label,symbol,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,win_rate,payoff_ratio,profit_factor,return_drawdown_ratio,trades,trades_per_month,worst_month,worst_month_return,months,positive_month_rate,negative_months,cost_model,roundtrip_cost_on_margin,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,score,band_length,std_multiplier,bandwidth_lookback,stop_loss_pct,take_profit_pct,max_hold_bars,cooldown_bars,vol_lookback,vol_cap,trend_sma,long_regime,short_regime,neutral_distance,session,corr_lookback,corr_min,corr_max,side_mode bbmr-l20-m2-sl0.005-vc0.006,BTC,full,2019-12-30,2026-04-29,3.7804881481071906,0.2800804125988372,0.6642243745258994,0.4216653639047031,0.5001500600240096,1.036259208105244,1.0368813991638481,5.6915829847490516,6664,87.70514235268153,2025-03,-0.2819083037614809,77,0.5974025974025974,31,gross,0.0,3.7804881481071906,0.2800804125988372,0.6642243745258994,0.4216653639047031,5.136182517919648,20,2.0,50,0.005,,,0,96,0.006,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-vc0.006-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,2.6876244557387823,0.22870157868379315,0.6405288449009909,0.35705117810759085,0.5155414438502673,0.9724528545336678,1.0348454833516265,4.195946017316705,5984,78.75563803097934,2024-01,-0.2983217919067974,77,0.5714285714285714,33,gross,0.0,2.6876244557387823,0.22870157868379315,0.6405288449009909,0.35705117810759085,5.103895649891247,20,2.0,50,0.005,,,0,96,0.006,480,neutral,neutral,0.06,all,192,,,both bbmr-l20-m2-sl0.005-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,2.6506740941838034,0.2267502417393923,0.6974246009388271,0.3251250980165541,0.5076923076923077,0.9980344800566944,1.029223057558466,3.8006604450368404,6175,81.26939586251628,2024-01,-0.31496838056881127,77,0.5714285714285714,33,gross,0.0,2.6506740941838034,0.2267502417393923,0.6974246009388271,0.3251250980165541,4.1575241258766535,20,2.0,50,0.005,,,0,96,,480,neutral,neutral,0.06,all,192,,,both bbmr-l20-m2-sl0.005-vc0.009,BTC,full,2019-12-30,2026-04-29,3.5490068651812177,0.270092190323342,0.6868422602990115,0.3932375829724854,0.48624893677346187,1.0871542575813316,1.0289567062648917,5.167135265724891,7054,92.83794630189308,2022-06,-0.357682984219142,77,0.5974025974025974,31,gross,0.0,3.5490068651812177,0.270092190323342,0.6868422602990115,0.3932375829724854,4.15306902473943,20,2.0,50,0.005,,,0,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.005-cd32,BTC,full,2019-12-30,2026-04-29,3.634356938797402,0.2738237553743683,0.35579625772599077,0.7696083065191992,0.4823477493380406,1.180305585562503,1.0998073359077714,10.214713785990206,2266,29.822907048495853,2025-03,-0.16001823834325035,77,0.5844155844155844,32,gross,0.0,3.634356938797402,0.2738237553743683,0.35579625772599077,0.7696083065191992,3.9201466118585255,20,2.5,50,0.005,,,32,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-tp0.012-mh96-vc0.009,BTC,full,2019-12-30,2026-04-29,1.9294453716106963,0.18486833614518838,0.7073290126350938,0.26136116692920197,0.4918819709162784,1.0618129451466696,1.027884495940816,2.727790514943975,7083,93.21961633914215,2020-03,-0.3063631692263129,77,0.5844155844155844,32,gross,0.0,1.9294453716106963,0.18486833614518838,0.7073290126350938,0.26136116692920197,3.831559042179859,20,2.0,50,0.005,0.012,96.0,0,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,0.40833748203634235,0.055527472596181626,0.5977300708603942,0.09289723790582158,0.503248670998228,0.9989332344698525,1.0119989485949041,0.6831469620535682,5079,66.84490066165509,2024-01,-0.32984740797586476,77,0.5454545454545454,35,gross,0.0,0.40833748203634235,0.055527472596181626,0.5977300708603942,0.09289723790582158,3.6753042079662075,20,2.0,50,0.005,,96.0,8,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-lrbelow-srabove,BTC,full,2019-12-30,2026-04-29,1.1169847880080486,0.1256572783266492,0.760552833492155,0.16521834222835136,0.4702297233942804,1.1702224458013373,1.0387018700342843,1.468648513055037,4266,56.14497858291408,2020-03,-0.3427316368562846,77,0.5454545454545454,35,gross,0.0,1.1169847880080486,0.1256572783266492,0.760552833492155,0.16521834222835136,3.5766289345914033,20,2.0,50,0.005,,,0,96,,480,below,above,,all,192,,,both bbmr-l20-m2-sl0.005-cd8,BTC,full,2019-12-30,2026-04-29,0.00020669579281151762,3.261878615590241e-05,0.6524982702686184,4.999060938885557e-05,0.4982531055900621,1.0070203315440474,1.000008197707377,0.00031677600114775133,5152,67.80565627266135,2020-03,-0.37061959544402845,77,0.5454545454545454,35,gross,0.0,0.00020669579281151762,3.261878615590241e-05,0.6524982702686184,4.999060938885557e-05,3.3926811164553214,20,2.0,50,0.005,,,8,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-corr0.35_None,BTC,full,2019-12-30,2026-04-29,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,0.47982749026154703,1.110279669217784,1.0241654397250968,2.0692468111407187,7188,94.60152509469911,2020-03,-0.40632908703299286,77,0.5844155844155844,32,gross,0.0,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,3.2420786678989693,20,2.0,50,0.005,,,0,96,,480,any,any,,all,192,0.35,,both bbmr-l20-m2-sl0.005-mh288,BTC,full,2019-12-30,2026-04-29,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,0.47982749026154703,1.110279669217784,1.0241654397250968,2.0692468111407187,7188,94.60152509469911,2020-03,-0.40632908703299286,77,0.5844155844155844,32,gross,0.0,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,3.2420786678989693,20,2.0,50,0.005,,288.0,0,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-mh96,BTC,full,2019-12-30,2026-04-29,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,0.47982749026154703,1.110279669217784,1.0241654397250968,2.0692468111407187,7188,94.60152509469911,2020-03,-0.40632908703299286,77,0.5844155844155844,32,gross,0.0,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,3.2420786678989693,20,2.0,50,0.005,,96.0,0,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005,BTC,full,2019-12-30,2026-04-29,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,0.47982749026154703,1.110279669217784,1.0241654397250968,2.0692468111407187,7188,94.60152509469911,2020-03,-0.40632908703299286,77,0.5844155844155844,32,gross,0.0,1.5833441344298071,0.16158872995373597,0.7651789655565318,0.21117769466677494,3.2420786678989693,20,2.0,50,0.005,,,0,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-tp0.012,BTC,full,2019-12-30,2026-04-29,1.2835590889808266,0.13919413087369836,0.7512497270514678,0.18528343620171758,0.48760216096412246,1.0754594368612587,1.023416387605199,1.7085651318884147,7219,95.00951720348259,2020-03,-0.34665461658808294,77,0.5844155844155844,32,gross,0.0,1.2835590889808266,0.13919413087369836,0.7512497270514678,0.18528343620171758,3.10224902065903,20,2.0,50,0.005,0.012,,0,96,,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.005-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,3.712204658321344,0.2771771787562942,0.43422326637318015,0.6383287129485194,0.4780380673499268,1.1748604201926038,1.075994185674292,8.549068983169136,2732,35.9559497160153,2020-01,-0.16846310011575816,77,0.5324675324675324,36,gross,0.0,3.712204658321344,0.2771771787562942,0.43422326637318015,0.6383287129485194,2.9873214575467033,20,2.5,50,0.005,,96.0,8,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.005-cd8,BTC,full,2019-12-30,2026-04-29,2.9487022879337856,0.2420383765719185,0.4342232663731805,0.5574053610565992,0.4741223307998552,1.1894031247632277,1.0723455563935502,6.790751478064765,2763,36.36394182479878,2021-01,-0.19480094324349528,77,0.5454545454545454,35,gross,0.0,2.9487022879337856,0.2420383765719185,0.4342232663731805,0.5574053610565992,2.910478026742604,20,2.5,50,0.005,,,8,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-lrneutral-srneutral-nd0.03,BTC,full,2019-12-30,2026-04-29,1.1668957134268099,0.12980478333123258,0.5939993545128052,0.21852680873314703,0.5315195753151958,0.9069076237256603,1.0289419357000762,1.9644730327760895,4521,59.5010427035524,2025-03,-0.20619468354527837,77,0.4935064935064935,39,gross,0.0,1.1668957134268099,0.12980478333123258,0.5939993545128052,0.21852680873314703,2.7981326033355387,20,2.0,50,0.005,,,0,96,,480,neutral,neutral,0.03,all,192,,,both bbmr-l20-m2-sl0.005-seu_us,BTC,full,2019-12-30,2026-04-29,0.4522847917587445,0.06065883814219597,0.6571368041982233,0.09230777785488091,0.469117332763411,1.1454656252014646,1.0121968789521798,0.6882658053380224,4679,61.580486354771445,2020-03,-0.33549532210272315,77,0.5324675324675324,36,gross,0.0,0.4522847917587445,0.06065883814219597,0.6571368041982233,0.09230777785488091,2.7166222203549935,20,2.0,50,0.005,,,0,96,,480,any,any,,eu_us,192,,,both bbmr-l20-m2-sl0.005-mh288-cd8-lrbelow-srabove,BTC,full,2019-12-30,2026-04-29,0.16479924340490193,0.02436806871972097,0.6743444385640204,0.03613593784744698,0.4878778808739898,1.059351083697913,1.0092006232773807,0.24438437389034143,3341,43.97102049824565,2020-03,-0.28693836549455265,77,0.5194805194805194,37,gross,0.0,0.16479924340490193,0.02436806871972097,0.6743444385640204,0.03613593784744698,2.6682970817380003,20,2.0,50,0.005,,288.0,8,96,,480,below,above,,all,192,,,both bbmr-l20-m2-sl0.005-tp0.006,BTC,full,2019-12-30,2026-04-29,-0.7108253275129641,-0.17783690640234873,0.8988199951691022,-0.1978559748983898,0.527027027027027,0.8545884611123366,0.9522557138108894,-0.7908428064945651,7326,96.41774803057396,2020-03,-0.32889934674334065,77,0.5064935064935064,38,gross,0.0,-0.7108253275129641,-0.17783690640234873,0.8988199951691022,-0.1978559748983898,2.663231388255748,20,2.0,50,0.005,0.006,,0,96,,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-lrbelow-srany-long,BTC,full,2019-12-30,2026-04-29,0.06797973009265634,0.010433968820156458,0.7570091704260103,0.013783147189993347,0.45183374083129585,1.2220176551361723,1.007265221539539,0.089800404999586,2045,26.914318143942637,2021-01,-0.2841208172933799,77,0.4675324675324675,41,gross,0.0,0.06797973009265634,0.010433968820156458,0.7570091704260103,0.013783147189993347,2.4519795483500104,20,2.0,50,0.005,,,0,96,,480,below,any,,all,192,,,long bbmr-l20-m2.5-sl0.005-lrneutral-srneutral-nd0.03,BTC,full,2019-12-30,2026-04-29,1.6591659289053493,0.16690409596388434,0.44236551786887096,0.3772990642850223,0.5100146555935515,1.046928513584442,1.0897241955953711,3.7506674048612685,2047,26.940640215477057,2021-03,-0.19331461760347834,77,0.5844155844155844,32,gross,0.0,1.6591659289053493,0.16690409596388434,0.44236551786887096,0.3772990642850223,2.407879464632205,20,2.5,50,0.005,,,0,96,,480,neutral,neutral,0.03,all,192,,,both bbmr-l30-m2-sl0.005-cd32,BTC,full,2019-12-30,2026-04-29,0.6450293234540174,0.08172647871138428,0.755077227832008,0.10823592037868614,0.4611351017890191,1.2020559501854713,1.0286626476973553,0.8542560941826278,3242,42.66807795729195,2024-11,-0.2066882692288946,77,0.5454545454545454,35,gross,0.0,0.6450293234540174,0.08172647871138428,0.755077227832008,0.10823592037868614,2.139137109795036,30,2.0,50,0.005,,,32,96,,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.008-lrneutral-srneutral-nd0.03,BTC,full,2019-12-30,2026-04-29,3.887655270404455,0.2845672206347676,0.5091954340260397,0.5588565835808635,0.6097809475292919,0.7181024121987856,1.1221522028746036,7.634898136587855,1963,25.83511321103149,2021-03,-0.2612085824724405,77,0.5454545454545454,35,gross,0.0,3.887655270404455,0.2845672206347676,0.5091954340260397,0.5588565835808635,1.8615698557154996,20,2.5,50,0.008,,,0,96,,480,neutral,neutral,0.03,all,192,,,both bbmr-l20-m2.5-sl0.008-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,14.26983581780924,0.5375805133715503,0.567372196510231,0.9474918169731932,0.588676415448069,0.7610785465076728,1.0892372999243811,25.15074920057688,2667,35.100482391146706,2024-07,-0.2535618727377784,77,0.6493506493506493,27,gross,0.0,14.26983581780924,0.5375805133715503,0.567372196510231,0.9474918169731932,1.8329293058505667,20,2.5,50,0.008,,96.0,8,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.008-lrabove-srbelow,BTC,full,2019-12-30,2026-04-29,4.901217610978702,0.3233458094480077,0.4163680903804046,0.7765864313775599,0.6102263202011735,0.7416444322989313,1.1611121434701548,11.771357421988855,1193,15.701115670280473,2022-05,-0.16093952850517834,77,0.6753246753246753,25,gross,0.0,4.901217610978702,0.3233458094480077,0.4163680903804046,0.7765864313775599,1.7835214909360586,20,2.5,50,0.008,,,0,96,,480,above,below,,all,192,,,both bbmr-l20-m2.5-sl0.008-cd8,BTC,full,2019-12-30,2026-04-29,10.521044746566837,0.4707174404308443,0.5673721965102304,0.8296448844799125,0.583765752409192,0.7748509880114753,1.0867233358130663,18.543461966023795,2698,35.50847449993019,2021-01,-0.34422530328097456,77,0.6623376623376623,26,gross,0.0,10.521044746566837,0.4707174404308443,0.5673721965102304,0.8296448844799125,1.7191622944451206,20,2.5,50,0.008,,,8,96,,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.005-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,3.1715422294515365,0.25284661094802563,0.44977075456152316,0.5621677451983804,0.4877616175948918,1.1231296147556389,1.0694620639120522,7.051463878622878,2819,37.100959827762495,2020-03,-0.2056318606818469,77,0.5844155844155844,32,gross,0.0,3.1715422294515365,0.25284661094802563,0.44977075456152316,0.5621677451983804,1.7183242619514068,20,2.5,50,0.005,,,0,96,,480,neutral,neutral,0.06,all,192,,,both bbmr-l20-m2.5-sl0.005-vc0.006-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,2.6005172489508754,0.22407468697060384,0.45050266006559075,0.49738815512871726,0.4935967800951336,1.0954656769771902,1.0677624264755994,5.772479231470585,2733,35.96911075178251,2022-02,-0.17361297890083582,77,0.5844155844155844,32,gross,0.0,2.6005172489508754,0.22407468697060384,0.45050266006559075,0.49738815512871726,1.6411283228658404,20,2.5,50,0.005,,,0,96,0.006,480,neutral,neutral,0.06,all,192,,,both bbmr-l20-m2.5-sl0.005-vc0.006,BTC,full,2019-12-30,2026-04-29,3.4483809178867446,0.2656162481056694,0.4357398730181628,0.6095752639433064,0.47757255936675463,1.1636570099511796,1.0637470646523408,7.913852120076712,3032,39.904260446178036,2020-03,-0.18106814378508962,77,0.5194805194805194,37,gross,0.0,3.4483809178867446,0.2656162481056694,0.4357398730181628,0.6095752639433064,1.5702695164699576,20,2.5,50,0.005,,,0,96,0.006,480,any,any,,all,192,,,both bbmr-l30-m2-sl0.005-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,1.1105948708507358,0.12512035744188776,0.6894598571280236,0.18147591356962,0.46249413970932957,1.1889572133314574,1.0230320897963217,1.6108187581463689,4266,56.14497858291408,2020-03,-0.2933536379064706,77,0.6103896103896104,30,gross,0.0,1.1105948708507358,0.12512035744188776,0.6894598571280236,0.18147591356962,1.5520249450064503,30,2.0,50,0.005,,96.0,8,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.008-cd32,BTC,full,2019-12-30,2026-04-29,8.859343697740808,0.43500493984925503,0.5801178483045332,0.7498561561596687,0.5905191873589165,0.7584803256661156,1.0938172722946848,15.271627521258562,2215,29.151694224368185,2021-01,-0.23052827680110588,77,0.6233766233766234,29,gross,0.0,8.859343697740808,0.43500493984925503,0.5801178483045332,0.7498561561596687,1.5448017993267116,20,2.5,50,0.008,,,32,96,,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.005-lrabove-srbelow,BTC,full,2019-12-30,2026-04-29,1.0399848821939748,0.119094254068415,0.30205040880764117,0.39428602178869887,0.4924060751398881,1.1139354678040958,1.0806051152241305,3.4430838425260415,1251,16.4644557447786,2023-03,-0.146147913404864,77,0.5844155844155844,32,gross,0.0,1.0399848821939748,0.119094254068415,0.30205040880764117,0.39428602178869887,1.5110463629383284,20,2.5,50,0.005,,,0,96,,480,above,below,,all,192,,,both bbmr-l20-m2.5-sl0.005-vc0.009,BTC,full,2019-12-30,2026-04-29,3.819930762269049,0.2817415317562866,0.4664156390294454,0.6040567857942257,0.4675692695214106,1.2085661621256254,1.0613369312575718,8.189971438817668,3176,41.799449596656146,2025-03,-0.17914996299300667,77,0.5064935064935064,38,gross,0.0,3.819930762269049,0.2817415317562866,0.4664156390294454,0.6040567857942257,1.4940890495398855,20,2.5,50,0.005,,,0,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2-sl0.005-cd32,BTC,full,2019-12-30,2026-04-29,1.034748560830097,0.11864040665389575,0.5417013233358045,0.21901443017215916,0.5039795338260376,1.0153123724556476,1.0321954336948758,1.910182818934428,3518,46.300523829041666,2024-03,-0.21201799504277297,77,0.5844155844155844,32,gross,0.0,1.034748560830097,0.11864040665389575,0.5417013233358045,0.21901443017215916,1.398475572350466,20,2.0,50,0.005,,,32,96,,480,any,any,,all,192,,,both bbmr-l30-m2.5-sl0.005-lrany-srabove-short,ETH,full,2019-12-30,2026-04-29,1.4185426206561322,0.14956653606532755,0.47284129242487766,0.31631445574117206,0.3406113537117904,2.0742206348389676,1.0714517186585395,3.0000396398998976,1374,18.083263144145324,2022-02,-0.28177682163478657,77,0.5844155844155844,32,gross,0.0,1.4185426206561322,0.14956653606532755,0.47284129242487766,0.31631445574117206,1.3094962749693981,30,2.5,50,0.005,,,0,96,,480,any,above,,all,192,,,short bbmr-l30-m2-sl0.005-cd8,BTC,full,2019-12-30,2026-04-29,0.43115521247496913,0.058208279007693875,0.7500185882945613,0.07760911518213365,0.45774484834452417,1.200099704673278,1.0130645243975536,0.5748593690929135,4319,56.842513478576166,2020-03,-0.3431065490572418,77,0.5844155844155844,32,gross,0.0,0.43115521247496913,0.058208279007693875,0.7500185882945613,0.07760911518213365,1.3056069337069076,30,2.0,50,0.005,,,8,96,,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.008-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,12.48416138873811,0.5076957375784732,0.5742201091129421,0.8841483074543731,0.5982109578829669,0.7277134113785106,1.083469411189712,21.741073136612545,2683,35.31105896342205,2021-01,-0.22254104469590164,77,0.6103896103896104,30,gross,0.0,12.48416138873811,0.5076957375784732,0.5742201091129421,0.8841483074543731,1.1876225253585322,20,2.5,50,0.008,,,0,96,,480,neutral,neutral,0.06,all,192,,,both bbmr-l20-m2.5-sl0.008-tp0.012-mh96-vc0.009,BTC,full,2019-12-30,2026-04-29,10.105785055858206,0.4622213217964404,0.5578058215918017,0.8286419823970403,0.5883520847121112,0.7532709074524426,1.076620316278491,18.1170304515996,3022,39.77265008850594,2024-07,-0.2410815024686097,77,0.5974025974025974,31,gross,0.0,10.105785055858206,0.4622213217964404,0.5578058215918017,0.8286419823970403,1.1832442991159697,20,2.5,50,0.008,0.012,96.0,0,96,0.009,480,any,any,,all,192,,,both bbmr-l20-m2.5-sl0.005-tp0.012-mh96-vc0.009,BTC,full,2019-12-30,2026-04-29,2.646962564141862,0.22655331892925146,0.5402647177997036,0.4193376162928397,0.4748585795097423,1.1740089000545593,1.0615963183617227,4.899380760827676,3182,41.8784158112594,2021-01,-0.21633024344667706,77,0.5584415584415584,34,gross,0.0,2.646962564141862,0.22655331892925146,0.5402647177997036,0.4193376162928397,1.1806633644255902,20,2.5,50,0.005,0.012,96.0,0,96,0.009,480,any,any,,all,192,,,both