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- name,kind,window_months,end_month,return
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,rotation_risk,6,2022-04,-0.03267058612148288
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,rotation_risk,12,2022-10,-0.03267058612148288
- risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2021-11,-0.31763440046177804
- risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-11,-0.3689865772709695
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.03112575035332621
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.010996615598754977
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.029860402896285554
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,0.01038478699713763
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2024-09,-0.030089800701714853
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-05,0.024144395043639078
- high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-11,-0.27011611842010197
- high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-04,-0.33292892539113905
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.03129113007482598
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,-0.015501009915279251
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2024-09,-0.03679934535173668
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,0.001261377602886471
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2024-09,-0.04414060053640212
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2025-03,0.00981223522925534
- risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2021-06,-0.43863208238476925
- risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-11,-0.5505291742617353
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.0348141589562635
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.025010227488843517
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.03720347482290509
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.018044254974908025
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.03983595533704731
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.011784792559493718
- risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,short_leg,6,2021-11,-0.2851870104011933
- risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,short_leg,12,2021-04,-0.3409835340744721
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,6,2022-04,-0.028049707004262125
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,12,2022-10,-0.012584193460076332
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,6,2024-09,-0.03263680298604499
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,12,2022-12,0.00545265990216004
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,6,2024-09,-0.03796626565275285
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,12,2022-12,0.0228295461788246
- risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-11,-0.30265437453240995
- risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2021-11,-0.38979290565653646
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03273780111068747
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-10,-0.015522875350981624
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03307717022692458
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-10,0.0011614296151201131
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,6,2022-04,-0.03368767511506576
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,12,2022-10,0.01735185602789513
- risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2022-12,-0.3517819104937192
- risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2022-03,-0.5413958025922103
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.04228223488515437
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.03952057112915708
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.052020492393058615
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.04703189142957642
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.06187894618015821
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,-0.055185576661860636
- risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-04,-0.22876076123682965
- risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-04,-0.35952280473106746
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.030737682666349575
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,-0.00939098503886271
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.029102933677126797
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,0.013646406994289206
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2024-09,-0.027985826482761156
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2025-03,0.03571245060745043
- high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-04,-0.45308031210722666
- high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-04,-0.5649741312843554
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2022-04,-0.02783917729927321
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,-0.011749920537430625
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2023-09,-0.03555955781150977
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2022-10,0.008852173319330525
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,6,2023-09,-0.04572279436446558
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,12,2023-08,0.016982484572431122
- trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2020-09,-0.3138269674158698
- trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2021-04,-0.45993401847176163
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.031157067989278087
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2022-10,0.0025400255818466277
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2022-04,-0.029973939629773128
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2025-03,0.03223303112098841
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,6,2020-09,-0.03079944853810357
- trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,12,2025-03,0.02769146409088874
- trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,6,2025-01,-0.44405374279673393
- trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,12,2025-01,-0.5039271219957655
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- risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,6,2021-06,-0.43817490521488167
- risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,12,2021-12,-0.5730790153653905
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- risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,6,2021-06,-0.4115051381727729
- risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,12,2021-11,-0.552344285618529
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