okx-codex-trader/reports/eth-exploration/eth-nextgen-micro-switch-validation.json

{
  "checks": {
    "equity": {
      "equity": 3.637978807091713e-12
    },
    "horizons": {
      "net_annualized_return": 5.551115123125783e-17,
      "net_calmar": 0.0,
      "net_max_drawdown": 8.326672684688674e-17,
      "net_total_return": 5.551115123125783e-17,
      "payoff_ratio": 0.0,
      "profit_factor": 4.440892098500626e-16,
      "risk_reward_ratio": 0.0,
      "trades": 0.0,
      "win_rate": 0.0,
      "worst_month_return": 9.194034422677078e-17
    },
    "monthly": {
      "end_equity": 3.637978807091713e-12,
      "return": 9.746977530644685e-17,
      "start_equity": 3.637978807091713e-12
    },
    "summary": {
      "net_annualized_return": 2.7755575615628914e-17,
      "net_calmar": 0.0,
      "net_max_drawdown": 8.326672684688674e-17,
      "net_total_return": 0.0,
      "payoff_ratio": 0.0,
      "profit_factor": 4.440892098500626e-16,
      "risk_reward_ratio": 0.0,
      "trades": 0.0,
      "win_rate": 0.0
    }
  },
  "cost_model": "maker_taker",
  "meta": {
    "active_days": 333,
    "inactive_days": 1980,
    "micro_trade_count": 340,
    "nextgen_trade_counts": {
      "btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05": 241,
      "btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0": 282
    },
    "selected_micro_events": 44,
    "selected_nextgen_events": 430
  },
  "target": "switch-l30-r96_q0.15_mf0.25_us"
}