okx-codex-trader/reports/eth-exploration/layered-bb-squeeze-position-horizons.csv

variant,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,trades,trades_per_30d,win_rate,profit_factor
baseline,full,2020-01-04 00:00,2026-05-19 08:30,3.754391599334882,0.2769947309613683,0.9460905268197939,0.29277825230156723,1622,20.90786211094501,0.28175092478421704,1.1521229865756015
baseline,3y,2023-05-19 08:30,2026-05-19 08:30,3.8151086447363785,0.6878263328427929,0.6741193609408634,1.0203331526968737,749,20.501824817518248,0.28437917222963954,1.2428387050716823
baseline,1y,2025-05-19 08:30,2026-05-19 08:30,3.750688985155435,3.750688985155435,0.4001942731265516,9.372170560695084,250,20.54794520547945,0.348,1.546014007675074
baseline,6m,2025-11-19 08:30,2026-05-19 08:30,2.3724798833648153,10.605110436197682,0.2790647594175302,38.00232769745951,124,20.552486187845304,0.33064516129032256,1.8503355399167825
baseline,3m,2026-02-19 08:30,2026-05-19 08:30,0.9230343901221716,13.6105308396119,0.21414150892558723,63.558582863733676,64,21.57303370786517,0.375,1.9703580595438641
baseline,30d,2026-04-19 08:30,2026-05-19 08:30,0.02728638918339721,0.38754474732799693,0.17665849909791037,2.1937509336202723,22,22.0,0.3181818181818182,1.638357369407204
baseline,14d,2026-05-05 08:30,2026-05-19 08:30,-0.06506701408726945,-0.8269365167854368,0.13570966072238133,-6.093424096587236,11,23.57142857142857,0.18181818181818182,0.5990869866211429
dynamic_exposure,full,2020-01-04 00:00,2026-05-19 08:30,4.372306031921977,0.3017015970488881,0.9220647173487678,0.32720219239748927,1622,20.90786211094501,0.28175092478421704,1.1521229865756015
dynamic_exposure,3y,2023-05-19 08:30,2026-05-19 08:30,4.013130100832524,0.7106325439206687,0.62342089270355,1.1398920893377722,749,20.501824817518248,0.28437917222963954,1.242838705071682
dynamic_exposure,1y,2025-05-19 08:30,2026-05-19 08:30,3.672166500324698,3.672166500324698,0.3246926521529839,11.309669239433546,250,20.54794520547945,0.348,1.5460140076750737
dynamic_exposure,6m,2025-11-19 08:30,2026-05-19 08:30,2.2300839193855837,9.638186976769001,0.27440240365926405,35.12428042990872,124,20.552486187845304,0.33064516129032256,1.8503355399167833
dynamic_exposure,3m,2026-02-19 08:30,2026-05-19 08:30,0.942167380283218,14.2159546682101,0.21414150892558714,66.38579666098298,64,21.57303370786517,0.375,1.9703580595438648
dynamic_exposure,30d,2026-04-19 08:30,2026-05-19 08:30,0.02728638918339721,0.38754474732799693,0.17665849909791026,2.1937509336202736,22,22.0,0.3181818181818182,1.638357369407204
dynamic_exposure,14d,2026-05-05 08:30,2026-05-19 08:30,-0.06506701408726956,-0.8269365167854373,0.13570966072238128,-6.093424096587243,11,23.57142857142857,0.18181818181818182,0.5990869866211425
dynamic_vol_only,full,2020-01-04 00:00,2026-05-19 08:30,3.930933699036144,0.28431747584759637,0.9409858586712201,0.3021485107641099,1622,20.90786211094501,0.28175092478421704,1.1521229865756013
dynamic_vol_only,3y,2023-05-19 08:30,2026-05-19 08:30,3.8919854160666496,0.6967532398329974,0.6690686836149881,1.0413777492445608,749,20.501824817518248,0.28437917222963954,1.2428387050716818
dynamic_vol_only,1y,2025-05-19 08:30,2026-05-19 08:30,3.695782030371598,3.695782030371598,0.3954950652126873,9.344698216105678,250,20.54794520547945,0.348,1.546014007675074
dynamic_vol_only,6m,2025-11-19 08:30,2026-05-19 08:30,2.28579396812894,10.011430839156976,0.2742828560757186,36.500388622150034,124,20.552486187845304,0.33064516129032256,1.850335539916783
dynamic_vol_only,3m,2026-02-19 08:30,2026-05-19 08:30,0.9357897168962033,14.012079113239446,0.21414150892558736,65.43373670776059,64,21.57303370786517,0.375,1.9703580595438637
dynamic_vol_only,30d,2026-04-19 08:30,2026-05-19 08:30,0.02728638918339721,0.38754474732799693,0.17665849909791037,2.1937509336202723,22,22.0,0.3181818181818182,1.638357369407203
dynamic_vol_only,14d,2026-05-05 08:30,2026-05-19 08:30,-0.06506701408726945,-0.8269365167854368,0.13570966072238141,-6.093424096587232,11,23.57142857142857,0.18181818181818182,0.5990869866211429
dynamic_ratio_soft,full,2020-01-04 00:00,2026-05-19 08:30,3.6020511503685286,0.270489185114859,0.9385293495500662,0.28820535579897666,1622,20.90786211094501,0.28175092478421704,1.1521229865756017
dynamic_ratio_soft,3y,2023-05-19 08:30,2026-05-19 08:30,3.2723111855524785,0.6219189647938879,0.6465541405484017,0.9618977372357117,749,20.501824817518248,0.28437917222963954,1.2428387050716823
dynamic_ratio_soft,1y,2025-05-19 08:30,2026-05-19 08:30,3.7047912168091095,3.7047912168091095,0.39770721335786785,9.315373451563316,250,20.54794520547945,0.348,1.5460140076750744
dynamic_ratio_soft,6m,2025-11-19 08:30,2026-05-19 08:30,2.224533986087022,9.601359122326029,0.2359276758227118,40.69619678507317,124,20.552486187845304,0.33064516129032256,1.850335539916783
dynamic_ratio_soft,3m,2026-02-19 08:30,2026-05-19 08:30,0.8050614383653745,10.269518112448411,0.21414150892558736,47.95669071341509,64,21.57303370786517,0.375,1.970358059543864
dynamic_ratio_soft,30d,2026-04-19 08:30,2026-05-19 08:30,0.02244887962143105,0.3101052119989207,0.16828442270496424,1.8427446047255145,22,22.0,0.3181818181818182,1.6383573694072056
dynamic_ratio_soft,14d,2026-05-05 08:30,2026-05-19 08:30,-0.06946962985904626,-0.8469755528823082,0.12691910016049285,-6.673349809534446,11,23.57142857142857,0.18181818181818182,0.5990869866211415
regime_directional,full,2020-01-04 00:00,2026-05-19 08:30,1.7216582220835912,0.170025014604692,0.9183827763314653,0.1851352387986489,1208,15.57133010482218,0.26572847682119205,1.1385882212708867
regime_directional,3y,2023-05-19 08:30,2026-05-19 08:30,1.2347354371985588,0.30708097367822207,0.5353375910906923,0.5736211668838309,571,15.629562043795621,0.25569176882662,1.171039948544735
regime_directional,1y,2025-05-19 08:30,2026-05-19 08:30,1.0294162939701357,1.0294162939701357,0.3200839671173072,3.2160820276039197,173,14.21917808219178,0.2774566473988439,1.3431331390659436
regime_directional,6m,2025-11-19 08:30,2026-05-19 08:30,0.9394421414081602,2.8029601991604305,0.3200839671173072,8.756952822111133,82,13.591160220994475,0.24390243902439024,1.6440401622430523
regime_directional,3m,2026-02-19 08:30,2026-05-19 08:30,0.004098121719316339,0.016914008196060593,0.21536869605387549,0.07853512839131215,48,16.179775280898877,0.25,1.0034656211893638
regime_directional,30d,2026-04-19 08:30,2026-05-19 08:30,-0.06713754926869708,-0.5706801684688294,0.15485179165989393,-3.685331389140353,18,18.0,0.2222222222222222,1.020735185268847
regime_directional,14d,2026-05-05 08:30,2026-05-19 08:30,-0.030657125804896657,-0.5559344570397098,0.10319943409027593,-5.38699133324117,11,23.57142857142857,0.18181818181818182,0.5990869866211425
regime_vol_scaled,full,2020-01-04 00:00,2026-05-19 08:30,5.416188941837433,0.3384607415373935,0.8929527742792698,0.37903543310067633,1622,20.90786211094501,0.28175092478421704,1.1521229865756017
regime_vol_scaled,3y,2023-05-19 08:30,2026-05-19 08:30,2.5184437721086357,0.5203749540994504,0.5511492168239064,0.944163464656998,749,20.501824817518248,0.28437917222963954,1.2428387050716825
regime_vol_scaled,1y,2025-05-19 08:30,2026-05-19 08:30,1.957334739942569,1.957334739942569,0.3296889988487569,5.93691250474659,250,20.54794520547945,0.348,1.5460140076750746
regime_vol_scaled,6m,2025-11-19 08:30,2026-05-19 08:30,1.3444409185468662,4.574575905583815,0.23592767582271199,19.389738357874485,124,20.552486187845304,0.33064516129032256,1.850335539916783
regime_vol_scaled,3m,2026-02-19 08:30,2026-05-19 08:30,0.5152306709576846,4.497505479890258,0.19230347108073126,23.38754186086507,64,21.57303370786517,0.375,1.9703580595438628
regime_vol_scaled,30d,2026-04-19 08:30,2026-05-19 08:30,0.048824620694040366,0.7860144283230961,0.1654028791019787,4.75212059542495,22,22.0,0.3181818181818182,1.6383573694072007
regime_vol_scaled,14d,2026-05-05 08:30,2026-05-19 08:30,-0.045465077071893845,-0.7027348910581259,0.1084982785048922,-6.476922037306237,11,23.57142857142857,0.18181818181818182,0.599086986621142
t_overlay_p012_f20_never,full,2020-01-04 00:00,2026-05-19 08:30,2.0016754539872235,0.1881333022900593,0.9318879004909579,0.20188404870472376,2461,31.722718036396838,0.52661519707436,1.8102687225293919
t_overlay_p012_f20_never,3y,2023-05-19 08:30,2026-05-19 08:30,1.8862894358947147,0.42333333415840224,0.661870919718495,0.6396010484014816,1117,30.574817518248175,0.5201432408236347,1.894845567516775
t_overlay_p012_f20_never,1y,2025-05-19 08:30,2026-05-19 08:30,2.435887154829337,2.435887154829337,0.3588021180245764,6.788943076034153,380,31.232876712328764,0.5710526315789474,2.279762132572039
t_overlay_p012_f20_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.6578017315686377,6.179289162797497,0.25456699599449245,24.273724638409867,185,30.662983425414364,0.5513513513513514,2.613749417499986
t_overlay_p012_f20_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.7317820195673286,8.508022426085587,0.2011513942333045,42.29661175610644,95,32.022471910112365,0.5789473684210527,3.005648271902043
t_overlay_p012_f20_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.03190329227824318,0.4653492391651275,0.15491470344851746,3.003906206487212,31,31.000000000000004,0.5161290322580645,2.8236960702782894
t_overlay_p012_f20_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.05956176575099881,-0.7983109910268413,0.12667231863987477,-6.302173984013138,14,30.0,0.35714285714285715,1.3306263448463551
t_overlay_p012_f30,full,2020-01-04 00:00,2026-05-19 08:30,0.7749496291084157,0.09415779203297525,0.9361321418332746,0.10058173181467876,2506,32.30277586314932,0.5279329608938548,1.7573224054941736
t_overlay_p012_f30,3y,2023-05-19 08:30,2026-05-19 08:30,1.1733870150824446,0.2950200341667113,0.6745930186142289,0.43733039925724565,1146,31.368613138686133,0.5226876090750436,1.8562821760399666
t_overlay_p012_f30,1y,2025-05-19 08:30,2026-05-19 08:30,2.089254537430174,2.089254537430174,0.3503604421482936,5.963157611685728,393,32.3013698630137,0.5750636132315522,2.273536731713545
t_overlay_p012_f30,6m,2025-11-19 08:30,2026-05-19 08:30,1.4814366215801877,5.250984420240899,0.2431669131973546,21.59415666875367,192,31.8232044198895,0.5625,2.5426517668209163
t_overlay_p012_f30,3m,2026-02-19 08:30,2026-05-19 08:30,0.6518176657331394,6.832304037418955,0.1973425141767887,34.62155159986589,98,33.03370786516854,0.5918367346938775,2.8340788603156253
t_overlay_p012_f30,30d,2026-04-19 08:30,2026-05-19 08:30,0.018467259102908695,0.2493651238495791,0.15077841842580336,1.653851568766052,31,31.000000000000004,0.5161290322580645,2.324162090862002
t_overlay_p012_f30,14d,2026-05-05 08:30,2026-05-19 08:30,-0.0609639742538014,-0.8060064280718818,0.12472484456007406,-6.4622764687725605,14,30.0,0.35714285714285715,1.2305134720611635
t_overlay_p012_f30_never,full,2020-01-04 00:00,2026-05-19 08:30,1.269080672884081,0.13712473237936873,0.9250925881879453,0.14822811698012434,2461,31.722718036396838,0.52661519707436,1.8102687225293916
t_overlay_p012_f30_never,3y,2023-05-19 08:30,2026-05-19 08:30,1.1887446141640217,0.2980603902573249,0.6584737299764951,0.4526534266871428,1117,30.574817518248175,0.5201432408236347,1.8948455675167744
t_overlay_p012_f30_never,1y,2025-05-19 08:30,2026-05-19 08:30,1.8992703993643119,1.8992703993643119,0.33725203941103093,5.631605379410464,380,31.232876712328764,0.5710526315789474,2.2797621325720385
t_overlay_p012_f30_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.3474721909667124,4.589120349562917,0.24165280724027205,18.99055261129252,185,30.662983425414364,0.5513513513513514,2.6137494174999865
t_overlay_p012_f30_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.6401734745641461,6.608333900218723,0.19731336549792483,33.491567505031604,95,32.022471910112365,0.5789473684210527,3.0056482719020488
t_overlay_p012_f30_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.03417349765014732,0.5050574681559723,0.1438081823028427,3.5120217783740713,31,31.000000000000004,0.5161290322580645,2.8236960702782854
t_overlay_p012_f30_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.05681261664829007,-0.7823628042475463,0.12211263386380594,-6.406894843658252,14,30.0,0.35714285714285715,1.3306263448463547
t_overlay_p018_f20_middle_trend,full,2020-01-04 00:00,2026-05-19 08:30,1.6888436175391353,0.1678013081775116,0.9474696134887112,0.17710468577419017,2375,30.614163078603205,0.5061052631578947,1.893074015596976
t_overlay_p018_f20_middle_trend,3y,2023-05-19 08:30,2026-05-19 08:30,1.9611118446045133,0.4355165946655173,0.6887491584210019,0.6323297667092106,1075,29.425182481751822,0.4967441860465116,1.9991807521615685
t_overlay_p018_f20_middle_trend,1y,2025-05-19 08:30,2026-05-19 08:30,2.970853049101802,2.970853049101802,0.35353834059430567,8.403199053623812,380,31.232876712328764,0.5657894736842105,2.548978371597761
t_overlay_p018_f20_middle_trend,6m,2025-11-19 08:30,2026-05-19 08:30,1.884289785551788,7.466477097466383,0.25221380085684036,29.603761063433822,186,30.82872928176795,0.5483870967741935,2.8430262286431396
t_overlay_p018_f20_middle_trend,3m,2026-02-19 08:30,2026-05-19 08:30,0.7759403885169918,9.542330603257804,0.2018209675798018,47.28116566721286,96,32.359550561797754,0.5833333333333334,3.1113976074249785
t_overlay_p018_f20_middle_trend,30d,2026-04-19 08:30,2026-05-19 08:30,0.03304399508478961,0.48517950356116635,0.14995545713348105,3.235490810643121,31,31.000000000000004,0.5161290322580645,2.6439429345109344
t_overlay_p018_f20_middle_trend,14d,2026-05-05 08:30,2026-05-19 08:30,-0.0549436080879,-0.7708352584316155,0.1268150433823639,-6.078421280884213,14,30.0,0.35714285714285715,1.4498808053309613
t_overlay_p018_f30,full,2020-01-04 00:00,2026-05-19 08:30,0.8962986700715125,0.10556489224174204,0.9480063704932575,0.11135462326779041,2390,30.807515687520702,0.5054393305439331,1.8270026569013547
t_overlay_p018_f30,3y,2023-05-19 08:30,2026-05-19 08:30,1.3315243553158127,0.3256682028471678,0.7004551412687363,0.4649379862603108,1085,29.69890510948905,0.4967741935483871,1.9330348778578297
t_overlay_p018_f30,1y,2025-05-19 08:30,2026-05-19 08:30,2.573307139863559,2.573307139863559,0.3379949346891199,7.613448829434172,382,31.3972602739726,0.56282722513089,2.427129637751288
t_overlay_p018_f30,6m,2025-11-19 08:30,2026-05-19 08:30,1.6654413871743077,6.220964680433979,0.2381159541067649,26.125778525720552,187,30.994475138121544,0.5508021390374331,2.7010815973774878
t_overlay_p018_f30,3m,2026-02-19 08:30,2026-05-19 08:30,0.7153632172023674,8.14372810560457,0.19737440931489383,41.260303875625304,97,32.69662921348315,0.5876288659793815,2.996263222342747
t_overlay_p018_f30,30d,2026-04-19 08:30,2026-05-19 08:30,0.027351789961831185,0.38861988571691186,0.1433702908889348,2.7106026172323627,31,31.000000000000004,0.5161290322580645,2.4543415746166275
t_overlay_p018_f30,14d,2026-05-05 08:30,2026-05-19 08:30,-0.052772356434166334,-0.7567058708016388,0.12503109896145556,-6.052141243954956,14,30.0,0.35714285714285715,1.414653386437704
t_overlay_p024_f20_never,full,2020-01-04 00:00,2026-05-19 08:30,2.564606077436442,0.2205967757722389,0.9441174410074549,0.23365395679677636,2277,29.350926033675584,0.4883618796662275,1.9764770668395168
t_overlay_p024_f20_never,3y,2023-05-19 08:30,2026-05-19 08:30,2.2811193983902,0.4854238880652795,0.6787975481487823,0.7151232195654333,1027,28.111313868613134,0.4780915287244401,2.0816992727723487
t_overlay_p024_f20_never,1y,2025-05-19 08:30,2026-05-19 08:30,3.147160699141409,3.147160699141409,0.35903686576908594,8.765564205781311,360,29.58904109589041,0.5472222222222223,2.6371506771077105
t_overlay_p024_f20_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.9020725469986344,7.5720703683307296,0.24665359492693312,30.699209434080313,177,29.337016574585633,0.5310734463276836,2.958890825461753
t_overlay_p024_f20_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.8189195119355732,10.628593801226776,0.19835257443565724,53.58435014754266,92,31.011235955056176,0.5652173913043478,3.3568918980870817
t_overlay_p024_f20_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.03410686915024774,0.5038781388048064,0.15419972667733992,3.2676980022095763,30,30.0,0.5,2.886873740145675
t_overlay_p024_f20_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.05404295615065402,-0.7650727847365055,0.12681504338236435,-6.032981295678846,14,30.0,0.35714285714285715,1.5151898042163494
dynamic_t_p012_f30,full,2020-01-04 00:00,2026-05-19 08:30,0.43344081345136076,0.05809608855297288,0.9431163528341999,0.0616001285296197,2506,32.30277586314932,0.5279329608938548,1.7612122386611613
dynamic_t_p012_f30,3y,2023-05-19 08:30,2026-05-19 08:30,1.1556848019132935,0.2914976826421709,0.6713507302650518,0.43419582269179413,1146,31.368613138686133,0.5226876090750436,1.8616940345460526
dynamic_t_p012_f30,1y,2025-05-19 08:30,2026-05-19 08:30,2.0048668778203393,2.0048668778203393,0.34737906854777784,5.771409561899363,393,32.3013698630137,0.5750636132315522,2.268843338823847
dynamic_t_p012_f30,6m,2025-11-19 08:30,2026-05-19 08:30,1.3871879510210454,4.781446904856207,0.23801203614916813,20.089097098684345,192,31.8232044198895,0.5625,2.532975916695981
dynamic_t_p012_f30,3m,2026-02-19 08:30,2026-05-19 08:30,0.6625001253660106,7.042127653274539,0.1973425141767884,35.68479748345499,98,33.03370786516854,0.5918367346938775,2.834078860315621
dynamic_t_p012_f30,30d,2026-04-19 08:30,2026-05-19 08:30,0.01846725910290803,0.2493651238495691,0.15077841842580386,1.6538515687659803,31,31.000000000000004,0.5161290322580645,2.324162090861994
dynamic_t_p012_f30,14d,2026-05-05 08:30,2026-05-19 08:30,-0.06096397425380151,-0.8060064280718824,0.12472484456007396,-6.462276468772569,14,30.0,0.35714285714285715,1.2305134720611608
dynamic_t_p018_f20_middle_trend,full,2020-01-04 00:00,2026-05-19 08:30,1.3526569303785183,0.1435935640380437,0.9491026336864032,0.15129403179539486,2375,30.614163078603205,0.5061052631578947,1.894086293898235
dynamic_t_p018_f20_middle_trend,3y,2023-05-19 08:30,2026-05-19 08:30,1.9387390392191315,0.4318953850394036,0.6785576172338584,0.6364903643702742,1075,29.425182481751822,0.4967441860465116,1.9958915739051868
dynamic_t_p018_f20_middle_trend,1y,2025-05-19 08:30,2026-05-19 08:30,2.9156505696132444,2.9156505696132444,0.34110420787630014,8.54768279689646,380,31.232876712328764,0.5657894736842105,2.5406984714287835
dynamic_t_p018_f20_middle_trend,6m,2025-11-19 08:30,2026-05-19 08:30,1.7725887947998178,6.818286310534685,0.24722668532371123,27.57908719120278,186,30.82872928176795,0.5483870967741935,2.8259171263217193
dynamic_t_p018_f20_middle_trend,3m,2026-02-19 08:30,2026-05-19 08:30,0.7874255614294052,9.824754512768113,0.2018209675798014,48.68054410096581,96,32.359550561797754,0.5833333333333334,3.111397607424981
dynamic_t_p018_f20_middle_trend,30d,2026-04-19 08:30,2026-05-19 08:30,0.03304399508479028,0.4851795035611779,0.14995545713348077,3.2354908106432037,31,31.000000000000004,0.5161290322580645,2.64394293451094
dynamic_t_p018_f20_middle_trend,14d,2026-05-05 08:30,2026-05-19 08:30,-0.054943608087899776,-0.770835258431614,0.12681504338236385,-6.078421280884204,14,30.0,0.35714285714285715,1.4498808053309633
vol_dynamic_t_p024_f20_never,full,2020-01-04 00:00,2026-05-19 08:30,2.565495645065059,0.22064454237402908,0.939800870226845,0.2347779719769475,2277,29.350926033675584,0.4883618796662275,1.9764770668395157
vol_dynamic_t_p024_f20_never,3y,2023-05-19 08:30,2026-05-19 08:30,2.336003818260167,0.4936529955162041,0.673917580693483,0.7325124164415169,1027,28.111313868613134,0.4780915287244401,2.0816992727723473
vol_dynamic_t_p024_f20_never,1y,2025-05-19 08:30,2026-05-19 08:30,3.115459760815426,3.115459760815426,0.3552368275489058,8.770092285509216,360,29.58904109589041,0.5472222222222223,2.6371506771077113
vol_dynamic_t_p024_f20_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.8440515273223927,7.2299793647899975,0.2416567110333811,29.918388501907934,177,29.337016574585633,0.5310734463276836,2.958890825461753
vol_dynamic_t_p024_f20_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.8309842534033149,10.948188059427089,0.19835257443565738,55.19559345562474,92,31.011235955056176,0.5652173913043478,3.3568918980870803
vol_dynamic_t_p024_f20_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.03410686915024774,0.5038781388048064,0.15419972667733992,3.2676980022095763,30,30.0,0.5,2.886873740145671
vol_dynamic_t_p024_f20_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.05404295615065391,-0.7650727847365048,0.1268150433823644,-6.032981295678837,14,30.0,0.35714285714285715,1.5151898042163476
ratio_dynamic_t_p024_f20_never,full,2020-01-04 00:00,2026-05-19 08:30,2.54817465815279,0.21971265479371138,0.9362551603997749,0.23467176907190077,2277,29.350926033675584,0.4883618796662275,1.9764770668395157
ratio_dynamic_t_p024_f20_never,3y,2023-05-19 08:30,2026-05-19 08:30,2.059522096204523,0.4512319344250726,0.662742354561477,0.6808557372550054,1027,28.111313868613134,0.4780915287244401,2.0816992727723487
ratio_dynamic_t_p024_f20_never,1y,2025-05-19 08:30,2026-05-19 08:30,3.1432947575684533,3.1432947575684533,0.35585714795469003,8.83302408181127,360,29.58904109589041,0.5472222222222223,2.6371506771077122
ratio_dynamic_t_p024_f20_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.783458486043319,6.880219319266394,0.2151220840156312,31.982859178541908,177,29.337016574585633,0.5310734463276836,2.9588908254617534
ratio_dynamic_t_p024_f20_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.7113306401295434,8.055892743232517,0.1983525744356576,40.61400647888097,92,31.011235955056176,0.5652173913043478,3.3568918980870817
ratio_dynamic_t_p024_f20_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.028873247935842228,0.41384830067406453,0.14559722565653804,2.8424188634632865,30,30.0,0.5,2.8868737401456745
ratio_dynamic_t_p024_f20_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.058830450557952885,-0.7941818403141793,0.11793401707204729,-6.734120146429034,14,30.0,0.35714285714285715,1.5151898042163463
regime_directional_dynamic,full,2020-01-04 00:00,2026-05-19 08:30,1.6318640021874264,0.16388509035403787,0.8946046480332189,0.18319275527389434,1208,15.57133010482218,0.26572847682119205,1.1385882212708864
regime_directional_dynamic,3y,2023-05-19 08:30,2026-05-19 08:30,1.212959570466634,0.3028254717969958,0.4678766490008019,0.6472335656068974,571,15.629562043795621,0.25569176882662,1.1710399485447343
regime_directional_dynamic,1y,2025-05-19 08:30,2026-05-19 08:30,0.7436044253871501,0.7436044253871501,0.3441550551457199,2.160666868810914,173,14.21917808219178,0.2774566473988439,1.3431331390659431
regime_directional_dynamic,6m,2025-11-19 08:30,2026-05-19 08:30,0.7415975753576307,2.0611825778342165,0.3156868864190641,6.529199236670425,82,13.591160220994475,0.24390243902439024,1.644040162243052
regime_directional_dynamic,3m,2026-02-19 08:30,2026-05-19 08:30,-0.04306622075375022,-0.1651773024643467,0.21536869605387546,-0.7669513048592115,48,16.179775280898877,0.25,1.0034656211893638
regime_directional_dynamic,30d,2026-04-19 08:30,2026-05-19 08:30,-0.06713754926869675,-0.5706801684688276,0.15485179165989382,-3.685331389140344,18,18.0,0.2222222222222222,1.020735185268848
regime_directional_dynamic,14d,2026-05-05 08:30,2026-05-19 08:30,-0.030657125804896435,-0.5559344570397071,0.1031994340902757,-5.3869913332411565,11,23.57142857142857,0.18181818181818182,0.5990869866211441
regime_directional_t_p012_f30,full,2020-01-04 00:00,2026-05-19 08:30,0.19095180514440258,0.027785578325503213,0.9047168332085817,0.030711905986054836,1841,23.73081020114042,0.5111352525801195,1.7088231988303608
regime_directional_t_p012_f30,3y,2023-05-19 08:30,2026-05-19 08:30,0.34024919125570996,0.1024439103804684,0.5078825084021087,0.2017078924469671,866,23.704379562043798,0.5023094688221709,1.7417301541080938
regime_directional_t_p012_f30,1y,2025-05-19 08:30,2026-05-19 08:30,0.6634236173337829,0.6634236173337829,0.2780596060654611,2.3859043272096088,268,22.027397260273972,0.5298507462686567,2.021366155636813
regime_directional_t_p012_f30,6m,2025-11-19 08:30,2026-05-19 08:30,0.6372004646432177,1.7024170237634237,0.23726949893332677,7.1750352717767845,125,20.718232044198892,0.504,2.312631701254245
regime_directional_t_p012_f30,3m,2026-02-19 08:30,2026-05-19 08:30,-0.029934843699834013,-0.11718667030472874,0.2115833638824677,-0.553855785986202,70,23.59550561797753,0.4857142857142857,1.6298771737177336
regime_directional_t_p012_f30,30d,2026-04-19 08:30,2026-05-19 08:30,-0.07057392354048331,-0.589530669710113,0.14494026895904596,-4.067404275872357,23,23.0,0.391304347826087,1.3620891542971116
regime_directional_t_p012_f30,14d,2026-05-05 08:30,2026-05-19 08:30,-0.027626980674278934,-0.5182892726604436,0.09573521993894431,-5.413778471402536,14,30.0,0.35714285714285715,1.230518513902298
layered_directional_dynamic_t_p012_f30,full,2020-01-04 00:00,2026-05-19 08:30,0.3061293063093795,0.04277392714158079,0.8790553915598875,0.04865896683220187,1841,23.73081020114042,0.5111352525801195,1.715243781107706
layered_directional_dynamic_t_p012_f30,3y,2023-05-19 08:30,2026-05-19 08:30,0.3284421923082972,0.09919996843801959,0.5038259222496542,0.19689333965802647,866,23.704379562043798,0.5023094688221709,1.746615339239338
layered_directional_dynamic_t_p012_f30,1y,2025-05-19 08:30,2026-05-19 08:30,0.6126934940392428,0.6126934940392428,0.2734443222733042,2.2406517310199012,268,22.027397260273972,0.5298507462686567,2.0214066805223077
layered_directional_dynamic_t_p012_f30,6m,2025-11-19 08:30,2026-05-19 08:30,0.5710168060065199,1.4866420753268978,0.22941750395075874,6.480072573913039,125,20.718232044198892,0.504,2.312717330190989
layered_directional_dynamic_t_p012_f30,3m,2026-02-19 08:30,2026-05-19 08:30,-0.020283301748009408,-0.08060509555779438,0.21158336388246776,-0.38096140489840036,70,23.59550561797753,0.4857142857142857,1.6298771737177342
layered_directional_dynamic_t_p012_f30,30d,2026-04-19 08:30,2026-05-19 08:30,-0.07057392354048264,-0.5895306697101095,0.1449402689590454,-4.067404275872348,23,23.0,0.391304347826087,1.3620891542971116
layered_directional_dynamic_t_p012_f30,14d,2026-05-05 08:30,2026-05-19 08:30,-0.0276269806742786,-0.5182892726604393,0.09573521993894417,-5.413778471402501,14,30.0,0.35714285714285715,1.2305185139022987
layered_vol_dynamic_t_p012_f30,full,2020-01-04 00:00,2026-05-19 08:30,1.085413065494194,0.12217099436109224,0.8820064979540826,0.13851484614283702,2502,32.25121516743799,0.526378896882494,1.7352525396310887
layered_vol_dynamic_t_p012_f30,3y,2023-05-19 08:30,2026-05-19 08:30,0.9174726147031298,0.24210144924399168,0.5509296606123668,0.4394416684244086,1145,31.34124087591241,0.5213973799126638,1.8506840132548235
layered_vol_dynamic_t_p012_f30,1y,2025-05-19 08:30,2026-05-19 08:30,1.1558265542582031,1.1558265542582031,0.2841290344829979,4.06796354466677,393,32.3013698630137,0.5750636132315522,2.2426524887519843
layered_vol_dynamic_t_p012_f30,6m,2025-11-19 08:30,2026-05-19 08:30,0.852811265329787,2.468179414321079,0.20444303013410903,12.072700217278236,192,31.8232044198895,0.5625,2.525660292317928
layered_vol_dynamic_t_p012_f30,3m,2026-02-19 08:30,2026-05-19 08:30,0.38623697144355584,2.816743947100165,0.17503765299510185,16.092217296692084,98,33.03370786516854,0.5918367346938775,2.8030628405963944
layered_vol_dynamic_t_p012_f30,30d,2026-04-19 08:30,2026-05-19 08:30,0.040404817640389945,0.6191806817309893,0.13868533704452887,4.464644171663106,31,31.000000000000004,0.5161290322580645,2.351801183787263
layered_vol_dynamic_t_p012_f30,14d,2026-05-05 08:30,2026-05-19 08:30,-0.043510999396608185,-0.6864552874956372,0.10737422875394961,-6.393110297152071,14,30.0,0.35714285714285715,1.2305263823872603
layered_vol_dynamic_t_p018_f20_middle_trend,full,2020-01-04 00:00,2026-05-19 08:30,2.225572788894392,0.2016141679824346,0.8927715751858751,0.22582951069030002,2373,30.588382730747544,0.5056890012642224,1.874925149926483
layered_vol_dynamic_t_p018_f20_middle_trend,3y,2023-05-19 08:30,2026-05-19 08:30,1.338323710681133,0.3269544459103426,0.5766794867756964,0.566960423264568,1075,29.425182481751822,0.4967441860465116,2.005494902318045
layered_vol_dynamic_t_p018_f20_middle_trend,1y,2025-05-19 08:30,2026-05-19 08:30,1.6000358920483957,1.6000358920483957,0.2838762496966667,5.636385198684635,380,31.232876712328764,0.5657894736842105,2.5469610027483687
layered_vol_dynamic_t_p018_f20_middle_trend,6m,2025-11-19 08:30,2026-05-19 08:30,1.0572600299047483,3.2832262473052234,0.21253105352360954,15.448218944345928,186,30.82872928176795,0.5483870967741935,2.8748833184002973
layered_vol_dynamic_t_p018_f20_middle_trend,3m,2026-02-19 08:30,2026-05-19 08:30,0.46079270039211995,3.7314924352552037,0.1796405570924982,20.77199322719664,96,32.359550561797754,0.5833333333333334,3.1586669353193173
layered_vol_dynamic_t_p018_f20_middle_trend,30d,2026-04-19 08:30,2026-05-19 08:30,0.04769818577101215,0.7628160707790044,0.14405749438270155,5.295219620803036,31,31.000000000000004,0.5161290322580645,2.6439429345109375
layered_vol_dynamic_t_p018_f20_middle_trend,14d,2026-05-05 08:30,2026-05-19 08:30,-0.0415375608699633,-0.6691459259542767,0.10530541842505961,-6.354335189603496,14,30.0,0.35714285714285715,1.4498808053309595
layered_vol_t_p024_f20_never,full,2020-01-04 00:00,2026-05-19 08:30,3.8102728536803676,0.2793370650357616,0.8800000183376352,0.31742847638053867,2277,29.350926033675584,0.4883618796662275,1.9764770668395162
layered_vol_t_p024_f20_never,3y,2023-05-19 08:30,2026-05-19 08:30,1.6905726971090482,0.39043549395310784,0.5429897064202688,0.7190476897381818,1027,28.111313868613134,0.4780915287244401,2.081699272772348
layered_vol_t_p024_f20_never,1y,2025-05-19 08:30,2026-05-19 08:30,1.746498795721481,1.746498795721481,0.2963205008024198,5.8939519573976735,360,29.58904109589041,0.5472222222222223,2.6371506771077096
layered_vol_t_p024_f20_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.1399486753039043,3.63749029092562,0.2125310535236095,17.115100267084223,177,29.337016574585633,0.5310734463276836,2.958890825461751
layered_vol_t_p024_f20_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.48498463291013727,4.061193945137245,0.1760757815823141,23.065034320115554,92,31.011235955056176,0.5652173913043478,3.3568918980870843
layered_vol_t_p024_f20_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.04877613718003415,0.7850101925198991,0.14833121243473985,5.292279215106356,30,30.0,0.5,2.886873740145682
layered_vol_t_p024_f20_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.04062413278253052,-0.6608264179638188,0.10530541842505971,-6.275331581670643,14,30.0,0.35714285714285715,1.5151898042163525
layered_vol_ratio_t_p024_f20_never,full,2020-01-04 00:00,2026-05-19 08:30,3.0073452816524764,0.24321515962063667,0.8815177027482238,0.2759050202422344,2277,29.350926033675584,0.4883618796662275,1.9764770668395157
layered_vol_ratio_t_p024_f20_never,3y,2023-05-19 08:30,2026-05-19 08:30,1.2883407154325468,0.31744012345993333,0.5610397097426038,0.5658068723969109,1027,28.111313868613134,0.4780915287244401,2.081699272772348
layered_vol_ratio_t_p024_f20_never,1y,2025-05-19 08:30,2026-05-19 08:30,1.697779055066912,1.697779055066912,0.2925001930146286,5.804369007653961,360,29.58904109589041,0.5472222222222223,2.63715067710771
layered_vol_ratio_t_p024_f20_never,6m,2025-11-19 08:30,2026-05-19 08:30,1.066683727118491,3.32288394188586,0.21253105352360988,15.634816121196726,177,29.337016574585633,0.5310734463276836,2.9588908254617508
layered_vol_ratio_t_p024_f20_never,3m,2026-02-19 08:30,2026-05-19 08:30,0.4312247477098703,3.350879794875615,0.17607578158231377,19.030895474452915,92,31.011235955056176,0.5652173913043478,3.3568918980870794
layered_vol_ratio_t_p024_f20_never,30d,2026-04-19 08:30,2026-05-19 08:30,0.04158415403239535,0.6416532515138835,0.1396690236822662,4.594098495122182,30,30.0,0.5,2.8868737401456674
layered_vol_ratio_t_p024_f20_never,14d,2026-05-05 08:30,2026-05-19 08:30,-0.04720305351182141,-0.7165285674159795,0.0962056211158575,-7.447886714988161,14,30.0,0.35714285714285715,1.5151898042163443