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eth-nextgen-micro-portfolio-summary.csv

eth-nextgen-micro-portfolio-summary.csv 25 KB
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  1. name,kind,micro_name,nextgen_weight,micro_weight,worst_month,worst_month_return,min_recent_total_return,trades,win_rate,payoff_ratio,profit_factor,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,risk_reward_ratio
    2. 

  2. switch-l30-r96_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.061233957352279544,0.053327699924916816,474,0.6856540084388185,1.03722553577702,2.2624046921310836,1.6717200569081716,0.16782650873017224,0.08025411441603439,2.09118884372913,1.8032461601188927
    3. 

  3. switch-l30-r96_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.06861819443204142,0.04917683760306102,474,0.6856540084388185,0.9976877655757973,2.1761645893431822,1.771003398455611,0.1745729241979026,0.08748874089776397,1.9953758895890605,1.7660379498612042
    4. 

  4. switch-l60-r48_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2024-02,-0.038372130767526436,0.02201144483674189,545,0.6403669724770642,1.0925644128207888,1.9454335718084452,1.7711843623364896,0.17458503374557188,0.09246029938685126,1.8882161847120251,1.8151107131145006
    5. 

  5. switch-l90-r96_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.057718133448416364,0.003818648174030548,475,0.6757894736842105,1.0253996558136762,2.1373590228324026,1.440924661481815,0.15128798836758262,0.08044133714024941,1.8807244352963965,1.7446490344802337
    6. 

  6. switch-l90-r96_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.056093972713950224,0.009895287762882177,475,0.6757894736842105,0.9803562930021446,2.0434699354135613,1.5546658285159598,0.15959581038158888,0.08711872023541072,1.8319347431910364,1.682405277930781
    7. 

  7. switch-l60-r48_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2024-02,-0.044124183960857044,0.039259697484228306,545,0.6403669724770642,1.0187676879082397,1.8140302197957943,1.9671085772616062,0.18732117066655452,0.1049847336226827,1.7842705715651066,1.7371756377379795
    8. 

  8. switch-l120-r96_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.06445126328321038,-0.044344083956521785,481,0.6798336798336798,1.0275689313397276,2.181915847714876,1.8514724195677275,0.17989311862862678,0.10291260750887875,1.7480182747590627,1.8034588528385673
    9. 

  9. blend-ng0.70-r96_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2021-03,-0.037990737084275916,0.02189093258121444,863,0.5701042873696408,1.198188692627908,1.588972605856956,1.0038579065870876,0.11597978146727206,0.06708476335068721,1.7288542982701598,1.5529389432479246
    10. 

  10. blend-ng0.75-r96_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.04139989178900483,0.022712495372557484,863,0.5701042873696408,1.2462018712108731,1.6526450690990555,1.0835181116468533,0.1228691636867294,0.07162593859674675,1.7154283223914377,1.5885709063921036
    11. 

  11. blend-ng0.70-r96_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,2022-01,-0.03980302538807734,0.02082834936827549,863,0.5701042873696408,1.286761852823448,1.706433508326513,0.9739626341599854,0.11333468405155323,0.06715214985963766,1.6877297940340992,1.6081068796567797
    12. 

  12. blend-ng0.80-r96_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,2022-01,-0.04601925040620236,0.02351118176747513,863,0.5701042873696408,1.299169955754626,1.7228884588444096,1.165775681624515,0.129754190530587,0.07700433842343386,1.6850244179372156,1.6123171810552657
    13. 

  13. riskoff-overlay-l120-m0.40-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06445126328321038,0.02270262160755765,573,0.6771378708551483,0.992334436861971,2.0812203324456475,1.7205666214513764,0.1711715966699563,0.10291260750887853,1.663271399038149,1.7283961174904927
    14. 

  14. blend-ng0.75-r96_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,2022-01,-0.043915506878771327,0.021809950009578083,863,0.5701042873696408,1.3308021836328987,1.764837397162766,1.0571662550870378,0.12061506532128674,0.07317156729276629,1.648387068691512,1.6211375446577496
    15. 

  15. riskoff-overlay-l60-m0.40-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.07224078350986907,0.04549630564559126,629,0.643879173290938,1.0533936813005815,1.9045733969943546,1.7251486526265016,0.17148278009984064,0.10448589198811133,1.6412051123548086,1.700425312105987
    16. 

  16. switch-l90-r48_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06997479356751979,0.0361292006471603,530,0.6396226415094339,1.0492988973942023,1.862368200087092,1.3825202498579618,0.14689461013581817,0.08951150842347409,1.641069542039977,1.6141094136011211
    17. 

  17. riskoff-overlay-l120-m0.40-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06445126328321027,0.04794580909536683,604,0.6589403973509934,1.0262200494192781,1.982696988683848,1.680457213386358,0.16842860411761396,0.10291260750887875,1.6366177885744742,1.683049546602987
    18. 

  18. blend-ng0.85-r96_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,2022-01,-0.05063411865572642,0.024286889366481823,863,0.5701042873696408,1.35790168794789,1.8007752842866898,1.250688583956451,0.1366342236418716,0.08352447412935744,1.6358585320784078,1.6259944737566092
    19. 

  19. switch-l120-r48_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.06445126328321038,0.013178362530719134,514,0.6634241245136187,0.9785660362717374,1.928849817159899,1.7589789896505152,0.1737667913648684,0.10660665871697463,1.629980654643668,1.6393776535396287
    20. 

  20. blend-ng0.85-r48_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,2022-01,-0.05539055020635675,0.033076937041779164,1144,0.5209790209790209,1.5040110565692089,1.6357492513051979,1.2168375675988248,0.1339181017051314,0.08242176418953569,1.624790527380312,1.566906008150461
    21. 

  21. switch-l120-r96_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06445126328321049,-0.040912978663119604,481,0.6798336798336798,1.0387911534224956,2.2057448517477667,1.6623495117070677,0.1671789196019009,0.10291260750887868,1.6244746260799747,1.7989410347258683
    22. 

  22. riskoff-overlay-l90-m0.40-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06279969606830405,0.03352786307451727,589,0.66553480475382,1.0085164076932802,2.0067940701307907,1.6550006099090644,0.1666696999286459,0.1029126075088788,1.6195265474569422,1.6722173247213374
    23. 

  23. nonoverlap-m0.40-r96_q0.15_mf0.25_us,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06566884930710382,0.028905117204949704,833,0.5798319327731093,1.2736645395018344,1.7576570645125313,1.5332712610330712,0.15805723870996857,0.09762190311476633,1.61907557286763,1.5920107706353082
    24. 

  24. nonoverlap-m0.25-r96_q0.15_mf0.4_us,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06567600952353292,0.0289326459703656,833,0.5798319327731093,1.273664539501834,1.757657064512531,1.5329586852779413,0.15803467911917934,0.09763808715412048,1.6185761491796087,1.5917842531788309
    25. 

  25. blend-ng0.80-r96_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.04802626769327045,0.022775464181800542,863,0.5701042873696408,1.3766151487034315,1.8255920570406694,1.1434866296262967,0.12791063194404706,0.07916718809753748,1.6157026037915545,1.6285103478476834
    26. 

  26. nonoverlap-m0.40-r96_q0.15_mf0.4_us,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06643638051207157,0.030281002578803395,833,0.5798319327731093,1.1933390032765858,1.6468078245216884,1.5359950321421487,0.15825372282321348,0.09801012980067263,1.6146670057988988,1.5366320622957632
    27. 

  27. riskoff-overlay-l120-m0.25-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06445126328321038,0.024126763291374198,573,0.6771378708551483,0.9946883229051653,2.0861571312821843,1.644883245829576,0.16596670268175062,0.10291260750887868,1.6126955355536203,1.6965502015918452
    28. 

  28. riskoff-overlay-l120-m0.40-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06445126328321038,0.024126763291373976,573,0.6771378708551483,0.9946883229051653,2.0861571312821843,1.6446671236453305,0.16595166091089286,0.10291260750887869,1.6125493749303315,1.6964400727856335
    29. 

  29. blend-ng0.80-r48_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.052002019292910484,0.030042845360899184,1144,0.5209790209790209,1.5332660078346263,1.6675666800537179,1.1164568258081125,0.1256531741682685,0.07811329973729768,1.6086015389293737,1.5775427065918943
    30. 

  30. blend-ng0.75-r48_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,2022-01,-0.048904819289134926,0.030882285131061504,1144,0.5209790209790209,1.463283433388604,1.5914542450722775,1.0245749585134716,0.11779337375204268,0.07323272241717257,1.6084800600615243,1.5480886272824943
    31. 

  31. blend-ng0.80-r48_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,2022-01,-0.05238823461286224,0.03521554506290836,1144,0.5209790209790209,1.4180378171405834,1.5422455091528973,1.1219644675935108,0.126115119450531,0.07848371555628625,1.6068953738573308,1.521024032516226
    32. 

  32. riskoff-overlay-l90-m0.40-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.0706108491931341,0.05485189974947802,643,0.6391912908242613,1.057830457004539,1.8740013699520064,1.6330152406250176,0.16513917135665146,0.10291260750887862,1.6046544281992305,1.6289761005110748
    33. 

  33. riskoff-overlay-l30-m0.40-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06279969606830405,0.02218857019509457,567,0.671957671957672,0.9896852042437418,2.027258402241213,1.6276072069574203,0.16476103820264698,0.10291260750887869,1.6009801149818537,1.6659043328441978
    34. 

  34. riskoff-overlay-l60-m0.40-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06928905257015672,0.03833756872101057,629,0.643879173290938,1.0871901324315372,1.9656785876552345,1.647775898321211,0.16616792726285623,0.10387607536838316,1.5996746765177932,1.6845168453843378
    35. 

  35. riskoff-overlay-l60-m0.25-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.0693016255535911,0.03837008223406335,629,0.643879173290938,1.0871901324315365,1.9656785876552336,1.6481646721287646,0.1661949578234283,0.10389318387593403,1.599671428126537,1.684641473909124
    36. 

  36. riskoff-overlay-l120-m0.25-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06445126328321038,0.039889252099704064,604,0.6589403973509934,1.0457614221038933,2.0204516795987844,1.6207791595937406,0.16428267954275033,0.10291260750887865,1.596331912283702,1.6717721611957108
    37. 

  37. riskoff-overlay-l120-m0.40-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06445126328321016,0.03985669101830247,604,0.6589403973509934,1.0457614221038936,2.0204516795987844,1.6203279995159416,0.16425103526485585,0.10291260750887869,1.5960244253910798,1.6715436115897682
    38. 

  38. blend-ng0.90-r96_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.05524444470046108,0.025039516761571123,863,0.5701042873696408,1.4233919404488484,1.8876248913769096,1.3383148649176304,0.1435086198770963,0.09001585985219697,1.5942592795617643,1.6314844314218944
    39. 

  39. blend-ng0.70-r48_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,2022-01,-0.04581374023519991,0.03170070407365699,1144,0.5209790209790209,1.4009254744299025,1.523634275109894,0.9362469773143363,0.10994909140187015,0.06901893355995735,1.5930279668311076,1.5083882116798841
    40. 

  40. switch-l120-r48_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06445126328321049,-0.005828403941501081,514,0.6634241245136187,1.0226296961596772,2.015703620754046,1.6151767283314085,0.16388940047582667,0.1029126075088787,1.5925104264964547,1.702889847751722
    41. 

  41. blend-ng0.90-r48_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.05840185922615049,0.0309072523841738,1144,0.5209790209790209,1.6107750513561148,1.7518648368763587,1.31507652201355,0.1417069662238999,0.0891817018611055,1.588969073999047,1.598206571991405
    42. 

  42. blend-ng0.85-r96_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.052135265787603524,0.023724815311111813,863,0.5701042873696408,1.4243099695867496,1.8888423316352583,1.2330222353838445,0.13522104492769182,0.08513905738711286,1.5882375149264885,1.631588048249541
    43. 

  43. blend-ng0.75-r48_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.049394960657051956,0.037322960611614775,1144,0.5209790209790209,1.3473211342358073,1.4653346642418636,1.0303842501435865,0.11829911896080336,0.07454433712499943,1.5869631889332367,1.4594901493776677
    44. 

  44. riskoff-overlay-l90-m0.25-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06340052789543216,0.030916818616353314,589,0.66553480475382,1.0236865364864192,2.03698031625724,1.6049739663926932,0.16317136151408618,0.10291260750887865,1.5855332545141156,1.6623580127108188
    45. 

  45. riskoff-overlay-l90-m0.40-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06340575668808124,0.030884538480386192,589,0.66553480475382,1.0236865364864192,2.03698031625724,1.604746563620409,0.16315533064501886,0.10291260750887872,1.5853774828408924,1.6622312833523563
    46. 

  46. nonoverlap-m0.25-r96_q0.15_mf0.25_us,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0652059975234982,0.028024611314837022,833,0.5798319327731093,1.3429918527541072,1.8533287568006676,1.5298927039305035,0.15781327308268622,0.0996032979727824,1.5844181497465102,1.6139909577735188
    47. 

  47. blend-ng0.85-r48_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.05510530210528486,0.029182396570085478,1144,0.5209790209790209,1.6123626703451308,1.7535915173826604,1.2120113141498403,0.1335280147379294,0.08435263585700302,1.5829738262629978,1.598434853176865
    48. 

  48. riskoff-overlay-l120-m0.25-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06445126328321027,0.02501110649853122,573,0.6771378708551483,0.9962455354028916,2.0894230688449835,1.5981791839679085,0.16269185071694103,0.10291260750887872,1.5808738565185505,1.6722446011297132
    49. 

  49. riskoff-overlay-l90-m0.25-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06828319693055418,0.044202366860730535,643,0.6391912908242613,1.0970492501980482,1.9434794906525767,1.5920348451338726,0.16225733190118174,0.10291260750887873,1.5766516448160453,1.6409161171899689
    50. 

  50. riskoff-overlay-l30-m0.25-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06340052789543216,0.023796030249205957,567,0.671957671957672,1.0013282989465013,2.0511079671968653,1.5879638040456912,0.1619689557309394,0.10291260750887879,1.5738494986337366,1.6563193571628403
    51. 

  51. riskoff-overlay-l30-m0.40-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06340575668808124,0.023796030249205735,567,0.671957671957672,1.0013282989465013,2.0511079671968653,1.5878189161437355,0.1619586854168924,0.1029126075088786,1.5737497021724933,1.6562373217144721
    52. 

  52. riskoff-overlay-l60-m0.25-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06746772301606607,0.033891721202789826,629,0.643879173290938,1.1114760887626292,2.0095884640574315,1.6002784460718331,0.162840109191545,0.10351369667833074,1.573126208578671,1.667077245799866
    53. 

  53. riskoff-overlay-l120-m0.25-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06445126328321049,0.03483658898478725,604,0.6589403973509934,1.059278200548881,2.046566620477935,1.5833375250671287,0.16164078464824128,0.10291260750887873,1.5706606659859026,1.6581729340143734
    54. 

  54. riskoff-overlay-l90-m0.40-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06828839846452484,0.04413697561663943,646,0.6377708978328174,1.1007978760901602,1.9381569442271198,1.583012752462026,0.16161772789703233,0.10291260750887864,1.5704366239392875,1.6343792213899337
    55. 

  55. blend-ng0.90-r96_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.05624245911590786,0.02465792719737525,863,0.5701042873696408,1.4740050289613948,1.9547452136091814,1.3258738454690828,0.14254596084532545,0.09108722028891911,1.5649391911750585,1.631454607956526
    56. 

  56. riskoff-overlay-l90-m0.25-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06379057319455872,0.029244152173828475,589,0.66553480475382,1.0340241819463072,2.057550656461687,1.5736406576087956,0.16095131580751754,0.10291260750887854,1.563961109367789,1.6513124505171617
    57. 

  57. blend-ng0.90-r48_q0.15_mf0.25_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.05821462940514677,0.02830095164462776,1144,0.5209790209790209,1.7024778747485503,1.851600024361562,1.3113599482327145,0.14141741136777886,0.09056559876259349,1.5614914857294446,1.6123572416688088
    58. 

  58. riskoff-overlay-l60-m0.40-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06364187403402755,0.02060046621520306,580,0.6637931034482759,0.9999459080601781,1.9742521774521467,1.5871767858863506,0.1619131624716008,0.1037187395941061,1.5610791560448316,1.639184364623286
    59. 

  59. riskoff-overlay-l30-m0.25-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06379057319455883,0.02480069278302599,567,0.671957671957672,1.0090704399071195,2.0669668688420026,1.5631050811315372,0.16019972879743705,0.1029126075088787,1.5566579515888366,1.6467251639197096
    60. 

  60. riskoff-overlay-l30-m0.40-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06828839846452472,0.023325032638800147,616,0.6477272727272727,1.0739172951827278,1.9746221234004997,1.5882993788744018,0.16199274094304905,0.1040793638917594,1.556434771368496,1.6456789038369632
    61. 

  61. riskoff-overlay-l30-m0.25-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.0682831969305544,0.02332503263880059,616,0.6477272727272727,1.0739172951827278,1.9746221234004995,1.5885335294538319,0.1620093357664869,0.10411617487814678,1.5560438707635567,1.645792739643618
    62. 

  62. riskoff-overlay-l90-m0.25-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06684246521816906,0.037510478421328486,646,0.6377708978328174,1.1305316100354206,1.990508646729031,1.560431921808597,0.1600086172079307,0.10291260750887861,1.5548009236295584,1.636455313237017
    63. 

  63. nonoverlap-m0.25-r48_q0.15_mf0.25_us,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0700842058317026,0.037152124495632766,1087,0.531738730450782,1.5003647082741174,1.7037540302209033,1.4455614727751955,0.1516329787169577,0.09768366236628952,1.55228597130574,1.5421225390116264
    64. 

  64. riskoff-overlay-l60-m0.25-r96_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06392353470673218,0.022802204285859773,580,0.6637931034482759,1.0209523919123193,2.0157265173653487,1.5630924120645742,0.16019882344657743,0.10341355036714228,1.5491086311013804,1.6404778839452896
    65. 

  65. riskoff-overlay-l30-m0.25-r48_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06684246521816917,0.024507160410872864,616,0.6477272727272727,1.0963936407605572,2.015949597527476,1.563560029771768,0.16023223762432903,0.1035421761905165,1.547506953393595,1.6419251092177003
    66. 

  66. riskoff-overlay-l60-m0.40-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06391088906963349,0.02280220428586066,582,0.6632302405498282,1.023172291995672,2.015022983215966,1.55624211360341,0.15970873783540918,0.10339643270240874,1.5446252221783718,1.635869047376751
    67. 

  67. riskoff-overlay-l60-m0.25-r96_q0.15_mf0.25_us,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06410496224882867,0.024179059382844814,582,0.6632302405498282,1.0375706468067791,2.043378926874575,1.543549461382681,0.15879774664470414,0.10321385896912617,1.538531242129068,1.6343692817114472
    68. 

  68. equal-2-c0003,baseline,,1.0,0.0,2022-01,-0.0644512632832106,0.02647513033939153,523,0.6921606118546845,0.9318455366953629,2.095205492445474,1.521939752888712,0.1572379055506259,0.10291260750887886,1.5278779671097156,1.6247459908200372
    69. 

  69. switch-l90-r48_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.07569985084770747,0.0621096566286683,527,0.6413662239089184,0.9694112786767054,1.7336561491678646,1.4893530676052849,0.15486430060768241,0.10168712214039817,1.5229489963720595,1.4871592049332538
    70. 

  70. blend-ng0.70-r48_q0.15_mf0.4_us,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2022-01,-0.04641077626694812,0.03939907062524828,1144,0.5209790209790209,1.2881308997961045,1.400959883719851,0.9420233018141397,0.11047119182422116,0.07358589935266845,1.5012548979632079,1.3823717165496878
    71. 

  71. nonoverlap-m0.25-r48_q0.15_mf0.4_us,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.07346860685890089,0.04363197224759441,1087,0.531738730450782,1.3937223746057223,1.5826552701809578,1.3987025092938317,0.14812089807718154,0.09943160747823902,1.4896761888275651,1.4674325411418354
    72. 

  72. nonoverlap-m0.40-r48_q0.15_mf0.25_us,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.07346150636124593,0.043505507842963365,1087,0.531738730450782,1.3937223746057221,1.5826552701809575,1.3982623310767361,0.14808763377832013,0.09943160747823884,1.4893416443129508,1.4672489317702766
    73. 

  73. nonoverlap-m0.40-r48_q0.15_mf0.4_us,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.07887238683916176,0.053788828923440724,1087,0.531738730450782,1.285533536949902,1.459800362194584,1.3212578012004532,0.14218767822686162,0.10254565401965786,1.3865792713127019,1.3252059998095782
    74. 

  74. switch-l30-r48_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06997479356751979,0.05209769066773906,534,0.649812734082397,1.036417678149844,1.9231921621283203,1.6499791396404309,0.16632106945424008,0.12058189073583027,1.3793204637885037,1.7356181062347138
    75. 

  75. riskoff-overlay-l30-m0.40-r48_q0.15_mf0.4_us,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.0706108491931342,0.021431544830273763,616,0.6477272727272727,1.0422114996535738,1.9163243703307649,1.6278711458937507,0.1647795081866601,0.11955891637539408,1.3782285184760397,1.6421711552632894
    76. 

  76. switch-l60-r96_q0.15_mf0.25_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.04611700776752303,-0.015524194752504994,478,0.6673640167364017,0.9948691817481518,1.9959954023752229,1.3011495331055318,0.14061990419859494,0.1116050680559339,1.2599777648817836,1.6338509062998614
    77. 

  77. switch-l60-r96_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.05362015321698044,-0.020838992776764043,476,0.6680672268907563,0.9400389619563082,1.8919771512791517,1.3664131331335012,0.14566703125382063,0.12632819961924255,1.1530840437278926,1.5668792484095042
    78. 

  78. switch-l30-r48_q0.15_mf0.4_us,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.07569985084770736,0.04718709985688463,534,0.649812734082397,0.9719259784214213,1.8035203984611399,1.744202607628217,0.17277210062341442,0.15838488989955324,1.0908370156584095,1.6371549135319252
    79.