strategy,family,bar,universe,lookback,trend,btc_trend,rebalance,top_n,min_momentum,btc_min_momentum,vol_lookback,max_vol,first_candle,last_candle,years,turnover_per_year,total_return,annualized_return,max_drawdown,calmar,trades,win_rate,profit_factor
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,168,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,8.804178108006246,538.7092586127976,1.6887056004632393,0.7096611812723418,2.3795941570815273,45,0.4666666666666667,13.726789736630591
trend_basket-1h-lb720-tr720-bt2880-rb72-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,72,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,18.551661013298876,730.9356454965663,1.820623832192736,0.7765441014401995,2.3445208441042285,82,0.4024390243902439,6.586681203302127
trend_basket-1h-lb720-tr720-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,168,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,11.791309966079794,541.98391489174,1.691263845948992,0.749116006246851,2.2576794940244294,51,0.45098039215686275,6.43726579362783
dual_momentum-1h-lb336-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,19.652183276799658,371.30035930718213,1.5362342025493212,0.6978040836191848,2.201526529597806,63,0.47619047619047616,3.5853474204560367
trend_basket-1h-lb336-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,19.652183276799658,371.30035930718213,1.5362342025493212,0.6978040836191848,2.201526529597806,63,0.47619047619047616,3.5853474204560367
trend_basket-1h-lb720-tr720-bt2880-rb168-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,168,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,11.791309966079794,458.0522010168786,1.6211459910145685,0.749116006246851,2.164078697419213,51,0.45098039215686275,6.068263071605067
dual_momentum-1h-lb336-tr720-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,19.96661820922845,430.99772769029875,1.5962333106417343,0.7403963615388455,2.155917281014335,64,0.5,3.698852424360629
trend_basket-1h-lb336-tr720-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,19.96661820922845,430.99772769029875,1.5962333106417343,0.7403963615388455,2.155917281014335,64,0.5,3.698852424360629
trend_basket-1d-lb60-tr200-bt200-rb14-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,14,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,3.6169754416199917,407.6335840814908,1.574292410042256,0.7321665031937946,2.1501836032856065,18,0.7222222222222222,71.22399643535412
trend_basket-1d-lb60-tr120-bt200-rb14-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,14,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,3.6169754416199917,380.44555167782283,1.5465697266483396,0.7321665031937946,2.112319697639846,18,0.7222222222222222,70.98026309098437
trend_basket-1h-lb336-tr720-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,168,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.464006891724548,405.5774342038531,1.571596902794525,0.7568628002237319,2.0764620778428458,74,0.36486486486486486,3.6383692678236006
trend_basket-1h-lb720-tr1440-bt2880-rb72-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,72,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,18.23722608087008,368.49825956274475,1.5332235413548734,0.7437701329937388,2.0614212286039457,76,0.4473684210526316,5.596796952076662
trend_basket-1h-lb720-tr720-bt2880-rb72-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,72,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,19.023313411942066,425.27821059285543,1.5907988252379095,0.7729447218254869,2.05810167314536,80,0.4375,4.399931037859222
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,168,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,10.061917837721424,322.46294849033643,1.4807800171818197,0.7319685419498626,2.0230104605824004,48,0.4375,12.40203207790173
trend_basket-1h-lb720-tr1440-bt2880-rb72-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,72,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,16.979486351154904,346.40464819694137,1.5087867020815717,0.7555235261677099,1.9970082331316492,79,0.4050632911392405,7.27753446619949
trend_basket-1h-lb336-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,168,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,13.992354493081356,296.50470610659454,1.4483665317712662,0.7324734328177167,1.9773639109334176,71,0.38028169014084506,4.049494699955504
dual_momentum-1h-lb336-tr720-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,27.513056587519518,235.04047478066775,1.3608854827273822,0.8519063786999447,1.5974589658598017,88,0.4772727272727273,3.4241164752146362
trend_basket-1h-lb336-tr720-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,27.513056587519518,235.04047478066775,1.3608854827273822,0.8519063786999447,1.5974589658598017,88,0.4772727272727273,3.4241164752146362
dual_momentum-1h-lb336-tr720-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,26.098099391589944,168.45116139363444,1.2410148593609303,0.7938230291219903,1.5633394520357484,83,0.4939759036144578,3.0988789201553484
trend_basket-1h-lb336-tr720-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,26.098099391589944,168.45116139363444,1.2410148593609303,0.7938230291219903,1.5633394520357484,83,0.4939759036144578,3.0988789201553484
dual_momentum-1h-lb720-tr720-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,23.42540246594519,190.46142031060555,1.284457253265125,0.8351082186309909,1.5380728205151193,75,0.4666666666666667,3.1954619403446665
trend_basket-1h-lb720-tr720-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,23.42540246594519,190.46142031060555,1.284457253265125,0.8351082186309909,1.5380728205151193,75,0.4666666666666667,3.1954619403446665
dual_momentum-1h-lb720-tr1440-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,23.42540246594519,204.285157167139,1.3096331000041292,0.8561839051368311,1.5296165837114517,75,0.52,3.1448049220333347
trend_basket-1h-lb720-tr1440-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,23.42540246594519,204.285157167139,1.3096331000041292,0.8561839051368311,1.5296165837114517,75,0.52,3.1448049220333347
dual_momentum-1h-lb720-tr1440-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,22.167662736230014,167.60911911577548,1.2392603886823692,0.8421027869496817,1.4716260388726383,71,0.5070422535211268,3.131204031869703
trend_basket-1h-lb720-tr1440-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,22.167662736230014,167.60911911577548,1.2392603886823692,0.8421027869496817,1.4716260388726383,71,0.5070422535211268,3.131204031869703
dual_momentum-1d-lb60-tr200-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.177509694097372,123.49493668989625,1.1354191807532628,0.7737069982343968,1.4675053778036065,26,0.4230769230769231,7.286600653569291
trend_basket-1d-lb60-tr200-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.177509694097372,123.49493668989625,1.1354191807532628,0.7737069982343968,1.4675053778036065,26,0.4230769230769231,7.286600653569291
dual_momentum-1h-lb720-tr720-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,23.42540246594519,134.82715741793677,1.1644260417212626,0.8315643443890283,1.4002837538408366,75,0.4666666666666667,2.9856760889477574
trend_basket-1h-lb720-tr720-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,23.42540246594519,134.82715741793677,1.1644260417212626,0.8315643443890283,1.4002837538408366,75,0.4666666666666667,2.9856760889477574