name,cost_model,roundtrip_cost_on_margin,kind,micro_name,nextgen_weight,micro_weight,worst_month,worst_month_return,min_recent_total_return,trades,win_rate,payoff_ratio,profit_factor,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,risk_reward_ratio
switch-l30-r96_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.061233957352279544,0.053327699924916816,482,0.6867219917012448,1.018733519552604,2.2331178474961058,1.6717200569081716,0.16782650873017224,0.08025411441603439,2.09118884372913,1.8032461601188927
switch-l30-r96_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.06861819443204142,0.04917683760306102,482,0.6867219917012448,0.981399149381249,2.1512789301006183,1.771003398455611,0.1745729241979026,0.08748874089776397,1.9953758895890605,1.7660379498612042
switch-l60-r48_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2024-02,-0.038372130767526436,0.02201144483674189,553,0.6419529837251357,1.0750298902075714,1.9274525809277165,1.7711843623364896,0.17458503374557188,0.09246029938685126,1.8882161847120251,1.8151107131145006
switch-l90-r96_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.057718133448416364,0.003818648174030548,483,0.6770186335403726,1.0071699701775199,2.1111832067182625,1.440924661481815,0.15128798836758262,0.08044133714024941,1.8807244352963965,1.7446490344802337
switch-l90-r96_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.056093972713950224,0.009895287762882177,483,0.6770186335403726,0.9647755888131423,2.02231806116601,1.5546658285159598,0.15959581038158888,0.08711872023541072,1.8319347431910364,1.682405277930781
switch-l60-r48_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2024-02,-0.044124183960857044,0.039259697484228306,553,0.6419529837251357,1.004402142826505,1.8008220237545927,1.9671085772616062,0.18732117066655452,0.1049847336226827,1.7842705715651066,1.7371756377379795
switch-l120-r96_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.06445126328321038,-0.044344083956521785,489,0.6809815950920245,1.0106797240289913,2.157412487831116,1.8514724195677275,0.17989311862862678,0.10291260750887875,1.7480182747590627,1.8034588528385673
blend-ng0.70-r96_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2021-03,-0.037990737084275916,0.02189093258121444,874,0.5697940503432495,1.1861255815961138,1.5709854777522996,1.0038579065870876,0.11597978146727206,0.06708476335068721,1.7288542982701598,1.5529389432479246
blend-ng0.75-r96_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.04139989178900483,0.022712495372557484,874,0.5697940503432495,1.2337316318648306,1.6340381719911854,1.0835181116468533,0.1228691636867294,0.07162593859674675,1.7154283223914377,1.5885709063921036
blend-ng0.70-r96_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,2022-01,-0.03980302538807734,0.02082834936827549,874,0.5697940503432495,1.2739267531471046,1.6872753273065377,0.9739626341599854,0.11333468405155323,0.06715214985963766,1.6877297940340992,1.6081068796567797
blend-ng0.80-r96_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,2022-01,-0.04601925040620236,0.02351118176747513,874,0.5697940503432495,1.2862194110337482,1.7035565603585283,1.165775681624515,0.129754190530587,0.07700433842343386,1.6850244179372156,1.6123171810552657
riskoff-overlay-l120-m0.40-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06445126328321038,0.02270262160755765,581,0.6781411359724613,0.9775647077689804,2.059681790700419,1.7205666214513764,0.1711715966699563,0.10291260750887853,1.663271399038149,1.7283961174904927
blend-ng0.75-r96_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,2022-01,-0.043915506878771327,0.021809950009578083,874,0.5697940503432495,1.3175492246517113,1.7450518986078518,1.0571662550870378,0.12061506532128674,0.07317156729276629,1.648387068691512,1.6211375446577496
riskoff-overlay-l60-m0.40-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.07224078350986907,0.04549630564559126,637,0.6452119309262166,1.0383806763460288,1.8883825574257425,1.7251486526265016,0.17148278009984064,0.10448589198811133,1.6412051123548086,1.700425312105987
switch-l90-r48_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06997479356751979,0.0361292006471603,538,0.6412639405204461,1.032562404289396,1.845772173470682,1.3825202498579618,0.14689461013581817,0.08951150842347409,1.641069542039977,1.6141094136011211
riskoff-overlay-l120-m0.40-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06445126328321027,0.04794580909536683,612,0.6601307189542484,1.0112767336023465,1.9642105787276345,1.680457213386358,0.16842860411761396,0.10291260750887875,1.6366177885744742,1.683049546602987
blend-ng0.85-r96_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,2022-01,-0.05063411865572642,0.024286889366481823,874,0.5697940503432495,1.344380389677723,1.7805889203710268,1.250688583956451,0.1366342236418716,0.08352447412935744,1.6358585320784078,1.6259944737566092
switch-l120-r48_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.06445126328321038,0.013178362530719134,522,0.6647509578544061,0.964487321065494,1.912440573769865,1.7589789896505152,0.1737667913648684,0.10660665871697463,1.629980654643668,1.6393776535396287
blend-ng0.85-r48_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,2022-01,-0.05539055020635675,0.033076937041779164,1157,0.5211754537597234,1.4880764856597146,1.6196933589400866,1.2168375675988248,0.1339181017051314,0.08242176418953569,1.624790527380312,1.566906008150461
switch-l120-r96_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06445126328321049,-0.040912978663119604,489,0.6809815950920245,1.0205196660136169,2.1784169793752204,1.6623495117070677,0.1671789196019009,0.10291260750887868,1.6244746260799747,1.7989410347258683
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06279969606830405,0.03352786307451727,597,0.6666666666666666,0.9937274721651046,1.9874549443302094,1.6550006099090644,0.1666696999286459,0.1029126075088788,1.6195265474569422,1.6722173247213374
nonoverlap-m0.40-r96_q0.15_mf0.25_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06566884930710382,0.028905117204949704,841,0.5814506539833532,1.2566759332180388,1.7457799185898324,1.5332712610330712,0.15805723870996857,0.09762190311476633,1.61907557286763,1.5920107706353082
nonoverlap-m0.25-r96_q0.15_mf0.4_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06567600952353292,0.0289326459703656,841,0.5814506539833532,1.2566759332180386,1.745779918589832,1.5329586852779413,0.15803467911917934,0.09763808715412048,1.6185761491796087,1.5917842531788309
blend-ng0.80-r96_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.04802626769327045,0.022775464181800542,874,0.5697940503432495,1.3629035644620833,1.8051222742077593,1.1434866296262967,0.12791063194404706,0.07916718809753748,1.6157026037915545,1.6285103478476834
nonoverlap-m0.40-r96_q0.15_mf0.4_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06643638051207157,0.030281002578803395,841,0.5814506539833532,1.1791007838030354,1.6380121684081939,1.5359950321421487,0.15825372282321348,0.09801012980067263,1.6146670057988988,1.5366320622957632
riskoff-overlay-l120-m0.25-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06445126328321038,0.024126763291374198,581,0.6781411359724613,0.9795148600928983,2.063790667789315,1.644883245829576,0.16596670268175062,0.10291260750887868,1.6126955355536203,1.6965502015918452
riskoff-overlay-l120-m0.40-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06445126328321038,0.024126763291373976,581,0.6781411359724613,0.9795148600928983,2.063790667789315,1.6446671236453305,0.16595166091089286,0.10291260750887869,1.6125493749303315,1.6964400727856335
blend-ng0.80-r48_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.052002019292910484,0.030042845360899184,1157,0.5211754537597234,1.5168969753839696,1.651062953351144,1.1164568258081125,0.1256531741682685,0.07811329973729768,1.6086015389293737,1.5775427065918943
blend-ng0.75-r48_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,2022-01,-0.048904819289134926,0.030882285131061504,1157,0.5211754537597234,1.447931977311499,1.5759981630303863,1.0245749585134716,0.11779337375204268,0.07323272241717257,1.6084800600615243,1.5480886272824943
blend-ng0.80-r48_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,2022-01,-0.05238823461286224,0.03521554506290836,1157,0.5211754537597234,1.403304484554622,1.5274234732607168,1.1219644675935108,0.126115119450531,0.07848371555628625,1.6068953738573308,1.521024032516226
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.0706108491931341,0.05485189974947802,651,0.6405529953917051,1.0430085300377485,1.8586946881441926,1.6330152406250176,0.16513917135665146,0.10291260750887862,1.6046544281992305,1.6289761005110748
riskoff-overlay-l30-m0.40-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06279969606830405,0.02218857019509457,575,0.6730434782608695,0.9748647064909577,2.0067693692127695,1.6276072069574203,0.16476103820264698,0.10291260750887869,1.6009801149818537,1.6659043328441978
riskoff-overlay-l60-m0.40-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06928905257015672,0.03833756872101057,637,0.6452119309262166,1.0707062813510861,1.9471693877667984,1.647775898321211,0.16616792726285623,0.10387607536838316,1.5996746765177932,1.6845168453843378
riskoff-overlay-l60-m0.25-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.0693016255535911,0.03837008223406335,637,0.6452119309262166,1.070706281351086,1.947169387766798,1.6481646721287646,0.1661949578234283,0.10389318387593403,1.599671428126537,1.684641473909124
riskoff-overlay-l120-m0.25-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06445126328321038,0.039889252099704064,612,0.6601307189542484,1.029814753337831,2.000217117060018,1.6207791595937406,0.16428267954275033,0.10291260750887865,1.596331912283702,1.6717721611957108
riskoff-overlay-l120-m0.40-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06445126328321016,0.03985669101830247,612,0.6601307189542484,1.0298147533378312,2.0002171170600183,1.6203279995159416,0.16425103526485585,0.10291260750887869,1.5960244253910798,1.6715436115897682
blend-ng0.90-r96_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.05524444470046108,0.025039516761571123,874,0.5697940503432495,1.4091869070035334,1.8664230842759564,1.3383148649176304,0.1435086198770963,0.09001585985219697,1.5942592795617643,1.6314844314218944
blend-ng0.70-r48_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,2022-01,-0.04581374023519991,0.03170070407365699,1157,0.5211754537597234,1.3864177746314899,1.5090431734707372,0.9362469773143363,0.10994909140187015,0.06901893355995735,1.5930279668311076,1.5083882116798841
switch-l120-r48_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06445126328321049,-0.005828403941501081,522,0.6647509578544061,1.006286825020706,1.9953230187553428,1.6151767283314085,0.16388940047582667,0.1029126075088787,1.5925104264964547,1.702889847751722
blend-ng0.90-r48_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.05840185922615049,0.0309072523841738,1157,0.5211754537597234,1.5931919362128526,1.734106024433845,1.31507652201355,0.1417069662238999,0.0891817018611055,1.588969073999047,1.598206571991405
blend-ng0.85-r96_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.052135265787603524,0.023724815311111813,874,0.5697940503432495,1.410094997463637,1.8676258211087533,1.2330222353838445,0.13522104492769182,0.08513905738711286,1.5882375149264885,1.631588048249541
blend-ng0.75-r48_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.049394960657051956,0.037322960611614775,1157,0.5211754537597234,1.3334912584819896,1.4514354311636095,1.0303842501435865,0.11829911896080336,0.07454433712499943,1.5869631889332367,1.4594901493776677
riskoff-overlay-l90-m0.25-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06340052789543216,0.030916818616353314,597,0.6666666666666666,1.0080654371010964,2.016130874202193,1.6049739663926932,0.16317136151408618,0.10291260750887865,1.5855332545141156,1.6623580127108188
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06340575668808124,0.030884538480386192,597,0.6666666666666666,1.0080654371010964,2.016130874202193,1.604746563620409,0.16315533064501886,0.10291260750887872,1.5853774828408924,1.6622312833523563
nonoverlap-m0.25-r96_q0.15_mf0.25_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0652059975234982,0.028024611314837022,841,0.5814506539833532,1.3233807230392274,1.8384465158130177,1.5298927039305035,0.15781327308268622,0.0996032979727824,1.5844181497465102,1.6139909577735188
blend-ng0.85-r48_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.05510530210528486,0.029182396570085478,1157,0.5211754537597234,1.5947537318173624,1.7358059571947102,1.2120113141498403,0.1335280147379294,0.08435263585700302,1.5829738262629978,1.598434853176865
riskoff-overlay-l120-m0.25-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06445126328321027,0.02501110649853122,581,0.6781411359724613,0.9808037647802503,2.06650632793272,1.5981791839679085,0.16269185071694103,0.10291260750887872,1.5808738565185505,1.6722446011297132
riskoff-overlay-l90-m0.25-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06828319693055418,0.044202366860730535,651,0.6405529953917051,1.0805906549576472,1.9256679620399098,1.5920348451338726,0.16225733190118174,0.10291260750887873,1.5766516448160453,1.6409161171899689
riskoff-overlay-l30-m0.25-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06340052789543216,0.023796030249205957,575,0.6730434782608695,0.9858821147718078,2.0294488213653703,1.5879638040456912,0.1619689557309394,0.10291260750887879,1.5738494986337366,1.6563193571628403
riskoff-overlay-l30-m0.40-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06340575668808124,0.023796030249205735,575,0.6730434782608695,0.9858821147718078,2.0294488213653703,1.5878189161437355,0.1619586854168924,0.1029126075088786,1.5737497021724933,1.6562373217144721
riskoff-overlay-l60-m0.25-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06746772301606607,0.033891721202789826,637,0.6452119309262166,1.0938866906493576,1.9893249108711768,1.6002784460718331,0.162840109191545,0.10351369667833074,1.573126208578671,1.667077245799866
riskoff-overlay-l120-m0.25-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06445126328321049,0.03483658898478725,612,0.6601307189542484,1.0426170516972626,2.02508311964276,1.5833375250671287,0.16164078464824128,0.10291260750887873,1.5706606659859026,1.6581729340143734
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06828839846452484,0.04413697561663943,654,0.6391437308868502,1.0843082705677094,1.9205121063445023,1.583012752462026,0.16161772789703233,0.10291260750887864,1.5704366239392875,1.6343792213899337
blend-ng0.90-r96_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.05624245911590786,0.02465792719737525,874,0.5697940503432495,1.4592374490917992,1.9327134299141384,1.3258738454690828,0.14254596084532545,0.09108722028891911,1.5649391911750585,1.631454607956526
riskoff-overlay-l90-m0.25-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06379057319455872,0.029244152173828475,597,0.6666666666666666,1.0178224658222803,2.0356449316445606,1.5736406576087956,0.16095131580751754,0.10291260750887854,1.563961109367789,1.6513124505171617
blend-ng0.90-r48_q0.15_mf0.25_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.05821462940514677,0.02830095164462776,1157,0.5211754537597234,1.6833403847041222,1.8322278916544867,1.3113599482327145,0.14141741136777886,0.09056559876259349,1.5614914857294446,1.6123572416688088
riskoff-overlay-l60-m0.40-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06364187403402755,0.02060046621520306,588,0.6649659863945578,0.9851470602901757,1.9552918810835467,1.5871767858863506,0.1619131624716008,0.1037187395941061,1.5610791560448316,1.639184364623286
riskoff-overlay-l30-m0.25-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06379057319455883,0.02480069278302599,575,0.6730434782608695,0.9932007071154342,2.0445142215620904,1.5631050811315372,0.16019972879743705,0.1029126075088787,1.5566579515888366,1.6467251639197096
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06828839846452472,0.023325032638800147,624,0.6490384615384616,1.0575103669837282,1.9556698567507302,1.5882993788744018,0.16199274094304905,0.1040793638917594,1.556434771368496,1.6456789038369632
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.0682831969305544,0.02332503263880059,624,0.6490384615384616,1.0575103669837282,1.95566985675073,1.5885335294538319,0.1620093357664869,0.10411617487814678,1.5560438707635567,1.645792739643618
riskoff-overlay-l90-m0.25-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06684246521816906,0.037510478421328486,654,0.6391437308868502,1.112745218037936,1.9708792421180392,1.560431921808597,0.1600086172079307,0.10291260750887861,1.5548009236295584,1.636455313237017
nonoverlap-m0.25-r48_q0.15_mf0.25_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0700842058317026,0.037152124495632766,1095,0.5333333333333333,1.4813778679534528,1.6930032776610888,1.4455614727751955,0.1516329787169577,0.09768366236628952,1.55228597130574,1.5421225390116264
riskoff-overlay-l60-m0.25-r96_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06392353470673218,0.022802204285859773,588,0.6649659863945578,1.0052211155445212,1.9951342953193287,1.5630924120645742,0.16019882344657743,0.10341355036714228,1.5491086311013804,1.6404778839452896
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06684246521816917,0.024507160410872864,624,0.6490384615384616,1.0789743684799744,1.9953635581478981,1.563560029771768,0.16023223762432903,0.1035421761905165,1.547506953393595,1.6419251092177003
riskoff-overlay-l60-m0.40-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06391088906963349,0.02280220428586066,590,0.6644067796610169,1.0074248056693378,1.9944975950625272,1.55624211360341,0.15970873783540918,0.10339643270240874,1.5446252221783718,1.635869047376751
riskoff-overlay-l60-m0.25-r96_q0.15_mf0.25_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06410496224882867,0.024179059382844814,590,0.6644067796610169,1.0211592459717433,2.021689012226886,1.543549461382681,0.15879774664470414,0.10321385896912617,1.538531242129068,1.6343692817114472
equal-2-c0003,maker_taker,0.0021,baseline,,1.0,0.0,2022-01,-0.0644512632832106,0.02647513033939153,531,0.6930320150659134,0.9174550089605724,2.071309468082765,1.521939752888712,0.1572379055506259,0.10291260750887886,1.5278779671097156,1.6247459908200372
switch-l90-r48_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.07569985084770747,0.0621096566286683,535,0.6429906542056075,0.9559429186157203,1.7216982408576325,1.4893530676052849,0.15486430060768241,0.10168712214039817,1.5229489963720595,1.4871592049332538
blend-ng0.70-r48_q0.15_mf0.4_us,maker_taker,0.0021,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2022-01,-0.04641077626694812,0.03939907062524828,1157,0.5211754537597234,1.2749984077306904,1.38776902502095,0.9420233018141397,0.11047119182422116,0.07358589935266845,1.5012548979632079,1.3823717165496878
nonoverlap-m0.25-r48_q0.15_mf0.4_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.07346860685890089,0.04363197224759441,1095,0.5333333333333333,1.3780870902139122,1.5749566745301855,1.3987025092938317,0.14812089807718154,0.09943160747823902,1.4896761888275651,1.4674325411418354
nonoverlap-m0.40-r48_q0.15_mf0.25_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.07346150636124593,0.043505507842963365,1095,0.5333333333333333,1.3780870902139122,1.5749566745301853,1.3982623310767361,0.14808763377832013,0.09943160747823884,1.4893416443129508,1.4672489317702766
nonoverlap-m0.40-r48_q0.15_mf0.4_us,maker_taker,0.0021,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.07887238683916176,0.053788828923440724,1095,0.5333333333333333,1.2728651899501804,1.4547030742287776,1.3212578012004532,0.14218767822686162,0.10254565401965786,1.3865792713127019,1.3252059998095782
switch-l30-r48_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06997479356751979,0.05209769066773906,542,0.6512915129151291,1.0202797240659351,1.905601812673413,1.6499791396404309,0.16632106945424008,0.12058189073583027,1.3793204637885037,1.7356181062347138
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.4_us,maker_taker,0.0021,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.0706108491931342,0.021431544830273763,624,0.6490384615384616,1.0271743093181165,1.8995689281910375,1.6278711458937507,0.1647795081866601,0.11955891637539408,1.3782285184760397,1.6421711552632894
switch-l60-r96_q0.15_mf0.25_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.04611700776752303,-0.015524194752504994,486,0.668724279835391,0.9774801219120743,1.9731741591392806,1.3011495331055318,0.14061990419859494,0.1116050680559339,1.2599777648817836,1.6338509062998614
switch-l60-r96_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.05362015321698044,-0.020838992776764043,484,0.6694214876033058,0.9252051361102457,1.8735404006232474,1.3664131331335012,0.14566703125382063,0.12632819961924255,1.1530840437278926,1.5668792484095042
switch-l30-r48_q0.15_mf0.4_us,maker_taker,0.0021,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.07569985084770736,0.04718709985688463,542,0.6512915129151291,0.9584999247514546,1.790214145170706,1.744202607628217,0.17277210062341442,0.15838488989955324,1.0908370156584095,1.6371549135319252
switch-l30-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.06339044757046397,0.03948227751929534,477,0.6666666666666666,1.0026612281660472,2.0053224563320944,1.2674901656330526,0.13796958716240648,0.08403496353298343,1.6418117098159257,1.5929826138982859
switch-l30-r96_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.07101296982900018,0.035243764331323923,477,0.6666666666666666,0.9557406084119672,1.9114812168239343,1.3052582741928913,0.1409411841606527,0.0914894720423187,1.5405180619630199,1.5226278254587258
switch-l90-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.059678943173288146,-0.018682656041587142,492,0.6544715447154471,0.9915136700205345,1.8780435396859536,1.1620254720164356,0.1294451268781589,0.0850469695587472,1.5220427905869491,1.53262854807242
switch-l90-r96_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.05869308278930985,-0.012087374837835618,492,0.6544715447154471,0.9594482621580449,1.8173078847934732,1.2941049175598494,0.14006792978750693,0.09292067586873878,1.5073924987950917,1.4978014207765937
switch-l120-r96_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.06703364723076621,-0.06267439360387506,496,0.657258064516129,0.9272786997572942,1.7781932712992816,1.241187930788628,0.1358754066386214,0.10622740405000031,1.2790993798047259,1.3648150399438714
switch-l120-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.0670336472307661,0.014306313866276232,540,0.6314814814814815,0.9147673932433735,1.567515985406987,1.183237693239362,0.13118736867513392,0.10846920210436141,1.2094434745534008,1.2497045566595781
riskoff-overlay-l90-m0.40-r96_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06604082071985384,0.01580670901981507,598,0.6404682274247492,0.9519966162423158,1.6958823442828228,1.1315180920719619,0.12691402615696146,0.10622740405000038,1.194739034545399,1.321171406756967
blend-ng0.75-r96_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.0443186094830218,0.007103066380105938,874,0.5491990846681922,1.170938024519954,1.426523481648675,0.6944137693719352,0.08681533010873044,0.07375474003079074,1.1770813655161312,1.1660204466732116
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riskoff-overlay-l90-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.071429488340223,0.01839830017793531,662,0.6087613293051359,1.0349156746701844,1.6103128065331442,0.9911458450467223,0.11485912250484032,0.10622740405000025,1.081256983845498,1.214148883328445
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.0714337871812657,0.01833699016855439,662,0.6087613293051359,1.0349156746701849,1.6103128065331447,0.9907197745715515,0.11482145710962888,0.1062274040500004,1.0809024106019132,1.2138468956873316
blend-ng0.90-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.06086538411960396,0.010898960683698666,1157,0.5030250648228176,1.547104899890423,1.5659392204108284,0.845229753466306,0.10154415173572406,0.09408055612999261,1.0793319673346624,1.205249028433068
riskoff-overlay-l90-m0.40-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.07409279810904656,0.024449797522016148,662,0.6087613293051359,0.9980544463346274,1.5529573045283973,0.9876496319781607,0.11454985010477414,0.10622740405000027,1.0783455656212457,1.1833491723607232
blend-ng0.90-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.061242520670313216,0.012923903086099475,1157,0.5030250648228176,1.476681881187655,1.4946588780021133,0.8327558943159639,0.10036519762929452,0.09332262450194048,1.0754647992910615,1.179925671888465
equal-2-c0003,taker_taker,0.003,baseline,,1.0,0.0,2022-01,-0.06703364723076621,0.00817242966786158,531,0.6629001883239172,0.883383176214775,1.7371557431709543,0.9944229387064716,0.11514859682430845,0.10715801325160268,1.0745682318124377,1.2395030033811514
blend-ng0.85-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.0577910209533693,0.012232708884301502,1157,0.5030250648228176,1.4779069589060692,1.495898869710143,0.774279974033091,0.09474663285496399,0.08826115628097216,1.0734805303631627,1.180356432833753
blend-ng0.80-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.05472322180231526,0.013546728140643838,1157,0.5030250648228176,1.4166186820568818,1.433864474708009,0.7056792501106992,0.08795290106480458,0.08242103256289358,1.0671171948457423,1.1488373526685838
blend-ng0.85-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,2022-01,-0.05836198067939602,0.015255714346791072,1157,0.5030250648228176,1.3938184424050264,1.4107866669212616,0.7559149882463996,0.09294988210161836,0.08712187849794016,1.066894834043506,1.1341074994279208
blend-ng0.75-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,2022-01,-0.05166202523163821,0.014840981669585807,1157,0.5030250648228176,1.361957217358072,1.378537566091127,0.63936694601802,0.08116343906713386,0.07656017377526578,1.0601261081953717,1.109497002382405
switch-l120-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06703364723076632,-0.05724075401911122,485,0.6536082474226804,0.9252009316408144,1.745766043631775,0.9517206434457617,0.11134476501790935,0.10622740405000035,1.048173642325857,1.3000324416978473
blend-ng0.80-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,2022-01,-0.05549151839332833,0.017558064640560866,1157,0.5030250648228176,1.3263973177033344,1.3425447633101577,0.6816645697542234,0.08552022694561412,0.08278808587700848,1.033001621424906,1.0761297062708173
switch-l60-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2023-01,-0.05341353960829953,0.018200799276145263,555,0.618018018018018,0.9797472144030455,1.5851570497181349,1.264126354430609,0.13770290538950647,0.13399136438387005,1.0276998523203575,1.3136177230442625
nonoverlap-m0.25-r48_q0.15_mf0.25_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0731725228345651,0.01642208474481821,1095,0.5141552511415525,1.385976357303323,1.4667381375221258,0.8751654701405853,0.10434634900943696,0.10259087410389924,1.0171114138647446,1.1110797464870918
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.07122436009400401,0.004716442089981676,631,0.6196513470681458,1.0149343161412265,1.653497156713415,1.0229554953305144,0.11765216874204398,0.11673367969709487,1.007868243743643,1.245724952844673
riskoff-overlay-l30-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06872250816831127,0.004716442089981232,630,0.6190476190476191,1.0150424136809648,1.6494439222315678,1.0194613598643207,0.11734718184335291,0.11676897843903897,1.0049516867582755,1.2430372148099091
blend-ng0.70-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,2022-01,-0.04860746960548701,0.016115433705369497,1157,0.5030250648228176,1.3129029016069422,1.3288860673656353,0.5752832408811306,0.07437872491279829,0.07424119160161376,1.0018525202548276,1.0611552305649945
nonoverlap-m0.40-r96_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06981655101802442,0.00884776967563572,841,0.5600475624256838,1.1257676935300576,1.4330718477098843,0.9223302036060843,0.10868579842083759,0.1089022949509746,0.9980120113149638,1.1057117715221636
switch-l90-r48_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.072330434062297,0.007307820300281209,547,0.6124314442413162,0.9488367310158566,1.4993410608033582,0.9267698640215754,0.10908964214958283,0.10995356357395607,0.99214285197958,1.2646873470617825
switch-l30-r48_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.0718738003740601,0.037567482703906974,551,0.6261343012704175,0.9823384509896176,1.645178473744748,1.1301721510494076,0.12680165668878907,0.1316602004940556,0.9630978550310965,1.370285355433996
blend-ng0.75-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.0526311800404895,0.019830824211353182,1157,0.5030250648228176,1.2704697386080481,1.2859363267302333,0.6099502944120101,0.07807727658489472,0.08616385633867077,0.9061488181077759,1.0057649825066892
riskoff-overlay-l30-m0.40-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06978405895424433,0.0026403309606406467,630,0.6190476190476191,0.9890324533501066,1.6071777366939233,1.033476784481139,0.11856785193278219,0.1330316859739345,0.8912752707352272,1.232545554980847
switch-l60-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.049151172544877886,-0.03902929637250019,498,0.6345381526104418,0.9981693488816049,1.7330852431131165,1.0336693425958168,0.11858457333367034,0.13472769547712485,0.8801796313201585,1.3336403292230896
nonoverlap-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.07685728949669501,0.02141970136698812,1095,0.5141552511415525,1.3044901026486941,1.3805036236676969,0.8054063361970245,0.09775644447557919,0.11224671664752228,0.8709069395994403,1.0177399136858776
nonoverlap-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.0768506438945552,0.021302665307562307,1095,0.5141552511415525,1.304490102648694,1.3805036236676966,0.8051217227763314,0.09772912198578143,0.11238872532454178,0.8695633988513686,1.0175514811640556
switch-l90-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.07891551816223763,0.021690260373240955,547,0.6124314442413162,0.8849424645279084,1.3983760642304213,0.9111629365140093,0.10766650964488589,0.13545659267194327,0.7948414139254113,1.0884244049550653
switch-l60-r96_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.05688958000931055,-0.04473637305509415,498,0.6345381526104418,0.95088564487515,1.6509882625304804,1.074252774084139,0.12207937152773995,0.15668473349182083,0.7791401804574195,1.2731533194547053
blend-ng0.70-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2022-01,-0.049781011524816954,0.022073865907734636,1157,0.5030250648228176,1.2233275176125455,1.2382202004356548,0.5407172377295761,0.07062206818414718,0.09375090471085455,0.7532947911485115,0.9237953755183321
switch-l30-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.0710129698290004,0.03216417495920498,550,0.6254545454545455,0.925239661320256,1.5450604053114956,1.151411905273061,0.1285679842723868,0.1714737134569949,0.7497824691633058,1.2634083029973613
nonoverlap-m0.40-r48_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.08273783948019864,0.0291890026454098,1095,0.5141552511415525,1.2206003159662535,1.2917255223477455,0.6960390144322457,0.08697983728207737,0.13909986533643987,0.625304971156513,0.8588611204684039