name,kind,family,bar,allocation,years,h3y_return,h1y_return,h6m_return,h3m_return,total_return,annualized_return,max_drawdown,calmar,turnover_per_year,trades,win_rate,profit_factor,trend,lookback,vol_lookback,min_vol,max_momentum,drop,short_leg,annualized_return_delta_vs_rotation,max_drawdown_delta_vs_rotation
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.1,6.358904109589041,0.505972545421729,0.16014463896374842,0.024991446726041255,-0.0037732022801539866,1.3485557809843507,0.14369987289912456,0.06460720756548616,2.2242080769931083,,,,,,,,,,,risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.01271488905166085,-0.012575629968813201
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,high_vol_breakdown,4h,0.05,6.358904109589041,0.5092612218658967,0.16251980045151249,0.014855770273181745,0.0036317113325128325,1.386268187622385,0.14656862810940607,0.06497381957996828,2.2558105565736795,,,,,,,,,,,high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.009846133841379334,-0.012209017954331075
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,high_vol_breakdown,1h,0.05,6.358904109589041,0.5055598199054876,0.16609683730277047,0.016076211301329524,0.0034384832853640024,1.38337961667201,0.14635025297053095,0.06513706239518058,2.246804623804454,,,,,,,,,,,high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,-0.01006450898025446,-0.01204577513911878
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.5231684831639409,0.16114094155597392,0.011165264254551444,-0.003190357116079734,1.438302631637491,0.15046476034484457,0.06517866762520169,2.308497025592259,,,,,,,,,,,risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.005950001605940836,-0.012004169909097667
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.1,6.358904109589041,0.5582791883429736,0.1855817131360311,0.036632322150411234,0.006869196205706807,1.5225016263829083,0.1566232949660349,0.06528279719920521,2.3991511038981908,,,,,,,,,,,risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,0.0002085330152494791,-0.011900040335094147
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.5384230216179018,0.16986407972981743,0.012705399763150771,-0.0007269763413060293,1.4890642917929853,0.15419864698211683,0.06550222825400932,2.3540977321283494,,,,,,,,,,,risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.002216114968668581,-0.011680609280290036
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.1,6.358904109589041,0.5364655286119673,0.17769852349080884,0.02812233638671824,0.0011621174992102468,1.4485832228506137,0.15122622765128813,0.06564349931067089,2.303750245482496,,,,,,,,,,,risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.005188534299497283,-0.011539338223628473
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.1,6.358904109589041,0.5470549559801172,0.1633854602152347,0.028282810438859718,0.001094736130932139,1.4459296321886597,0.15102993869440895,0.06571568632464554,2.2982326920896474,,,,,,,,,,,risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,-0.005384823256376459,-0.011467151209653817
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.5438088768421949,0.16276419918188156,0.012789210502708537,-0.0007570700350260084,1.4883772760920664,0.15414854218030416,0.06573191321022871,2.3451096225861368,,,,,,,,,,,risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,-0.002266219770481248,-0.011450924324070647
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.5125277243980291,0.17083563534392865,0.015647121766337424,0.003202561895834899,1.3841257029181762,0.1464066782332929,0.06582223535409815,2.2242738710662384,,,,,,,,,,,risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,-0.01000808371749251,-0.011360602180201212
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.5493247065287414,0.17377432971398754,0.016888182787878403,0.0021179540554530085,1.5264062235018336,0.15690466079037302,0.06601900800752009,2.3766588672841062,,,,,,,,,,,risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,0.0004898988395876103,-0.011163829526779273
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,risk_off_pair,1h,0.1,6.358904109589041,0.5219869795545651,0.17818450746490422,0.02978911010098617,0.00467281159757893,1.4222048126744244,0.14926696705478348,0.06609900205086,2.258233292840484,,,,,,,,,,,risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,-0.007147794896001924,-0.011083835483439358
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,risk_off_pair,1h,0.05,6.358904109589041,0.5326407177780865,0.16934181203029874,0.013430648783427479,0.0011200157216373352,1.4945509273509243,0.15459837561583267,0.0667194624452762,2.317140605601183,,,,,,,,,,,risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,-0.0018163863349527354,-0.01046337508902316
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,risk_off_pair,1h,0.05,6.358904109589041,0.484144018804995,0.16175012693279833,0.011009792198872992,0.0020401531996290245,1.2999753098962326,0.13994661849927703,0.06673948810381558,2.096908778826491,,,,,,,,,,,risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,-0.016468143451508377,-0.010443349430483778
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.5053917200108342,0.1643189734482069,0.010543685642129041,0.0010492997294735407,1.3578172918455231,0.14440796581490312,0.06680839180990886,2.161524351997422,,,,,,,,,,,risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,-0.012006796135882292,-0.010374445724390502
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,risk_off_pair,1h,0.05,6.358904109589041,0.531196953729443,0.17011206835531412,0.013530349183522583,0.0010245683215068802,1.4757643641903262,0.15322659075302303,0.06684444221019714,2.292286174985065,,,,,,,,,,,risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,-0.0031881711977623794,-0.010338395324102218
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,risk_off_pair,1h,0.1,6.358904109589041,0.5248625068323909,0.17663109167344082,0.02958762146727789,0.004866230896690693,1.4591889676560679,0.15200896029757183,0.06769980791568077,2.2453381328185897,,,,,,,,,,,risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,-0.004405801653213581,-0.00948302961861859
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,trend_breakdown,4h,0.05,6.358904109589041,0.48812689741808235,0.16175181765165547,0.006488792842703983,-0.0011517138262890914,1.4128273303529104,0.1485661194037029,0.06850782930384189,2.1686005951931597,,,,,,,,,,,trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,-0.007848642547082507,-0.00867500823045747
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,risk_off_pair,1h,0.05,6.358904109589041,0.4897441326672709,0.16175462774760963,0.00615239236024534,-0.0005942179935582992,1.3050629869222639,0.14034279996629473,0.06910426817747249,2.0308846858180822,,,,,,,,,,,risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,-0.01607196198449068,-0.008078569356826867
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.1,6.358904109589041,0.47114972113031395,0.16651067839904887,0.02377484087431747,0.0047363987995410195,1.196901197498617,0.1317566512981987,0.06955637910984087,1.8942425264853628,,,,,,,,,,,risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,-0.024658110652586718,-0.007626458424458485
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,trend_breakdown,4h,0.05,6.358904109589041,0.49122853681242473,0.1669789791128964,0.007130186848049114,-0.0016850589311001585,1.3917691545763562,0.1469838842808795,0.0698926027253279,2.1029962907307076,,,,,,,,,,,trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,-0.009430877669905913,-0.007290234808971466
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.4996298369819414,0.16096161076733395,0.006763654213258974,-0.0031709318406168974,1.3464222315980798,0.14353641800682904,0.06996535858318971,2.051535515767598,,,,,,,,,,,risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,-0.012878343943956372,-0.007217478951109649
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,trend_breakdown,4h,0.05,6.358904109589041,0.48001820427296726,0.16194027246090226,0.0029696068704399003,-0.0034724647058755886,1.368650967980186,0.14523329083371594,0.07023293707019027,2.067880070123949,,,,,,,,,,,trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,-0.011181471117069464,-0.006949900464109093
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,high_vol_breakdown,4h,0.1,6.358904109589041,0.47888713536932226,0.1630157488619033,0.03252437687605503,0.009927494763283473,1.2505062320719214,0.13605541884792127,0.07030131334166045,1.9353183088728305,,,,,,,,,,,high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.020359343102864136,-0.006881524192638905
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,high_vol_breakdown,4h,0.05,6.358904109589041,0.5158103973194406,0.16479222215706146,0.013558087312263378,0.002868280069790785,1.4217152288537465,0.14923043350824394,0.0706089069078694,2.113478880263081,,,,,,,,,,,high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,-0.0071843284425414655,-0.006573930626429955
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.05,6.358904109589041,0.512120579062795,0.1696908145559095,0.014711557905418005,0.0017370431995700208,1.3700897228661653,0.14534265783401001,0.07146229724498453,2.0338369103326115,,,,,,,,,,,risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,-0.011072104116775394,-0.005720540289314832
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,high_vol_breakdown,1h,0.05,6.358904109589041,0.5162363596555952,0.1720092173399954,0.014845131169407777,0.0020922478725389215,1.4313381356910262,0.149947372254422,0.0715416153793744,2.0959461351169346,,,,,,,,,,,high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,-0.0064673896963634014,-0.005641222154924963
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trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.15,6.358904109589041,0.5487061760476291,0.16350097282645293,0.04370225307041342,0.0027859161760723783,1.393574870592432,0.14712001843985245,0.07304720252794522,2.014040419735029,,,,,,,,,,,risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,-0.009294743510932957,-0.004135635006354138
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trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,risk_off_pair,4h,0.15,6.358904109589041,0.4203612718026666,0.1582858970446568,0.025312699909978642,-0.0044239838929803765,1.0114276092090804,0.11616665213606625,0.09718420772003573,1.1953243727696414,,,,,,,,,,,risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,-0.04024810981471916,0.020001370185736375
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trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,risk_off_pair,4h,0.15,6.358904109589041,0.4558481747846659,0.1845289945287636,0.049718576258193536,0.010304362385342936,1.0718230218140912,0.12137160737674213,0.09789555989383276,1.2398070710088285,,,,,,,,,,,risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,-0.03504315457404328,0.020712722359533406