okx-codex-trader/reports/long-short-fusion/fusion-selected.csv

name,kind,long_variant,long_weight,btc_risk_short_weight,eth_4h_vol_short_weight,btc_4h_vol_short_weight,eth_4h_vol_short_gated_weight,btc_4h_vol_short_gated_weight,gross_exposure,short_exposure,h3y_return,h1y_return,h6m_return,h3m_return,total_return,annualized_return,max_drawdown,calmar,trades,win_rate,profit_factor,score,selected
fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,fusion,long_rotation_riskoff00,1.15,0.1,0.0,0.0,0.12,0.06,1.43,0.28,0.9676803633339317,0.25737472347471657,0.11186397691152883,0.0006772499282803324,4.138797623353019,0.2957377413244262,0.09718633140361237,3.0429972718718528,610,0.0,0.0,0.3552047658860543,yes
fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,fusion,long_rotation_riskoff00,1.15,0.1,0.0,0.06,0.12,0.0,1.43,0.28,0.9666801279371342,0.255635855991621,0.10913834081227924,0.0006772499282798883,4.11017173883308,0.2945925750984135,0.09502862847670553,3.100040270186866,610,0.0,0.0,0.3546664598205883,yes
fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04,fusion,long_rotation_riskoff00,1.18,0.1,0.0,0.0,0.12,0.04,1.44,0.26,0.985043506941617,0.25517861630983174,0.10627577106515518,0.0005464939890476028,4.110018528853368,0.2945864314873674,0.09631565868471206,3.0585518025858276,610,0.0,0.0,0.35242902372386004,yes
fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,fusion,long_rotation_riskoff00,1.2,0.1,0.0,0.0,0.12,0.03,1.45,0.25,0.9982714590333148,0.2546842257051787,0.10346198401942575,0.00045914698270421717,4.120431962502368,0.2950036503424347,0.09602811445227388,3.0720550124833697,610,0.0,0.0,0.3521831447476066,yes
fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00,fusion,long_rotation_riskoff00,1.18,0.1,0.0,0.04,0.12,0.0,1.44,0.26,0.9843976615841261,0.254029812558314,0.10446750038094099,0.0005464939890478249,4.091192299867801,0.2938303304058929,0.09487586360809472,3.0969976897351117,610,0.0,0.0,0.3520862481721904,yes
fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06,fusion,long_rotation_riskoff00,1.18,0.1,0.0,0.0,0.1,0.06,1.44,0.26,0.9746523618402734,0.2506066353098175,0.101820638654321,0.0005464939890480469,4.080702488563317,0.293408015930654,0.09562197732349603,3.0684161125222666,610,0.0,0.0,0.348544515925647,yes
fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,fusion,long_rotation_riskoff00,1.12,0.1,0.0,0.0,0.12,0.06,1.4000000000000001,0.28,0.9409342109140704,0.253672713037407,0.11200890845367772,0.0008076882732914736,3.986821124812823,0.2895953606389239,0.09631760709977813,3.0066710475782883,610,0.0,0.0,0.3481163371712687,yes
fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00,fusion,long_rotation_riskoff00,1.18,0.1,0.0,0.06,0.1,0.0,1.44,0.26,0.9736470022647212,0.24887854064841397,0.09911962290961185,0.0005464939890480469,4.0523972708704905,0.29226478909175024,0.09346046551466612,3.1271488696564123,610,0.0,0.0,0.34802349962869406,yes
fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,fusion,long_rotation_riskoff00,1.12,0.1,0.0,0.06,0.12,0.0,1.4000000000000001,0.28,0.9399491347953204,0.25193755041822463,0.1092829170675862,0.0008076882732916957,3.9590447579729426,0.2884557433612489,0.09415789799307019,3.063532104152098,610,0.0,0.0,0.3475873498441876,yes
fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,fusion,long_rotation_riskoff00,1.18,0.1,0.0,0.0,0.12,0.03,1.43,0.25,0.9801913988243323,0.25223208521781837,0.10355832388618569,0.0005464939890478249,4.01934810655196,0.29092311564645135,0.09544724970379412,3.047998937101766,610,0.0,0.0,0.3474814895231128,yes
fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,fusion,long_rotation_riskoff00,1.15,0.12,0.0,0.0,0.12,0.06,1.45,0.3,0.9883940857389522,0.26865474641369724,0.12099529372416962,0.0017387792534226953,4.208662014092256,0.2985102545128535,0.10520769026442968,2.8373425342061585,610,0.0,0.0,0.3578787608863149,yes
fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06,fusion,long_rotation_riskoff00,1.15,0.12,0.12,0.0,0.0,0.06,1.45,0.3,0.9908965574324897,0.25497789041909114,0.11059470709051289,0.0017387792534218072,4.202748780069277,0.2982768090537442,0.1035946826960617,2.87926755786167,610,0.0,0.0,0.3498197483398563,yes