_factor_d": 0.8724933606291514,
        "sharpe": -0.9691000223557289,
        "sharpe_hourly": -0.9691000223557289,
        "sortino": -1.381261559604961,
        "sortino_hourly": -1.381261559604961,
        "start_ts": 1759881600000,
        "total_return": -0.013050762765672963,
        "turnover_ann": 9.80319909860918,
        "vol_ann": 0.07680230086647377,
        "vol_ann_hourly": 0.07680230086647377,
        "win_rate_d": 0.5
      },
      "test_end": 1767744000000,
      "test_start": 1759795200000,
      "train_start": 1738022400000
    },
    {
      "leg": 10,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 60,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 3,
        "n_rebalances": 3
      },
      "summary": {
        "avg_loss_d": -0.001726757655612614,
        "avg_win_d": 0.0025870723426347744,
        "cagr": 0.23343397659853204,
        "calmar": 12.176961826364497,
        "end_ts": 1775692800000,
        "fees_paid": 12.727879137662441,
        "final_equity": 105164.85879372303,
        "funding_net": 0.0,
        "gross_mean": 0.6267293813592683,
        "initial_equity": 99805.40799027777,
        "max_dd": 0.019170132905658055,
        "max_dd_bar": 0.019170132905658055,
        "max_dd_peak_ts": 1771891200000,
        "max_dd_trough_ts": 1773360000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.16791356260772872,
        "profit_factor_d": 2.2173737320081965,
        "sharpe": 5.974044848619042,
        "sharpe_hourly": 5.974044848619042,
        "sortino": 11.71959166957129,
        "sortino_hourly": 11.71959166957129,
        "start_ts": 1767830400000,
        "total_return": 0.053699002001648344,
        "turnover_ann": 7.238231143606678,
        "vol_ann": 0.051787866717416836,
        "vol_ann_hourly": 0.051787866717416836,
        "win_rate_d": 0.5967741935483871
      },
      "test_end": 1775692800000,
      "test_start": 1767744000000,
      "train_start": 1745971200000
    },
    {
      "leg": 11,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 34,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 2,
        "n_rebalances": 2
      },
      "summary": {
        "avg_loss_d": -0.003661427122776741,
        "avg_win_d": 0.0029912980839205128,
        "cagr": -0.059161783360296205,
        "calmar": -2.9298273990679107,
        "end_ts": 1780272000000,
        "fees_paid": 13.48102388109373,
        "final_equity": 104255.1291068609,
        "funding_net": 0.0,
        "gross_mean": 0.6412920449357258,
        "initial_equity": 105164.85879372303,
        "max_dd": 0.020192924463440343,
        "max_dd_bar": 0.020192924463440343,
        "max_dd_peak_ts": 1778716800000,
        "max_dd_trough_ts": 1780272000000,
        "n_days": 36,
        "n_periods": 35,
        "net_mean": -0.04561352039748628,
        "profit_factor_d": 0.8650334114358645,
        "sharpe": -1.1182754279993887,
        "sharpe_hourly": -1.1182754279993887,
        "sortino": -1.4739624216050606,
        "sortino_hourly": -1.4739624216050606,
        "start_ts": 1775779200000,
        "total_return": -0.008650510230290287,
        "turnover_ann": 12.969692900605478,
        "vol_ann": 0.07834325729721711,
        "vol_ann_hourly": 0.07834325729721711,
        "win_rate_d": 0.5142857142857142
      },
      "test_end": 1780099200000,
      "test_start": 1775692800000,
      "train_start": 1753920000000
    }
  ],
  "summary": {
    "avg_loss_d": -0.002719449042402069,
    "avg_win_d": 0.0024367652536619374,
    "cagr": 0.01443865363752228,
    "calmar": 0.229781951283493,
    "end_ts": 1780272000000,
    "fees_paid": 168.48353298462445,
    "final_equity": 104255.1291068609,
    "funding_net": 0.0,
    "gross_mean": 0.661082988260777,
    "initial_equity": 100000.0,
    "max_dd": 0.06283632616431489,
    "max_dd_bar": 0.06283632616431489,
    "max_dd_peak_ts": 1738886400000,
    "max_dd_trough_ts": 1763942400000,
    "n_days": 729,
    "n_periods": 728,
    "net_mean": -0.048120199988429806,
    "profit_factor_d": 1.0508235402268815,
    "sharpe": 0.36379455123867294,
    "sharpe_hourly": 0.36379455123867294,
    "sortino": 0.4977684011965166,
    "sortino_hourly": 0.4977684011965166,
    "start_ts": 1688601600000,
    "total_return": 0.042551291068609,
    "turnover_ann": 8.290401320073148,
    "vol_ann": 0.06285865350632824,
    "vol_ann_hourly": 0.06285865350632824,
    "win_rate_d": 0.5315934065934066
  },
  "validation": {
    "clears_dsr_gate": false,
    "dsr": 0.1354231186994737,
    "expected_max_sr": 0.06002507106358212,
    "n_obs": 728,
    "n_trials": 15,
    "n_trials_used": 15,
    "psr": 0.6955371611731663,
    "sr_ann": 0.36379455123867294,
    "sr_trials_variance": 0.0011491677883886913
  }
}
