okx-codex-trader/reports/ultrashort/bbmr-risk-qualified.csv

label,symbol,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,win_rate,payoff_ratio,profit_factor,return_drawdown_ratio,trades,trades_per_month,worst_month,worst_month_return,months,positive_month_rate,negative_months,cost_model,roundtrip_cost_on_margin,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,score,band_length,std_multiplier,bandwidth_lookback,stop_loss_pct,take_profit_pct,max_hold_bars,cooldown_bars,vol_lookback,vol_cap,trend_sma,long_regime,short_regime,neutral_distance,session,corr_lookback,corr_min,corr_max,side_mode,ret_3y,dd_3y,calmar_3y,ret_1y,dd_1y,calmar_1y,ret_6m,dd_6m,calmar_6m,ret_3m,dd_3m,calmar_3m,risk_rank
bbmr-l20-m2.5-sl0.008-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,14.26983581780924,0.5375805133715503,0.567372196510231,0.9474918169731932,0.588676415448069,0.7610785465076728,1.0892372999243811,25.15074920057688,2667,35.100482391146706,2024-07,-0.2535618727377784,77,0.6493506493506493,27,gross,0.0,14.26983581780924,0.5375805133715503,0.567372196510231,0.9474918169731932,1.8329293058505667,20,2.5,50,0.008,,96.0,8,96,0.009,480,any,any,,all,192,,,both,0.48347197451062085,0.567372196510231,0.24738170217927813,0.6900326736462927,0.24902099461556215,2.7709819194625056,0.4190024911047108,0.24902099461556215,4.085774113633379,0.6380445097880956,0.07529021842581451,84.99943630866845,2.210208287630852
bbmr-l20-m2.5-sl0.008-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,12.48416138873811,0.5076957375784732,0.5742201091129421,0.8841483074543731,0.5982109578829669,0.7277134113785106,1.083469411189712,21.741073136612545,2683,35.31105896342205,2021-01,-0.22254104469590164,77,0.6103896103896104,30,gross,0.0,12.48416138873811,0.5076957375784732,0.5742201091129421,0.8841483074543731,1.1876225253585322,20,2.5,50,0.008,,,0,96,,480,neutral,neutral,0.06,all,192,,,both,0.32862034137675233,0.574220109112942,0.17284148612249983,0.5630940706706167,0.34686360562474894,1.6233875838787035,0.21250831260683656,0.346863605624749,1.3599978883238049,0.5840708015393408,0.11437658908262421,47.732415439222535,1.9833192787095855
bbmr-l20-m2.5-sl0.008-cd8,BTC,full,2019-12-30,2026-04-29,10.521044746566837,0.4707174404308443,0.5673721965102304,0.8296448844799125,0.583765752409192,0.7748509880114753,1.0867233358130663,18.543461966023795,2698,35.50847449993019,2021-01,-0.34422530328097456,77,0.6623376623376623,26,gross,0.0,10.521044746566837,0.4707174404308443,0.5673721965102304,0.8296448844799125,1.7191622944451206,20,2.5,50,0.008,,,8,96,,480,any,any,,all,192,,,both,0.48347197451062196,0.5673721965102305,0.2473817021792787,0.6900326736462927,0.2490209946155624,2.770981919462503,0.419002491104711,0.24902099461556254,4.085774113633376,0.6380445097880958,0.07529021842581449,84.99943630866854,1.9076513497035852
bbmr-l20-m2.5-sl0.008-tp0.012-mh96-vc0.009,BTC,full,2019-12-30,2026-04-29,10.105785055858206,0.4622213217964404,0.5578058215918017,0.8286419823970403,0.5883520847121112,0.7532709074524426,1.076620316278491,18.1170304515996,3022,39.77265008850594,2024-07,-0.2410815024686097,77,0.5974025974025974,31,gross,0.0,10.105785055858206,0.4622213217964404,0.5578058215918017,0.8286419823970403,1.1832442991159697,20,2.5,50,0.008,0.012,96.0,0,96,0.009,480,any,any,,all,192,,,both,0.5429952272416787,0.5578058215918017,0.27858461948684815,0.639669300455038,0.40302529950245414,1.5871690964431449,0.2777752060600034,0.40302529950245425,1.5753599541172791,0.8453285114416886,0.11437658908262416,96.14825942859676,1.8815341152262386
bbmr-l20-m2.5-sl0.005-cd32,BTC,full,2019-12-30,2026-04-29,3.634356938797402,0.2738237553743683,0.35579625772599077,0.7696083065191992,0.4823477493380406,1.180305585562503,1.0998073359077714,10.214713785990206,2266,29.822907048495853,2025-03,-0.16001823834325035,77,0.5844155844155844,32,gross,0.0,3.634356938797402,0.2738237553743683,0.35579625772599077,0.7696083065191992,3.9201466118585255,20,2.5,50,0.005,,,32,96,,480,any,any,,all,192,,,both,0.8650866360628784,0.3557962577259907,0.6483926377177047,0.7693165007875009,0.11360243325132119,6.772007242886708,0.5135756968349645,0.11360243325132116,11.40939035747032,0.49885467231283,0.06777512347601125,61.406247912713994,1.8419023610805263
bbmr-l20-m2.5-sl0.008-vc0.006,BTC,full,2019-12-30,2026-04-29,9.997622725077843,0.4599644756028649,0.5576635405507196,0.8248064328333672,0.5895833333333333,0.7459580919334454,1.0716047716607362,17.9276965376017,2880,37.90378300956225,2021-05,-0.2542231344412441,77,0.5714285714285714,33,gross,0.0,9.997622725077843,0.4599644756028649,0.5576635405507196,0.8248064328333672,1.0238944631376787,20,2.5,50,0.008,,,0,96,0.006,480,any,any,,all,192,,,both,0.35990543480816517,0.5576635405507196,0.19331081112647763,0.5074722410703625,0.38647148791752867,1.313091022069537,0.1972167691432991,0.38647148791752867,1.1249116179708103,0.6823377976715783,0.11437658908262438,63.34552071389654,1.8056499212540609
bbmr-l20-m2.5-sl0.008-lrabove-srbelow,BTC,full,2019-12-30,2026-04-29,4.901217610978702,0.3233458094480077,0.4163680903804046,0.7765864313775599,0.6102263202011735,0.7416444322989313,1.1611121434701548,11.771357421988855,1193,15.701115670280473,2022-05,-0.16093952850517834,77,0.6753246753246753,25,gross,0.0,4.901217610978702,0.3233458094480077,0.4163680903804046,0.7765864313775599,1.7835214909360586,20,2.5,50,0.008,,,0,96,,480,above,below,,all,192,,,both,0.4938704811380892,0.31851609272596687,0.4489988001135369,0.3562261224136334,0.12079752845418608,2.9489520768526023,0.31847894470795457,0.12079752845418616,6.134476025194891,0.36839104893191,0.08234108643222353,31.185679127026802,1.6382636430295394
bbmr-l20-m2.5-sl0.008-vc0.006-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,7.66302502787371,0.4060056692407479,0.5534453308529846,0.7335967016200158,0.6029185867895546,0.7147715496274418,1.0852914244826728,13.846037902358399,2604,34.27133713781253,2021-05,-0.2530324684110986,77,0.6103896103896104,30,gross,0.0,7.66302502787371,0.4060056692407479,0.5534453308529846,0.7335967016200158,1.0578358686580152,20,2.5,50,0.008,,,0,96,0.006,480,neutral,neutral,0.06,all,192,,,both,0.470640337860488,0.5534453308529846,0.24765417885993823,0.5630940706706156,0.34686360562474855,1.6233875838787022,0.21250831260683656,0.3468636056247485,1.3599978883238069,0.5840708015393394,0.11437658908262438,47.73241543922228,1.6013007769631025
bbmr-l20-m2.5-sl0.005-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,3.712204658321344,0.2771771787562942,0.43422326637318015,0.6383287129485194,0.4780380673499268,1.1748604201926038,1.075994185674292,8.549068983169136,2732,35.9559497160153,2020-01,-0.16846310011575816,77,0.5324675324675324,36,gross,0.0,3.712204658321344,0.2771771787562942,0.43422326637318015,0.6383287129485194,2.9873214575467033,20,2.5,50,0.005,,96.0,8,96,0.009,480,any,any,,all,192,,,both,0.8618993156473054,0.4342232663731802,0.5296695742095218,0.7246858990719167,0.13721119362481468,5.281536293995602,0.4019526051687401,0.1372111936248147,7.06300399930361,0.39156212794398804,0.0763292256797406,36.93593313683721,1.4819542878161114
bbmr-l20-m2.5-sl0.005-vc0.006,BTC,full,2019-12-30,2026-04-29,3.4483809178867446,0.2656162481056694,0.4357398730181628,0.6095752639433064,0.47757255936675463,1.1636570099511796,1.0637470646523408,7.913852120076712,3032,39.904260446178036,2020-03,-0.18106814378508962,77,0.5194805194805194,37,gross,0.0,3.4483809178867446,0.2656162481056694,0.4357398730181628,0.6095752639433064,1.5702695164699576,20,2.5,50,0.005,,,0,96,0.006,480,any,any,,all,192,,,both,0.6044135446566519,0.43573987301816286,0.3913188735050151,0.6190442906874836,0.2546959285263768,2.43052291518423,0.21256021294973548,0.25469592852637674,1.85264097186657,0.3892732057324506,0.08793685863246911,31.771402731655275,1.3585490483178613
bbmr-l20-m2.5-sl0.005-vc0.009,BTC,full,2019-12-30,2026-04-29,3.819930762269049,0.2817415317562866,0.4664156390294454,0.6040567857942257,0.4675692695214106,1.2085661621256254,1.0613369312575718,8.189971438817668,3176,41.799449596656146,2025-03,-0.17914996299300667,77,0.5064935064935064,38,gross,0.0,3.819930762269049,0.2817415317562866,0.4664156390294454,0.6040567857942257,1.4940890495398855,20,2.5,50,0.005,,,0,96,0.009,480,any,any,,all,192,,,both,0.5779964611430066,0.4664156390294454,0.3517447689791509,0.5968346879135151,0.2546959285263767,2.3433224526465333,0.21256021294973393,0.2546959285263768,1.8526409718665546,0.3892732057324493,0.08793685863246915,31.771402731655094,1.32185680827205
bbmr-l20-m2.5-sl0.005-cd8,BTC,full,2019-12-30,2026-04-29,2.9487022879337856,0.2420383765719185,0.4342232663731805,0.5574053610565992,0.4741223307998552,1.1894031247632277,1.0723455563935502,6.790751478064765,2763,36.36394182479878,2021-01,-0.19480094324349528,77,0.5454545454545454,35,gross,0.0,2.9487022879337856,0.2420383765719185,0.4342232663731805,0.5574053610565992,2.910478026742604,20,2.5,50,0.005,,,8,96,,480,any,any,,all,192,,,both,0.8618993156473012,0.4342232663731804,0.5296695742095194,0.7246858990719145,0.137211193624815,5.281536293995575,0.40195260516873854,0.1372111936248152,7.063003999303552,0.39156212794398737,0.07632922567974036,36.93593313683722,1.2849687818478939
bbmr-l20-m2.5-sl0.008-lrneutral-srneutral-nd0.03,BTC,full,2019-12-30,2026-04-29,3.887655270404455,0.2845672206347676,0.5091954340260397,0.5588565835808635,0.6097809475292919,0.7181024121987856,1.1221522028746036,7.634898136587855,1963,25.83511321103149,2021-03,-0.2612085824724405,77,0.5454545454545454,35,gross,0.0,3.887655270404455,0.2845672206347676,0.5091954340260397,0.5588565835808635,1.8615698557154996,20,2.5,50,0.008,,,0,96,,480,neutral,neutral,0.03,all,192,,,both,1.1315917471912864,0.4431331473435133,0.6469219510094271,0.7792604191874133,0.21548492627785534,3.6163105821267614,0.4315523081795958,0.21548492627785548,4.88844248854104,0.6178030693938394,0.0702858240000003,85.87417381605238,1.2827151633641618
bbmr-l20-m2.5-sl0.005-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,3.1715422294515365,0.25284661094802563,0.44977075456152316,0.5621677451983804,0.4877616175948918,1.1231296147556389,1.0694620639120522,7.051463878622878,2819,37.100959827762495,2020-03,-0.2056318606818469,77,0.5844155844155844,32,gross,0.0,3.1715422294515365,0.25284661094802563,0.44977075456152316,0.5621677451983804,1.7183242619514068,20,2.5,50,0.005,,,0,96,,480,neutral,neutral,0.06,all,192,,,both,0.6330486911956597,0.40310715562391,0.44015479746767866,0.6768332243409327,0.2318234724176109,2.9196061006353724,0.24934798832445582,0.23182347241761084,2.4276265462068247,0.34745009613850875,0.08793685863246958,26.741364459890374,1.2658279589537296
bbmr-l20-m2.5-sl0.005-vc0.006-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,2.6005172489508754,0.22407468697060384,0.45050266006559075,0.49738815512871726,0.4935967800951336,1.0954656769771902,1.0677624264755994,5.772479231470585,2733,35.96911075178251,2022-02,-0.17361297890083582,77,0.5844155844155844,32,gross,0.0,2.6005172489508754,0.22407468697060384,0.45050266006559075,0.49738815512871726,1.6411283228658404,20,2.5,50,0.005,,,0,96,0.006,480,neutral,neutral,0.06,all,192,,,both,0.7209315249165971,0.3631860024389045,0.5456259386569732,0.6768332243409321,0.23182347241761098,2.9196061006353684,0.24934798832445737,0.2318234724176109,2.4276265462068416,0.34745009613851097,0.08793685863246938,26.74136445989069,1.1067649493329137
bbmr-l30-m2-sl0.005-sasia,BTC,full,2019-12-30,2026-04-29,3.101683951768268,0.24951175942170223,0.5157357985410502,0.4837976346174508,0.4568075117370892,1.3015220279603006,1.094538403807582,6.014094737155207,2130,28.03300618415541,2020-03,-0.2620363815341028,77,0.6103896103896104,30,gross,0.0,3.101683951768268,0.24951175942170223,0.5157357985410502,0.4837976346174508,0.9595459175353697,30,2.0,50,0.005,,,0,96,,480,any,any,,asia,192,,,both,1.258435615367092,0.4012741766065925,0.7767288132103626,0.4011477351022261,0.2069858933441813,1.9380438377758802,0.2597008224062325,0.20698589334418135,2.8449301898739563,0.31037220225935447,0.08613564150948329,23.137436442168067,0.9019450976666665
bbmr-l20-m2.5-sl0.005-tp0.012-mh96-vc0.009,BTC,full,2019-12-30,2026-04-29,2.646962564141862,0.22655331892925146,0.5402647177997036,0.4193376162928397,0.4748585795097423,1.1740089000545593,1.0615963183617227,4.899380760827676,3182,41.8784158112594,2021-01,-0.21633024344667706,77,0.5584415584415584,34,gross,0.0,2.646962564141862,0.22655331892925146,0.5402647177997036,0.4193376162928397,1.1806633644255902,20,2.5,50,0.005,0.012,96.0,0,96,0.009,480,any,any,,all,192,,,both,0.8428802629304721,0.3910460099233466,0.5774160975116128,0.6336671260138855,0.2748052191782092,2.305877333439424,0.24027892302326537,0.2748052191782092,1.965439160479105,0.45865158476454004,0.0879368586324691,41.1989025119306,0.84179739672217
bbmr-l20-m2.5-sl0.005-lrneutral-srneutral-nd0.03,BTC,full,2019-12-30,2026-04-29,1.6591659289053493,0.16690409596388434,0.44236551786887096,0.3772990642850223,0.5100146555935515,1.046928513584442,1.0897241955953711,3.7506674048612685,2047,26.940640215477057,2021-03,-0.19331461760347834,77,0.5844155844155844,32,gross,0.0,1.6591659289053493,0.16690409596388434,0.44236551786887096,0.3772990642850223,2.407879464632205,20,2.5,50,0.005,,,0,96,,480,neutral,neutral,0.03,all,192,,,both,1.1830430672816576,0.30562889987020425,0.9715485553488211,0.6825028366694206,0.1407383525337197,4.849444549991437,0.35601769383673876,0.14073835253371975,5.981763332710529,0.3724292570565064,0.0904595604693246,28.861034586301827,0.8203881249997682
bbmr-l20-m2.5-sl0.005-sasia,BTC,full,2019-12-30,2026-04-29,1.783957558665294,0.17538076347787035,0.3922096578501975,0.4471607467270889,0.5013169446883231,1.1007923634318848,1.1066064076049404,4.548479424100942,1139,14.99041973885118,2024-03,-0.15279629056996857,77,0.6363636363636364,28,gross,0.0,1.783957558665294,0.17538076347787035,0.3922096578501975,0.4471607467270889,0.394634928841185,20,2.5,50,0.005,,,0,96,,480,any,any,,asia,192,,,both,0.11772822924294335,0.3922096578501976,0.09627775233011365,0.1395917547284955,0.18087246966113915,0.7717689430017612,0.02033336907972405,0.18087246966113904,0.2277590124752734,0.13671644608816091,0.05953568789730855,11.447142519260044,0.7472884764460983
bbmr-l20-m2.5-sl0.005-lrabove-srbelow,BTC,full,2019-12-30,2026-04-29,1.0399848821939748,0.119094254068415,0.30205040880764117,0.39428602178869887,0.4924060751398881,1.1139354678040958,1.0806051152241305,3.4430838425260415,1251,16.4644557447786,2023-03,-0.146147913404864,77,0.5844155844155844,32,gross,0.0,1.0399848821939748,0.119094254068415,0.30205040880764117,0.39428602178869887,1.5110463629383284,20,2.5,50,0.005,,,0,96,,480,above,below,,all,192,,,both,0.4559650348596467,0.26210706308998993,0.5084626807701783,0.27107425445507793,0.09645456663431384,2.810382793826611,0.29101261422963143,0.07237485259161712,9.244293123658007,0.26138300269785786,0.07093561371493384,22.054196815839326,0.7411530160657105
bbmr-l30-m2-sl0.005-lrabove-srbelow,BTC,full,2019-12-30,2026-04-29,2.4128495584467435,0.2137768675484406,0.5709263521572829,0.374438606206686,0.45548489666136727,1.2950562832241395,1.083309854434207,4.226201066616793,2516,33.11316599029813,2021-01,-0.28020238684299503,77,0.5714285714285714,33,gross,0.0,2.4128495584467435,0.2137768675484406,0.5709263521572829,0.374438606206686,0.5686790835505986,30,2.0,50,0.005,,,0,96,,480,above,below,,all,192,,,both,1.9899701790046387,0.3447497228266811,1.2767542871217017,0.37991276264511065,0.2640122558500911,1.4389966913537116,0.490950362894073,0.15048300042029297,8.159172429108917,0.43758659155936686,0.13683948074119648,24.540161435028644,0.581684109127085
bbmr-l20-m2-sl0.005-sasia,BTC,full,2019-12-30,2026-04-29,1.7698099176124664,0.1744360388959938,0.5128925250132614,0.34010251736751973,0.5069418386491558,1.029097407087585,1.0580750357498685,3.4506447867741996,2665,35.07416031961229,2024-03,-0.2246171786525385,77,0.5064935064935064,38,gross,0.0,1.7698099176124664,0.1744360388959938,0.5128925250132614,0.34010251736751973,0.4603931887116378,20,2.0,50,0.005,,,0,96,,480,any,any,,asia,192,,,both,0.459343000373015,0.40862028494715824,0.3282916150198434,0.24302769142812441,0.22549004293937974,1.0777757113357749,0.4364313570059082,0.13707545345334832,7.787280179344449,0.45425178889368123,0.09277323646847332,38.44438899152816,0.463262394331834
bbmr-l20-m2.5-sl0.005-mh288-cd8-lrbelow-srabove,BTC,full,2019-12-30,2026-04-29,1.3334992094980613,0.14309035990341412,0.4694383437077615,0.30481182847835686,0.45738636363636365,1.2579006802714485,1.0603246571921636,2.8406269478664528,1760,23.16342295028804,2021-01,-0.17111025457318363,77,0.45454545454545453,42,gross,0.0,1.3334992094980613,0.14309035990341412,0.4694383437077615,0.30481182847835686,0.7294420790850489,20,2.5,50,0.005,,288.0,8,96,,480,below,above,,all,192,,,both,0.15589554799788718,0.40622356482880956,0.12168326705002375,0.29109048876185417,0.16223002912287524,1.7943070733309077,0.021187188546478053,0.1622300291228751,0.2647069186573445,0.08245330740302959,0.14294609792534657,2.650994562612991,0.42882091753329343
bbmr-l20-m2.5-sl0.008-sasia,BTC,full,2019-12-30,2026-04-29,1.5310781536706006,0.15784767844275494,0.47136883394561035,0.3348708422690679,0.6020220588235294,0.7182462490232913,1.0864925937881196,3.248153130648571,1088,14.319206914723516,2021-01,-0.20024176924025128,77,0.6103896103896104,30,gross,0.0,1.5310781536706006,0.15784767844275494,0.47136883394561035,0.3348708422690679,-0.015184420465093273,20,2.5,50,0.008,,,0,96,,480,any,any,,asia,192,,,both,-0.011175243582267957,0.4713688339456103,-0.00792508709875741,0.10211777146781054,0.2388095051992678,0.4276118380740384,-0.01694120525937992,0.2388095051992675,-0.14105857664116314,0.14980147551856948,0.06634084342910272,11.477177608323744,0.4072794147691856
bbmr-l30-m2.5-sl0.005-lrabove-srbelow,BTC,full,2019-12-30,2026-04-29,0.8655721191881363,0.10341968951729741,0.39340409432914675,0.2628841209536827,0.44029850746268656,1.366301710462092,1.074824012230179,2.2002112628343515,1206,15.872209135254192,2020-03,-0.17215723828639562,77,0.5064935064935064,38,gross,0.0,0.8655721191881363,0.10341968951729741,0.39340409432914675,0.2628841209536827,0.5728493281815434,30,2.5,50,0.005,,,0,96,,480,above,below,,all,192,,,both,0.6815679145713074,0.2177456069451708,0.8678298960046356,0.30779250816722015,0.20758940884323504,1.4826985147380776,0.37260172517597967,0.1181584229654964,7.50955234168188,0.2626748920847999,0.09136291953496632,17.239996051180736,0.3896800911791261
bbmr-l20-m2-sl0.005-lrany-srabove-short,BTC,full,2019-12-30,2026-04-29,1.101731606974508,0.12437333952864882,0.44305334897702436,0.28071865344391855,0.48813255709807435,1.0928870661455192,1.0422107629909152,2.4866793344826768,2233,29.388592868177952,2020-03,-0.18946924717088776,77,0.6233766233766234,29,gross,0.0,1.101731606974508,0.12437333952864882,0.44305334897702436,0.28071865344391855,0.4790506175737672,20,2.0,50,0.005,,,0,96,,480,any,above,,all,192,,,short,-0.07022337788230193,0.43916416207167525,-0.05455029621568648,0.19433799304592103,0.1707637022959497,1.1380521178272116,0.16777111732886563,0.09133790952009714,3.994529649146234,0.13912876406710506,0.06569386372520326,10.595093778489487,0.3399262939624221
bbmr-l20-m2-sl0.005-cd32,BTC,full,2019-12-30,2026-04-29,1.034748560830097,0.11864040665389575,0.5417013233358045,0.21901443017215916,0.5039795338260376,1.0153123724556476,1.0321954336948758,1.910182818934428,3518,46.300523829041666,2024-03,-0.21201799504277297,77,0.5844155844155844,32,gross,0.0,1.034748560830097,0.11864040665389575,0.5417013233358045,0.21901443017215916,1.398475572350466,20,2.0,50,0.005,,,32,96,,480,any,any,,all,192,,,both,0.5492013092285144,0.466232128544991,0.3366170372412368,0.5768447104135992,0.18863366062544107,3.058015777783194,0.30882045847501005,0.18863366062544112,3.7933098511206493,0.200837885035956,0.10434114346130027,10.54855396543312,0.3033902988692092
bbmr-l30-m2.5-sl0.005-cd32,BTC,full,2019-12-30,2026-04-29,0.8674250772012022,0.10359258619718803,0.45055335646818373,0.22992301513240046,0.424978317432784,1.397249818881168,1.0326582371821602,1.92524384681275,2306,30.349348479184215,2022-06,-0.2721158390974342,77,0.5064935064935064,38,gross,0.0,0.8674250772012022,0.10359258619718803,0.45055335646818373,0.22992301513240046,0.9328995617720288,30,2.5,50,0.005,,,32,96,,480,any,any,,all,192,,,both,0.7457488505391561,0.3886575648299985,0.5246019464281357,0.32308995984429156,0.15023064486095464,2.150626193100124,0.10295373510719785,0.15023064486095472,1.4455246844111636,0.04397335663250268,0.1502306448609546,1.26926483388372,0.27443023991595095
bbmr-l30-m2.5-sl0.005-vc0.006,BTC,full,2019-12-30,2026-04-29,1.430231822212714,0.15044163472736827,0.557893910346105,0.269659933434365,0.4170053141606752,1.4322964017629718,1.0244951206175894,2.5636268754491867,3199,42.102153419301956,2020-12,-0.24058455518979094,77,0.5064935064935064,38,gross,0.0,1.430231822212714,0.15044163472736827,0.557893910346105,0.269659933434365,0.028829336961113006,30,2.5,50,0.005,,,0,96,0.006,480,any,any,,all,192,,,both,-0.0244740685044047,0.557893910346105,-0.014730438651528139,0.08594700765433849,0.24557868746978093,0.3499774697057719,0.02443993416449719,0.24557868746978084,0.20203879772291228,0.09132689755917522,0.14665997193616778,2.9003919320799905,0.1748410950771625
bbmr-l20-m2.5-sl0.008-lrbelow-srany-long,BTC,full,2019-12-30,2026-04-29,0.7504438916594474,0.09238241666032665,0.5095545374342192,0.18130035133335012,0.5405714285714286,0.9071801537305159,1.0674035142152587,1.4727449890608142,875,11.515906296307975,2021-01,-0.2156711740350723,77,0.5064935064935064,38,gross,0.0,0.7504438916594474,0.09238241666032665,0.5095545374342192,0.18130035133335012,0.3718025719526278,20,2.5,50,0.008,,,0,96,,480,below,any,,all,192,,,long,0.16599382734607304,0.32608642359714995,0.1609236737919059,0.3085293802015827,0.18371953047316586,1.6793499276150536,0.011912727172649573,0.1837195304731657,0.1308189541144323,0.03790067449750412,0.11138472379110277,1.4619781342686464,0.09969327199359901
bbmr-l20-m2.5-sl0.005-lrbelow-srany-long,BTC,full,2019-12-30,2026-04-29,0.5865054130366849,0.07555978263056629,0.4808913677435887,0.15712443121011638,0.43275488069414314,1.4056930785776505,1.072412119220808,1.219621420506366,922,12.134474977366803,2021-01,-0.1531655143747439,77,0.5324675324675324,36,gross,0.0,0.5865054130366849,0.07555978263056629,0.4808913677435887,0.15712443121011638,0.8045540893955966,20,2.5,50,0.005,,,0,96,,480,below,any,,all,192,,,long,0.4235961880489387,0.3073084184903726,0.40616550713173977,0.3812598869376793,0.15281913384359827,2.494843920054391,0.05704534775243597,0.1528191338435982,0.7700966985200435,0.0348917911656168,0.15281913384359824,0.9765192256320446,0.09954722077605
bbmr-l30-m2.5-sl0.005-mh96-cd8-vc0.009,BTC,full,2019-12-30,2026-04-29,0.47011112719136583,0.06270305162128698,0.46561765562958246,0.13466639605086148,0.42670759785111284,1.3678851259975275,1.0181313655349735,1.0096505609429856,2606,34.29765920934695,2022-06,-0.24389400352430013,77,0.4805194805194805,40,gross,0.0,0.47011112719136583,0.06270305162128698,0.46561765562958246,0.13466639605086148,0.13328479298806573,30,2.5,50,0.005,,96.0,8,96,0.009,480,any,any,,all,192,,,both,0.38056030427732623,0.4304174263492216,0.2634134353693013,0.14273517342319697,0.20156446954528182,0.7081365765762168,0.10871287654019057,0.1741516541657573,1.3203518613139678,0.04963006953132321,0.1614528279334444,1.3444477830176884,-0.06221422519497405
bbmr-l30-m2.5-sl0.005-vc0.009,BTC,full,2019-12-30,2026-04-29,0.5237697939577659,0.06873276849971321,0.5734397295407503,0.11986049267071033,0.4033067611455565,1.4971770944836558,1.011946517102758,0.9133824654549774,3387,44.57642814353727,2020-12,-0.25197578686194433,77,0.4805194805194805,40,gross,0.0,0.5237697939577659,0.06873276849971321,0.5734397295407503,0.11986049267071033,-0.22028331391321376,30,2.5,50,0.005,,,0,96,0.009,480,any,any,,all,192,,,both,-0.02249345088034882,0.5734397295407503,-0.013162465233828202,0.037808741468910556,0.25459915466436434,0.14850301258365708,0.024439934164498522,0.24557868746978095,0.20203879772292305,0.09132689755917567,0.14665997193616762,2.90039193208001,-0.24608160496516113
bbmr-l30-m2.5-sl0.005-cd8,BTC,full,2019-12-30,2026-04-29,0.08765854516052762,0.013349870670575026,0.5605181956535576,0.023817015708132782,0.422289613343442,1.373831741524731,1.0042313386210961,0.15638840244663027,2638,34.71881235389764,2020-03,-0.2794150179934616,77,0.4675324675324675,41,gross,0.0,0.08765854516052762,0.013349870670575026,0.5605181956535576,0.023817015708132782,-0.1157038659451134,30,2.5,50,0.005,,,8,96,,480,any,any,,all,192,,,both,0.3598518997131648,0.4304174263492221,0.2504263558204282,0.1427351734231983,0.20156446954528057,0.7081365765762277,0.10871287654019124,0.1741516541657565,1.3203518613139815,0.04963006953132343,0.16145282793344443,1.3444477830176937,-0.42816670685511793
bbmr-l30-m2.5-sl0.005-lrneutral-srneutral-nd0.03,BTC,full,2019-12-30,2026-04-29,-0.08865282854916057,-0.014544243804155421,0.4990522728824862,-0.029143728211373583,0.4490279753437648,1.220061475791771,0.9943186037648941,-0.17764237008101152,2109,27.75662443304402,2024-03,-0.19294579812632673,77,0.4805194805194805,40,gross,0.0,-0.08865282854916057,-0.014544243804155421,0.4990522728824862,-0.029143728211373583,-0.08189261053811325,30,2.5,50,0.005,,,0,96,,480,neutral,neutral,0.03,all,192,,,both,0.10174997276500797,0.3931671721990402,0.08341693498049634,0.1699394174475033,0.20314885921146403,0.836526565333099,0.217051607672631,0.13972772463578303,3.4553925766252545,0.17578960791187193,0.12748041840539331,7.283681498912571,-0.4869142643856371
bbmr-l30-m2.5-sl0.005,BTC,full,2019-12-30,2026-04-29,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,0.3988355167394469,1.5104498958778225,1.00209024569134,0.12275639525544234,3435,45.20815786036331,2020-12,-0.2519757868619439,77,0.45454545454545453,42,gross,0.0,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,-0.3150031966836603,30,2.5,50,0.005,,,0,96,,480,any,any,,all,192,,,both,-0.03715604911714432,0.5734397295407508,-0.021851681377816172,0.03780874146891078,0.2545991546643647,0.14850301258365775,0.024439934164498744,0.2455786874697808,0.20203879772292588,0.09132689755917611,0.14665997193616725,2.900391932080034,-0.5060946979801858
bbmr-l30-m2.5-sl0.005-mh96,BTC,full,2019-12-30,2026-04-29,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,0.3988355167394469,1.5104498958778225,1.00209024569134,0.12275639525544234,3435,45.20815786036331,2020-12,-0.2519757868619439,77,0.45454545454545453,42,gross,0.0,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,-0.3150031966836603,30,2.5,50,0.005,,96.0,0,96,,480,any,any,,all,192,,,both,-0.03715604911714432,0.5734397295407508,-0.021851681377816172,0.03780874146891078,0.2545991546643647,0.14850301258365775,0.024439934164498744,0.2455786874697808,0.20203879772292588,0.09132689755917611,0.14665997193616725,2.900391932080034,-0.5060946979801858
bbmr-l30-m2.5-sl0.005-mh288,BTC,full,2019-12-30,2026-04-29,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,0.3988355167394469,1.5104498958778225,1.00209024569134,0.12275639525544234,3435,45.20815786036331,2020-12,-0.2519757868619439,77,0.45454545454545453,42,gross,0.0,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,-0.3150031966836603,30,2.5,50,0.005,,288.0,0,96,,480,any,any,,all,192,,,both,-0.03715604911714432,0.5734397295407508,-0.021851681377816172,0.03780874146891078,0.2545991546643647,0.14850301258365775,0.024439934164498744,0.2455786874697808,0.20203879772292588,0.09132689755917611,0.14665997193616725,2.900391932080034,-0.5060946979801858
bbmr-l30-m2.5-sl0.005-corr0.35_None,BTC,full,2019-12-30,2026-04-29,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,0.3988355167394469,1.5104498958778225,1.00209024569134,0.12275639525544234,3435,45.20815786036331,2020-12,-0.2519757868619439,77,0.45454545454545453,42,gross,0.0,0.07039339409467837,0.01079403536210144,0.573439729540751,0.01882331273200416,-0.3150031966836603,30,2.5,50,0.005,,,0,96,,480,any,any,,all,192,0.35,,both,-0.03715604911714432,0.5734397295407508,-0.021851681377816172,0.03780874146891078,0.2545991546643647,0.14850301258365775,0.024439934164498744,0.2455786874697808,0.20203879772292588,0.09132689755917611,0.14665997193616725,2.900391932080034,-0.5060946979801858
bbmr-l30-m2.5-sl0.005-vc0.006-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,-0.05064386974526802,-0.008168785400420986,0.5055932358942995,-0.016156832846016895,0.4297230984928146,1.3245669908912894,0.9981064110834178,-0.10016722169094791,2853,37.548435043847604,2021-10,-0.20513201126224234,77,0.4935064935064935,39,gross,0.0,-0.05064386974526802,-0.008168785400420986,0.5055932358942995,-0.016156832846016895,-0.3193381953685809,30,2.5,50,0.005,,,0,96,0.006,480,neutral,neutral,0.06,all,192,,,both,-0.1105183249925622,0.5055932358942994,-0.07565833293992753,0.03935347280973911,0.24681026584389015,0.1594482817608185,-0.032677095466448036,0.21638896630954543,-0.2978765151562155,0.0671282776112252,0.169914425166146,1.7742450426555527,-0.5263989505818847
bbmr-l30-m2.5-sl0.005-lrneutral-srneutral-nd0.06,BTC,full,2019-12-30,2026-04-29,-0.2309273606257234,-0.040593017009220134,0.5595810167891699,-0.0725418050135788,0.4223053383202992,1.354861900969279,0.9904287704554706,-0.4126790468175023,2941,38.706606191362006,2024-03,-0.2442342909531573,77,0.4675324675324675,41,gross,0.0,-0.2309273606257234,-0.040593017009220134,0.5595810167891699,-0.0725418050135788,-0.4451231274033022,30,2.5,50,0.005,,,0,96,,480,neutral,neutral,0.06,all,192,,,both,-0.12699838053929757,0.5243779747290139,-0.08433540655131815,0.03935347280974,0.24681026584388888,0.1594482817608229,-0.03267709546644726,0.21638896630954454,-0.29787651515620955,0.06712827761122497,0.1699144251661457,1.7742450426555505,-0.7255809074206777
bbmr-l20-m2-sl0.005-sasia,ETH,full,2019-12-30,2026-04-29,2.7465967366179225,0.2317820400233983,0.45486154320314676,0.5095661382828348,0.4262788365095286,1.4037354669185702,1.0429852682524343,6.038313807046244,2991,39.36465797972246,2021-05,-0.23043825569187637,77,0.5454545454545454,35,gross,0.0,2.7465967366179225,0.2317820400233983,0.45486154320314676,0.5095661382828348,1.1615610827369638,20,2.0,50,0.005,,,0,96,,480,any,any,,asia,192,,,both,0.2967707480060644,0.45486154320314676,0.19874676277179432,0.4048954715763524,0.21522324114671196,1.881281358923249,0.17092153889898465,0.21522324114671193,1.72958295925057,0.04776373147327684,0.10445508021487841,1.9942761382903853,0.9985005091740974
bbmr-l30-m2.5-sl0.005-lrany-srabove-short,ETH,full,2019-12-30,2026-04-29,1.4185426206561322,0.14956653606532755,0.47284129242487766,0.31631445574117206,0.3406113537117904,2.0742206348389676,1.0714517186585395,3.0000396398998976,1374,18.083263144145324,2022-02,-0.28177682163478657,77,0.5844155844155844,32,gross,0.0,1.4185426206561322,0.14956653606532755,0.47284129242487766,0.31631445574117206,1.3094962749693981,30,2.5,50,0.005,,,0,96,,480,any,above,,all,192,,,short,1.3698845483510413,0.18230432441245858,1.8260258570026513,0.4586100987717945,0.15069885163417734,3.043222252848178,0.31492360048543167,0.08048259251791212,9.090499473934063,0.16284161204797254,0.08048259251791191,10.484701979373144,0.5386592045086911
bbmr-l20-m2.5-sl0.005-lrany-srabove-short,ETH,full,2019-12-30,2026-04-29,0.5469117679185966,0.07127821277678659,0.40582718295250775,0.1756368616272015,0.37893864013267,1.6952711180707827,1.034364353749463,1.3476469563710802,1206,15.872209135254192,2024-11,-0.18005674024227136,77,0.5454545454545454,35,gross,0.0,0.5469117679185966,0.07127821277678659,0.40582718295250775,0.1756368616272015,0.113215803583819,20,2.5,50,0.005,,,0,96,,480,any,above,,all,192,,,short,0.14897223092772593,0.3990136800330069,0.11862529217907844,0.14500801682405107,0.18705999141734422,0.7751952500656745,0.21132466819134876,0.0754076142975818,6.21759351112279,0.14724188488572465,0.07540761429758196,9.887031227196129,0.08922876149070735
bbmr-l20-m2-sl0.005-lrany-srabove-short,ETH,full,2019-12-30,2026-04-29,0.5801791111859056,0.07488175519235685,0.5337735569577265,0.14028749498036164,0.40705251054043695,1.489934659117689,1.0228252152443347,1.086938653335827,2609,34.33714231664858,2021-05,-0.3767011165748856,77,0.6103896103896104,30,gross,0.0,0.5801791111859056,0.07488175519235685,0.5337735569577265,0.14028749498036164,0.7014808598014666,20,2.0,50,0.005,,,0,96,,480,any,above,,all,192,,,short,0.8808679822722723,0.4480144419295738,0.522648163702092,0.43320799820296196,0.21267331201884357,2.036964554182418,0.361777122655069,0.10115936037891252,8.477573723421049,0.2339434519494894,0.10115936037891268,13.301732945108801,0.03828718729683456
bbmr-l20-m2.5-sl0.008-lrany-srabove-short,ETH,full,2019-12-30,2026-04-29,0.47915853506534,0.06373257736349403,0.496055014941138,0.12847884900640819,0.5067385444743935,0.9989407072319869,1.0262341691782162,0.9659382944091334,1113,14.648232808903744,2020-04,-0.1873368613744385,77,0.5324675324675324,36,gross,0.0,0.47915853506534,0.06373257736349403,0.496055014941138,0.12847884900640819,-0.06048677080640663,20,2.5,50,0.008,,,0,96,,480,any,above,,all,192,,,short,0.1254478057378512,0.49605501494113796,0.08092348919695223,0.18475902286357226,0.22606875970441967,0.8172691490197095,0.20638384149306144,0.09258279793071987,4.934643559141082,0.14165547344238316,0.08464277469303402,8.40404105603571,-0.08298522813304149
bbmr-l20-m2.5-sl0.008-sasia,ETH,full,2019-12-30,2026-04-29,0.13967063009586123,0.02084819189687237,0.475873534822842,0.04381036214723251,0.5228813559322034,0.9243977275627292,1.0130610975243408,0.2935036724575527,1180,15.530022205306754,2021-05,-0.22029330906440803,77,0.5324675324675324,36,gross,0.0,0.13967063009586123,0.02084819189687237,0.475873534822842,0.04381036214723251,0.5020155362413055,20,2.5,50,0.008,,,0,96,,480,any,any,,asia,192,,,both,0.7809872474495507,0.3475684356455777,0.6097490732498917,0.35063108295567535,0.17243327543345016,2.033430508550537,0.09978123928834504,0.1724332754334501,1.2187382090067285,-0.009067498802853846,0.1488298528674162,-0.2436841178426402,-0.19208907715366697