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

variant,regime,dynamic_exposure,dynamic_mode,t_overlay,t_profit_pct,t_fraction,readd_mode,trades,full_total_return,full_annualized_return,full_max_drawdown,full_calmar,recent_min_return,recent_min_calmar,t_reduce_events,t_readd_events
baseline,none,False,none,False,0.0,0.0,middle,1622,3.754391599334882,0.2769947309613683,0.9460905268197939,0.29277825230156723,-0.06506701408726945,-6.093424096587236,0,0
dynamic_exposure,none,True,closed_trade,False,0.0,0.0,middle,1622,4.372306031921977,0.3017015970488881,0.9220647173487678,0.32720219239748927,-0.06506701408726956,-6.093424096587243,0,0
dynamic_vol_only,none,True,vol_only,False,0.0,0.0,middle,1622,3.930933699036144,0.28431747584759637,0.9409858586712201,0.3021485107641099,-0.06506701408726945,-6.093424096587232,0,0
dynamic_ratio_soft,none,True,ratio_soft,False,0.0,0.0,middle,1622,3.6020511503685286,0.270489185114859,0.9385293495500662,0.28820535579897666,-0.06946962985904626,-6.673349809534446,0,0
regime_directional,directional,False,none,False,0.0,0.0,middle,1208,1.7216582220835912,0.170025014604692,0.9183827763314653,0.1851352387986489,-0.06713754926869708,-5.38699133324117,0,0
regime_vol_scaled,vol_scaled,False,none,False,0.0,0.0,middle,1622,5.416188941837433,0.3384607415373935,0.8929527742792698,0.37903543310067633,-0.045465077071893845,-6.476922037306237,0,0
t_overlay_p012_f20_never,none,False,none,True,0.012,0.2,never,2461,2.0016754539872235,0.1881333022900593,0.9318879004909579,0.20188404870472376,-0.05956176575099881,-6.302173984013138,839,0
t_overlay_p012_f30,none,False,none,True,0.012,0.3,middle,2506,0.7749496291084157,0.09415779203297525,0.9361321418332746,0.10058173181467876,-0.0609639742538014,-6.4622764687725605,884,445
t_overlay_p012_f30_never,none,False,none,True,0.012,0.3,never,2461,1.269080672884081,0.13712473237936873,0.9250925881879453,0.14822811698012434,-0.05681261664829007,-6.406894843658252,839,0
t_overlay_p018_f20_middle_trend,none,False,none,True,0.018,0.2,middle_trend,2375,1.6888436175391353,0.1678013081775116,0.9474696134887112,0.17710468577419017,-0.0549436080879,-6.078421280884213,753,252
t_overlay_p018_f30,none,False,none,True,0.018,0.3,middle,2390,0.8962986700715125,0.10556489224174204,0.9480063704932575,0.11135462326779041,-0.052772356434166334,-6.052141243954956,768,387
t_overlay_p024_f20_never,none,False,none,True,0.024,0.2,never,2277,2.564606077436442,0.2205967757722389,0.9441174410074549,0.23365395679677636,-0.05404295615065402,-6.032981295678846,655,0
dynamic_t_p012_f30,none,True,closed_trade,True,0.012,0.3,middle,2506,0.43344081345136076,0.05809608855297288,0.9431163528341999,0.0616001285296197,-0.06096397425380151,-6.462276468772569,884,444
dynamic_t_p018_f20_middle_trend,none,True,closed_trade,True,0.018,0.2,middle_trend,2375,1.3526569303785183,0.1435935640380437,0.9491026336864032,0.15129403179539486,-0.054943608087899776,-6.078421280884204,753,252
vol_dynamic_t_p024_f20_never,none,True,vol_only,True,0.024,0.2,never,2277,2.565495645065059,0.22064454237402908,0.939800870226845,0.2347779719769475,-0.05404295615065391,-6.032981295678837,655,0
ratio_dynamic_t_p024_f20_never,none,True,ratio_soft,True,0.024,0.2,never,2277,2.54817465815279,0.21971265479371138,0.9362551603997749,0.23467176907190077,-0.058830450557952885,-6.734120146429034,655,0
regime_directional_dynamic,directional,True,closed_trade,False,0.0,0.0,middle,1208,1.6318640021874264,0.16388509035403787,0.8946046480332189,0.18319275527389434,-0.06713754926869675,-5.3869913332411565,0,0
regime_directional_t_p012_f30,directional,False,none,True,0.012,0.3,middle,1841,0.19095180514440258,0.027785578325503213,0.9047168332085817,0.030711905986054836,-0.07057392354048331,-5.413778471402536,633,324
layered_directional_dynamic_t_p012_f30,directional,True,closed_trade,True,0.012,0.3,middle,1841,0.3061293063093795,0.04277392714158079,0.8790553915598875,0.04865896683220187,-0.07057392354048264,-5.413778471402501,633,324
layered_vol_dynamic_t_p012_f30,vol_scaled,True,closed_trade,True,0.012,0.3,middle,2502,1.085413065494194,0.12217099436109224,0.8820064979540826,0.13851484614283702,-0.043510999396608185,-6.393110297152071,880,434
layered_vol_dynamic_t_p018_f20_middle_trend,vol_scaled,True,closed_trade,True,0.018,0.2,middle_trend,2373,2.225572788894392,0.2016141679824346,0.8927715751858751,0.22582951069030002,-0.0415375608699633,-6.354335189603496,751,244
layered_vol_t_p024_f20_never,vol_scaled,False,none,True,0.024,0.2,never,2277,3.8102728536803676,0.2793370650357616,0.8800000183376352,0.31742847638053867,-0.04062413278253052,-6.275331581670643,655,0
layered_vol_ratio_t_p024_f20_never,vol_scaled,True,ratio_soft,True,0.024,0.2,never,2277,3.0073452816524764,0.24321515962063667,0.8815177027482238,0.2759050202422344,-0.04720305351182141,-7.447886714988161,655,0