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
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
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
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
dual_momentum-1h-lb336-tr720-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,17.922791148441288,357.67705884266826,1.5214132278525834,0.6629497445027857,2.2949148717051666,57,0.543859649122807,4.212724217959716
dual_momentum-1h-lb336-tr1440-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,29.399666182092286,96.9170056734727,1.0558795655185524,0.8822556216142938,1.1967955087512765,94,0.48936170212765956,3.0195430839989226
dual_momentum-1h-lb336-tr1440-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,27.984708986162712,77.76176486867324,0.9867073956830377,0.79382302912199,1.242981570809791,89,0.48314606741573035,2.73547021604101
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
dual_momentum-1h-lb336-tr1440-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,17.293921283583696,366.1669399399092,1.5307040007907697,0.6629497445027858,2.308929166175035,55,0.5272727272727272,4.243756391223274
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
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
dual_momentum-1h-lb720-tr720-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,15.250094222796534,34.480574936745036,0.7526112796038391,0.8188396944750368,0.9191191935148465,49,0.32653061224489793,3.224109751155996
dual_momentum-1h-lb720-tr720-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.621224357938944,19.99806549950688,0.6138741940067436,0.8188396944750368,0.7496878792622556,47,0.3191489361702128,2.9777658265555944
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
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
dual_momentum-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.30678942551015,47.802691860882945,0.8426924335218375,0.8188396944750366,1.0291299251950567,46,0.3695652173913043,3.326944263152133
dual_momentum-1h-lb720-tr1440-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,dual_momentum,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,13.363484628223766,21.94000166718091,0.6364737900534974,0.8188396944750366,0.7772874157762282,43,0.3488372093023256,2.9950701061226623
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
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
trend_basket-1h-lb336-tr720-bt2880-rb72-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,72,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,20.595488074086038,72.77419611874951,0.9663789225632227,0.8459948263012913,1.1422988563514667,95,0.4,3.460176913894593
trend_basket-1h-lb336-tr720-bt2880-rb72-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,72,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,22.639315134873204,69.45102934299719,0.9521813789207965,0.7726434913067142,1.2323683427533225,95,0.45263157894736844,3.5113725269610634
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-1h-lb336-tr720-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,17.922791148441288,357.67705884266826,1.5214132278525834,0.6629497445027857,2.2949148717051666,57,0.543859649122807,4.212724217959716
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-lb336-tr720-bt2880-rb168-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,720,2880,168,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.621224357938944,153.87196596406773,1.2095405512126751,0.668267664718247,1.8099642030751826,70,0.42857142857142855,3.4724217638398622
trend_basket-1h-lb336-tr1440-bt2880-rb72-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,72,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,29.399666182092286,96.9170056734727,1.0558795655185524,0.8822556216142938,1.1967955087512765,94,0.48936170212765956,3.0195430839989226
trend_basket-1h-lb336-tr1440-bt2880-rb72-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,72,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,27.984708986162712,77.76176486867324,0.9867073956830377,0.79382302912199,1.242981570809791,89,0.48314606741573035,2.73547021604101
trend_basket-1h-lb336-tr1440-bt2880-rb72-top2-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,72,2,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,21.853227803801218,45.69065773253783,0.8299200256604968,0.836325962122396,0.9923403831137295,101,0.40594059405940597,3.004563277075401
trend_basket-1h-lb336-tr1440-bt2880-rb72-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,72,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,24.211489797017176,42.53360888995625,0.8098886743259353,0.7641705690032587,1.0598270951239441,100,0.45,3.079377232053151
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-lb336-tr1440-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,17.293921283583696,366.1669399399092,1.5307040007907697,0.6629497445027858,2.308929166175035,55,0.5272727272727272,4.243756391223274
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
trend_basket-1h-lb336-tr1440-bt2880-rb168-top2-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",336,1440,2880,168,2,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.30678942551015,128.14518218707207,1.1473279008077237,0.684976565782914,1.674988544310785,67,0.43283582089552236,3.6376246216014456
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
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
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-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-tr720-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,15.250094222796534,34.480574936745036,0.7526112796038391,0.8188396944750368,0.9191191935148465,49,0.32653061224489793,3.224109751155996
trend_basket-1h-lb720-tr720-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,720,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.621224357938944,19.99806549950688,0.6138741940067436,0.8188396944750368,0.7496878792622556,47,0.3191489361702128,2.9777658265555944
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
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
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
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
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-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-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,168,1,0.0,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,14.30678942551015,47.802691860882945,0.8426924335218375,0.8188396944750366,1.0291299251950567,46,0.3695652173913043,3.326944263152133
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.030-bm0.000-vw336-vc0.0550,trend_basket,1h,"BTC-USDT-SWAP,ETH-USDT-SWAP",720,1440,2880,168,1,0.03,0.0,336,0.055,2019-12-25 00:00,2026-05-03 15:00,6.360616438356164,13.363484628223766,21.94000166718091,0.6364737900534974,0.8188396944750366,0.7772874157762282,43,0.3488372093023256,2.9950701061226623
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-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
dual_momentum-4h-lb180-tr360-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.521430109842774,8.334129653940227,0.42076013055031236,0.8877712067928134,0.4739510893469523,43,0.4883720930232558,2.52017707522263
dual_momentum-4h-lb180-tr360-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.206978246823175,21.273073278514293,0.628943379483387,0.82994254001406,0.7578155705486938,42,0.5476190476190477,2.982695290724173
dual_momentum-4h-lb180-tr360-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.634718931725176,2.420508319331368,0.21331313763553728,0.9854178312079862,0.21646973586224313,37,0.4594594594594595,2.8643383478190128
dual_momentum-4h-lb180-tr360-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.320267068705578,6.04082094156905,0.35915304633445566,0.975058839750087,0.36833987006005564,36,0.5,3.2534298139840248
dual_momentum-4h-lb180-tr720-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,14.464785698901572,13.429179387414997,0.5214680804982217,0.8778953014190187,0.5939980310355089,46,0.5,2.742747511387352
dual_momentum-4h-lb180-tr720-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.521430109842774,27.70835107682008,0.6952615230008703,0.8299425400140599,0.8377224801479534,43,0.5581395348837209,3.058094645132767
dual_momentum-4h-lb180-tr720-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.634718931725176,5.023396096769264,0.3262069337677007,0.9728620764879915,0.3353064546881094,37,0.4864864864864865,3.0690354396039923
dual_momentum-4h-lb180-tr720-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.634718931725176,7.995431854004549,0.4125277886176639,0.9681348937503441,0.4261056917591524,37,0.5135135135135135,3.321675341003186
dual_momentum-4h-lb360-tr360-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.521430109842774,18.574871223845705,0.596204625331354,0.9455531664545033,0.6305352744646975,43,0.3953488372093023,4.297516975605864
dual_momentum-4h-lb360-tr360-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,12.578074520783975,37.434156152455984,0.7748377671126503,0.8822833744647098,0.8782187101539255,40,0.375,4.920466499248852
dual_momentum-4h-lb360-tr360-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.804652164548783,7.134779739432391,0.3903686480171775,0.9769448646054701,0.3995810430661552,28,0.42857142857142855,4.609896869335494
dual_momentum-4h-lb360-tr360-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.175748438509585,10.161948756223033,0.4612748217278515,0.9629107789010107,0.4790421208643169,26,0.4230769230769231,5.088193851816706
dual_momentum-4h-lb360-tr720-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,12.263622657764376,38.21387618030289,0.780451109625627,0.9318201368438892,0.8375555311232542,39,0.41025641025641024,4.726765214507239
dual_momentum-4h-lb360-tr720-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.320267068705578,72.37016008133658,0.9647533407340856,0.8595303311747762,1.1224191930673282,36,0.3888888888888889,5.468723442002845
dual_momentum-4h-lb360-tr720-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.175748438509585,14.85013791419282,0.5441031658917854,0.9623326404214083,0.5654003023876661,26,0.5384615384615384,5.178553755262627
dual_momentum-4h-lb360-tr720-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,dual_momentum,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,7.546844712470385,20.748397970715363,0.6228495095065267,0.9591354936541683,0.6493863626436758,24,0.5416666666666666,5.788015463280808
trend_basket-4h-lb180-tr360-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.521430109842774,8.334129653940227,0.42076013055031236,0.8877712067928134,0.4739510893469523,43,0.4883720930232558,2.52017707522263
trend_basket-4h-lb180-tr360-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.206978246823175,21.273073278514293,0.628943379483387,0.82994254001406,0.7578155705486938,42,0.5476190476190477,2.982695290724173
trend_basket-4h-lb180-tr360-bt1080-rb42-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,42,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,9.90523368511738,19.350238462445866,0.6059834260579788,0.8768380282450101,0.6911007581079184,47,0.3191489361702128,7.6321396649712545
trend_basket-4h-lb180-tr360-bt1080-rb42-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,42,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,9.90523368511738,46.18769773262774,0.833028808396459,0.829884927638768,1.0037883333616338,43,0.3953488372093023,10.79268121060282
trend_basket-4h-lb180-tr360-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.634718931725176,2.420508319331368,0.21331313763553728,0.9854178312079862,0.21646973586224313,37,0.4594594594594595,2.8643383478190128
trend_basket-4h-lb180-tr360-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.320267068705578,6.04082094156905,0.35915304633445566,0.975058839750087,0.36833987006005564,36,0.5,3.2534298139840248
trend_basket-4h-lb180-tr360-bt1080-rb84-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,84,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,7.3896187809605856,16.663237572885688,0.5706224151371135,0.9480694244363682,0.6018783017671425,35,0.4,12.604471988193337
trend_basket-4h-lb180-tr360-bt1080-rb84-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,360,1080,84,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.332974370019384,17.087216362836912,0.5764908051949389,0.9575276006687157,0.6020618150247896,35,0.4857142857142857,14.507737523045199
trend_basket-4h-lb180-tr720-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,14.464785698901572,13.429179387414997,0.5214680804982217,0.8778953014190187,0.5939980310355089,46,0.5,2.742747511387352
trend_basket-4h-lb180-tr720-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.521430109842774,27.70835107682008,0.6952615230008703,0.8299425400140599,0.8377224801479534,43,0.5581395348837209,3.058094645132767
trend_basket-4h-lb180-tr720-bt1080-rb42-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,42,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,10.376911479646779,45.1923077083571,0.8268946975829419,0.8693044416839055,0.9512141637988034,48,0.3541666666666667,8.556256777252766
trend_basket-4h-lb180-tr720-bt1080-rb42-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,42,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,9.90523368511738,76.1716178960371,0.9804198933523911,0.8196959530357413,1.1960775086437956,41,0.4146341463414634,11.014486731593264
trend_basket-4h-lb180-tr720-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.634718931725176,5.023396096769264,0.3262069337677007,0.9728620764879915,0.3353064546881094,37,0.4864864864864865,3.0690354396039923
trend_basket-4h-lb180-tr720-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.634718931725176,7.995431854004549,0.4125277886176639,0.9681348937503441,0.4261056917591524,37,0.5135135135135135,3.321675341003186
trend_basket-4h-lb180-tr720-bt1080-rb84-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,84,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,6.603489123411587,40.575714585616275,0.7968986538079335,0.9480694244363681,0.8405488387959495,31,0.41935483870967744,16.426144310149034
trend_basket-4h-lb180-tr720-bt1080-rb84-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",180,720,1080,84,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.332974370019384,26.842128344563015,0.6871149952223883,0.9575276006687157,0.7175928868708564,34,0.5,15.497223064939888
trend_basket-4h-lb360-tr360-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,13.521430109842774,18.574871223845705,0.596204625331354,0.9455531664545033,0.6305352744646975,43,0.3953488372093023,4.297516975605864
trend_basket-4h-lb360-tr360-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,12.578074520783975,37.434156152455984,0.7748377671126503,0.8822833744647098,0.8782187101539255,40,0.375,4.920466499248852
trend_basket-4h-lb360-tr360-bt1080-rb42-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,42,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,9.433555890587982,25.4577017176963,0.6736401333367243,0.9257608330015625,0.7276610862360682,43,0.37209302325581395,13.47872747407481
trend_basket-4h-lb360-tr360-bt1080-rb42-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,42,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.961878096058582,55.580538402310374,0.8860999936645411,0.839491414788992,1.055520018495084,41,0.34146341463414637,15.303808778163726
trend_basket-4h-lb360-tr360-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.804652164548783,7.134779739432391,0.3903686480171775,0.9769448646054701,0.3995810430661552,28,0.42857142857142855,4.609896869335494
trend_basket-4h-lb360-tr360-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.175748438509585,10.161948756223033,0.4612748217278515,0.9629107789010107,0.4790421208643169,26,0.4230769230769231,5.088193851816706
trend_basket-4h-lb360-tr360-bt1080-rb84-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,84,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,6.760715054921387,19.87763826791282,0.6124569647568949,0.9446552105787673,0.6483391589844272,32,0.34375,7.207596663075887
trend_basket-4h-lb360-tr360-bt1080-rb84-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,360,1080,84,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,6.603489123411587,28.67366015914886,0.7040993886577733,0.9424931413006905,0.7470604907385097,31,0.3548387096774194,7.753913124194308
trend_basket-4h-lb360-tr720-bt1080-rb42-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,42,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,12.263622657764376,38.21387618030289,0.780451109625627,0.9318201368438892,0.8375555311232542,39,0.41025641025641024,4.726765214507239
trend_basket-4h-lb360-tr720-bt1080-rb42-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,42,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,11.320267068705578,72.37016008133658,0.9647533407340856,0.8595303311747762,1.1224191930673282,36,0.3888888888888889,5.468723442002845
trend_basket-4h-lb360-tr720-bt1080-rb42-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,42,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,7.3896187809605856,49.777231181351844,0.8542803660563731,0.9155301564441787,0.9330991011528302,35,0.42857142857142855,15.420359368807302
trend_basket-4h-lb360-tr720-bt1080-rb42-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,42,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,6.760715054921387,105.60361687713922,1.0836191109413624,0.8257605929215671,1.3122678900278877,34,0.38235294117647056,19.054341389924428
trend_basket-4h-lb360-tr720-bt1080-rb84-top1-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,84,1,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,8.175748438509585,14.85013791419282,0.5441031658917854,0.9623326404214083,0.5654003023876661,26,0.5384615384615384,5.178553755262627
trend_basket-4h-lb360-tr720-bt1080-rb84-top1-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,84,1,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,7.546844712470385,20.748397970715363,0.6228495095065267,0.9591354936541683,0.6493863626436758,24,0.5416666666666666,5.788015463280808
trend_basket-4h-lb360-tr720-bt1080-rb84-top2-mm0.000-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,84,2,0.0,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,5.1884557398233895,29.98289214945947,0.715706665148587,0.9424931413006904,0.759375993082426,25,0.4,6.7422768954825285
trend_basket-4h-lb360-tr720-bt1080-rb84-top2-mm0.030-bm0.000-vw180-vc0.0550,trend_basket,4h,"BTC-USDT-SWAP,ETH-USDT-SWAP",360,720,1080,84,2,0.03,0.0,180,0.055,2019-12-25 00:00,2026-05-03 12:00,6.36027397260274,4.716777945293991,48.361629272723555,0.8460554395537347,0.9424931413006904,0.8976780864273808,24,0.4166666666666667,7.832313166280753
dual_momentum-1d-lb60-tr120-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.806548901335631,57.83538580794536,0.8979860513763649,0.812648622089964,1.1050114735529,28,0.39285714285714285,6.283585239104815
dual_momentum-1d-lb60-tr120-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.177509694097372,101.6608825480029,1.0716345748562301,0.7737069982343968,1.3850651180636928,26,0.4230769230769231,7.144518410919309
dual_momentum-1d-lb60-tr120-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.717794054286945,13.099027522557039,0.5160770001751245,0.9853511870862328,0.5237493057690508,15,0.6,8.234496789555795
dual_momentum-1d-lb60-tr120-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.717794054286945,13.099027522557039,0.5160770001751245,0.9853511870862328,0.5237493057690508,15,0.6,8.234496789555795
dual_momentum-1d-lb60-tr200-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.806548901335631,70.34857454455286,0.9564241049570776,0.7831303775600355,1.2212833678307382,28,0.39285714285714285,6.408546199565054
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
dual_momentum-1d-lb60-tr200-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.032313657906075,8.666211942410131,0.42870055211129343,0.9853511870862328,0.4350738678044296,16,0.625,7.541081009033025
dual_momentum-1d-lb60-tr200-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.032313657906075,8.666211942410131,0.42870055211129343,0.9853511870862328,0.4350738678044296,16,0.625,7.541081009033025
dual_momentum-1d-lb120-tr120-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,15.041652149214968,0.5471671429869911,0.9804002339925806,0.5581058877951389,17,0.47058823529411764,4.384336500306322
dual_momentum-1d-lb120-tr120-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,15.041652149214968,0.5471671429869911,0.9804002339925806,0.5581058877951389,17,0.47058823529411764,4.384336500306322
dual_momentum-1d-lb120-tr120-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.403274450667816,17.144197921010736,0.5774254847363955,0.9747637352446974,0.5923748123348506,14,0.5714285714285714,6.130680386220661
dual_momentum-1d-lb120-tr120-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.403274450667816,17.144197921010736,0.5774254847363955,0.9747637352446974,0.5923748123348506,14,0.5714285714285714,6.130680386220661
dual_momentum-1d-lb120-tr200-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,9.589801870486637,0.44935127790027174,0.9804002339925806,0.45833452739024166,17,0.47058823529411764,4.196708891455116
dual_momentum-1d-lb120-tr200-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,9.589801870486637,0.44935127790027174,0.9804002339925806,0.45833452739024166,17,0.47058823529411764,4.196708891455116
dual_momentum-1d-lb120-tr200-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.088754847048686,20.21742051030516,0.616722240666888,0.9747637352446974,0.6326889464266647,13,0.6153846153846154,5.932926727402874
dual_momentum-1d-lb120-tr200-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,dual_momentum,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.088754847048686,20.21742051030516,0.616722240666888,0.9747637352446974,0.6326889464266647,13,0.6153846153846154,5.932926727402874
trend_basket-1d-lb60-tr120-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.806548901335631,57.83538580794536,0.8979860513763649,0.812648622089964,1.1050114735529,28,0.39285714285714285,6.283585239104815
trend_basket-1d-lb60-tr120-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.177509694097372,101.6608825480029,1.0716345748562301,0.7737069982343968,1.3850651180636928,26,0.4230769230769231,7.144518410919309
trend_basket-1d-lb60-tr120-bt200-rb14-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,14,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.246014648858251,218.84775549357343,1.3351869082970635,0.7321665031937946,1.8236110262799847,20,0.65,54.085435067114354
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-1d-lb60-tr120-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.717794054286945,13.099027522557039,0.5160770001751245,0.9853511870862328,0.5237493057690508,15,0.6,8.234496789555795
trend_basket-1d-lb60-tr120-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.717794054286945,13.099027522557039,0.5160770001751245,0.9853511870862328,0.5237493057690508,15,0.6,8.234496789555795
trend_basket-1d-lb60-tr120-bt200-rb30-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,30,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,2.6734166307626026,54.24720340258644,0.8792967916101524,0.9586272077735468,0.9172458120110708,15,0.6,8.999154505671905
trend_basket-1d-lb60-tr120-bt200-rb30-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,120,200,30,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,2.6734166307626026,54.24720340258644,0.8792967916101524,0.9586272077735468,0.9172458120110708,15,0.6,8.999154505671905
trend_basket-1d-lb60-tr200-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,8.806548901335631,70.34857454455286,0.9564241049570776,0.7831303775600355,1.2212833678307382,28,0.39285714285714285,6.408546199565054
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
trend_basket-1d-lb60-tr200-bt200-rb14-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,14,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.246014648858251,234.5176928514523,1.3606084181213962,0.7321665031937946,1.858331967095279,20,0.65,54.2714342048051
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-tr200-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.032313657906075,8.666211942410131,0.42870055211129343,0.9853511870862328,0.4350738678044296,16,0.625,7.541081009033025
trend_basket-1d-lb60-tr200-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.032313657906075,8.666211942410131,0.42870055211129343,0.9853511870862328,0.4350738678044296,16,0.625,7.541081009033025
trend_basket-1d-lb60-tr200-bt200-rb30-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,30,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,2.8306764325721674,43.281881230584275,0.815035753305704,0.9586272077735468,0.850211371737153,15,0.6,8.041610702696154
trend_basket-1d-lb60-tr200-bt200-rb30-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",60,200,200,30,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,2.8306764325721674,43.281881230584275,0.815035753305704,0.9586272077735468,0.850211371737153,15,0.6,8.041610702696154
trend_basket-1d-lb120-tr120-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,15.041652149214968,0.5471671429869911,0.9804002339925806,0.5581058877951389,17,0.47058823529411764,4.384336500306322
trend_basket-1d-lb120-tr120-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,15.041652149214968,0.5471671429869911,0.9804002339925806,0.5581058877951389,17,0.47058823529411764,4.384336500306322
trend_basket-1d-lb120-tr120-bt200-rb14-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,14,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.87505385609651,7.715987303667484,0.4056396540952667,0.9874371146537391,0.410800493596507,20,0.4,16.357061197683144
trend_basket-1d-lb120-tr120-bt200-rb14-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,14,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.87505385609651,9.679593293939694,0.45127699298360957,0.9874371146537391,0.45701846354221476,20,0.4,16.12105228156186
trend_basket-1d-lb120-tr120-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.403274450667816,17.144197921010736,0.5774254847363955,0.9747637352446974,0.5923748123348506,14,0.5714285714285714,6.130680386220661
trend_basket-1d-lb120-tr120-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.403274450667816,17.144197921010736,0.5774254847363955,0.9747637352446974,0.5923748123348506,14,0.5714285714285714,6.130680386220661
trend_basket-1d-lb120-tr120-bt200-rb30-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,30,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,3.3024558380008617,14.662983167820931,0.5413658195986346,0.9501760585943165,0.569753168059746,13,0.5384615384615384,17.732571361699573
trend_basket-1d-lb120-tr120-bt200-rb30-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,120,200,30,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,3.6169754416199917,16.78522589816046,0.5724762372491226,0.9515115435212252,0.6016492822888726,14,0.5,17.137186443501857
trend_basket-1d-lb120-tr200-bt200-rb14-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,14,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,9.589801870486637,0.44935127790027174,0.9804002339925806,0.45833452739024166,17,0.47058823529411764,4.196708891455116
trend_basket-1d-lb120-tr200-bt200-rb14-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,14,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,5.346833261525205,9.589801870486637,0.44935127790027174,0.9804002339925806,0.45833452739024166,17,0.47058823529411764,4.196708891455116
trend_basket-1d-lb120-tr200-bt200-rb14-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,14,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,3.3024558380008617,18.866319671074603,0.6000799678519722,0.9642721515026436,0.6223139047590001,15,0.4666666666666667,12.3426077426889
trend_basket-1d-lb120-tr200-bt200-rb14-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,14,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,3.3024558380008617,23.341960003222702,0.6520302607514072,0.9642721515026436,0.6761890403402567,15,0.4666666666666667,12.122083170865281
trend_basket-1d-lb120-tr200-bt200-rb30-top1-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,30,1,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.088754847048686,20.21742051030516,0.616722240666888,0.9747637352446974,0.6326889464266647,13,0.6153846153846154,5.932926727402874
trend_basket-1d-lb120-tr200-bt200-rb30-top1-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,30,1,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,4.088754847048686,20.21742051030516,0.616722240666888,0.9747637352446974,0.6326889464266647,13,0.6153846153846154,5.932926727402874
trend_basket-1d-lb120-tr200-bt200-rb30-top2-mm0.000-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,30,2,0.0,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,2.5161568289530374,22.201649667250113,0.6396125205704375,0.9462662827350037,0.6759329083582672,12,0.4166666666666667,15.31494468904423
trend_basket-1d-lb120-tr200-bt200-rb30-top2-mm0.030-bm0.000-vw30-vc0.0550,trend_basket,1d,"BTC-USDT-SWAP,ETH-USDT-SWAP",120,200,200,30,2,0.03,0.0,30,0.055,2019-12-25 00:00,2026-05-03 00:00,6.358904109589041,2.8306764325721674,25.345337674229896,0.6727059171225922,0.9477065656080481,0.7098251099389444,13,0.46153846153846156,14.434314116972585