name,cost_model,horizon,horizon_start,horizon_end,worst_month,worst_month_return,trades,win_rate,payoff_ratio,profit_factor,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,risk_reward_ratio,ret_3y,calmar_3y,ret_1y,calmar_1y,ret_6m,calmar_6m,ret_3m,calmar_3m,kind,micro_name,nextgen_weight,micro_weight,roundtrip_cost_on_margin
switch-l30-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2025-01,-0.061233957352279544,482,0.6867219917012448,1.018733519552604,2.2331178474961058,1.6717200569081716,0.16782650873017224,0.08025411441603439,2.09118884372913,1.8032461601188927,0.5128256250009806,1.841937404550558,0.29152096379376524,6.239927076182713,0.053327699924916816,2.350581884979006,0.06061722660355495,70.14418422273437,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.0021
switch-l30-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2025-01,-0.06861819443204142,482,0.6867219917012448,0.981399149381249,2.1512789301006183,1.771003398455611,0.1745729241979026,0.08748874089776397,1.9953758895890605,1.7660379498612042,0.5542065738671789,1.808063251090861,0.2864314501439478,6.1309874184139845,0.04917683760306102,2.1632137452739166,0.06061722660355495,70.14418422273572,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.0021
switch-l60-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2024-02,-0.038372130767526436,553,0.6419529837251357,1.0750298902075714,1.9274525809277165,1.7711843623364896,0.17458503374557188,0.09246029938685126,1.8882161847120251,1.8151107131145006,0.4466380779252721,1.4151885825012096,0.25312303695981364,4.345449434555581,0.02201144483674189,0.8890861231720036,0.06787097449830881,38.34766558160529,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.0021
switch-l90-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.057718133448416364,483,0.6770186335403726,1.0071699701775199,2.1111832067182625,1.440924661481815,0.15128798836758262,0.08044133714024941,1.8807244352963965,1.7446490344802337,0.4449908102272262,2.1910801778210134,0.2308162294187195,4.514766114055399,0.003818648174030548,0.15577035251015897,0.04202350384860143,13.968112729972024,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.0021
switch-l90-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.056093972713950224,483,0.6770186335403726,0.9647755888131423,2.02231806116601,1.5546658285159598,0.15959581038158888,0.08711872023541072,1.8319347431910364,1.682405277930781,0.47874900691635713,1.85259471001117,0.2382670041576549,4.525873640112074,0.009895287762882177,0.39273060804007054,0.050014306403786346,10.537418022830044,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.0021
switch-l60-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2024-02,-0.044124183960857044,553,0.6419529837251357,1.004402142826505,1.8008220237545927,1.9671085772616062,0.18732117066655452,0.1049847336226827,1.7842705715651066,1.7371756377379795,0.5272399785113562,1.44262633094215,0.27427170691753755,4.283861797242856,0.039259697484228306,1.5354839125935074,0.09197396733347696,33.703459560982694,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.0021
blend-ng0.70-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2021-03,-0.037990737084275916,874,0.5697940503432495,1.1861255815961138,1.5709854777522996,1.0038579065870876,0.11597978146727206,0.06708476335068721,1.7288542982701598,1.5529389432479246,0.2893494127535736,1.9727792635983248,0.1978175314410553,5.065846205800119,0.02189093258121444,1.148714597390873,0.044798156287519486,21.715642587024025,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,0.0021
blend-ng0.75-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04139989178900483,874,0.5697940503432495,1.2337316318648306,1.6340381719911854,1.0835181116468533,0.1228691636867294,0.07162593859674675,1.7154283223914377,1.5885709063921036,0.30538446303680367,1.9428443678784537,0.20785794826096238,4.946200799510961,0.022712495372557484,1.1131387559262456,0.04744190385048497,28.061547232162606,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,0.0021
blend-ng0.70-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.03980302538807734,874,0.5697940503432495,1.2739267531471046,1.6872753273065377,0.9739626341599854,0.11333468405155323,0.06715214985963766,1.6877297940340992,1.6081068796567797,0.2783912368238415,1.826825232998455,0.18960687646297592,4.820061602211866,0.02082834936827549,1.0923785724741124,0.04383880633502368,34.8751223704802,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,0.0021
blend-ng0.80-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04601925040620236,874,0.5697940503432495,1.2862194110337482,1.7035565603585283,1.165775681624515,0.129754190530587,0.07700433842343386,1.6850244179372156,1.6123171810552657,0.32146963954401175,1.8043491421928561,0.21793481129998638,4.842717800441777,0.02351118176747513,1.080998863772864,0.05008283735309638,37.91596633644487,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,0.0021
riskoff-overlay-l120-m0.40-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321038,581,0.6781411359724613,0.9775647077689804,2.059681790700419,1.7205666214513764,0.1711715966699563,0.10291260750887853,1.663271399038149,1.7283961174904927,0.4318677443338135,1.937124473095634,0.25397051233643175,4.45875359629229,0.02270262160755765,0.8356712464584798,0.05852404721015603,62.12483595742012,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
blend-ng0.75-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.043915506878771327,874,0.5697940503432495,1.3175492246517113,1.7450518986078518,1.0571662550870378,0.12061506532128674,0.07317156729276629,1.648387068691512,1.6211375446577496,0.2960222776287864,1.701882916291013,0.2009266944835244,4.753457705621378,0.021809950009578083,1.0684254523618741,0.046631183863459436,45.02842871724061,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,0.0021
riskoff-overlay-l60-m0.40-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07224078350986907,637,0.6452119309262166,1.0383806763460288,1.8883825574257425,1.7251486526265016,0.17148278009984064,0.10448589198811133,1.6412051123548086,1.700425312105987,0.4715987577030385,1.6607529608747449,0.28191862457093375,4.599872374321947,0.04549630564559126,1.6816884345346825,0.08664121950017623,95.9564318464823,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
switch-l90-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06997479356751979,538,0.6412639405204461,1.032562404289396,1.845772173470682,1.3825202498579618,0.14689461013581817,0.08951150842347409,1.641069542039977,1.6141094136011211,0.506313798687217,2.7514277237054707,0.270433298137011,5.565606483394597,0.0361292006471603,1.5790931033233018,0.07162991406546038,16.654001331337195,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.0021
riskoff-overlay-l120-m0.40-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321027,612,0.6601307189542484,1.0112767336023465,1.9642105787276345,1.680457213386358,0.16842860411761396,0.10291260750887875,1.6366177885744742,1.683049546602987,0.47285489309969053,2.007562179454955,0.2849220441681741,5.16693672206293,0.04794580909536683,1.8480521435904456,0.08210340576754338,90.31189727112404,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
blend-ng0.85-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05063411865572642,874,0.5697940503432495,1.344380389677723,1.7805889203710268,1.250688583956451,0.1366342236418716,0.08352447412935744,1.6358585320784078,1.6259944737566092,0.3376016819980132,1.6337311486585995,0.22804759755366555,4.75240994512016,0.024286889366481823,1.051680978987728,0.05272089675370162,47.98925711926686,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,0.0021
switch-l120-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321038,522,0.6647509578544061,0.964487321065494,1.912440573769865,1.7589789896505152,0.1737667913648684,0.10660665871697463,1.629980654643668,1.6393776535396287,0.5748278625832339,3.073392078666946,0.24229249393511476,4.986459450122607,0.013178362530719134,0.5694565562946328,0.04729964797781805,7.865273957517128,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.0021
blend-ng0.85-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05539055020635675,1157,0.5211754537597234,1.4880764856597146,1.6196933589400866,1.2168375675988248,0.1339181017051314,0.08242176418953569,1.624790527380312,1.566906008150461,0.33406659681880835,1.6715962123927006,0.24525701741501948,5.136290685141583,0.033076937041779164,1.412335842505863,0.060077325935574244,46.42451737052138,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,0.0021
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06279969606830405,597,0.6666666666666666,0.9937274721651046,1.9874549443302094,1.6550006099090644,0.1666696999286459,0.1029126075088788,1.6195265474569422,1.6722173247213374,0.4230038704918988,1.5377563204430247,0.26724370955103516,4.691780317664206,0.03352786307451727,1.2407840669810986,0.06972845616299717,37.71988362064995,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
nonoverlap-m0.40-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06566884930710382,841,0.5814506539833532,1.2566759332180388,1.7457799185898324,1.5332712610330712,0.15805723870996857,0.09762190311476633,1.61907557286763,1.5920107706353082,0.4085378025284381,1.5778657909064853,0.28152092582852295,4.999132830709066,0.028905117204949704,1.0672624270233755,0.06281924514251447,38.803842807349525,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
nonoverlap-m0.25-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06567600952353292,841,0.5814506539833532,1.2566759332180386,1.745779918589832,1.5329586852779413,0.15803467911917934,0.09763808715412048,1.6185761491796087,1.5917842531788309,0.408705169157225,1.579637709571291,0.28153222889636265,5.000454530209461,0.0289326459703656,1.0682934452015693,0.06283346312310845,38.81345928195043,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
blend-ng0.80-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04802626769327045,874,0.5697940503432495,1.3629035644620833,1.8051222742077593,1.1434866296262967,0.12791063194404706,0.07916718809753748,1.6157026037915545,1.6285103478476834,0.31379263226453924,1.5867738959908988,0.21231789625199693,4.696878597543501,0.022775464181800542,1.046789150755832,0.04942520083148505,49.39031589114337,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,0.0021
nonoverlap-m0.40-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06643638051207157,841,0.5814506539833532,1.1791007838030354,1.6380121684081939,1.5359950321421487,0.15825372282321348,0.09801012980067263,1.6146670057988988,1.5366320622957632,0.4215128854876131,1.7107439719539947,0.29526386250979586,5.276499761570017,0.030281002578803395,1.1188265783415947,0.06409205986794864,24.09302572596446,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
riskoff-overlay-l120-m0.25-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321038,581,0.6781411359724613,0.9795148600928983,2.063790667789315,1.644883245829576,0.16596670268175062,0.10291260750887868,1.6126955355536203,1.6965502015918452,0.414728948378273,1.6976059726277661,0.2557167009538899,4.489410008748474,0.024126763291374198,0.8887218705156205,0.05931960251884649,68.50807243548857,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l120-m0.40-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321038,581,0.6781411359724613,0.9795148600928983,2.063790667789315,1.6446671236453305,0.16595166091089286,0.10291260750887869,1.6125493749303315,1.6964400727856335,0.41464035359155016,1.6959156933038528,0.25571670095388876,4.489410008748465,0.024126763291373976,0.8887218705156154,0.05931960251884627,68.50807243548925,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
blend-ng0.80-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.052002019292910484,1157,0.5211754537597234,1.5168969753839696,1.651062953351144,1.1164568258081125,0.1256531741682685,0.07811329973729768,1.6086015389293737,1.5775427065918943,0.31084390477295365,1.6186229814471298,0.2264081769093258,5.046824864381966,0.030042845360899184,1.3633254413092646,0.055519693620666555,48.61187033367254,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,0.0021
blend-ng0.75-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.048904819289134926,1157,0.5211754537597234,1.447931977311499,1.5759981630303863,1.0245749585134716,0.11779337375204268,0.07323272241717257,1.6084800600615243,1.5480886272824943,0.2923248190752237,1.6012058744256843,0.21837491910368967,5.162577720567242,0.030882285131061504,1.486915071076302,0.054229121566603755,39.3556485911118,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,0.0021
blend-ng0.80-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05238823461286224,1157,0.5211754537597234,1.403304484554622,1.5274234732607168,1.1219644675935108,0.126115119450531,0.07848371555628625,1.6068953738573308,1.521024032516226,0.3166850870025455,1.531450835111821,0.24069359312431793,5.31345296525946,0.03521554506290836,1.5866837991933747,0.059867046935214274,33.845715092944374,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,0.0021
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0706108491931341,651,0.6405529953917051,1.0430085300377485,1.8586946881441926,1.6330152406250176,0.16513917135665146,0.10291260750887862,1.6046544281992305,1.6289761005110748,0.45948622292376373,1.6940402159960626,0.29338983710505473,5.320496445418592,0.05485189974947802,2.121413886803891,0.08923459914843423,33.21009819376809,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
riskoff-overlay-l30-m0.40-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06279969606830405,575,0.6730434782608695,0.9748647064909577,2.0067693692127695,1.6276072069574203,0.16476103820264698,0.10291260750887869,1.6009801149818537,1.6659043328441978,0.4280055081133476,1.6637635693531774,0.25334021639366755,4.160066678202428,0.02218857019509457,0.8165405775324971,0.06061722660355473,70.14418422273376,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
riskoff-overlay-l60-m0.40-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06928905257015672,637,0.6452119309262166,1.0707062813510861,1.9471693877667984,1.647775898321211,0.16616792726285623,0.10387607536838316,1.5996746765177932,1.6845168453843378,0.4389930166423881,1.6392745658187342,0.27314105343799966,4.578057879954222,0.03833756872101057,1.4159129969552025,0.07681761384594288,91.09127146316277,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
riskoff-overlay-l60-m0.25-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0693016255535911,637,0.6452119309262166,1.070706281351086,1.947169387766798,1.6481646721287646,0.1661949578234283,0.10389318387593403,1.599671428126537,1.684641473909124,0.43926410122605364,1.6425967184669472,0.27318091936359656,4.578726064075645,0.03837008223406335,1.4171365407298406,0.07685133228645569,91.13588640740791,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l120-m0.25-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321038,612,0.6601307189542484,1.029814753337831,2.000217117060018,1.6207791595937406,0.16428267954275033,0.10291260750887865,1.596331912283702,1.6717721611957108,0.44005107503916774,1.8544206266954422,0.27504362527096005,4.927062969442472,0.039889252099704064,1.5121065343765234,0.07404075030918822,87.43165761351156,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l120-m0.40-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321016,612,0.6601307189542484,1.0298147533378312,2.0002171170600183,1.6203279995159416,0.16425103526485585,0.10291260750887869,1.5960244253910798,1.6715436115897682,0.43981576831627,1.8505261795584602,0.2750037010201911,4.926347776362253,0.03985669101830247,1.5108479711623048,0.0740071198738046,87.38751303871935,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
blend-ng0.90-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05524444470046108,874,0.5697940503432495,1.4091869070035334,1.8664230842759564,1.3383148649176304,0.1435086198770963,0.09001585985219697,1.5942592795617643,1.6314844314218944,0.3537772637318697,1.5005959305334802,0.23819577391013724,4.6729815210575065,0.025039516761571123,1.0247076724822866,0.05535602178899901,54.281294004538765,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,0.0021
blend-ng0.70-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04581374023519991,1157,0.5211754537597234,1.3864177746314899,1.5090431734707372,0.9362469773143363,0.10994909140187015,0.06901893355995735,1.5930279668311076,1.5083882116798841,0.27394210943713326,1.4936984387531866,0.21034834672693137,5.293478199495594,0.03170070407365699,1.6253981802445503,0.05293212600367525,31.456149047472397,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,0.0021
blend-ng0.90-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05840185922615049,1157,0.5211754537597234,1.5931919362128526,1.734106024433845,1.31507652201355,0.1417069662238999,0.0891817018611055,1.588969073999047,1.598206571991405,0.3514577883930923,1.5207861975784152,0.24976248755674435,4.975233002173538,0.0309072523841738,1.2539056803839443,0.06027246775894768,53.25197857758414,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,0.0021
blend-ng0.85-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.052135265787603524,874,0.5697940503432495,1.410094997463637,1.8676258211087533,1.2330222353838445,0.13522104492769182,0.08513905738711286,1.5882375149264885,1.631588048249541,0.33170125267969963,1.49621724569531,0.22378046590651635,4.6485012184772065,0.023724815311111813,1.0270549842274748,0.05222083548076384,54.05195794610875,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,0.0021
blend-ng0.75-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.049394960657051956,1157,0.5211754537597234,1.3334912584819896,1.4514354311636095,1.0303842501435865,0.11829911896080336,0.07454433712499943,1.5869631889332367,1.4594901493776677,0.2993190881736858,1.3582107775879027,0.23607308360097345,5.509497641214684,0.037322960611614775,1.7796607818804953,0.05964165962930701,26.58835414973203,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,0.0021
riskoff-overlay-l90-m0.25-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06340052789543216,597,0.6666666666666666,1.0080654371010964,2.016130874202193,1.6049739663926932,0.16317136151408618,0.10291260750887865,1.5855332545141156,1.6623580127108188,0.4092991430256876,1.4797922720473236,0.26404221902215474,4.635574353917398,0.030916818616353314,1.1426785069559073,0.06634298962848661,57.08407980696686,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06340575668808124,597,0.6666666666666666,1.0080654371010964,2.016130874202193,1.604746563620409,0.16315533064501886,0.10291260750887872,1.5853774828408924,1.6622312833523563,0.40916676296546806,1.4783243196714142,0.26400263924815204,4.634879484036452,0.030884538480386192,1.141467197177666,0.06630960022589716,57.052473377827674,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
nonoverlap-m0.25-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0652059975234982,841,0.5814506539833532,1.3233807230392274,1.8384465158130177,1.5298927039305035,0.15781327308268622,0.0996032979727824,1.5844181497465102,1.6139909577735188,0.4003391146976909,1.4709637601327894,0.27293085343435597,4.826918925756318,0.028024611314837022,1.0343000044778838,0.062010830069888945,50.53839137694395,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
blend-ng0.85-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05510530210528486,1157,0.5211754537597234,1.5947537318173624,1.7358059571947102,1.2120113141498403,0.1335280147379294,0.08435263585700302,1.5829738262629978,1.598434853176865,0.32949749330242883,1.5157025254247376,0.23444752695623006,4.943749845210287,0.029182396570085478,1.2522152896279706,0.056803816109457284,52.97970314032571,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,0.0021
riskoff-overlay-l120-m0.25-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321027,581,0.6781411359724613,0.9808037647802503,2.06650632793272,1.5981791839679085,0.16269185071694103,0.10291260750887872,1.5808738565185505,1.6722446011297132,0.4039801451982339,1.5345668916354156,0.2568010242763594,4.508446590866332,0.02501110649853122,0.921701849084133,0.05981036722887523,69.12613450544939,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
riskoff-overlay-l90-m0.25-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06828319693055418,651,0.6405529953917051,1.0805906549576472,1.9256679620399098,1.5920348451338726,0.16225733190118174,0.10291260750887873,1.5766516448160453,1.6409161171899689,0.4319130525962316,1.6644607533977502,0.2803320821619266,5.021799068442397,0.044202366860730535,1.6791689402938343,0.0784955141263437,45.91995775071711,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l30-m0.25-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06340052789543216,575,0.6730434782608695,0.9858821147718078,2.0294488213653703,1.5879638040456912,0.1619689557309394,0.10291260750887879,1.5738494986337366,1.6563193571628403,0.4123197242925991,1.5205507980418542,0.25531117790782254,4.296626277375915,0.023796030249205957,0.8763951345038251,0.06061722660355451,70.14418422273407,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l30-m0.40-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06340575668808124,575,0.6730434782608695,0.9858821147718078,2.0294488213653703,1.5878189161437355,0.1619586854168924,0.1029126075088786,1.5737497021724933,1.6562373217144721,0.41221677466344864,1.5196646815494492,0.2553111779078223,4.296626277375915,0.023796030249205735,0.8763951345038146,0.06061722660355451,70.14418422273363,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
riskoff-overlay-l60-m0.25-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06746772301606607,637,0.6452119309262166,1.0938866906493576,1.9893249108711768,1.6002784460718331,0.162840109191545,0.10351369667833074,1.573126208578671,1.667077245799866,0.4190860662392084,1.509019883796532,0.26768984839324417,4.564301990900468,0.033891721202789826,1.2510513302200958,0.07073042098262028,83.10660571220012,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
riskoff-overlay-l120-m0.25-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06445126328321049,612,0.6601307189542484,1.0426170516972626,2.02508311964276,1.5833375250671287,0.16164078464824128,0.10291260750887873,1.5706606659859026,1.6581729340143734,0.4196005858993279,1.6196262712328522,0.26884838295807967,4.77962927888804,0.03483658898478725,1.3069517969361286,0.068983791983392,80.84098358728144,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06828839846452484,654,0.6391437308868502,1.0843082705677094,1.9205121063445023,1.583012752462026,0.16161772789703233,0.10291260750887864,1.5704366239392875,1.6343792213899337,0.4278976814250588,1.597819231114973,0.2802519037306572,5.020362772002995,0.04413697561663943,1.6766309121252743,0.0784279753372612,45.87577908615203,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
blend-ng0.90-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05624245911590786,874,0.5697940503432495,1.4592374490917992,1.9327134299141384,1.3258738454690828,0.14254596084532545,0.09108722028891911,1.5649391911750585,1.631454607956526,0.34974703648940153,1.423173266428093,0.23531438030044516,4.606919489738071,0.02465792719737525,1.0089004483845223,0.05501806596436465,59.0422609504906,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,0.0021
riskoff-overlay-l90-m0.25-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06379057319455872,597,0.6666666666666666,1.0178224658222803,2.0356449316445606,1.5736406576087956,0.16095131580751754,0.10291260750887854,1.563961109367789,1.6513124505171617,0.40060192133501515,1.4141788447092054,0.26199130573457263,4.5995681384219,0.029244152173828475,1.0799620310531204,0.06418712535685156,74.6769628030325,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
blend-ng0.90-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05821462940514677,1157,0.5211754537597234,1.6833403847041222,1.8322278916544867,1.3113599482327145,0.14141741136777886,0.09056559876259349,1.5614914857294446,1.6123572416688088,0.3482836360434811,1.434034439560048,0.24249237038197524,4.81459299042155,0.02830095164462776,1.1516661452102679,0.05808146304188466,57.93341185914304,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,0.0021
riskoff-overlay-l60-m0.40-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06364187403402755,588,0.6649659863945578,0.9851470602901757,1.9552918810835467,1.5871767858863506,0.1619131624716008,0.1037187395941061,1.5610791560448316,1.639184364623286,0.3972242263027701,1.3798712863960763,0.2513929880212813,4.41350209955757,0.02060046621520306,0.7574996198762927,0.0552134927266299,58.31777861629182,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
riskoff-overlay-l30-m0.25-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06379057319455883,575,0.6730434782608695,0.9932007071154342,2.0445142215620904,1.5631050811315372,0.16019972879743705,0.1029126075088787,1.5566579515888366,1.6467251639197096,0.40246740407850123,1.4379609543256022,0.2565430288541706,4.385477365796763,0.02480069278302599,0.9138522556387823,0.06061722660355473,70.14418422273528,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06828839846452472,624,0.6490384615384616,1.0575103669837282,1.9556698567507302,1.5882993788744018,0.16199274094304905,0.1040793638917594,1.556434771368496,1.6456789038369632,0.4335886175456236,1.795228446756844,0.2547336716979518,4.370308725396493,0.023325032638800147,0.8769771264690632,0.06061722660355451,70.14418422273168,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0682831969305544,624,0.6490384615384616,1.0575103669837282,1.95566985675073,1.5885335294538319,0.1620093357664869,0.10411617487814678,1.5560438707635567,1.645792739643618,0.43381802861722973,1.7989431491565508,0.25473367169795313,4.370308725396558,0.02332503263880059,0.8769771264690825,0.06061722660355451,70.14418422273388,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l90-m0.25-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06684246521816906,654,0.6391437308868502,1.112745218037936,1.9708792421180392,1.560431921808597,0.1600086172079307,0.10291260750887861,1.5548009236295584,1.636455313237017,0.4122634616728509,1.4846169148108599,0.27212692985512454,4.837915806665933,0.037510478421328486,1.409126601316098,0.07174591355856963,66.40933174175122,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
nonoverlap-m0.25-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0700842058317026,1095,0.5333333333333333,1.4813778679534528,1.6930032776610888,1.4455614727751955,0.1516329787169577,0.09768366236628952,1.55228597130574,1.5421225390116264,0.387475439226024,1.4145240144727598,0.2914252241221633,5.203637274855609,0.037152124495632766,1.3552597031520799,0.06972041511889349,49.91312821117469,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
riskoff-overlay-l60-m0.25-r96_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06392353470673218,588,0.6649659863945578,1.0052211155445212,1.9951342953193287,1.5630924120645742,0.16019882344657743,0.10341355036714228,1.5491086311013804,1.6404778839452896,0.3932637681716211,1.3818240360112264,0.2540926140495712,4.4608972366998305,0.022802204285859773,0.8393783816300446,0.05723893504417643,65.89741050270449,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06684246521816917,624,0.6490384615384616,1.0789743684799744,1.9953635581478981,1.563560029771768,0.16023223762432903,0.1035421761905165,1.547506953393595,1.6419251092177003,0.4157477117461035,1.5903386069448868,0.2561831188164725,4.433132158120089,0.024507160410872864,0.9147333544962458,0.06061722660355451,70.14418422273373,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
riskoff-overlay-l60-m0.40-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06391088906963349,590,0.6644067796610169,1.0074248056693378,1.9944975950625272,1.55624211360341,0.15970873783540918,0.10339643270240874,1.5446252221783718,1.635869047376751,0.39311858481959994,1.3804289738958027,0.2540926140495716,4.460897236699879,0.02280220428586066,0.8393783816300826,0.0572389350441771,65.89741050270362,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
riskoff-overlay-l60-m0.25-r96_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06410496224882867,590,0.6644067796610169,1.0211592459717433,2.021689012226886,1.543549461382681,0.15879774664470414,0.10321385896912617,1.538531242129068,1.6343692817114472,0.3906021443928409,1.3550510137437297,0.25578082297257687,4.490535746846148,0.024179059382844814,0.8906713622908169,0.058505420204607805,67.48463085728065,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.0021
equal-2-c0003,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0644512632832106,531,0.6930320150659134,0.9174550089605724,2.071309468082765,1.521939752888712,0.1572379055506259,0.10291260750887886,1.5278779671097156,1.6247459908200372,0.3862454096497667,1.312757082273601,0.2585961137647479,4.539961516116443,0.02647513033939153,0.9763628821387496,0.06061722660355451,70.14418422273386,baseline,,1.0,0.0,0.0021
switch-l90-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07569985084770747,535,0.6429906542056075,0.9559429186157203,1.7216982408576325,1.4893530676052849,0.15486430060768241,0.10168712214039817,1.5229489963720595,1.4871592049332538,0.5874478697715029,3.1316721850406153,0.30228881997644463,6.22120363101967,0.0621096566286683,2.7494474771494506,0.09787882433910489,14.854286034567258,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.0021
blend-ng0.70-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04641077626694812,1157,0.5211754537597234,1.2749984077306904,1.38776902502095,0.9420233018141397,0.11047119182422116,0.07358589935266845,1.5012548979632079,1.3823717165496878,0.2819743287827261,1.1720035942816651,0.23139636229338967,5.727875371323317,0.03939907062524828,1.9946348738618338,0.0594011933293912,21.86196757183398,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,0.0021
nonoverlap-m0.25-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07346860685890089,1095,0.5333333333333333,1.3780870902139122,1.5749566745301855,1.3987025092938317,0.14812089807718154,0.09943160747823902,1.4896761888275651,1.4674325411418354,0.38798925949872753,1.44710726017344,0.3114683694275846,5.508319322395939,0.04363197224759441,1.581451413592762,0.0752124873305573,34.838882430305986,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.0021
nonoverlap-m0.40-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07346150636124593,1095,0.5333333333333333,1.3780870902139122,1.5749566745301853,1.3982623310767361,0.14808763377832013,0.09943160747823884,1.4893416443129508,1.4672489317702766,0.38759727971331426,1.4452772615728067,0.3113154256860431,5.505614511733069,0.043505507842963365,1.5767695606840113,0.07516443707591747,34.8141032072486,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.0021
nonoverlap-m0.40-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07887238683916176,1095,0.5333333333333333,1.2728651899501804,1.4547030742287776,1.3212578012004532,0.14218767822686162,0.10254565401965786,1.3865792713127019,1.3252059998095782,0.38745734263374954,1.1383949655928676,0.3436827612632891,5.986162664107448,0.053788828923440724,1.929717453624881,0.08392300906774186,24.132032918764416,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
switch-l30-r48_q0.15_mf0.25_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06997479356751979,542,0.6512915129151291,1.0202797240659351,1.905601812673413,1.6499791396404309,0.16632106945424008,0.12058189073583027,1.3793204637885037,1.7356181062347138,0.5534654390704912,1.9687616118084084,0.29001280755575953,6.207645401403019,0.05209769066773906,2.2949822395761545,0.060617226603554286,70.14418422273279,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.0021
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0706108491931342,624,0.6490384615384616,1.0271743093181165,1.8995689281910375,1.6278711458937507,0.1647795081866601,0.11955891637539408,1.3782285184760397,1.6421711552632894,0.4627206362043319,1.9136914136629384,0.2524120018134759,4.271722745516246,0.021431544830273763,0.8153167304188199,0.06061722660355473,70.14418422273529,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.0021
switch-l30-r48_q0.15_mf0.4_us,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07569985084770736,542,0.6512915129151291,0.9584999247514546,1.790214145170706,1.744202607628217,0.17277210062341442,0.15838488989955324,1.0908370156584095,1.6371549135319252,0.6308084022814573,2.0218758989696854,0.2839917649331427,6.078766618900448,0.04718709985688463,2.0736615961516924,0.06061722660355451,70.14418422273378,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.0021
switch-l30-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2025-01,-0.06339044757046397,477,0.6666666666666666,1.0026612281660472,2.0053224563320944,1.2674901656330526,0.13796958716240648,0.08403496353298343,1.6418117098159257,1.5929826138982859,0.3403268380765214,1.2193160575602922,0.23744531237478617,4.898235778653962,0.03948227751929534,1.6658523175090687,0.054483045691662735,50.610937820130275,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.003
switch-l30-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2025-01,-0.07101296982900018,477,0.6666666666666666,0.9557406084119672,1.9114812168239343,1.3052582741928913,0.1409411841606527,0.0914894720423187,1.5405180619630199,1.5226278254587258,0.36304027527993066,1.1875923097583658,0.23239960030318585,4.794148285198259,0.035243764331323923,1.4839118119352355,0.054483045691662735,50.61093782013008,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.003
switch-l120-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0670336472307661,540,0.6314814814814815,0.9147673932433735,1.567515985406987,1.183237693239362,0.13118736867513392,0.10846920210436141,1.2094434745534008,1.2497045566595781,0.36918596571277473,1.6297687445383422,0.207474740600061,3.647908240376434,0.014306313866276232,0.5961257175562149,0.0463637660007139,4.288898227030361,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.003
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06604082071985384,598,0.6404682274247492,0.9519966162423158,1.6958823442828228,1.1315180920719619,0.12691402615696146,0.10622740405000038,1.194739034545399,1.321171406756967,0.2806602396264186,1.0803712344070746,0.20926087682345829,3.034352138335526,0.01580670901981507,0.5266356157565404,0.06246800729724944,32.31200849189372,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
blend-ng0.75-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0443186094830218,874,0.5491990846681922,1.170938024519954,1.426523481648675,0.6944137693719352,0.08681533010873044,0.07375474003079074,1.1770813655161312,1.1660204466732116,0.17565576250053505,0.8878093030104963,0.16217323550465101,3.1278436141166406,0.007103066380105938,0.31346675323040335,0.04185072713011073,22.687694274258728,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,0.003
riskoff-overlay-l120-m0.40-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076655,597,0.6398659966499163,0.9497618768488368,1.6874838928197937,1.084155943001731,0.12292342456270311,0.10622740405000045,1.1571724421020773,1.290767564633834,0.25344054687958995,0.9130949903402047,0.19321939743532135,2.801745365285829,0.0023315005702724267,0.07715700448597318,0.05031587123284864,17.257704319821148,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
riskoff-overlay-l60-m0.40-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07626429215769714,652,0.6165644171779141,1.004975642988657,1.61600083392576,1.1126057556413418,0.12532956960499142,0.10832353406064146,1.1569929904136036,1.291013222878931,0.28764467496659085,0.8891326614039193,0.2174758419067646,2.869715354385776,0.0227074670001004,0.7252738925809804,0.0794238544121697,74.67522512036552,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
blend-ng0.70-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.042355409252092024,874,0.5491990846681922,1.2025247148431097,1.4650047287428747,0.6367191628311446,0.08088757306862715,0.07005283044372737,1.1546653084003966,1.189351974977808,0.16166568869753428,0.830155156354702,0.14816335620819854,3.0609414020627344,0.006632179914122238,0.31337837172138544,0.038825602377708934,28.00695275212875,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,0.003
riskoff-overlay-l90-m0.25-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06639482638441474,598,0.6404682274247492,0.9599399530795634,1.710032567578943,1.0796349183475504,0.12253851485276823,0.10622740405000056,1.1535489918881021,1.2978602739798482,0.25891479677382456,0.8885578633746569,0.20588951984164416,2.985466343617729,0.012974692284415834,0.4316700329399442,0.059505901267849826,48.98794462182334,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06639914853355422,598,0.6404682274247492,0.959939953079563,1.7100325675789425,1.079416006328409,0.12251985930345244,0.10622740405000047,1.153373372898986,1.2976944626827644,0.25877113339915025,0.887343703240471,0.2058532205810637,2.984939992296646,0.012944200077865009,0.4306489930604317,0.05947400839527495,48.95932777847845,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
blend-ng0.80-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04886903641598672,874,0.5491990846681922,1.212154106072812,1.4767359667892124,0.7514795009209532,0.09251356168609104,0.08025424489291476,1.152755992029259,1.1948688076812706,0.18523040243636069,0.8160831268921298,0.16976544814919903,3.071653553890204,0.007363562112960187,0.30482840921409815,0.04438326119423319,30.308680562428414,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,0.003
riskoff-overlay-l120-m0.40-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076632,633,0.6224328593996841,0.9820867346769221,1.6190049098858048,1.062158110083773,0.12104392059863223,0.10622740405000021,1.139479230252657,1.257058572487389,0.2642804035973976,0.8879954382997667,0.22049594674230066,3.114053117610085,0.02524442392368731,0.8199087213670778,0.07630626571376342,20.403425194436352,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
blend-ng0.75-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04647237032183482,874,0.5491990846681922,1.236631674851242,1.5065563551487213,0.6922946710906159,0.08660063545390706,0.07614310785139355,1.137340435629751,1.2072529903263174,0.17189018472930906,0.7832625918748998,0.15675712149027365,3.024219342736614,0.0069312316781011685,0.30585715205935127,0.04143266960055847,34.16354943473979,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,0.003
blend-ng0.85-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.053415808784871954,874,0.5491990846681922,1.2575211933237729,1.532005514709165,0.809996493935486,0.09819659297621275,0.0867909322629516,1.131415349690049,1.2152992305535222,0.19474945243062503,0.7605295997871054,0.17736209975132988,3.0220085967073884,0.007600813048284305,0.2963086988948878,0.04691281659082125,36.19784009179119,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,0.003
riskoff-overlay-l60-m0.25-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0727880632065625,652,0.6165644171779141,1.0289625690068862,1.654571810963073,1.06840934483645,0.12157973927487387,0.10753506670979167,1.1306055131112254,1.282389522987291,0.2632574523327438,0.8211832505679956,0.21101309160783277,2.8816413720151917,0.017278609391127686,0.5597738554451096,0.07004411542525091,66.61444960668757,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
riskoff-overlay-l60-m0.40-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07277438148384163,652,0.6165644171779141,1.0289625690068864,1.6545718109630732,1.0681119602222084,0.1215542801490408,0.1075177659363024,1.130550649843805,1.2822329099146192,0.26301484118351137,0.8195757479848534,0.21097663811930278,2.881143555126647,0.01724798762958324,0.5587732755578946,0.07001190533507318,66.58058019334293,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
riskoff-overlay-l120-m0.25-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076621,597,0.6398659966499163,0.959360653620218,1.7045384636415037,1.0506210908760805,0.12005143388421402,0.10622740405000052,1.1301361918597448,1.2784465155016425,0.24212636104510743,0.8011882349228331,0.19586242591330905,2.840070155067858,0.0045517047557608326,0.1507987860395788,0.051911632985989886,28.70009095511134,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
riskoff-overlay-l120-m0.40-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076632,597,0.6398659966499163,0.9593606536202177,1.7045384636415033,1.0503530045745224,0.12002831557263582,0.1062274040500005,1.1299185614678047,1.2782490083945175,0.241984613513619,0.8000991040760072,0.19582642848477128,2.839548180411576,0.004521466095007476,0.14979470173203577,0.051879968713397284,28.681209656864112,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
riskoff-overlay-l90-m0.25-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06662991334375934,598,0.6404682274247492,0.9653334341142835,1.7196404896082353,1.047357546954773,0.11976983024735954,0.10622740405000047,1.127485240917539,1.2787115542378347,0.24529621628150222,0.7885214050752373,0.20373732184935855,2.95425875871631,0.011166796898396392,0.3711855647230375,0.05761495982088927,53.77449777970691,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
blend-ng0.80-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.050587820944928974,874,0.5491990846681922,1.2719032028536446,1.5495267445932726,0.7494439220454907,0.0923130095115785,0.08220884895353331,1.122908430012885,1.2200701480287646,0.18211253159761376,0.7458150937708968,0.1653810725361018,2.992659546936159,0.007213409293187034,0.29859009335311876,0.044040767141741766,37.16364976489047,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,0.003
riskoff-overlay-l120-m0.25-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076621,633,0.6224328593996841,1.0054082424636936,1.6574512448983068,1.0373387848850477,0.11890296659482225,0.10622740405000039,1.1193247887226498,1.2600627328141785,0.24895958110286198,0.8179233765535637,0.21292389125259548,3.036751027397216,0.01888372466107846,0.618277521219856,0.06814690902812592,28.87064764049906,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
riskoff-overlay-l120-m0.40-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076632,633,0.6224328593996841,1.0054082424636936,1.6574512448983068,1.0314682056668096,0.11839335101079262,0.10622740405000027,1.114527386502507,1.2550932053195518,0.2486945726049079,0.8160038460492922,0.21285087033814687,3.0357095926588875,0.01882238542798409,0.6162503684021471,0.06808260403370281,28.84060467558362,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
riskoff-overlay-l60-m0.25-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0706157475007908,652,0.6165644171779141,1.04629467350827,1.6824418350012984,1.0405198288711062,0.11917859155219923,0.1070329213052685,1.1134760230666796,1.2704707603990097,0.24793994397449026,0.7530678060502576,0.2069352139781082,2.889007653834258,0.013853099202030705,0.45284932147949725,0.06417807247665563,60.49739989304276,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
blend-ng0.90-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05795887142273726,874,0.5491990846681922,1.3076996309410918,1.59313660622265,0.8699818656095497,0.1038638364002451,0.09329865020298117,1.113240504276088,1.2286792464731018,0.20421011505005549,0.7161820793835693,0.18496259392001546,2.9778241618825914,0.00781475187240055,0.2878836232064846,0.04943933690840585,40.44996160865765,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,0.003
riskoff-overlay-l120-m0.25-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076644,597,0.6398659966499163,0.9658697884949611,1.716103531186396,1.0294214969994662,0.11821538792692654,0.1062274040500004,1.1128520835478901,1.2664106310880872,0.23489172360943722,0.7392742410645701,0.1974701681874853,2.8633829514280498,0.005902244924374411,0.19567489027628635,0.052869040400066014,47.29008488802837,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
riskoff-overlay-l60-m0.40-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06729856430169034,594,0.6346801346801347,0.9493781590494461,1.6493804883024938,1.0430427256790211,0.11939693346682012,0.1074310291881399,1.1113821990639667,1.2568100990399222,0.2344026905552945,0.6881695987318628,0.19261575317357615,2.792992323225479,0.0018244256266488623,0.06036085683805999,0.0488076697960933,43.81526860684769,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
blend-ng0.85-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.054701717541835726,874,0.5491990846681922,1.3083999803590376,1.59398982378766,0.8081990199800821,0.09802434597371046,0.08825010142737806,1.110756184845586,1.2288987953194546,0.19233097440586233,0.7152112529107107,0.17403491168822138,2.9653526361996985,0.00747866494713012,0.29152906364932896,0.046649874316483375,40.3001032822548,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,0.003
switch-l60-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2025-12,-0.0432471777623068,555,0.618018018018018,1.034274843897928,1.6733786389480627,1.1555494319437551,0.12891035654865335,0.11611746434249576,1.1101719907388277,1.390035844515842,0.274769725064703,0.7251803540445673,0.19652122312743714,2.8010868600082217,0.005105109436935207,0.18493826626727142,0.06311001936250271,33.51465758936504,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.003
riskoff-overlay-l30-m0.40-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06729856430169046,580,0.6413793103448275,0.938500943117688,1.6784728405758649,1.0349762927816633,0.11869803131808654,0.1074310291881399,1.1048766098127494,1.2563645428678936,0.24627607099320037,0.7600204446644633,0.19498794966921795,2.671579607770283,0.0038171247716964896,0.12641542332484587,0.054483045691662735,50.61093782013097,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
riskoff-overlay-l120-m0.25-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076621,633,0.6224328593996841,1.0219619787589327,1.684740667912215,1.0178256722559285,0.11720425751789154,0.1062274040500004,1.103333537763235,1.2531009333128857,0.2391076869042552,0.7492008298646928,0.2081156236787487,2.9865718346689683,0.014844670265218074,0.4884984359845579,0.06299217538172419,42.6418693141768,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
riskoff-overlay-l60-m0.40-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06716403085811262,594,0.6346801346801347,0.9666450054769176,1.679378650068193,1.0250496127593829,0.11783474200749677,0.10695965580378043,1.101674655943797,1.2560658736110322,0.23013356666998463,0.673807055434595,0.19544740203334388,2.834052171120035,0.00420307523358554,0.139224276996216,0.050934796827504236,47.061358754013476,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
riskoff-overlay-l60-m0.25-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0671777953646352,594,0.6346801346801347,0.9666450054769176,1.679378650068193,1.0251733303509458,0.11784552321129227,0.10697696739623809,1.1015971575899839,1.2561339622401395,0.23025818601373582,0.6744906544227964,0.19544740203334454,2.834052171120041,0.0042030752335859844,0.1392242769962305,0.05093479682750468,47.06135875401415,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
blend-ng0.90-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.058814016522949375,874,0.5491990846681922,1.3461869792593755,1.640024746305838,0.8685922438409568,0.10373429288244496,0.09426691296349565,1.1004316320681413,1.234630753611027,0.20254373884007348,0.6897235367435965,0.18271833559984518,2.941590250561886,0.00772695133599588,0.2846366684046992,0.04925997036650154,43.58092508782105,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,0.003
riskoff-overlay-l30-m0.40-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06716403085811262,580,0.6413793103448275,0.9499435195274135,1.6989374483855664,1.0200053422600939,0.11739469273893977,0.10695965580378058,1.0975604947187045,1.2546754796832424,0.23749532370872628,0.7169898693000446,0.19693222943627542,2.755154800649581,0.005450364107758565,0.18065292696950183,0.054483045691662735,50.610937820130836,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
riskoff-overlay-l30-m0.25-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06717779536463508,580,0.6413793103448275,0.9499435195274135,1.6989374483855664,1.020069914453801,0.11740033169637498,0.10697696739623808,1.0974355934163773,1.2546992203633478,0.23758343441821506,0.7174269871659787,0.1969322294362752,2.7551548006495783,0.005450364107758787,0.18065292696950966,0.05448304569166296,50.61093782013148,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
nonoverlap-m0.40-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06875058402765377,841,0.5600475624256838,1.1860988846051745,1.5098718233757762,0.951040714571936,0.1112836337524532,0.10144138165296245,1.097024034364612,1.1716098799332262,0.23080645382257625,0.7329230064826301,0.2186265409542998,3.168590409618639,0.008648089403062276,0.28710146066173403,0.05562533336824571,30.92663339640205,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
nonoverlap-m0.25-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06875728794080804,841,0.5600475624256838,1.1860988846051743,1.509871823375776,0.95077270780714,0.11125953278379774,0.10145772895518708,1.096609730274369,1.1713656746285543,0.23094475782210222,0.7337414158234057,0.2186333960974649,3.1691990297772166,0.008672113929516723,0.2879024953478013,0.05563790502133292,30.934211477838655,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
riskoff-overlay-l60-m0.25-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06710673278296997,594,0.6346801346801347,0.9784014900383594,1.6998035103431406,1.0137043782793262,0.11684371094725132,0.10668399480009544,1.095231868343449,1.2521602839952155,0.2274970853417022,0.665047921941659,0.19721852633159087,2.8597340610328694,0.005690860027709688,0.1886469355306325,0.05226494525725611,48.38772361844683,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06964208489256674,631,0.6196513470681458,1.0325079885010477,1.682127597932957,1.0124946377005286,0.11673776024101623,0.10677559538730977,1.0933000168959064,1.2466978558033481,0.24376379131284542,0.7808484041677317,0.197602082919764,2.8253604464216204,0.006013056307290654,0.2013598126681344,0.05448304569166296,50.61093782013152,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
riskoff-overlay-l30-m0.25-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06710673278296986,580,0.6413793103448275,0.9575967375179371,1.7126249344070796,1.0105281473780843,0.11656541786599406,0.10668399480009524,1.0926232944727525,1.2508216933634693,0.23206087117466545,0.6912905855597373,0.19814740429068678,2.8092043405030847,0.006471138692796918,0.21459638890505642,0.054483045691662735,50.61093782013165,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
nonoverlap-m0.25-r96_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06810058129538243,841,0.5600475624256838,1.2374842536807271,1.5752840094151959,0.9678754097119946,0.11279196411128534,0.1032330354113053,1.0925956372579277,1.2041726707686713,0.22802871533220026,0.7006102528765932,0.21172490518616227,3.069683719810167,0.008500011512292405,0.2821646161416864,0.055214315189139995,37.91967596794813,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
blend-ng0.70-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2021-03,-0.04176687554175895,874,0.5491990846681922,1.133328158163604,1.3807043551231724,0.638781577033136,0.08110248324054603,0.07425646959888213,1.0921941708061886,1.1275112034859502,0.16602831903312887,0.983833744790818,0.15458605243244894,3.191968157638962,0.006819394298749115,0.32225470178310245,0.0393152706158022,17.650566742585973,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,0.003
riskoff-overlay-l90-m0.25-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0697773794690636,662,0.6087613293051359,1.0620237410845128,1.6524925392164425,0.9924824060978243,0.11497723287756734,0.1062274040500004,1.0823688473404514,1.2275964020196575,0.2400633160005876,0.736474805302252,0.20775965554460973,2.905396453527466,0.01454564891607335,0.4891748627327442,0.06476704626358809,57.11523502631395,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
riskoff-overlay-l90-m0.25-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.071429488340223,662,0.6087613293051359,1.0349156746701844,1.6103128065331442,0.9911458450467223,0.11485912250484032,0.10622740405000025,1.081256983845498,1.214148883328445,0.25048509881773673,0.7942200376604341,0.21234602064896047,2.9074513458492004,0.01839830017793531,0.623674704480491,0.0710004733576366,39.52994124013189,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0714337871812657,662,0.6087613293051359,1.0349156746701849,1.6103128065331447,0.9907197745715515,0.11482145710962888,0.1062274040500004,1.0809024106019132,1.2138468956873316,0.25024954353004025,0.7926637909430297,0.21227303452370294,2.906452016511841,0.01833699016855439,0.621577401970977,0.07093599657182792,39.49020140746553,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
blend-ng0.90-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06086538411960396,1157,0.5030250648228176,1.547104899890423,1.5659392204108284,0.845229753466306,0.10154415173572406,0.09408055612999261,1.0793319673346624,1.205249028433068,0.1978931423399255,0.6784405655183665,0.1885451401197542,3.0606817828469715,0.010898960683698666,0.39887720504986923,0.052116833483456526,43.208560156733625,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,0.003
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07409279810904656,662,0.6087613293051359,0.9980544463346274,1.5529573045283973,0.9876496319781607,0.11454985010477414,0.10622740405000027,1.0783455656212457,1.1833491723607232,0.2667878626288065,0.8463313585326948,0.21954998860804142,2.908767197330742,0.024449797522016148,0.8276843405398906,0.08090684511573332,28.608621444869613,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
blend-ng0.90-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.061242520670313216,1157,0.5030250648228176,1.476681881187655,1.4946588780021133,0.8327558943159639,0.10036519762929452,0.09332262450194048,1.0754647992910615,1.179925671888465,0.1967897129302152,0.6979129425842905,0.19434841698854388,3.168502656546229,0.012923903086099475,0.47118184783783446,0.05402355136449977,40.239891153198904,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,0.003
equal-2-c0003,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06703364723076621,531,0.6629001883239172,0.883383176214775,1.7371557431709543,0.9944229387064716,0.11514859682430845,0.10715801325160268,1.0745682318124377,1.2395030033811514,0.22294504020566763,0.6469267146963046,0.2001726957147043,2.90257049716334,0.00817242966786158,0.2712457870278628,0.054483045691662735,50.610937820130104,baseline,,1.0,0.0,0.003
blend-ng0.85-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0577910209533693,1157,0.5030250648228176,1.4779069589060692,1.495898869710143,0.774279974033091,0.09474663285496399,0.08826115628097216,1.0734805303631627,1.180356432833753,0.1853865535755057,0.6969095387043511,0.18270767711369373,3.1514750644731007,0.012232708884301502,0.4718704465271197,0.050924269376089404,40.053531369008944,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,0.003
blend-ng0.80-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05472322180231526,1157,0.5030250648228176,1.4166186820568818,1.433864474708009,0.7056792501106992,0.08795290106480458,0.08242103256289358,1.0671171948457423,1.1488373526685838,0.1728961480810558,0.7147829742258829,0.1768551485921932,3.2480786074974346,0.013546728140643838,0.5523606579679031,0.04972543125865059,37.19416283363929,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,0.003
blend-ng0.85-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05836198067939602,1157,0.5030250648228176,1.3938184424050264,1.4107866669212616,0.7559149882463996,0.09294988210161836,0.08712187849794016,1.066894834043506,1.1341074994279208,0.18363567092809108,0.7023004895632844,0.19134207781161927,3.314036661742507,0.015255714346791072,0.5848765874318986,0.053771966768447976,36.436589050874105,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,0.003
blend-ng0.75-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05166202523163821,1157,0.5030250648228176,1.361957217358072,1.378537566091127,0.63936694601802,0.08116343906713386,0.07656017377526578,1.0601261081953717,1.109497002382405,0.16042433681461343,0.6840506900967264,0.1709880954646823,3.357732577610158,0.014840981669585807,0.641691833717907,0.04852034270557759,31.865619559215066,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,0.003
blend-ng0.80-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05549151839332833,1157,0.5030250648228176,1.3263973177033344,1.3425447633101577,0.6816645697542234,0.08552022694561412,0.08278808587700848,1.033001621424906,1.0761297062708173,0.17043749553035314,0.6499621841273286,0.18827376297910714,3.4773954193384924,0.017558064640560866,0.7096462553373802,0.053505862687242445,27.604429757161398,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,0.003
switch-l60-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2023-01,-0.05341353960829953,555,0.618018018018018,0.9797472144030455,1.5851570497181349,1.264126354430609,0.13770290538950647,0.13399136438387005,1.0276998523203575,1.3136177230442625,0.33515284065891326,0.7541235921650971,0.2121109069097502,2.7158615106960764,0.018200799276145263,0.5880844519669824,0.08623914017050471,29.662986266952494,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.003
nonoverlap-m0.25-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0731725228345651,1095,0.5141552511415525,1.385976357303323,1.4667381375221258,0.8751654701405853,0.10434634900943696,0.10259087410389924,1.0171114138647446,1.1110797464870918,0.20896407865544298,0.6358905740798019,0.22663211886955903,3.3333689421394532,0.01642208474481821,0.5375164668618271,0.062395781970535635,38.07418104768257,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,0.003
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07122436009400401,631,0.6196513470681458,1.0149343161412265,1.653497156713415,1.0229554953305144,0.11765216874204398,0.11673367969709487,1.007868243743643,1.245724952844673,0.2562792394898219,0.8734128553756437,0.1960585364641223,2.779965599972085,0.004716442089981676,0.15879058739545127,0.05448304569166318,50.6109378201307,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06872250816831127,630,0.6190476190476191,1.0150424136809648,1.6494439222315678,1.0194613598643207,0.11734718184335291,0.11676897843903897,1.0049516867582755,1.2430372148099091,0.25646411056871776,0.8748695130824099,0.19605853646412208,2.779965599972071,0.004716442089981232,0.15879058739543594,0.054483045691662735,50.610937820130566,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
blend-ng0.70-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.04860746960548701,1157,0.5030250648228176,1.3129029016069422,1.3288860673656353,0.5752832408811306,0.07437872491279829,0.07424119160161376,1.0018525202548276,1.0611552305649945,0.14797349306950358,0.6334736747220805,0.16510705652343272,3.4833513345543086,0.016115433705369497,0.741550898552784,0.04730902735494791,25.76452615167229,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,0.003
nonoverlap-m0.40-r96_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06981655101802442,841,0.5600475624256838,1.1257676935300576,1.4330718477098843,0.9223302036060843,0.10868579842083759,0.1089022949509746,0.9980120113149638,1.1057117715221636,0.23504399162251377,0.7891262431387241,0.22963157122109346,3.3255115254196523,0.00884776967563572,0.293759857397009,0.056259734040678966,19.470792274843248,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
switch-l90-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.072330434062297,547,0.6124314442413162,0.9488367310158566,1.4993410608033582,0.9267698640215754,0.10908964214958283,0.10995356357395607,0.99214285197958,1.2646873470617825,0.3716797434146326,1.5954682371252205,0.19914342678719543,2.8627284054547775,0.007307820300281209,0.27261861048020586,0.05413909866928468,11.78628486608832,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.003
switch-l30-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0718738003740601,551,0.6261343012704175,0.9823384509896176,1.645178473744748,1.1301721510494076,0.12680165668878907,0.1316602004940556,0.9630978550310965,1.370285355433996,0.37283921669176934,1.324450430091201,0.23516585661136835,4.851213111983631,0.037567482703906974,1.5835661351229673,0.05448304569166296,50.6109378201316,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,0.003
blend-ng0.75-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0526311800404895,1157,0.5030250648228176,1.2704697386080481,1.2859363267302333,0.6099502944120101,0.07807727658489472,0.08616385633867077,0.9061488181077759,1.0057649825066892,0.15720021595335143,0.5782579540172731,0.18514409981040014,3.6623274356061777,0.019830824211353182,0.84733797572203,0.05322526873338962,21.901270005734506,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,0.003
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06978405895424433,630,0.6190476190476191,0.9890324533501066,1.6071777366939233,1.033476784481139,0.11856785193278219,0.1330316859739345,0.8912752707352272,1.232545554980847,0.27663595121015305,0.9904488692808578,0.1935870426825228,2.7087443449181055,0.0026403309606406467,0.08966479903241663,0.054483045691662735,50.6109378201305,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003
nonoverlap-m0.25-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07685728949669501,1095,0.5141552511415525,1.3044901026486941,1.3805036236676969,0.8054063361970245,0.09775644447557919,0.11224671664752228,0.8709069395994403,1.0177399136858776,0.20044656774815572,0.5588699866086095,0.24272022026877882,3.5891789487027284,0.02141970136698812,0.6953648842504446,0.06716296994281024,28.31734216366456,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,0.003
nonoverlap-m0.40-r48_q0.15_mf0.25_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.0768506438945552,1095,0.5141552511415525,1.304490102648694,1.3805036236676966,0.8051217227763314,0.09772912198578143,0.11238872532454178,0.8695633988513686,1.0175514811640556,0.2001223092892448,0.5573131382455905,0.24258563539544586,3.583603024264978,0.021302665307562307,0.6915251881287744,0.06711813805666167,28.296524518258785,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,0.003
switch-l90-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.07891551816223763,547,0.6124314442413162,0.8849424645279084,1.3983760642304213,0.9111629365140093,0.10766650964488589,0.13545659267194327,0.7948414139254113,1.0884244049550653,0.4139336363854864,1.585109241909811,0.21626491450632068,2.8036657369809834,0.021690260373240955,0.713214763435911,0.07808036285577469,11.0461359797742,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.003
blend-ng0.70-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.049781011524816954,1157,0.5030250648228176,1.2233275176125455,1.2382202004356548,0.5407172377295761,0.07062206818414718,0.09375090471085455,0.7532947911485115,0.9237953755183321,0.1439288103570826,0.5102673614503767,0.18195372273319088,3.873709336114795,0.022073865907734636,1.0002374450526874,0.05293021492481054,18.11456084563202,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,0.003
switch-l30-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2025-01,-0.0710129698290004,550,0.6254545454545455,0.925239661320256,1.5450604053114956,1.151411905273061,0.1285679842723868,0.1714737134569949,0.7497824691633058,1.2634083029973613,0.4266090552921371,1.372948244814268,0.22873352199191133,4.718521119633108,0.03216417495920498,1.3521875846682496,0.054483045691662735,50.61093782012972,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,0.003
nonoverlap-m0.40-r48_q0.15_mf0.4_us,taker_taker,full,2019-12-30,2026-04-29,2022-01,-0.08273783948019864,1095,0.5141552511415525,1.2206003159662535,1.2917255223477455,0.6960390144322457,0.08697983728207737,0.13909986533643987,0.625304971156513,0.8588611204684039,0.1858052943830686,0.42581176046819147,0.26844296095599995,3.9957172533342935,0.0291890026454098,0.9352973364881366,0.07470537718977455,19.853815707093176,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,0.003