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eth-nextgen-micro-portfolio-summary.csv

eth-nextgen-micro-portfolio-summary.csv 52 KB
تاريخچه خام

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  1. name,cost_model,roundtrip_cost_on_margin,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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,maker_taker,0.0021,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. 

  79. switch-l30-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.06339044757046397,0.03948227751929534,469,0.6652452025586354,1.0240098565743174,2.0349750015999173,1.2674901656330526,0.13796958716240648,0.08403496353298343,1.6418117098159257,1.5929826138982859
    80. 

  80. switch-l30-r96_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.07101296982900018,0.035243764331323923,469,0.6652452025586354,0.9741905723357861,1.935971073686403,1.3052582741928913,0.1409411841606527,0.0914894720423187,1.5405180619630199,1.5226278254587258
    81. 

  81. switch-l90-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.059678943173288146,-0.018682656041587142,484,0.6528925619834711,1.0120203739146316,1.9035621318870453,1.1620254720164356,0.1294451268781589,0.0850469695587472,1.5220427905869491,1.53262854807242
    82. 

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    83. 

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    84. 

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    85. 

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    86. 

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    87. 

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    88. 

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    89. 

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    90. 

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    91. 

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    92. 

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    93. 

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    94. 

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    95. 

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    96. 

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    97. 

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    98. 

  98. riskoff-overlay-l60-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.07277438148384163,0.01724798762958324,644,0.6149068322981367,1.0465240908533178,1.6710626612012656,1.0681119602222084,0.1215542801490408,0.1075177659363024,1.130550649843805,1.2822329099146192
    99. 

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    100. 

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    101. 

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    102. 

  102. blend-ng0.80-r96_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.050587820944928974,0.007213409293187034,863,0.5492468134414832,1.2868157907920188,1.5679966191141823,0.7494439220454907,0.0923130095115785,0.08220884895353331,1.122908430012885,1.2200701480287646
    103. 

  103. riskoff-overlay-l120-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06703364723076621,0.01888372466107846,625,0.6208,1.022738099802429,1.6743560452461708,1.0373387848850477,0.11890296659482225,0.10622740405000039,1.1193247887226498,1.2600627328141785
    104. 

  104. riskoff-overlay-l120-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06703364723076632,0.01882238542798409,625,0.6208,1.0227380998024291,1.6743560452461712,1.0314682056668096,0.11839335101079262,0.10622740405000027,1.114527386502507,1.2550932053195518
    105. 

  105. riskoff-overlay-l60-m0.25-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0706157475007908,0.013853099202030705,644,0.6149068322981367,1.0648831496039854,1.7003779324321702,1.0405198288711062,0.11917859155219923,0.1070329213052685,1.1134760230666796,1.2704707603990097
    106. 

  106. blend-ng0.90-r96_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.05795887142273726,0.00781475187240055,863,0.5492468134414832,1.323045451202237,1.6121427862978412,0.8699818656095497,0.1038638364002451,0.09329865020298117,1.113240504276088,1.2286792464731018
    107. 

  107. riskoff-overlay-l120-m0.25-r96_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06703364723076644,0.005902244924374411,589,0.6383701188455009,0.9831543993466625,1.7355213810063148,1.0294214969994662,0.11821538792692654,0.1062274040500004,1.1128520835478901,1.2664106310880872
    108. 

  108. riskoff-overlay-l60-m0.40-r96_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06729856430169034,0.0018244256266488623,586,0.6331058020477816,0.9655387218579687,1.6661156549270066,1.0430427256790211,0.11939693346682012,0.1074310291881399,1.1113821990639667,1.2568100990399222
    109. 

  109. blend-ng0.85-r96_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.054701717541835726,0.00747866494713012,863,0.5492468134414832,1.3237544478803644,1.6130067051292876,0.8081990199800821,0.09802434597371046,0.08825010142737806,1.110756184845586,1.2288987953194546
    110. 

  110. switch-l60-r48_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-12,-0.0432471777623068,0.005105109436935207,547,0.6160877513711152,1.0530641977683837,1.6899173078473586,1.1555494319437551,0.12891035654865335,0.11611746434249576,1.1101719907388277,1.390035844515842
    111. 

  111. riskoff-overlay-l30-m0.40-r96_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06729856430169046,0.0038171247716964896,572,0.6398601398601399,0.9546891365321977,1.6961952619940988,1.0349762927816633,0.11869803131808654,0.1074310291881399,1.1048766098127494,1.2563645428678936
    112. 

  112. riskoff-overlay-l120-m0.25-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06703364723076621,0.014844670265218074,625,0.6208,1.0402214297050003,1.7029785431457392,1.0178256722559285,0.11720425751789154,0.1062274040500004,1.103333537763235,1.2531009333128857
    113. 

  113. riskoff-overlay-l60-m0.40-r96_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06716403085811262,0.00420307523358554,586,0.6331058020477816,0.9837248162156216,1.6974972410046307,1.0250496127593829,0.11783474200749677,0.10695965580378043,1.101674655943797,1.2560658736110322
    114. 

  114. riskoff-overlay-l60-m0.25-r96_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.0671777953646352,0.0042030752335859844,586,0.6331058020477816,0.9837248162156218,1.6974972410046312,1.0251733303509458,0.11784552321129227,0.10697696739623809,1.1015971575899839,1.2561339622401395
    115. 

  115. blend-ng0.90-r96_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.058814016522949375,0.00772695133599588,863,0.5492468134414832,1.36201774881821,1.6596308815933971,0.8685922438409568,0.10373429288244496,0.09426691296349565,1.1004316320681413,1.234630753611027
    116. 

  116. riskoff-overlay-l30-m0.40-r96_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06716403085811262,0.005450364107758565,572,0.6398601398601399,0.9668213449960145,1.717750544992919,1.0200053422600939,0.11739469273893977,0.10695965580378058,1.0975604947187045,1.2546754796832424
    117. 

  117. riskoff-overlay-l30-m0.25-r96_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06717779536463508,0.005450364107758787,572,0.6398601398601399,0.9668213449960145,1.717750544992919,1.020069914453801,0.11740033169637498,0.10697696739623808,1.0974355934163773,1.2546992203633478
    118. 

  118. nonoverlap-m0.40-r96_q0.15_mf0.25_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.06875058402765377,0.008648089403062276,833,0.5582232893157263,1.2038848542813,1.5212131990239255,0.951040714571936,0.1112836337524532,0.10144138165296245,1.097024034364612,1.1716098799332262
    119. 

  119. nonoverlap-m0.25-r96_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06875728794080804,0.008672113929516723,833,0.5582232893157263,1.2038848542812999,1.5212131990239253,0.95077270780714,0.11125953278379774,0.10145772895518708,1.096609730274369,1.1713656746285543
    120. 

  120. riskoff-overlay-l60-m0.25-r96_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06710673278296997,0.005690860027709688,586,0.6331058020477816,0.9961239873913638,1.7188930201032373,1.0137043782793262,0.11684371094725132,0.10668399480009544,1.095231868343449,1.2521602839952155
    121. 

  121. riskoff-overlay-l30-m0.25-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06964208489256674,0.006013056307290654,623,0.6179775280898876,1.0511040643993064,1.7003153982929955,1.0124946377005286,0.11673776024101623,0.10677559538730977,1.0933000168959064,1.2466978558033481
    122. 

  122. riskoff-overlay-l30-m0.25-r96_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06710673278296986,0.006471138692796918,572,0.6398601398601399,0.9749447239742302,1.7321833445367394,1.0105281473780843,0.11656541786599406,0.10668399480009524,1.0926232944727525,1.2508216933634693
    123. 

  123. nonoverlap-m0.25-r96_q0.15_mf0.25_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.06810058129538243,0.008500011512292405,833,0.5582232893157263,1.257615606967191,1.5891066772819127,0.9678754097119946,0.11279196411128534,0.1032330354113053,1.0925956372579277,1.2041726707686713
    124. 

  124. blend-ng0.70-r96_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2021-03,-0.04176687554175895,0.006819394298749115,863,0.5492468134414832,1.1467252393341634,1.3972950217079525,0.638781577033136,0.08110248324054603,0.07425646959888213,1.0921941708061886,1.1275112034859502
    125. 

  125. riskoff-overlay-l90-m0.25-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0697773794690636,0.01454564891607335,654,0.6070336391437309,1.0808867876400143,1.669696710868038,0.9924824060978243,0.11497723287756734,0.1062274040500004,1.0823688473404514,1.2275964020196575
    126. 

  126. riskoff-overlay-l90-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.071429488340223,0.01839830017793531,654,0.6070336391437309,1.0524658239789093,1.6257935101931011,0.9911458450467223,0.11485912250484032,0.10622740405000025,1.081256983845498,1.214148883328445
    127. 

  127. riskoff-overlay-l90-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.0714337871812657,0.01833699016855439,654,0.6070336391437309,1.0524658239789098,1.6257935101931018,0.9907197745715515,0.11482145710962888,0.1062274040500004,1.0809024106019132,1.2138468956873316
    128. 

  128. blend-ng0.90-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.9,0.1,2022-01,-0.06086538411960396,0.010898960683698666,1144,0.5026223776223776,1.566926519895113,1.5834494708957645,0.845229753466306,0.10154415173572406,0.09408055612999261,1.0793319673346624,1.205249028433068
    129. 

  129. riskoff-overlay-l90-m0.40-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.07409279810904656,0.024449797522016148,654,0.6070336391437309,1.013909265653566,1.5662333792391663,0.9876496319781607,0.11454985010477414,0.10622740405000027,1.0783455656212457,1.1833491723607232
    130. 

  130. blend-ng0.90-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.9,0.1,2022-01,-0.061242520670313216,0.012923903086099475,1144,0.5026223776223776,1.4951414476797265,1.5109074383406729,0.8327558943159639,0.10036519762929452,0.09332262450194048,1.0754647992910615,1.179925671888465
    131. 

  131. equal-2-c0003,taker_taker,0.003,baseline,,1.0,0.0,2022-01,-0.06703364723076621,0.00817242966786158,523,0.6615678776290631,0.8993655027121168,1.7580817171660588,0.9944229387064716,0.11514859682430845,0.10715801325160268,1.0745682318124377,1.2395030033811514
    132. 

  132. blend-ng0.85-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.85,0.15,2022-01,-0.0577910209533693,0.012232708884301502,1144,0.5026223776223776,1.4963894242222566,1.5121685745655493,0.774279974033091,0.09474663285496399,0.08826115628097216,1.0734805303631627,1.180356432833753
    133. 

  133. blend-ng0.80-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.8,0.2,2022-01,-0.05472322180231526,0.013546728140643838,1144,0.5026223776223776,1.4339900628812186,1.4491112234739905,0.7056792501106992,0.08795290106480458,0.08242103256289358,1.0671171948457423,1.1488373526685838
    134. 

  134. blend-ng0.85-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.85,0.15,2022-01,-0.05836198067939602,0.015255714346791072,1144,0.5026223776223776,1.4107944361196052,1.425671003108564,0.7559149882463996,0.09294988210161836,0.08712187849794016,1.066894834043506,1.1341074994279208
    135. 

  135. blend-ng0.75-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.75,0.25,2022-01,-0.05166202523163821,0.014840981669585807,1144,0.5026223776223776,1.3783969862624923,1.3929319281211479,0.63936694601802,0.08116343906713386,0.07656017377526578,1.0601261081953717,1.109497002382405
    136. 

  136. switch-l120-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.06703364723076632,-0.05724075401911122,477,0.6519916142557652,0.9432698274863814,1.7672103394473773,0.9517206434457617,0.11134476501790935,0.10622740405000035,1.048173642325857,1.3000324416978473
    137. 

  137. blend-ng0.80-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.8,0.2,2022-01,-0.05549151839332833,0.017558064640560866,1144,0.5026223776223776,1.3422610224051843,1.3564149171932882,0.6816645697542234,0.08552022694561412,0.08278808587700848,1.033001621424906,1.0761297062708173
    138. 

  138. switch-l60-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2023-01,-0.05341353960829953,0.018200799276145263,547,0.6160877513711152,0.9955274933664113,1.5975845964975266,1.264126354430609,0.13770290538950647,0.13399136438387005,1.0276998523203575,1.3136177230442625
    139. 

  139. nonoverlap-m0.25-r48_q0.15_mf0.25_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.25,2022-01,-0.0731725228345651,0.01642208474481821,1087,0.5124195032198712,1.405503964526427,1.477105109889094,0.8751654701405853,0.10434634900943696,0.10259087410389924,1.0171114138647446,1.1110797464870918
    140. 

  140. riskoff-overlay-l30-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.07122436009400401,0.004716442089981676,623,0.6179775280898876,1.0325677928780417,1.6703302531850674,1.0229554953305144,0.11765216874204398,0.11673367969709487,1.007868243743643,1.245724952844673
    141. 

  141. riskoff-overlay-l30-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.06872250816831127,0.004716442089981232,622,0.617363344051447,1.032706457759597,1.6662154612591815,1.0194613598643207,0.11734718184335291,0.11676897843903897,1.0049516867582755,1.2430372148099091
    142. 

  142. blend-ng0.70-r48_q0.15_mf0.25_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,0.7,0.3,2022-01,-0.04860746960548701,0.016115433705369497,1144,0.5026223776223776,1.3285541818488025,1.342563540532621,0.5752832408811306,0.07437872491279829,0.07424119160161376,1.0018525202548276,1.0611552305649945
    143. 

  143. nonoverlap-m0.40-r96_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06981655101802442,0.00884776967563572,833,0.5582232893157263,1.1410244878046047,1.4417836598617968,0.9223302036060843,0.10868579842083759,0.1089022949509746,0.9980120113149638,1.1057117715221636
    144. 

  144. switch-l90-r48_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.072330434062297,0.007307820300281209,539,0.6103896103896104,0.9656119005883583,1.512791977588428,0.9267698640215754,0.10908964214958283,0.10995356357395607,0.99214285197958,1.2646873470617825
    145. 

  145. switch-l30-r48_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2022-01,-0.0718738003740601,0.037567482703906974,543,0.6243093922651933,0.9997468559012971,1.6613440399536261,1.1301721510494076,0.12680165668878907,0.1316602004940556,0.9630978550310965,1.370285355433996
    146. 

  146. blend-ng0.75-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.75,0.25,2022-01,-0.0526311800404895,0.019830824211353182,1144,0.5026223776223776,1.285475197628242,1.2990302963730038,0.6099502944120101,0.07807727658489472,0.08616385633867077,0.9061488181077759,1.0057649825066892
    147. 

  147. riskoff-overlay-l30-m0.40-r48_q0.15_mf0.4_us,taker_taker,0.003,riskoff_overlay,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.06978405895424433,0.0026403309606406467,622,0.617363344051447,1.0053639529410934,1.6220998232326886,1.033476784481139,0.11856785193278219,0.1330316859739345,0.8912752707352272,1.232545554980847
    148. 

  148. switch-l60-r96_q0.15_mf0.25_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,1.0,2025-01,-0.049151172544877886,-0.03902929637250019,490,0.6326530612244898,1.018352903915235,1.7538300011873493,1.0336693425958168,0.11858457333367034,0.13472769547712485,0.8801796313201585,1.3336403292230896
    149. 

  149. nonoverlap-m0.25-r48_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.25,2022-01,-0.07685728949669501,0.02141970136698812,1087,0.5124195032198712,1.320941100943345,1.3882343268404589,0.8054063361970245,0.09775644447557919,0.11224671664752228,0.8709069395994403,1.0177399136858776
    150. 

  150. nonoverlap-m0.40-r48_q0.15_mf0.25_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.25-us,1.0,0.4,2022-01,-0.0768506438945552,0.021302665307562307,1087,0.5124195032198712,1.320941100943345,1.3882343268404587,0.8051217227763314,0.09772912198578143,0.11238872532454178,0.8695633988513686,1.0175514811640556
    151. 

  151. switch-l90-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2022-01,-0.07891551816223763,0.021690260373240955,539,0.6103896103896104,0.8987202004829613,1.4079949807566392,0.9111629365140093,0.10766650964488589,0.13545659267194327,0.7948414139254113,1.0884244049550653
    152. 

  152. switch-l60-r96_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.05688958000931055,-0.04473637305509415,490,0.6326530612244898,0.968408534168723,1.667814697735023,1.074252774084139,0.12207937152773995,0.15668473349182083,0.7791401804574195,1.2731533194547053
    153. 

  153. blend-ng0.70-r48_q0.15_mf0.4_us,taker_taker,0.003,equity_blend,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,0.7,0.3,2022-01,-0.049781011524816954,0.022073865907734636,1144,0.5026223776223776,1.2376548554066227,1.2507056974671495,0.5407172377295761,0.07062206818414718,0.09375090471085455,0.7532947911485115,0.9237953755183321
    154. 

  154. switch-l30-r48_q0.15_mf0.4_us,taker_taker,0.003,recent_regime_switch,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,1.0,2025-01,-0.0710129698290004,0.03216417495920498,542,0.6236162361623616,0.9399385284647727,1.557349130495555,1.151411905273061,0.1285679842723868,0.1714737134569949,0.7497824691633058,1.2634083029973613
    155. 

  155. nonoverlap-m0.40-r48_q0.15_mf0.4_us,taker_taker,0.003,signal_non_overlap,atr-compress-expand-r48-q0.15-sl0.008-tp0.016-mf0.4-us,1.0,0.4,2022-01,-0.08273783948019864,0.0291890026454098,1087,0.5124195032198712,1.2342317401992176,1.297107696775404,0.6960390144322457,0.08697983728207737,0.13909986533643987,0.625304971156513,0.8588611204684039
    156.