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- "name": "eth-recent-regime-router-v3-l72-bw960-q0.2-tr480-m96-hv0.006-xv0.011-bm-0.01-um0.006-rz2.5",
- "cost_model": "maker_taker",
- "symbol": "ETH-USDT-SWAP",
- "signal_symbol": "BTC-USDT-SWAP",
- "bar": "15m",
- "first_candle": "2020-01-04 00:00",
- "last_candle": "2026-05-19 08:30",
- "years": 6.376312785388127,
- "total_return": -0.8694566139593523,
- "annualized_return": -0.2733530761962043,
- "max_drawdown": 0.9865032013443981,
- "calmar": -0.27709294386848526,
- "min_recent_total_return": -0.9491954121786182,
- "trades": 811,
- "win_rate": 0.2342786683107275,
- "profit_factor": 0.9641746949858802,
- "payoff_ratio": 3.1513288715064824,
- "baseline_bb": 55168,
- "protected_bb": 115519,
- "short_bias": 34362,
- "cash": 18378,
- "baseline_bb_entries": 275,
- "protected_bb_entries": 372,
- "short_bias_entries": 164,
- "stop_exits": 279,
- "protect_exits": 221,
- "giveback_exits": 0,
- "route_exits": 311,
- "middle_exits": 254,
- "band_length": 72,
- "bandwidth_lookback": 960,
- "bandwidth_quantile": 0.2,
- "trend_lookback": 480,
- "momentum_lookback": 96,
- "vol_lookback": 96,
- "btc_bear_momentum": -0.01,
- "btc_bull_momentum": 0.006,
- "eth_bear_momentum": -0.006999999999999999,
- "high_vol": 0.006,
- "extreme_vol": 0.011,
- "ratio_z_lookback": 672,
- "ratio_z_abs_max": 2.5,
- "stop_loss_pct": 0.012,
- "middle_exit_buffer_pct": 0.001,
- "middle_exit_confirm_bars": 2,
- "breakeven_trigger_pct": 0.006,
- "breakeven_lock_pct": 0.0,
- "trail_trigger_pct": 0.012,
- "trail_giveback_pct": 0.006,
- "max_giveback_trigger_pct": 0.014,
- "max_giveback_pct": 0.009,
- "cooldown_bars": 24
- }
- ],
- "output_files": [
- "reports/eth-exploration/eth-recent-regime-router-v3-total.csv",
- "reports/eth-exploration/eth-recent-regime-router-v3-horizons.csv",
- "reports/eth-exploration/eth-recent-regime-router-v3-states.csv",
- "reports/eth-exploration/eth-recent-regime-router-v3-top10.csv",
- "reports/eth-exploration/eth-recent-regime-router-v3-summary.json",
- "reports/eth-exploration/eth-recent-regime-router-v3-report.md"
- ]
- }
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