{
  "config": {
    "allocator": "rank",
    "alpha_names": [
      "eq_mom_252_21",
      "eq_operating_margin"
    ],
    "embargo_bars": 274,
    "end": 1780272000000,
    "initial_cash": 100000.0,
    "instrument_ids": [
      "XUSE:CASH:AALUSD",
      "XUSE:CASH:AAOIUSD",
      "XUSE:CASH:AAPLUSD",
      "XUSE:CASH:AAUSD",
      "XUSE:CASH:ABBVUSD",
      "XUSE:CASH:ABCUSD",
      "XUSE:CASH:ABMDUSD",
      "XUSE:CASH:ABNBUSD",
      "XUSE:CASH:ABTUSD",
      "XUSE:CASH:ACHRUSD",
      "XUSE:CASH:ACNUSD",
      "XUSE:CASH:ADBEUSD",
      "XUSE:CASH:ADIUSD",
      "XUSE:CASH:ADPUSD",
      "XUSE:CASH:ADSKUSD",
      "XUSE:CASH:AFRMUSD",
      "XUSE:CASH:AIUSD",
      "XUSE:CASH:AJGUSD",
      "XUSE:CASH:ALABUSD",
      "XUSE:CASH:ALBUSD",
      "XUSE:CASH:ALGNUSD",
      "XUSE:CASH:AMATUSD",
      "XUSE:CASH:AMCUSD",
      "XUSE:CASH:AMDUSD",
      "XUSE:CASH:AMGNUSD",
      "XUSE:CASH:AMTUSD",
      "XUSE:CASH:AMZNUSD",
      "XUSE:CASH:ANETUSD",
      "XUSE:CASH:AONUSD",
      "XUSE:CASH:APDUSD",
      "XUSE:CASH:APHUSD",
      "XUSE:CASH:APLDUSD",
      "XUSE:CASH:APOUSD",
      "XUSE:CASH:APPUSD",
      "XUSE:CASH:ARMUSD",
      "XUSE:CASH:ASMLUSD",
      "XUSE:CASH:ASTSUSD",
      "XUSE:CASH:ATVIUSD",
      "XUSE:CASH:AVGOUSD",
      "XUSE:CASH:AVLRUSD",
      "XUSE:CASH:AXONUSD",
      "XUSE:CASH:AXPUSD",
      "XUSE:CASH:AXTIUSD",
      "XUSE:CASH:AZNUSD",
      "XUSE:CASH:AZOUSD",
      "XUSE:CASH:BABAUSD",
      "XUSE:CASH:BACUSD",
      "XUSE:CASH:BAUSD",
      "XUSE:CASH:BBAIUSD",
      "XUSE:CASH:BBBYUSD",
      "XUSE:CASH:BDXUSD",
      "XUSE:CASH:BEUSD",
      "XUSE:CASH:BIDUUSD",
      "XUSE:CASH:BIIBUSD",
      "XUSE:CASH:BKNGUSD",
      "XUSE:CASH:BKRUSD",
      "XUSE:CASH:BLKUSD",
      "XUSE:CASH:BMNRUSD",
      "XUSE:CASH:BMYUSD",
      "XUSE:CASH:BPUSD",
      "XUSE:CASH:BRKAUSD",
      "XUSE:CASH:BRKBUSD",
      "XUSE:CASH:BSXUSD",
      "XUSE:CASH:BUSD",
      "XUSE:CASH:BXUSD",
      "XUSE:CASH:CARUSD",
      "XUSE:CASH:CATUSD",
      "XUSE:CASH:CBUSD",
      "XUSE:CASH:CCIUSD",
      "XUSE:CASH:CCLUSD",
      "XUSE:CASH:CDNSUSD",
      "XUSE:CASH:CEGUSD",
      "XUSE:CASH:CFUSD",
      "XUSE:CASH:CHTRUSD",
      "XUSE:CASH:CIENUSD",
      "XUSE:CASH:CIFRUSD",
      "XUSE:CASH:CIUSD",
      "XUSE:CASH:CLFUSD",
      "XUSE:CASH:CLRUSD",
      "XUSE:CASH:CLSKUSD",
      "XUSE:CASH:CLSUSD",
      "XUSE:CASH:CLUSD",
      "XUSE:CASH:CMCSAUSD",
      "XUSE:CASH:CMEUSD",
      "XUSE:CASH:CMGUSD",
      "XUSE:CASH:CMIUSD",
      "XUSE:CASH:CNCUSD",
      "XUSE:CASH:COFUSD",
      "XUSE:CASH:COHRUSD",
      "XUSE:CASH:COINUSD",
      "XUSE:CASH:COPUSD",
      "XUSE:CASH:COSTUSD",
      "XUSE:CASH:COUPUSD",
      "XUSE:CASH:CRCLUSD",
      "XUSE:CASH:CRDOUSD",
      "XUSE:CASH:CRHUSD",
      "XUSE:CASH:CRMUSD",
      "XUSE:CASH:CRWDUSD",
      "XUSE:CASH:CRWVUSD",
      "XUSE:CASH:CSCOUSD",
      "XUSE:CASH:CSXUSD",
      "XUSE:CASH:CUSD",
      "XUSE:CASH:CVNAUSD",
      "XUSE:CASH:CVSUSD",
      "XUSE:CASH:CVXUSD",
      "XUSE:CASH:DALUSD",
      "XUSE:CASH:DASHUSD",
      "XUSE:CASH:DDOGUSD",
      "XUSE:CASH:DECKUSD",
      "XUSE:CASH:DELLUSD",
      "XUSE:CASH:DEUSD",
      "XUSE:CASH:DGUSD",
      "XUSE:CASH:DHIUSD",
      "XUSE:CASH:DHRUSD",
      "XUSE:CASH:DISUSD",
      "XUSE:CASH:DJTUSD",
      "XUSE:CASH:DKNGUSD",
      "XUSE:CASH:DLRUSD",
      "XUSE:CASH:DLTRUSD",
      "XUSE:CASH:DOCUUSD",
      "XUSE:CASH:DUKUSD",
      "XUSE:CASH:DUOLUSD",
      "XUSE:CASH:DUSD",
      "XUSE:CASH:DVNUSD",
      "XUSE:CASH:DXCMUSD",
      "XUSE:CASH:EAUSD",
      "XUSE:CASH:EBAYUSD",
      "XUSE:CASH:ELUSD",
      "XUSE:CASH:ELVUSD",
      "XUSE:CASH:ENPHUSD",
      "XUSE:CASH:EOGUSD",
      "XUSE:CASH:EQIXUSD",
      "XUSE:CASH:ETNUSD",
      "XUSE:CASH:ETSYUSD",
      "XUSE:CASH:EWUSD",
      "XUSE:CASH:EXPEUSD",
      "XUSE:CASH:FANGUSD",
      "XUSE:CASH:FCXUSD",
      "XUSE:CASH:FDXUSD",
      "XUSE:CASH:FERGUSD",
      "XUSE:CASH:FIGUSD",
      "XUSE:CASH:FISUSD",
      "XUSE:CASH:FISVUSD",
      "XUSE:CASH:FIUSD",
      "XUSE:CASH:FIXUSD",
      "XUSE:CASH:FLUTUSD",
      "XUSE:CASH:FRCUSD",
      "XUSE:CASH:FSLRUSD",
      "XUSE:CASH:FTNTUSD",
      "XUSE:CASH:FUSD",
      "XUSE:CASH:FUTUUSD",
      "XUSE:CASH:GEUSD",
      "XUSE:CASH:GEVUSD",
      "XUSE:CASH:GILDUSD",
      "XUSE:CASH:GLWUSD",
      "XUSE:CASH:GMEUSD",
      "XUSE:CASH:GMUSD",
      "XUSE:CASH:GNRCUSD",
      "XUSE:CASH:GOLDUSD",
      "XUSE:CASH:GOOGLUSD",
      "XUSE:CASH:GOOGUSD",
      "XUSE:CASH:GSUSD",
      "XUSE:CASH:HALUSD",
      "XUSE:CASH:HBANUSD",
      "XUSE:CASH:HCAUSD",
      "XUSE:CASH:HDUSD",
      "XUSE:CASH:HESUSD",
      "XUSE:CASH:HIMSUSD",
      "XUSE:CASH:HLTUSD",
      "XUSE:CASH:HLUSD",
      "XUSE:CASH:HONUSD",
      "XUSE:CASH:HOODUSD",
      "XUSE:CASH:HPEUSD",
      "XUSE:CASH:HPQUSD",
      "XUSE:CASH:HSYUSD",
      "XUSE:CASH:HUMUSD",
      "XUSE:CASH:HZNPUSD",
      "XUSE:CASH:IBMUSD",
      "XUSE:CASH:ICEUSD",
      "XUSE:CASH:INTCUSD",
      "XUSE:CASH:INTUUSD",
      "XUSE:CASH:IONQUSD",
      "XUSE:CASH:IPUSD",
      "XUSE:CASH:IRENUSD",
      "XUSE:CASH:ISRGUSD",
      "XUSE:CASH:JCIUSD",
      "XUSE:CASH:JDUSD",
      "XUSE:CASH:JNJUSD",
      "XUSE:CASH:JOBYUSD",
      "XUSE:CASH:JPMUSD",
      "XUSE:CASH:KKRUSD",
      "XUSE:CASH:KLACUSD",
      "XUSE:CASH:KMBUSD",
      "XUSE:CASH:KOUSD",
      "XUSE:CASH:KRUSD",
      "XUSE:CASH:KUSD",
      "XUSE:CASH:KVUEUSD",
      "XUSE:CASH:LCIDUSD",
      "XUSE:CASH:LINUSD",
      "XUSE:CASH:LITEUSD",
      "XUSE:CASH:LIUSD",
      "XUSE:CASH:LLYUSD",
      "XUSE:CASH:LMTUSD",
      "XUSE:CASH:LNGUSD",
      "XUSE:CASH:LOWUSD",
      "XUSE:CASH:LRCXUSD",
      "XUSE:CASH:LULUUSD",
      "XUSE:CASH:MARAUSD",
      "XUSE:CASH:MARUSD",
      "XUSE:CASH:MAUSD",
      "XUSE:CASH:MCDUSD",
      "XUSE:CASH:MCHPUSD",
      "XUSE:CASH:MCKUSD",
      "XUSE:CASH:MCOUSD",
      "XUSE:CASH:MDBUSD",
      "XUSE:CASH:MDLZUSD",
      "XUSE:CASH:MDTUSD",
      "XUSE:CASH:MELIUSD",
      "XUSE:CASH:METAUSD",
      "XUSE:CASH:METUSD",
      "XUSE:CASH:MMCUSD",
      "XUSE:CASH:MMMUSD",
      "XUSE:CASH:MNSTUSD",
      "XUSE:CASH:MOSUSD",
      "XUSE:CASH:MOUSD",
      "XUSE:CASH:MPCUSD",
      "XUSE:CASH:MPUSD",
      "XUSE:CASH:MPWRUSD",
      "XUSE:CASH:MRKUSD",
      "XUSE:CASH:MRNAUSD",
      "XUSE:CASH:MROUSD",
      "XUSE:CASH:MRVLUSD",
      "XUSE:CASH:MSFTUSD",
      "XUSE:CASH:MSIUSD",
      "XUSE:CASH:MSTRUSD",
      "XUSE:CASH:MSUSD",
      "XUSE:CASH:MUUSD",
      "XUSE:CASH:NBISUSD",
      "XUSE:CASH:NCLHUSD",
      "XUSE:CASH:NEEUSD",
      "XUSE:CASH:NEMUSD",
      "XUSE:CASH:NETUSD",
      "XUSE:CASH:NFLXUSD",
      "XUSE:CASH:NIOUSD",
      "XUSE:CASH:NKEUSD",
      "XUSE:CASH:NOCUSD",
      "XUSE:CASH:NOKUSD",
      "XUSE:CASH:NOWUSD",
      "XUSE:CASH:NSCUSD",
      "XUSE:CASH:NUEUSD",
      "XUSE:CASH:NUUSD",
      "XUSE:CASH:NVAXUSD",
      "XUSE:CASH:NVDAUSD",
      "XUSE:CASH:NVOUSD",
      "XUSE:CASH:NXPIUSD",
      "XUSE:CASH:OKEUSD",
      "XUSE:CASH:OKLOUSD",
      "XUSE:CASH:ONDSUSD",
      "XUSE:CASH:ONUSD",
      "XUSE:CASH:OPENUSD",
      "XUSE:CASH:ORCLUSD",
      "XUSE:CASH:ORLYUSD",
      "XUSE:CASH:OSCRUSD",
      "XUSE:CASH:OUSD",
      "XUSE:CASH:OXYUSD",
      "XUSE:CASH:PANWUSD",
      "XUSE:CASH:PBRUSD",
      "XUSE:CASH:PCGUSD",
      "XUSE:CASH:PDDUSD",
      "XUSE:CASH:PEPUSD",
      "XUSE:CASH:PFEUSD",
      "XUSE:CASH:PGRUSD",
      "XUSE:CASH:PGUSD",
      "XUSE:CASH:PHUSD",
      "XUSE:CASH:PLDUSD",
      "XUSE:CASH:PLTRUSD",
      "XUSE:CASH:PLUGUSD",
      "XUSE:CASH:PMUSD",
      "XUSE:CASH:PNCUSD",
      "XUSE:CASH:PSAUSD",
      "XUSE:CASH:PSXUSD",
      "XUSE:CASH:PXDUSD",
      "XUSE:CASH:PYPLUSD",
      "XUSE:CASH:QBTSUSD",
      "XUSE:CASH:QCOMUSD",
      "XUSE:CASH:QSUSD",
      "XUSE:CASH:QUBTUSD",
      "XUSE:CASH:RBLXUSD",
      "XUSE:CASH:RCLUSD",
      "XUSE:CASH:RDDTUSD",
      "XUSE:CASH:REGNUSD",
      "XUSE:CASH:RFUSD",
      "XUSE:CASH:RGTIUSD",
      "XUSE:CASH:RIOTUSD",
      "XUSE:CASH:RIVNUSD",
      "XUSE:CASH:RKLBUSD",
      "XUSE:CASH:RKTUSD",
      "XUSE:CASH:ROKUUSD",
      "XUSE:CASH:RTXUSD",
      "XUSE:CASH:SATSUSD",
      "XUSE:CASH:SBETUSD",
      "XUSE:CASH:SBUXUSD",
      "XUSE:CASH:SCHWUSD",
      "XUSE:CASH:SEUSD",
      "XUSE:CASH:SHELUSD",
      "XUSE:CASH:SHOPUSD",
      "XUSE:CASH:SHWUSD",
      "XUSE:CASH:SLBUSD",
      "XUSE:CASH:SMCIUSD",
      "XUSE:CASH:SMRUSD",
      "XUSE:CASH:SNAPUSD",
      "XUSE:CASH:SNDKUSD",
      "XUSE:CASH:SNOWUSD",
      "XUSE:CASH:SNPSUSD",
      "XUSE:CASH:SOFIUSD",
      "XUSE:CASH:SOUNUSD",
      "XUSE:CASH:SOUSD",
      "XUSE:CASH:SPGIUSD",
      "XUSE:CASH:SPOTUSD",
      "XUSE:CASH:SQUSD",
      "XUSE:CASH:STXUSD",
      "XUSE:CASH:STZUSD",
      "XUSE:CASH:SWNUSD",
      "XUSE:CASH:SWUSD",
      "XUSE:CASH:SYKUSD",
      "XUSE:CASH:TEAMUSD",
      "XUSE:CASH:TEMUSD",
      "XUSE:CASH:TERUSD",
      "XUSE:CASH:TFCUSD",
      "XUSE:CASH:TGTUSD",
      "XUSE:CASH:TJXUSD",
      "XUSE:CASH:TMOUSD",
      "XUSE:CASH:TMUSUSD",
      "XUSE:CASH:TSLAUSD",
      "XUSE:CASH:TSMUSD",
      "XUSE:CASH:TTDUSD",
      "XUSE:CASH:TTUSD",
      "XUSE:CASH:TTWOUSD",
      "XUSE:CASH:TUSD",
      "XUSE:CASH:TWLOUSD",
      "XUSE:CASH:TWTRUSD",
      "XUSE:CASH:TXNUSD",
      "XUSE:CASH:UALUSD",
      "XUSE:CASH:UBERUSD",
      "XUSE:CASH:ULTAUSD",
      "XUSE:CASH:UNHUSD",
      "XUSE:CASH:UNPUSD",
      "XUSE:CASH:UPSTUSD",
      "XUSE:CASH:UPSUSD",
      "XUSE:CASH:URIUSD",
      "XUSE:CASH:USBUSD",
      "XUSE:CASH:UUSD",
      "XUSE:CASH:UUUUUSD",
      "XUSE:CASH:VALEUSD",
      "XUSE:CASH:VICIUSD",
      "XUSE:CASH:VKTXUSD",
      "XUSE:CASH:VLOUSD",
      "XUSE:CASH:VMWUSD",
      "XUSE:CASH:VRTUSD",
      "XUSE:CASH:VRTXUSD",
      "XUSE:CASH:VSTUSD",
      "XUSE:CASH:VUSD",
      "XUSE:CASH:VZUSD",
      "XUSE:CASH:WBDUSD",
      "XUSE:CASH:WDAYUSD",
      "XUSE:CASH:WDCUSD",
      "XUSE:CASH:WFCUSD",
      "XUSE:CASH:WMTUSD",
      "XUSE:CASH:WULFUSD",
      "XUSE:CASH:XOMUSD",
      "XUSE:CASH:XUSD",
      "XUSE:CASH:XYZUSD",
      "XUSE:CASH:ZMUSD",
      "XUSE:CASH:ZSUSD",
      "XUSE:CASH:ZTSUSD"
    ],
    "n_legs": 12,
    "no_trade_band": 0.001,
    "purge_bars": 21,
    "rebalance_bars": 5,
    "risk_counters": {
      "bars_half_gross": 0,
      "bars_halted_flat": 0,
      "hold_between_rebalance": 578,
      "hold_cov_cold_start": 0,
      "hold_degenerate_xsection": 0,
      "hold_stale_signal": 0,
      "n_auto_rearms": 0,
      "n_fallback_used": 151,
      "n_rebalances": 151
    },
    "start": 1656633600000,
    "test_bars": 63,
    "train_bars": 252
  },
  "legs": [
    {
      "leg": 0,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0019793928865911975,
        "avg_win_d": 0.0019470787565273448,
        "cagr": 0.04435985696872913,
        "calmar": 3.969642941286322,
        "end_ts": 1696291200000,
        "fees_paid": 26.6411011940594,
        "final_equity": 101063.96735384168,
        "funding_net": 0.0,
        "gross_mean": 0.6530898694697976,
        "initial_equity": 100000.0,
        "max_dd": 0.01117477254877608,
        "max_dd_bar": 0.01117477254877608,
        "max_dd_peak_ts": 1689033600000,
        "max_dd_trough_ts": 1690416000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.04646873929477321,
        "profit_factor_d": 1.1944621679994176,
        "sharpe": 1.3197713923570167,
        "sharpe_hourly": 1.3197713923570167,
        "sortino": 1.8412803430428148,
        "sortino_hourly": 1.8412803430428148,
        "start_ts": 1688601600000,
        "total_return": 0.010639673538416883,
        "turnover_ann": 15.39112344713391,
        "vol_ann": 0.04807592228721364,
        "vol_ann_hourly": 0.04807592228721364,
        "win_rate_d": 0.5483870967741935
      },
      "test_end": 1696291200000,
      "test_start": 1688515200000,
      "train_start": 1666742400000
    },
    {
      "leg": 1,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.002225442278021952,
        "avg_win_d": 0.002176605188317452,
        "cagr": -0.12257430643213019,
        "calmar": -2.937613146378617,
        "end_ts": 1704240000000,
        "fees_paid": 26.53076193036689,
        "final_equity": 97822.29032214187,
        "funding_net": 0.0,
        "gross_mean": 0.6680307708909776,
        "initial_equity": 101063.96735384168,
        "max_dd": 0.04172581627476557,
        "max_dd_bar": 0.04172581627476557,
        "max_dd_peak_ts": 1699833600000,
        "max_dd_trough_ts": 1704240000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.08601247468850651,
        "profit_factor_d": 0.6177190157886541,
        "sharpe": -3.3876420590702363,
        "sharpe_hourly": -3.3876420590702363,
        "sortino": -3.998741126633333,
        "sortino_hourly": -3.998741126633333,
        "start_ts": 1696377600000,
        "total_return": -0.03207549749506833,
        "turnover_ann": 15.28586320085253,
        "vol_ann": 0.05618058862920156,
        "vol_ann_hourly": 0.05618058862920156,
        "win_rate_d": 0.3870967741935484
      },
      "test_end": 1704240000000,
      "test_start": 1696291200000,
      "train_start": 1674518400000
    },
    {
      "leg": 2,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.002866260622400478,
        "avg_win_d": 0.0030545238933867365,
        "cagr": 0.17846528380862803,
        "calmar": 9.42919003715403,
        "end_ts": 1712188800000,
        "fees_paid": 22.075307678759465,
        "final_equity": 101910.32297787235,
        "funding_net": 0.0,
        "gross_mean": 0.6411781323065632,
        "initial_equity": 97822.29032214187,
        "max_dd": 0.018926894367959246,
        "max_dd_bar": 0.018926894367959246,
        "max_dd_peak_ts": 1709596800000,
        "max_dd_trough_ts": 1711929600000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.13331289664780532,
        "profit_factor_d": 1.5772101555881235,
        "sharpe": 3.490288883945204,
        "sharpe_hourly": 3.490288883945204,
        "sortino": 5.591233703022084,
        "sortino_hourly": 5.591233703022084,
        "start_ts": 1704326400000,
        "total_return": 0.04179040014569324,
        "turnover_ann": 12.734692058159228,
        "vol_ann": 0.06976369108486981,
        "vol_ann_hourly": 0.06976369108486981,
        "win_rate_d": 0.5967741935483871
      },
      "test_end": 1712188800000,
      "test_start": 1704240000000,
      "train_start": 1682467200000
    },
    {
      "leg": 3,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0023572929947553614,
        "avg_win_d": 0.0020917777128450343,
        "cagr": 0.0568869378679433,
        "calmar": 4.490537809333914,
        "end_ts": 1720137600000,
        "fees_paid": 20.671707194927674,
        "final_equity": 103325.81812913885,
        "funding_net": 0.0,
        "gross_mean": 0.6547551312641944,
        "initial_equity": 101910.32297787235,
        "max_dd": 0.012668179243408129,
        "max_dd_bar": 0.012668179243408129,
        "max_dd_peak_ts": 1713312000000,
        "max_dd_trough_ts": 1713744000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": -0.06050887055451447,
        "profit_factor_d": 1.228658299517576,
        "sharpe": 1.6126174837525327,
        "sharpe_hourly": 1.6126174837525327,
        "sortino": 2.3103155024688014,
        "sortino_hourly": 2.3103155024688014,
        "start_ts": 1712275200000,
        "total_return": 0.013889615005673539,
        "turnover_ann": 11.742783065862502,
        "vol_ann": 0.051161550049517265,
        "vol_ann_hourly": 0.051161550049517265,
        "win_rate_d": 0.5806451612903226
      },
      "test_end": 1720051200000,
      "test_start": 1712188800000,
      "train_start": 1690416000000
    },
    {
      "leg": 4,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0018479836398946617,
        "avg_win_d": 0.0019514986906314638,
        "cagr": 0.01273921574398762,
        "calmar": 0.5488257392916576,
        "end_ts": 1727913600000,
        "fees_paid": 20.707661061812107,
        "final_equity": 103638.0531275928,
        "funding_net": 0.0,
        "gross_mean": 0.6708784962141335,
        "initial_equity": 103325.81812913885,
        "max_dd": 0.02321176802026359,
        "max_dd_bar": 0.02321176802026359,
        "max_dd_peak_ts": 1720656000000,
        "max_dd_trough_ts": 1722384000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.04009095360057218,
        "profit_factor_d": 1.0560151337393349,
        "sharpe": 0.39454500858383723,
        "sharpe_hourly": 0.39454500858383723,
        "sortino": 0.563720906938907,
        "sortino_hourly": 0.563720906938907,
        "start_ts": 1720396800000,
        "total_return": 0.0030218487896578328,
        "turnover_ann": 11.657464333881963,
        "vol_ann": 0.04788172793586898,
        "vol_ann_hourly": 0.04788172793586898,
        "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": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0017624528768311921,
        "avg_win_d": 0.001795778834253962,
        "cagr": -0.01071783057225617,
        "calmar": -0.7459344251263617,
        "end_ts": 1735862400000,
        "fees_paid": 18.419463203231842,
        "final_equity": 103359.99907747988,
        "funding_net": 0.0,
        "gross_mean": 0.6663583038714327,
        "initial_equity": 103638.0531275928,
        "max_dd": 0.014368328114687245,
        "max_dd_bar": 0.014368328114687245,
        "max_dd_peak_ts": 1731888000000,
        "max_dd_trough_ts": 1733788800000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.055666878428491,
        "profit_factor_d": 0.9552270470572922,
        "sharpe": -0.3383940813964537,
        "sharpe_hourly": -0.3383940813964537,
        "sortino": -0.4623803786432334,
        "sortino_hourly": -0.4623803786432334,
        "start_ts": 1728000000000,
        "total_return": -0.002682933939048393,
        "turnover_ann": 10.308131028344906,
        "vol_ann": 0.04393004492620213,
        "vol_ann_hourly": 0.04393004492620213,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1735862400000,
      "test_start": 1727913600000,
      "train_start": 1706140800000
    },
    {
      "leg": 6,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0025677893891006276,
        "avg_win_d": 0.002340900505976359,
        "cagr": -0.08480626947351311,
        "calmar": -2.159631582937556,
        "end_ts": 1743984000000,
        "fees_paid": 21.64248153048684,
        "final_equity": 101101.38772679186,
        "funding_net": 0.0,
        "gross_mean": 0.6440586066408664,
        "initial_equity": 103359.99907747988,
        "max_dd": 0.03926885962565829,
        "max_dd_bar": 0.03926885962565829,
        "max_dd_peak_ts": 1738886400000,
        "max_dd_trough_ts": 1741651200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.06127891232371972,
        "profit_factor_d": 0.7507626695823478,
        "sharpe": -2.038590181515489,
        "sharpe_hourly": -2.038590181515489,
        "sortino": -2.5121222060368877,
        "sortino_hourly": -2.5121222060368877,
        "start_ts": 1736121600000,
        "total_return": -0.021851890197821522,
        "turnover_ann": 12.156201076795035,
        "vol_ann": 0.06283804350289829,
        "vol_ann_hourly": 0.06283804350289829,
        "win_rate_d": 0.45161290322580644
      },
      "test_end": 1743811200000,
      "test_start": 1735862400000,
      "train_start": 1714089600000
    },
    {
      "leg": 7,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.002757304954138596,
        "avg_win_d": 0.0016771414567008072,
        "cagr": 0.04310149849012923,
        "calmar": 2.9807843260778784,
        "end_ts": 1752019200000,
        "fees_paid": 19.459517422855058,
        "final_equity": 102182.47471133195,
        "funding_net": 0.0,
        "gross_mean": 0.68223455183148,
        "initial_equity": 101101.38772679186,
        "max_dd": 0.014459784330267955,
        "max_dd_bar": 0.014459784330267955,
        "max_dd_peak_ts": 1748908800000,
        "max_dd_trough_ts": 1749600000000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.08036495922429682,
        "profit_factor_d": 1.187543303687297,
        "sharpe": 1.240832439805491,
        "sharpe_hourly": 1.240832439805491,
        "sortino": 1.6057230193047534,
        "sortino_hourly": 1.6057230193047534,
        "start_ts": 1744070400000,
        "total_return": 0.010693097383208228,
        "turnover_ann": 11.077461822204903,
        "vol_ann": 0.051522116341101695,
        "vol_ann_hourly": 0.051522116341101695,
        "win_rate_d": 0.6612903225806451
      },
      "test_end": 1752019200000,
      "test_start": 1743984000000,
      "train_start": 1722211200000
    },
    {
      "leg": 8,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0024068205734152845,
        "avg_win_d": 0.002078869275371094,
        "cagr": -0.05921410249287007,
        "calmar": -2.163457866470009,
        "end_ts": 1759795200000,
        "fees_paid": 20.12092095638335,
        "final_equity": 100672.88837608483,
        "funding_net": 0.0,
        "gross_mean": 0.6425528349422243,
        "initial_equity": 102182.47471133195,
        "max_dd": 0.027370120495799788,
        "max_dd_bar": 0.027370120495799788,
        "max_dd_peak_ts": 1757548800000,
        "max_dd_trough_ts": 1759795200000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.03468942358437824,
        "profit_factor_d": 0.8097570575835864,
        "sharpe": -1.646107826383501,
        "sharpe_hourly": -1.646107826383501,
        "sortino": -2.0940507725339446,
        "sortino_hourly": -2.0940507725339446,
        "start_ts": 1752105600000,
        "total_return": -0.014773436829669029,
        "turnover_ann": 11.38243360934059,
        "vol_ann": 0.05240167184029392,
        "vol_ann_hourly": 0.05240167184029392,
        "win_rate_d": 0.4838709677419355
      },
      "test_end": 1759795200000,
      "test_start": 1752019200000,
      "train_start": 1730246400000
    },
    {
      "leg": 9,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0016626252288342645,
        "avg_win_d": 0.0023642486744637997,
        "cagr": 0.03856862944514683,
        "calmar": 2.86789774790956,
        "end_ts": 1767744000000,
        "fees_paid": 22.798729650095957,
        "final_equity": 101627.22618597967,
        "funding_net": 0.0,
        "gross_mean": 0.6605284340665449,
        "initial_equity": 100672.88837608483,
        "max_dd": 0.013448397688955227,
        "max_dd_bar": 0.013448397688955227,
        "max_dd_peak_ts": 1762819200000,
        "max_dd_trough_ts": 1765756800000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.011408730425739208,
        "profit_factor_d": 1.1710566436621443,
        "sharpe": 1.074726465859606,
        "sharpe_hourly": 1.074726465859606,
        "sortino": 1.757377319410038,
        "sortino_hourly": 1.757377319410038,
        "start_ts": 1759881600000,
        "total_return": 0.009479591032788504,
        "turnover_ann": 13.058851037485006,
        "vol_ann": 0.052968351982741566,
        "vol_ann_hourly": 0.052968351982741566,
        "win_rate_d": 0.45161290322580644
      },
      "test_end": 1767744000000,
      "test_start": 1759795200000,
      "train_start": 1738022400000
    },
    {
      "leg": 10,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 50,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 13,
        "n_rebalances": 13
      },
      "summary": {
        "avg_loss_d": -0.0017774120661983445,
        "avg_win_d": 0.0021141059218378,
        "cagr": 0.1622455676126935,
        "calmar": 13.220142035687587,
        "end_ts": 1775692800000,
        "fees_paid": 17.68914867908809,
        "final_equity": 105509.07659972634,
        "funding_net": 0.0,
        "gross_mean": 0.637731293127347,
        "initial_equity": 101627.22618597967,
        "max_dd": 0.012272603968604412,
        "max_dd_bar": 0.012272603968604412,
        "max_dd_peak_ts": 1771891200000,
        "max_dd_trough_ts": 1774569600000,
        "n_days": 63,
        "n_periods": 62,
        "net_mean": 0.11494212249672096,
        "profit_factor_d": 1.8832629978723505,
        "sharpe": 4.760961739658804,
        "sharpe_hourly": 4.760961739658804,
        "sortino": 8.235497767749523,
        "sortino_hourly": 8.235497767749523,
        "start_ts": 1767830400000,
        "total_return": 0.038196953310944526,
        "turnover_ann": 9.909513283784936,
        "vol_ann": 0.04659034072151213,
        "vol_ann_hourly": 0.04659034072151213,
        "win_rate_d": 0.6129032258064516
      },
      "test_end": 1775692800000,
      "test_start": 1767744000000,
      "train_start": 1745971200000
    },
    {
      "leg": 11,
      "risk_counters": {
        "bars_half_gross": 0,
        "bars_halted_flat": 0,
        "hold_between_rebalance": 28,
        "hold_cov_cold_start": 0,
        "hold_degenerate_xsection": 0,
        "hold_stale_signal": 0,
        "n_auto_rearms": 0,
        "n_fallback_used": 8,
        "n_rebalances": 8
      },
      "summary": {
        "avg_loss_d": -0.0031006240737944833,
        "avg_win_d": 0.00229564148676605,
        "cagr": -0.0781566595612293,
        "calmar": -4.485723817132961,
        "end_ts": 1780272000000,
        "fees_paid": 13.0921424015661,
        "final_equity": 104292.88289342674,
        "funding_net": 0.0,
        "gross_mean": 0.633507527640397,
        "initial_equity": 105509.07659972634,
        "max_dd": 0.017423422115894538,
        "max_dd_bar": 0.017423422115894538,
        "max_dd_peak_ts": 1778025600000,
        "max_dd_trough_ts": 1779235200000,
        "n_days": 36,
        "n_periods": 35,
        "net_mean": -0.042570778230401306,
        "profit_factor_d": 0.7839322547435046,
        "sharpe": -1.8003999187108242,
        "sharpe_hourly": -1.8003999187108242,
        "sortino": -2.3232140169142084,
        "sortino_hourly": -2.3232140169142084,
        "start_ts": 1775779200000,
        "total_return": -0.011526910721752603,
        "turnover_ann": 12.593862634376404,
        "vol_ann": 0.06596959401931804,
        "vol_ann_hourly": 0.06596959401931804,
        "win_rate_d": 0.5142857142857142
      },
      "test_end": 1780099200000,
      "test_start": 1775692800000,
      "train_start": 1753920000000
    }
  ],
  "summary": {
    "avg_loss_d": -0.00222440404663048,
    "avg_win_d": 0.0021484294272701037,
    "cagr": 0.014565015139394566,
    "calmar": 0.2897044152470221,
    "end_ts": 1780272000000,
    "fees_paid": 249.84894290363277,
    "final_equity": 104292.88289342674,
    "funding_net": 0.0,
    "gross_mean": 0.6553556183079077,
    "initial_equity": 100000.0,
    "max_dd": 0.05027543376228982,
    "max_dd_bar": 0.05027543376228982,
    "max_dd_peak_ts": 1738886400000,
    "max_dd_trough_ts": 1761177600000,
    "n_days": 729,
    "n_periods": 728,
    "net_mean": 0.004131973819341052,
    "profit_factor_d": 1.0590405213018552,
    "sharpe": 0.4188336296328181,
    "sharpe_hourly": 0.4188336296328181,
    "sortino": 0.5765386391352907,
    "sortino_hourly": 0.5765386391352907,
    "start_ts": 1688601600000,
    "total_return": 0.042928828934267305,
    "turnover_ann": 12.263050324499062,
    "vol_ann": 0.05376626963636677,
    "vol_ann_hourly": 0.05376626963636677,
    "win_rate_d": 0.5151098901098901
  },
  "validation": {
    "clears_dsr_gate": false,
    "dsr": 0.10326378027143662,
    "expected_max_sr": 0.06896122859943833,
    "n_obs": 728,
    "n_trials": 8,
    "n_trials_used": 8,
    "psr": 0.7219733512446946,
    "sr_ann": 0.4188336296328181,
    "sr_trials_variance": 0.002234040365678026
  }
}
