{ "completed": true, "generatedAt": "2026-10-17T13:47:12.473222+00:00", "protocol": { "version": 1, "declaredAt": "2026-10-17", "purpose": "Retrospective comparative review after PCS audit; not untouched out-of-sample validation", "timeframe": "4h", "assets": [ "BTCUSDT", "ETHUSDT", "SOLUSDT", "BNBUSDT" ], "riskPerTrade": 0.01, "maxExposure": 1, "baseFeePerFill": 0.001, "stressFeePlusSlippageEquivalent": 0.002, "selection": "Choose one common model by highest minimum BTC/ETH Calmar on 2020-2022; do not reselect on later periods or per asset", "windows": { "IS": "2020-2022", "VALIDATION": "2023-2024", "RECENT": "2025-2026", "OOS_REVIEW": "2023-2026" }, "candidateGate": { "OOS_REVIEW_both_BTC_ETH": { "CAGR_min": 0.15, "MaxDD_max": 0.12, "PF_min": 1.5 }, "RECENT_both_BTC_ETH": { "CAGR_min": 0.1, "MaxDD_max": 0.15, "PF_min": 1.2, "trades_min": 20 }, "STRESS_both_BTC_ETH": { "CAGR_min": 0.08, "PF_min": 1.2 } }, "models": [ { "id": "PCS", "definition": "Frozen PCS A or B; SL1.5 ATR; TP1 50%; BE; trail2.5 after TP1" }, { "id": "PCS_A", "definition": "Only original door A; original PCS exits" }, { "id": "PCS_TRAIL", "definition": "Original A or B, no TP1, trail2.5 ATR from entry; distinct research variant" }, { "id": "CARTER_RAW", "definition": "Previous squeeze ON, current OFF, close>EMA20; SL1.4 ATR; trail2.2 ATR from entry. Explicit audit interpretation, not full Carter UI engine" }, { "id": "LATINO", "definition": "Original B plus original regime; SL1.5 ATR; trail2.5 ATR from entry, no TP1" }, { "id": "DONCHIAN21", "definition": "Original regime and close>prior highest high21; SL1.5 ATR, trail2.5 ATR from entry, no TP1" }, { "id": "EMA50_200", "definition": "EMA50 crosses above EMA200; exit on reverse cross at next open; SL3 ATR, no TP, no time or trail" } ], "limitations": [ "Prior aggregate OOS results have already been seen", "No historical top-50 membership or survivor-free portfolio backtest", "No rule changes or repeated tuning after viewing the result", "Real future performance cannot be established by reusing past data" ] }, "protocolSha256": "ef0d98f11b2eb4df47c8844b0990f585ccf7dd4506a696b1e83233926cf08e88", "selectedOnIS": "DONCHIAN21", "selectionScores": { "PCS": 0.3861315692910607, "PCS_A": 0.5511364232507819, "PCS_TRAIL": 0.8193894684189814, "CARTER_RAW": 0.007420833625506269, "LATINO": 0.8059282757567702, "DONCHIAN21": 1.1952184343989347, "EMA50_200": -0.007521759500772167 }, "eligibleForPromotion": false, "gates": { "PCS": { "BTCUSDT": { "originalPerformance": false, "recent": false, "costStress": false }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": false } }, "PCS_A": { "BTCUSDT": { "originalPerformance": false, "recent": false, "costStress": false }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": false } }, "PCS_TRAIL": { "BTCUSDT": { "originalPerformance": false, "recent": false, "costStress": true }, "ETHUSDT": { "originalPerformance": false, "recent": true, "costStress": true } }, "CARTER_RAW": { "BTCUSDT": { "originalPerformance": true, "recent": false, "costStress": true }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": false } }, "LATINO": { "BTCUSDT": { "originalPerformance": false, "recent": false, "costStress": true }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": false } }, "DONCHIAN21": { "BTCUSDT": { "originalPerformance": true, "recent": false, "costStress": true }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": false } }, "EMA50_200": { "BTCUSDT": { "originalPerformance": true, "recent": false, "costStress": true }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": true } } }, "rows": [ { "symbol": "BTCUSDT", "window": "FULL", "experiment": "PCS", "CAGR": 0.0803377715, "MaxDD": 0.1484535886, "Calmar": 0.5411642271, "PF": 1.2993999621, "WinRate_legs": 0.5422993492, "trades": 301, "legs": 461, "avg_leg_return": 0.001249298, "return_total": 0.6903925082, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "PCS", "CAGR": 0.0565636683, "MaxDD": 0.1464880698, "Calmar": 0.3861315693, "PF": 1.2318881661, "WinRate_legs": 0.530726257, "trades": 118, "legs": 179, "avg_leg_return": 0.0010150509, "return_total": 0.1794851296, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "PCS", "CAGR": 0.1655902525, "MaxDD": 0.1306786045, "Calmar": 1.2671565725, "PF": 1.5016831159, "WinRate_legs": 0.5617283951, "trades": 105, "legs": 162, "avg_leg_return": 0.0020410778, "return_total": 0.3587906343, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "PCS", "CAGR": 0.0301920842, "MaxDD": 0.1415811664, "Calmar": 0.2132492967, "PF": 1.1274306773, "WinRate_legs": 0.5333333333, "trades": 78, "legs": 120, "avg_leg_return": 0.000529814, "return_total": 0.0547330253, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "PCS", "CAGR": 0.0995322576, "MaxDD": 0.1415811664, "Calmar": 0.7030049271, "PF": 1.3335112277, "WinRate_legs": 0.5496453901, "trades": 183, "legs": 282, "avg_leg_return": 0.0013979868, "return_total": 0.4331613564, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "PCS", "CAGR": 0.0409950181, "MaxDD": 0.24153348, "Calmar": 0.1697280979, "PF": 1.125228832, "WinRate_legs": 0.5390070922, "trades": 183, "legs": 282, "avg_leg_return": 0.0006601003, "return_total": 0.1646082744, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.4330737049, "MaxDD": 0.0351151421, "Calmar": 12.3329617643, "PF": 3.1162719555, "WinRate_legs": 0.65, "trades": 24, "legs": 40, "avg_leg_return": 0.0046339823, "return_total": 0.1949994824, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.183897388, "MaxDD": 0.0507924616, "Calmar": 3.6205645921, "PF": 1.6237620403, "WinRate_legs": 0.5833333333, "trades": 24, "legs": 36, "avg_leg_return": 0.0026008204, "return_total": 0.0886783125, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.148220007, "MaxDD": 0.0730070692, "Calmar": 2.0302144526, "PF": 1.494790089, "WinRate_legs": 0.5909090909, "trades": 28, "legs": 44, "avg_leg_return": 0.0016648663, "return_total": 0.071229324, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0491927462, "MaxDD": 0.0957685994, "Calmar": -0.5136625832, "PF": 0.8685643119, "WinRate_legs": 0.4418604651, "trades": 30, "legs": 43, "avg_leg_return": -0.0005036831, "return_total": -0.0250692514, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0437480808, "MaxDD": 0.0440499633, "Calmar": 0.9931468178, "PF": 1.1933803717, "WinRate_legs": 0.5789473684, "trades": 24, "legs": 38, "avg_leg_return": 0.0005985139, "return_total": 0.0214253386, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0974692314, "MaxDD": 0.0389086984, "Calmar": 2.5050756107, "PF": 1.6399103734, "WinRate_legs": 0.5714285714, "trades": 17, "legs": 28, "avg_leg_return": 0.0017347322, "return_total": 0.0479240415, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0869425294, "MaxDD": 0.0889465159, "Calmar": -0.9774697581, "PF": 0.640006241, "WinRate_legs": 0.4838709677, "trades": 21, "legs": 31, "avg_leg_return": -0.0014163769, "return_total": -0.0440331636, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "PCS_A", "CAGR": 0.0635095544, "MaxDD": 0.1025292221, "Calmar": 0.6194288136, "PF": 1.8473801158, "WinRate_legs": 0.5796178344, "trades": 99, "legs": 157, "avg_leg_return": 0.0028083512, "return_total": 0.519386345, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "PCS_A", "CAGR": 0.0253068673, "MaxDD": 0.04591761, "Calmar": 0.5511364233, "PF": 1.3502289399, "WinRate_legs": 0.5942028986, "trades": 44, "legs": 69, "avg_leg_return": 0.0011468447, "return_total": 0.077864268, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "PCS_A", "CAGR": 0.2263029921, "MaxDD": 0.0526864163, "Calmar": 4.2952815537, "PF": 5.2853858953, "WinRate_legs": 0.6458333333, "trades": 28, "legs": 48, "avg_leg_return": 0.0088579905, "return_total": 0.5040990317, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "PCS_A", "CAGR": -0.0355622965, "MaxDD": 0.1025292221, "Calmar": -0.3468503494, "PF": 0.6140187311, "WinRate_legs": 0.475, "trades": 27, "legs": 40, "avg_leg_return": -0.0015851171, "return_total": -0.0628098567, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "PCS_A", "CAGR": 0.0947426716, "MaxDD": 0.1025292221, "Calmar": 0.9240553053, "PF": 2.1303456057, "WinRate_legs": 0.5681818182, "trades": 55, "legs": 88, "avg_leg_return": 0.0041111234, "return_total": 0.4096267871, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "PCS_A", "CAGR": 0.0744255107, "MaxDD": 0.1291516459, "Calmar": 0.5762645158, "PF": 1.7867573235, "WinRate_legs": 0.5681818182, "trades": 55, "legs": 88, "avg_leg_return": 0.0032975104, "return_total": 0.312945307, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.3651018697, "MaxDD": 0.030164598, "Calmar": 12.1036544118, "PF": 13.1429063264, "WinRate_legs": 0.7333333333, "trades": 8, "legs": 15, "avg_leg_return": 0.0106232353, "return_total": 0.1665933686, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.2666663297, "MaxDD": 0.0382142112, "Calmar": 6.9781979403, "PF": 3.7039668153, "WinRate_legs": 0.5833333333, "trades": 8, "legs": 12, "avg_leg_return": 0.0105612411, "return_total": 0.1263432068, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.1415151721, "MaxDD": 0.019498428, "Calmar": 7.2577734135, "PF": 3.8602277283, "WinRate_legs": 0.6, "trades": 6, "legs": 10, "avg_leg_return": 0.006790926, "return_total": 0.0681106725, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.1474785107, "MaxDD": 0.02466907, "Calmar": 5.9782760679, "PF": 6.5548557808, "WinRate_legs": 0.6363636364, "trades": 6, "legs": 11, "avg_leg_return": 0.0064718966, "return_total": 0.0716918541, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0197273385, "MaxDD": 0.0363911219, "Calmar": 0.5420920681, "PF": 1.2608620085, "WinRate_legs": 0.5882352941, "trades": 10, "legs": 17, "avg_leg_return": 0.0005898149, "return_total": 0.0097187346, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.0247173643, "MaxDD": 0.0419242612, "Calmar": -0.5895718526, "PF": 0.7325556509, "WinRate_legs": 0.5, "trades": 6, "legs": 8, "avg_leg_return": -0.0014960226, "return_total": -0.0125177747, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.0798567608, "MaxDD": 0.0623740524, "Calmar": -1.2802881591, "PF": 0.2817312518, "WinRate_legs": 0.3636363636, "trades": 8, "legs": 11, "avg_leg_return": -0.0037136509, "return_total": -0.0403673401, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "PCS_TRAIL", "CAGR": 0.1778967142, "MaxDD": 0.1572120427, "Calmar": 1.1315718001, "PF": 1.5752909774, "WinRate_legs": 0.3357400722, "trades": 277, "legs": 277, "avg_leg_return": 0.0045361359, "return_total": 2.0413631886, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "PCS_TRAIL", "CAGR": 0.1272239315, "MaxDD": 0.15526674, "Calmar": 0.8193894684, "PF": 1.4392215553, "WinRate_legs": 0.3181818182, "trades": 110, "legs": 110, "avg_leg_return": 0.0036664598, "return_total": 0.4323279538, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "PCS_TRAIL", "CAGR": 0.3531131981, "MaxDD": 0.1549619949, "Calmar": 2.2787083911, "PF": 1.8368901152, "WinRate_legs": 0.3571428571, "trades": 98, "legs": 98, "avg_leg_return": 0.0069199194, "return_total": 0.8314206974, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "PCS_TRAIL", "CAGR": 0.0860694435, "MaxDD": 0.1562717556, "Calmar": 0.5507677519, "PF": 1.3664511921, "WinRate_legs": 0.3333333333, "trades": 69, "legs": 69, "avg_leg_return": 0.0025369127, "return_total": 0.1594117551, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "PCS_TRAIL", "CAGR": 0.2196128112, "MaxDD": 0.1562717556, "Calmar": 1.4053263201, "PF": 1.6275252909, "WinRate_legs": 0.3473053892, "trades": 167, "legs": 167, "avg_leg_return": 0.0051089765, "return_total": 1.1233706852, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "PCS_TRAIL", "CAGR": 0.1601211228, "MaxDD": 0.2275303283, "Calmar": 0.7037352954, "PF": 1.4153642468, "WinRate_legs": 0.3293413174, "trades": 167, "legs": 167, "avg_leg_return": 0.0039649231, "return_total": 0.7565097525, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.7965452742, "MaxDD": 0.0557645144, "Calmar": 14.2840887803, "PF": 4.1712049186, "WinRate_legs": 0.5238095238, "trades": 21, "legs": 21, "avg_leg_return": 0.0149005517, "return_total": 0.3365062176, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.4663269504, "MaxDD": 0.0684227305, "Calmar": 6.8153806097, "PF": 2.4429323478, "WinRate_legs": 0.3913043478, "trades": 23, "legs": 23, "avg_leg_return": 0.0095761487, "return_total": 0.2124541915, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.2638311808, "MaxDD": 0.1073644667, "Calmar": 2.4573416959, "PF": 1.6590791206, "WinRate_legs": 0.3703703704, "trades": 27, "legs": 27, "avg_leg_return": 0.0048175581, "return_total": 0.1236320684, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0103603742, "MaxDD": 0.0974962325, "Calmar": 0.1062643547, "PF": 1.0245317284, "WinRate_legs": 0.2142857143, "trades": 28, "legs": 28, "avg_leg_return": 0.0005100253, "return_total": 0.005201114, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0163211157, "MaxDD": 0.0697403604, "Calmar": 0.2340268336, "PF": 1.0688831869, "WinRate_legs": 0.4, "trades": 20, "legs": 20, "avg_leg_return": 0.000515066, "return_total": 0.0080474733, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.1055896666, "MaxDD": 0.0648296672, "Calmar": 1.6287244897, "PF": 1.5346930266, "WinRate_legs": 0.3333333333, "trades": 15, "legs": 15, "avg_leg_return": 0.0036621635, "return_total": 0.0518194674, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.0835746702, "MaxDD": 0.1043680262, "Calmar": -0.8007689062, "PF": 0.6389722722, "WinRate_legs": 0.3, "trades": 20, "legs": 20, "avg_leg_return": -0.0020919575, "return_total": -0.0422890168, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "CARTER_RAW", "CAGR": 0.1387300194, "MaxDD": 0.220371566, "Calmar": 0.6295277648, "PF": 1.8499445733, "WinRate_legs": 0.3166666667, "trades": 180, "legs": 180, "avg_leg_return": 0.0055546443, "return_total": 1.4171057487, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "CARTER_RAW", "CAGR": 0.0016024489, "MaxDD": 0.2159392045, "Calmar": 0.0074208336, "PF": 1.0078865412, "WinRate_legs": 0.2727272727, "trades": 88, "legs": 88, "avg_leg_return": 0.0002597573, "return_total": 0.0048154214, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "CARTER_RAW", "CAGR": 0.4394547132, "MaxDD": 0.1048842028, "Calmar": 4.1899037363, "PF": 3.1997008728, "WinRate_legs": 0.3921568627, "trades": 51, "legs": 51, "avg_leg_return": 0.0157044927, "return_total": 1.0727187986, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "CARTER_RAW", "CAGR": 0.0866716397, "MaxDD": 0.0915988278, "Calmar": 0.9462090482, "PF": 1.5901031586, "WinRate_legs": 0.3170731707, "trades": 41, "legs": 41, "avg_leg_return": 0.0042938584, "return_total": 0.1605636748, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "CARTER_RAW", "CAGR": 0.2603980923, "MaxDD": 0.1048842028, "Calmar": 2.4827198505, "PF": 2.3365042358, "WinRate_legs": 0.3586956522, "trades": 92, "legs": 92, "avg_leg_return": 0.0106193187, "return_total": 1.4055221458, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "CARTER_RAW", "CAGR": 0.2197854368, "MaxDD": 0.1186166761, "Calmar": 1.8529050381, "PF": 2.0046321235, "WinRate_legs": 0.347826087, "trades": 92, "legs": 92, "avg_leg_return": 0.0092505443, "return_total": 1.1245108267, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 1.0732283656, "MaxDD": 0.0577227362, "Calmar": 18.5928186283, "PF": 7.4929674839, "WinRate_legs": 0.5, "trades": 10, "legs": 10, "avg_leg_return": 0.0390763105, "return_total": 0.4347304537, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.5602407968, "MaxDD": 0.0734679745, "Calmar": 7.6256464184, "PF": 2.8667017229, "WinRate_legs": 0.1875, "trades": 16, "legs": 16, "avg_leg_return": 0.0162776632, "return_total": 0.2509355602, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.1203974118, "MaxDD": 0.037581617, "Calmar": 3.203625107, "PF": 1.7479196961, "WinRate_legs": 0.4285714286, "trades": 14, "legs": 14, "avg_leg_return": 0.0042422661, "return_total": 0.0582274826, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.2088649625, "MaxDD": 0.0360444942, "Calmar": 5.7946426245, "PF": 3.141742705, "WinRate_legs": 0.5454545455, "trades": 11, "legs": 11, "avg_leg_return": 0.0089523743, "return_total": 0.1001741092, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.108335596, "MaxDD": 0.0879442159, "Calmar": -1.2318672114, "PF": 0.4238843337, "WinRate_legs": 0.2307692308, "trades": 13, "legs": 13, "avg_leg_return": -0.0043016373, "return_total": -0.0551888878, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0113853449, "MaxDD": 0.0763568783, "Calmar": 0.1491069983, "PF": 1.0698208922, "WinRate_legs": 0.2727272727, "trades": 11, "legs": 11, "avg_leg_return": 0.0007476364, "return_total": 0.0057142267, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0609072809, "MaxDD": 0.0652529997, "Calmar": 0.9334020076, "PF": 1.5409359418, "WinRate_legs": 0.4545454545, "trades": 11, "legs": 11, "avg_leg_return": 0.002798452, "return_total": 0.0297048518, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "LATINO", "CAGR": 0.1663710939, "MaxDD": 0.1684862172, "Calmar": 0.9874463127, "PF": 1.5934284456, "WinRate_legs": 0.3449612403, "trades": 258, "legs": 258, "avg_leg_return": 0.0045252236, "return_total": 1.8448332321, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "LATINO", "CAGR": 0.1342410046, "MaxDD": 0.1665669373, "Calmar": 0.8059282758, "PF": 1.5031548088, "WinRate_legs": 0.3168316832, "trades": 101, "legs": 101, "avg_leg_return": 0.0041701596, "return_total": 0.4592460023, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "LATINO", "CAGR": 0.2674031227, "MaxDD": 0.1547207842, "Calmar": 1.7282947733, "PF": 1.7024221503, "WinRate_legs": 0.3655913978, "trades": 93, "legs": 93, "avg_leg_return": 0.0056626157, "return_total": 0.6066580982, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "LATINO", "CAGR": 0.1140165511, "MaxDD": 0.1524306342, "Calmar": 0.7479897444, "PF": 1.5346842104, "WinRate_legs": 0.359375, "trades": 64, "legs": 64, "avg_leg_return": 0.0034327861, "return_total": 0.2134023535, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "LATINO", "CAGR": 0.1924523491, "MaxDD": 0.1547207842, "Calmar": 1.2438687543, "PF": 1.6309486172, "WinRate_legs": 0.3630573248, "trades": 157, "legs": 157, "avg_leg_return": 0.0047536406, "return_total": 0.9495227176, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "LATINO", "CAGR": 0.1383153143, "MaxDD": 0.1938500609, "Calmar": 0.7135170019, "PF": 1.4119211134, "WinRate_legs": 0.3439490446, "trades": 157, "legs": 157, "avg_leg_return": 0.0036244805, "return_total": 0.6345369076, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.706636951, "MaxDD": 0.0511133475, "Calmar": 13.8249006445, "PF": 4.109272372, "WinRate_legs": 0.5263157895, "trades": 19, "legs": 19, "avg_leg_return": 0.0151061194, "return_total": 0.3029622897, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.1745566798, "MaxDD": 0.0575546111, "Calmar": 3.0328878349, "PF": 1.665622701, "WinRate_legs": 0.4090909091, "trades": 22, "legs": 22, "avg_leg_return": 0.0040219409, "return_total": 0.0843466677, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.2896679993, "MaxDD": 0.1083739165, "Calmar": 2.6728571657, "PF": 1.7514648902, "WinRate_legs": 0.3846153846, "trades": 26, "legs": 26, "avg_leg_return": 0.0053880094, "return_total": 0.1350095216, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.0025159615, "MaxDD": 0.0974962325, "Calmar": 0.0258057304, "PF": 1.0058518332, "WinRate_legs": 0.2222222222, "trades": 27, "legs": 27, "avg_leg_return": 0.0003852492, "return_total": 0.0012655139, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.0832187741, "MaxDD": 0.058751239, "Calmar": 1.4164599005, "PF": 1.4801237844, "WinRate_legs": 0.4705882353, "trades": 17, "legs": 17, "avg_leg_return": 0.0024506965, "return_total": 0.0403699401, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.1150832679, "MaxDD": 0.0648296672, "Calmar": 1.7751636385, "PF": 1.5801533594, "WinRate_legs": 0.3333333333, "trades": 15, "legs": 15, "avg_leg_return": 0.0039523447, "return_total": 0.0563556349, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.06107297, "MaxDD": 0.0935469978, "Calmar": -0.6528586851, "PF": 0.71061189, "WinRate_legs": 0.3333333333, "trades": 18, "legs": 18, "avg_leg_return": -0.0016606793, "return_total": -0.0307179496, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "DONCHIAN21", "CAGR": 0.2142605581, "MaxDD": 0.1250976514, "Calmar": 1.7127464474, "PF": 2.1665618965, "WinRate_legs": 0.3666666667, "trades": 180, "legs": 180, "avg_leg_return": 0.0080908084, "return_total": 2.7391641863, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "DONCHIAN21", "CAGR": 0.1495190191, "MaxDD": 0.1250976514, "Calmar": 1.1952184344, "PF": 1.8740765147, "WinRate_legs": 0.3896103896, "trades": 77, "legs": 77, "avg_leg_return": 0.0059664526, "return_total": 0.5190157979, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "DONCHIAN21", "CAGR": 0.4459802752, "MaxDD": 0.1153404196, "Calmar": 3.8666434265, "PF": 3.0375977169, "WinRate_legs": 0.350877193, "trades": 57, "legs": 57, "avg_leg_return": 0.0142183181, "return_total": 1.0915627777, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "DONCHIAN21", "CAGR": 0.0951861394, "MaxDD": 0.0908315201, "Calmar": 1.0479417209, "PF": 1.5975886599, "WinRate_legs": 0.347826087, "trades": 46, "legs": 46, "avg_leg_return": 0.0040540115, "return_total": 0.1769048172, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "DONCHIAN21", "CAGR": 0.2680753122, "MaxDD": 0.1153404196, "Calmar": 2.3242096148, "PF": 2.2655622637, "WinRate_legs": 0.3495145631, "trades": 103, "legs": 103, "avg_leg_return": 0.009678919, "return_total": 1.4615703086, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "DONCHIAN21", "CAGR": 0.2268068509, "MaxDD": 0.129772081, "Calmar": 1.7477322487, "PF": 1.9573336663, "WinRate_legs": 0.3300970874, "trades": 103, "legs": 103, "avg_leg_return": 0.0084443795, "return_total": 1.1712685172, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.7047500984, "MaxDD": 0.0604029197, "Calmar": 11.6674839805, "PF": 5.8839600825, "WinRate_legs": 0.5, "trades": 12, "legs": 12, "avg_leg_return": 0.0236543074, "return_total": 0.3022488813, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.5169966049, "MaxDD": 0.0712373096, "Calmar": 7.2573853181, "PF": 3.3590060162, "WinRate_legs": 0.3571428571, "trades": 14, "legs": 14, "avg_leg_return": 0.0168895439, "return_total": 0.233363365, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.4883819702, "MaxDD": 0.0560864228, "Calmar": 8.7076683814, "PF": 3.2534576825, "WinRate_legs": 0.3333333333, "trades": 15, "legs": 15, "avg_leg_return": 0.0144573262, "return_total": 0.2189414566, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.1403251678, "MaxDD": 0.0817320736, "Calmar": 1.7168922985, "PF": 1.7079357703, "WinRate_legs": 0.25, "trades": 16, "legs": 16, "avg_leg_return": 0.0045799334, "return_total": 0.0683240843, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.0215886894, "MaxDD": 0.0685436051, "Calmar": -0.3149628532, "PF": 0.9043316671, "WinRate_legs": 0.3125, "trades": 16, "legs": 16, "avg_leg_return": -0.0005619493, "return_total": -0.0107473382, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.092128582, "MaxDD": 0.0525202852, "Calmar": 1.7541523556, "PF": 1.6139626048, "WinRate_legs": 0.3636363636, "trades": 11, "legs": 11, "avg_leg_return": 0.0042836297, "return_total": 0.0453542885, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.0370742564, "MaxDD": 0.0547242489, "Calmar": -0.6774740117, "PF": 0.6037933592, "WinRate_legs": 0.4545454545, "trades": 11, "legs": 11, "avg_leg_return": -0.0016692266, "return_total": -0.0185303345, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "EMA50_200", "CAGR": 0.2555527246, "MaxDD": 0.1889358108, "Calmar": 1.3525901919, "PF": 6.2167347457, "WinRate_legs": 0.4285714286, "trades": 35, "legs": 35, "avg_leg_return": 0.0610199422, "return_total": 3.6933439543, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "EMA50_200", "CAGR": 0.3644424304, "MaxDD": 0.1889358108, "Calmar": 1.9289219385, "PF": 7.72219, "WinRate_legs": 0.3571428571, "trades": 14, "legs": 14, "avg_leg_return": 0.1053613935, "return_total": 1.5407271048, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "EMA50_200", "CAGR": 0.2908502012, "MaxDD": 0.0801250939, "Calmar": 3.6299514578, "PF": 18.5864214685, "WinRate_legs": 0.6666666667, "trades": 9, "legs": 9, "avg_leg_return": 0.0610479196, "return_total": 0.6668766939, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "EMA50_200", "CAGR": 0.0590125681, "MaxDD": 0.0900400024, "Calmar": 0.6554038935, "PF": 2.1982808064, "WinRate_legs": 0.3333333333, "trades": 12, "legs": 12, "avg_leg_return": 0.009267266, "return_total": 0.1082069968, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "EMA50_200", "CAGR": 0.1756066013, "MaxDD": 0.0900400024, "Calmar": 1.9503176003, "PF": 5.4960473421, "WinRate_legs": 0.4761904762, "trades": 21, "legs": 21, "avg_leg_return": 0.0314589747, "return_total": 0.847244415, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "EMA50_200", "CAGR": 0.1715919268, "MaxDD": 0.0953654607, "Calmar": 1.7993089484, "PF": 5.1486116774, "WinRate_legs": 0.4761904762, "trades": 21, "legs": 21, "avg_leg_return": 0.030815151, "return_total": 0.823429068, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.4854298779, "MaxDD": 0.0801250939, "Calmar": 6.0584001154, "PF": null, "WinRate_legs": 1.0, "trades": 3, "legs": 3, "avg_leg_return": 0.070636568, "return_total": 0.2166383616, "leverage_entries": null, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.389003882, "MaxDD": 0.0334363616, "Calmar": 11.6341570518, "PF": null, "WinRate_legs": 1.0, "trades": 1, "legs": 1, "avg_leg_return": 0.1800188457, "return_total": 0.1800188457, "leverage_entries": null, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.220250624, "MaxDD": 0.053879911, "Calmar": 4.0878060086, "PF": 26.5216942324, "WinRate_legs": 0.5, "trades": 2, "legs": 2, "avg_leg_return": 0.0523363937, "return_total": 0.1042733503, "leverage_entries": null, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1527342685, "MaxDD": 0.0404586001, "Calmar": 3.7750754615, "PF": 4.5794029484, "WinRate_legs": 0.3333333333, "trades": 3, "legs": 3, "avg_leg_return": 0.0253772538, "return_total": 0.0742292769, "leverage_entries": null, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1873877127, "MaxDD": 0.0549577885, "Calmar": 3.4096661769, "PF": 4.8822531168, "WinRate_legs": 0.25, "trades": 4, "legs": 4, "avg_leg_return": 0.0228203243, "return_total": 0.0888408663, "leverage_entries": null, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0421207302, "MaxDD": 0.0296865865, "Calmar": -1.4188472044, "PF": 0.0, "WinRate_legs": 0.0, "trades": 2, "legs": 2, "avg_leg_return": -0.010780846, "return_total": -0.0214454722, "leverage_entries": null, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BTCUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0270753893, "MaxDD": 0.0242402086, "Calmar": -1.1169618927, "PF": 0.3589774331, "WinRate_legs": 0.3333333333, "trades": 3, "legs": 3, "avg_leg_return": -0.0044864881, "return_total": -0.013510129, "leverage_entries": null, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "B&H", "CAGR": 0.4292110328, "MaxDD": 0.770433932, "Calmar": 0.5571029715, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 10.3148887778, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "FULL", "experiment": "DCA", "CAGR": 0.4282914923, "MaxDD": 0.7704934408, "Calmar": 0.5558665001, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 10.2655247758, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "B&H", "CAGR": 0.3189218767, "MaxDD": 0.770433932, "Calmar": 0.4139509743, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.2944819425, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "DCA", "CAGR": 0.3171623722, "MaxDD": 0.7704934408, "Calmar": 0.4116353954, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.2853106471, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "B&H", "CAGR": 1.3751198339, "MaxDD": 0.3000609141, "Calmar": 4.5828022559, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 4.6456494659, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "DCA", "CAGR": 1.3710404664, "MaxDD": 0.3001597056, "Calmar": 4.5677032625, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 4.6262640166, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "B&H", "CAGR": -0.0747775682, "MaxDD": 0.5344740218, "Calmar": -0.1399087049, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": -0.1299762724, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "DCA", "CAGR": -0.0769552834, "MaxDD": 0.534835038, "Calmar": -0.1438860171, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": -0.1336414083, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "B&H", "CAGR": 0.5222261564, "MaxDD": 0.5344740218, "Calmar": 0.9770842643, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 3.9216825243, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "DCA", "CAGR": 0.5207132683, "MaxDD": 0.5345401538, "Calmar": 0.9741331209, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 3.9031556355, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "B&H", "CAGR": 0.5214236812, "MaxDD": 0.5344740218, "Calmar": 0.9755828345, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 3.9118489731, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "DCA", "CAGR": 0.5183891361, "MaxDD": 0.534606276, "Calmar": 0.9696652648, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 3.8747943301, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "PCS", "CAGR": 0.1150909349, "MaxDD": 0.0988302672, "Calmar": 1.1645312525, "PF": 1.5394831569, "WinRate_legs": 0.5627906977, "trades": 273, "legs": 430, "avg_leg_return": 0.0018272276, "return_total": 1.0960584485, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "PCS", "CAGR": 0.1401364263, "MaxDD": 0.0747696852, "Calmar": 1.8742412237, "PF": 1.5765412999, "WinRate_legs": 0.5621890547, "trades": 129, "legs": 201, "avg_leg_return": 0.0020971192, "return_total": 0.4821203099, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "PCS", "CAGR": 0.117746551, "MaxDD": 0.0699020521, "Calmar": 1.6844505627, "PF": 1.6310813351, "WinRate_legs": 0.5939849624, "trades": 82, "legs": 133, "avg_leg_return": 0.0017380237, "return_total": 0.2494842781, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "PCS", "CAGR": 0.0715814523, "MaxDD": 0.0988302672, "Calmar": 0.7242867427, "PF": 1.4005914279, "WinRate_legs": 0.5208333333, "trades": 62, "legs": 96, "avg_leg_return": 0.0013857264, "return_total": 0.1318506753, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "PCS", "CAGR": 0.0956840148, "MaxDD": 0.0988302672, "Calmar": 0.9681650927, "PF": 1.5135607191, "WinRate_legs": 0.5633187773, "trades": 144, "legs": 229, "avg_leg_return": 0.0015903358, "return_total": 0.4142296239, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "PCS", "CAGR": 0.0624901139, "MaxDD": 0.1198488986, "Calmar": 0.5214074945, "PF": 1.3106579074, "WinRate_legs": 0.5545851528, "trades": 144, "legs": 229, "avg_leg_return": 0.0010794569, "return_total": 0.2584791332, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.1163631952, "MaxDD": 0.0520363968, "Calmar": 2.2361885609, "PF": 1.5935891927, "WinRate_legs": 0.5882352941, "trades": 21, "legs": 34, "avg_leg_return": 0.0016909773, "return_total": 0.0560105424, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.100179287, "MaxDD": 0.0595469573, "Calmar": 1.6823577833, "PF": 1.5247053658, "WinRate_legs": 0.5357142857, "trades": 18, "legs": 28, "avg_leg_return": 0.0017938826, "return_total": 0.0492256597, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.2395559103, "MaxDD": 0.0356097444, "Calmar": 6.7272572189, "PF": 2.5916941003, "WinRate_legs": 0.6470588235, "trades": 20, "legs": 34, "avg_leg_return": 0.003206387, "return_total": 0.1128353405, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0267145176, "MaxDD": 0.0519390902, "Calmar": 0.5143431943, "PF": 1.1335202577, "WinRate_legs": 0.5945945946, "trades": 23, "legs": 37, "avg_leg_return": 0.0003896772, "return_total": 0.0133576019, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0121504698, "MaxDD": 0.0463280291, "Calmar": 0.2622703805, "PF": 1.0913722409, "WinRate_legs": 0.4375, "trades": 11, "legs": 16, "avg_leg_return": 0.0004810551, "return_total": 0.0059972922, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.1134965513, "MaxDD": 0.0653951071, "Calmar": 1.7355511178, "PF": 1.477638792, "WinRate_legs": 0.5, "trades": 17, "legs": 24, "avg_leg_return": 0.0024685295, "return_total": 0.0555988198, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0520428903, "MaxDD": 0.0616887972, "Calmar": -0.8436360024, "PF": 0.7042331405, "WinRate_legs": 0.45, "trades": 14, "legs": 20, "avg_leg_return": -0.0012779266, "return_total": -0.0261138202, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "PCS_A", "CAGR": 0.0668827234, "MaxDD": 0.0750037856, "Calmar": 0.8917246355, "PF": 1.9928652575, "WinRate_legs": 0.6358024691, "trades": 100, "legs": 162, "avg_leg_return": 0.0028080995, "return_total": 0.5524272459, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "PCS_A", "CAGR": 0.0679009293, "MaxDD": 0.043961423, "Calmar": 1.5445571265, "PF": 2.2033322722, "WinRate_legs": 0.6714285714, "trades": 42, "legs": 70, "avg_leg_return": 0.0028920418, "return_total": 0.21786571, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "PCS_A", "CAGR": 0.0812468423, "MaxDD": 0.0750037856, "Calmar": 1.0832365536, "PF": 1.9891522272, "WinRate_legs": 0.6129032258, "trades": 38, "legs": 62, "avg_leg_return": 0.0026158734, "return_total": 0.1691780804, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "PCS_A", "CAGR": 0.0494215412, "MaxDD": 0.0527263512, "Calmar": 0.9373214736, "PF": 1.769385894, "WinRate_legs": 0.6, "trades": 20, "legs": 30, "avg_leg_return": 0.0030095017, "return_total": 0.0902627867, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "PCS_A", "CAGR": 0.0660862884, "MaxDD": 0.0750037856, "Calmar": 0.8811060384, "PF": 1.8913440616, "WinRate_legs": 0.6086956522, "trades": 58, "legs": 92, "avg_leg_return": 0.0027442305, "return_total": 0.2747113521, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "PCS_A", "CAGR": 0.0513094167, "MaxDD": 0.0789585574, "Calmar": 0.6498271801, "PF": 1.6370352841, "WinRate_legs": 0.6086956522, "trades": 58, "legs": 92, "avg_leg_return": 0.0021656303, "return_total": 0.2089836518, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0689359894, "MaxDD": 0.0750037856, "Calmar": 0.9191001331, "PF": 1.5929702822, "WinRate_legs": 0.4444444444, "trades": 7, "legs": 9, "avg_leg_return": 0.0040129225, "return_total": 0.0335555715, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0749711823, "MaxDD": 0.0439297446, "Calmar": 1.7066154829, "PF": 1.7948929645, "WinRate_legs": 0.625, "trades": 10, "legs": 16, "avg_leg_return": 0.0023456405, "return_total": 0.0370561685, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.1712109396, "MaxDD": 0.0294901026, "Calmar": 5.8057085135, "PF": 4.1730369665, "WinRate_legs": 0.6666666667, "trades": 13, "legs": 24, "avg_leg_return": 0.0033277479, "return_total": 0.0818543505, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0164932705, "MaxDD": 0.0329235316, "Calmar": 0.5009569049, "PF": 1.2482886609, "WinRate_legs": 0.6153846154, "trades": 8, "legs": 13, "avg_leg_return": 0.0006670502, "return_total": 0.0082674738, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0514782317, "MaxDD": 0.0301156283, "Calmar": 1.7093527381, "PF": 1.7759351622, "WinRate_legs": 0.5714285714, "trades": 5, "legs": 7, "avg_leg_return": 0.0037671304, "return_total": 0.0251636667, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.1184837751, "MaxDD": 0.020472924, "Calmar": 5.787340157, "PF": 5.9668543629, "WinRate_legs": 0.8571428571, "trades": 4, "legs": 7, "avg_leg_return": 0.0081945936, "return_total": 0.0579757731, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.0114442006, "MaxDD": 0.0405565045, "Calmar": -0.2821791654, "PF": 0.8313693081, "WinRate_legs": 0.5555555556, "trades": 6, "legs": 9, "avg_leg_return": -0.0005933545, "return_total": -0.0056824272, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "PCS_TRAIL", "CAGR": 0.183717437, "MaxDD": 0.1288121083, "Calmar": 1.4262435382, "PF": 1.6884967495, "WinRate_legs": 0.352, "trades": 250, "legs": 250, "avg_leg_return": 0.0050917508, "return_total": 2.1449380166, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "PCS_TRAIL", "CAGR": 0.250932948, "MaxDD": 0.090526003, "Calmar": 2.7719433064, "PF": 1.8689181521, "WinRate_legs": 0.3697478992, "trades": 119, "legs": 119, "avg_leg_return": 0.006331088, "return_total": 0.9576014528, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "PCS_TRAIL", "CAGR": 0.1515123788, "MaxDD": 0.1288121083, "Calmar": 1.17622777, "PF": 1.7028742609, "WinRate_legs": 0.3835616438, "trades": 73, "legs": 73, "avg_leg_return": 0.0041505032, "return_total": 0.3261514877, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "PCS_TRAIL", "CAGR": 0.1130001729, "MaxDD": 0.1138876345, "Calmar": 0.9922075688, "PF": 1.4967280383, "WinRate_legs": 0.275862069, "trades": 58, "legs": 58, "avg_leg_return": 0.0037336464, "return_total": 0.2114198201, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "PCS_TRAIL", "CAGR": 0.1331394041, "MaxDD": 0.1288121083, "Calmar": 1.0335938593, "PF": 1.5897372852, "WinRate_legs": 0.3358778626, "trades": 131, "legs": 131, "avg_leg_return": 0.0039659406, "return_total": 0.6065261967, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "PCS_TRAIL", "CAGR": 0.1013896562, "MaxDD": 0.1463202754, "Calmar": 0.6929296432, "PF": 1.4165588738, "WinRate_legs": 0.3053435115, "trades": 131, "legs": 131, "avg_leg_return": 0.0031394101, "return_total": 0.4423654408, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0409541117, "MaxDD": 0.1288121083, "Calmar": 0.3179368174, "PF": 1.1367260986, "WinRate_legs": 0.2380952381, "trades": 21, "legs": 21, "avg_leg_return": 0.0013499431, "return_total": 0.0200707276, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.193219751, "MaxDD": 0.0776737476, "Calmar": 2.4875811582, "PF": 1.9128966993, "WinRate_legs": 0.375, "trades": 16, "legs": 16, "avg_leg_return": 0.0058820799, "return_total": 0.0929845578, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.4068195981, "MaxDD": 0.0576880705, "Calmar": 7.0520576337, "PF": 3.3185329963, "WinRate_legs": 0.5294117647, "trades": 17, "legs": 17, "avg_leg_return": 0.0103230344, "return_total": 0.1852170851, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.007120547, "MaxDD": 0.0670429071, "Calmar": 0.1062088048, "PF": 1.0380435413, "WinRate_legs": 0.4210526316, "trades": 19, "legs": 19, "avg_leg_return": 0.0002648981, "return_total": 0.0035775149, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0876349403, "MaxDD": 0.0714930109, "Calmar": 1.2257833199, "PF": 1.7750752629, "WinRate_legs": 0.2222222222, "trades": 9, "legs": 9, "avg_leg_return": 0.0051262678, "return_total": 0.0424677155, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.3262765304, "MaxDD": 0.077200053, "Calmar": 4.2263770272, "PF": 2.1583098241, "WinRate_legs": 0.3125, "trades": 16, "legs": 16, "avg_leg_return": 0.0098519772, "return_total": 0.1527171239, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.0542207001, "MaxDD": 0.0755344132, "Calmar": -0.7178277787, "PF": 0.7220649482, "WinRate_legs": 0.2142857143, "trades": 14, "legs": 14, "avg_leg_return": -0.0018751804, "return_total": -0.0272221776, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "CARTER_RAW", "CAGR": 0.0475598162, "MaxDD": 0.1969064169, "Calmar": 0.2415351258, "PF": 1.2330485349, "WinRate_legs": 0.3052631579, "trades": 190, "legs": 190, "avg_leg_return": 0.0019905807, "return_total": 0.3711510448, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "CARTER_RAW", "CAGR": 0.0564628321, "MaxDD": 0.1316716046, "Calmar": 0.4288155539, "PF": 1.3232887522, "WinRate_legs": 0.3571428571, "trades": 84, "legs": 84, "avg_leg_return": 0.0021156114, "return_total": 0.1791474334, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "CARTER_RAW", "CAGR": 0.0835833396, "MaxDD": 0.1969064169, "Calmar": 0.4244825585, "PF": 1.3456734816, "WinRate_legs": 0.262295082, "trades": 61, "legs": 61, "avg_leg_return": 0.0032520326, "return_total": 0.1742388743, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "CARTER_RAW", "CAGR": -0.0054339395, "MaxDD": 0.1216178698, "Calmar": -0.0446804365, "PF": 0.9697142685, "WinRate_legs": 0.2666666667, "trades": 45, "legs": 45, "avg_leg_return": 4.72221e-05, "return_total": -0.0097137821, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "CARTER_RAW", "CAGR": 0.0405763032, "MaxDD": 0.1969064169, "Calmar": 0.2060689736, "PF": 1.1848943206, "WinRate_legs": 0.2641509434, "trades": 106, "legs": 106, "avg_leg_return": 0.0018914998, "return_total": 0.1628325737, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "CARTER_RAW", "CAGR": 0.0112014331, "MaxDD": 0.2228619202, "Calmar": 0.0502617633, "PF": 1.0467447555, "WinRate_legs": 0.2641509434, "trades": 106, "legs": 106, "avg_leg_return": 0.0008641831, "return_total": 0.0431542051, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.3825754175, "MaxDD": 0.1162866668, "Calmar": 3.2899336455, "PF": 2.6242995918, "WinRate_legs": 0.2307692308, "trades": 13, "legs": 13, "avg_leg_return": 0.0144903286, "return_total": 0.1739626832, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.0915885982, "MaxDD": 0.1038521535, "Calmar": -0.8819133274, "PF": 0.5903188575, "WinRate_legs": 0.1428571429, "trades": 14, "legs": 14, "avg_leg_return": -0.0032517838, "return_total": -0.0471966462, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0842344483, "MaxDD": 0.0665739067, "Calmar": 1.2652772319, "PF": 1.3546122859, "WinRate_legs": 0.4210526316, "trades": 19, "legs": 19, "avg_leg_return": 0.0022940394, "return_total": 0.0410832819, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0234206112, "MaxDD": 0.0824407437, "Calmar": 0.2840902462, "PF": 1.1046041711, "WinRate_legs": 0.2666666667, "trades": 15, "legs": 15, "avg_leg_return": 0.0010177827, "return_total": 0.0117200135, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0939984461, "MaxDD": 0.0856465098, "Calmar": 1.0975163645, "PF": 1.4223022408, "WinRate_legs": 0.3125, "trades": 16, "legs": 16, "avg_leg_return": 0.0032620049, "return_total": 0.0454829709, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.024048296, "MaxDD": 0.0839505673, "Calmar": -0.2864578135, "PF": 0.8498823678, "WinRate_legs": 0.1111111111, "trades": 9, "legs": 9, "avg_leg_return": -0.0010541415, "return_total": -0.0121768728, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.0404420534, "MaxDD": 0.0803259056, "Calmar": -0.5034746022, "PF": 0.7634529617, "WinRate_legs": 0.3571428571, "trades": 14, "legs": 14, "avg_leg_return": -0.0013828843, "return_total": -0.0202313262, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "LATINO", "CAGR": 0.1245457569, "MaxDD": 0.1448662855, "Calmar": 0.8597290698, "PF": 1.4941238452, "WinRate_legs": 0.3261802575, "trades": 233, "legs": 233, "avg_leg_return": 0.0039196582, "return_total": 1.2198017114, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "LATINO", "CAGR": 0.1988327749, "MaxDD": 0.1177141964, "Calmar": 1.6891146604, "PF": 1.7043819379, "WinRate_legs": 0.3391304348, "trades": 115, "legs": 115, "avg_leg_return": 0.0054287033, "return_total": 0.7230337802, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "LATINO", "CAGR": 0.1282546773, "MaxDD": 0.1448662855, "Calmar": 0.8853314413, "PF": 1.6554711979, "WinRate_legs": 0.3731343284, "trades": 67, "legs": 67, "avg_leg_return": 0.0038990279, "return_total": 0.273098812, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "LATINO", "CAGR": 0.0066519965, "MaxDD": 0.1129559664, "Calmar": 0.0588901738, "PF": 1.0361887964, "WinRate_legs": 0.2352941176, "trades": 51, "legs": 51, "avg_leg_return": 0.0005440123, "return_total": 0.011948188, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "LATINO", "CAGR": 0.0690731472, "MaxDD": 0.1448662855, "Calmar": 0.4768062285, "PF": 1.3444668602, "WinRate_legs": 0.313559322, "trades": 118, "legs": 118, "avg_leg_return": 0.0024489788, "return_total": 0.288310036, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "LATINO", "CAGR": 0.0427625383, "MaxDD": 0.1619907565, "Calmar": 0.263981348, "PF": 1.1971539031, "WinRate_legs": 0.2796610169, "trades": 118, "legs": 118, "avg_leg_return": 0.0016455717, "return_total": 0.172126047, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.0067888849, "MaxDD": 0.131660504, "Calmar": 0.0515635647, "PF": 1.0233934348, "WinRate_legs": 0.2, "trades": 20, "legs": 20, "avg_leg_return": 0.0005801006, "return_total": 0.0033553998, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.2002895329, "MaxDD": 0.0628503142, "Calmar": 3.1867705892, "PF": 2.1539754339, "WinRate_legs": 0.4285714286, "trades": 14, "legs": 14, "avg_leg_return": 0.0069051963, "return_total": 0.0962391458, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.4379426363, "MaxDD": 0.0456831531, "Calmar": 9.586523845, "PF": 4.3499126569, "WinRate_legs": 0.6, "trades": 15, "legs": 15, "avg_leg_return": 0.0124401884, "return_total": 0.1981988025, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0664366177, "MaxDD": 0.0709059169, "Calmar": -0.9369685993, "PF": 0.6398673479, "WinRate_legs": 0.3333333333, "trades": 18, "legs": 18, "avg_leg_return": -0.0018690399, "return_total": -0.0340088824, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0974359068, "MaxDD": 0.0599836909, "Calmar": -1.6243733126, "PF": 0.0, "WinRate_legs": 0.0, "trades": 8, "legs": 8, "avg_leg_return": -0.0063181257, "return_total": -0.0494884025, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.2098267213, "MaxDD": 0.0820974983, "Calmar": 2.5558235721, "PF": 1.7911804954, "WinRate_legs": 0.2666666667, "trades": 15, "legs": 15, "avg_leg_return": 0.0073151311, "return_total": 0.1006145607, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0419693117, "MaxDD": 0.0584585403, "Calmar": -0.7179329393, "PF": 0.7429224402, "WinRate_legs": 0.25, "trades": 12, "legs": 12, "avg_leg_return": -0.0016821874, "return_total": -0.0210037003, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "DONCHIAN21", "CAGR": 0.1308829344, "MaxDD": 0.1910861013, "Calmar": 0.684942199, "PF": 1.5125158539, "WinRate_legs": 0.3412322275, "trades": 211, "legs": 211, "avg_leg_return": 0.0046218622, "return_total": 1.3061837027, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "DONCHIAN21", "CAGR": 0.1835580042, "MaxDD": 0.1285346652, "Calmar": 1.4280817086, "PF": 1.7222845618, "WinRate_legs": 0.3789473684, "trades": 95, "legs": 95, "avg_leg_return": 0.0062891532, "return_total": 0.6580031031, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "DONCHIAN21", "CAGR": 0.0987177297, "MaxDD": 0.0981631693, "Calmar": 1.0056493732, "PF": 1.4744457467, "WinRate_legs": 0.3650793651, "trades": 63, "legs": 63, "avg_leg_return": 0.0032794032, "return_total": 0.2072843716, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "DONCHIAN21", "CAGR": 0.0822530981, "MaxDD": 0.1910861013, "Calmar": 0.4304504491, "PF": 1.3334486249, "WinRate_legs": 0.2452830189, "trades": 53, "legs": 53, "avg_leg_return": 0.0032290751, "return_total": 0.1521233566, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "DONCHIAN21", "CAGR": 0.0908976648, "MaxDD": 0.1910861013, "Calmar": 0.4756895672, "PF": 1.395818632, "WinRate_legs": 0.3103448276, "trades": 116, "legs": 116, "avg_leg_return": 0.0032564085, "return_total": 0.3909405226, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "DONCHIAN21", "CAGR": 0.0600732905, "MaxDD": 0.2100546211, "Calmar": 0.2859889023, "PF": 1.2430029407, "WinRate_legs": 0.3017241379, "trades": 116, "legs": 116, "avg_leg_return": 0.0023161181, "return_total": 0.2476560676, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.1270398251, "MaxDD": 0.0981631693, "Calmar": 1.2941699623, "PF": 1.5277175229, "WinRate_legs": 0.3333333333, "trades": 18, "legs": 18, "avg_leg_return": 0.0036981043, "return_total": 0.0609987025, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.1541159213, "MaxDD": 0.0637360764, "Calmar": 2.4180327691, "PF": 1.8874336792, "WinRate_legs": 0.3846153846, "trades": 13, "legs": 13, "avg_leg_return": 0.005847413, "return_total": 0.0748074101, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.1161029178, "MaxDD": 0.0672716905, "Calmar": 1.7258807821, "PF": 1.4528066447, "WinRate_legs": 0.3684210526, "trades": 19, "legs": 19, "avg_leg_return": 0.0031461776, "return_total": 0.0562062291, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.008401065, "MaxDD": 0.0477120014, "Calmar": -0.1760786542, "PF": 0.9468161354, "WinRate_legs": 0.4285714286, "trades": 14, "legs": 14, "avg_leg_return": -0.0001634155, "return_total": -0.0042371842, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.0927585202, "MaxDD": 0.0661783249, "Calmar": 1.4016450308, "PF": 1.6123754121, "WinRate_legs": 0.3333333333, "trades": 12, "legs": 12, "avg_leg_return": 0.0041537429, "return_total": 0.0448961459, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.5092363176, "MaxDD": 0.0486751529, "Calmar": 10.461935659, "PF": 4.1049384195, "WinRate_legs": 0.3636363636, "trades": 11, "legs": 11, "avg_leg_return": 0.020568618, "return_total": 0.2301837753, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.1673572177, "MaxDD": 0.1342881719, "Calmar": -1.2462543454, "PF": 0.4137649897, "WinRate_legs": 0.1764705882, "trades": 17, "legs": 17, "avg_leg_return": -0.0052484255, "return_total": -0.0866872175, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "EMA50_200", "CAGR": 0.0580420201, "MaxDD": 0.1387752653, "Calmar": 0.4182447064, "PF": 2.6054790571, "WinRate_legs": 0.3076923077, "trades": 39, "legs": 39, "avg_leg_return": 0.010501522, "return_total": 0.4671423086, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "EMA50_200", "CAGR": -0.0010338786, "MaxDD": 0.1374516931, "Calmar": -0.0075217595, "PF": 0.9727572292, "WinRate_legs": 0.25, "trades": 16, "legs": 16, "avg_leg_return": -4.00802e-05, "return_total": -0.0030991359, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "EMA50_200", "CAGR": 0.0957112251, "MaxDD": 0.1375104697, "Calmar": 0.6960286394, "PF": 2.7430440542, "WinRate_legs": 0.3333333333, "trades": 15, "legs": 15, "avg_leg_return": 0.012970454, "return_total": 0.200733321, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "EMA50_200", "CAGR": 0.1202573292, "MaxDD": 0.0793693718, "Calmar": 1.5151604006, "PF": 5.3288705653, "WinRate_legs": 0.375, "trades": 8, "legs": 8, "avg_leg_return": 0.0269554789, "return_total": 0.2256704228, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "EMA50_200", "CAGR": 0.1072388692, "MaxDD": 0.1375104697, "Calmar": 0.7798596674, "PF": 3.6536187752, "WinRate_legs": 0.347826087, "trades": 23, "legs": 23, "avg_leg_return": 0.0178348105, "return_total": 0.4717033172, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "EMA50_200", "CAGR": 0.1041172758, "MaxDD": 0.1400930323, "Calmar": 0.7432009584, "PF": 3.465699022, "WinRate_legs": 0.347826087, "trades": 23, "legs": 23, "avg_leg_return": 0.0173594314, "return_total": 0.456026386, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1351593849, "MaxDD": 0.0544350648, "Calmar": 2.4829470767, "PF": 3.8399346209, "WinRate_legs": 0.6, "trades": 5, "legs": 5, "avg_leg_return": 0.0131087952, "return_total": 0.0648378349, "leverage_entries": null, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1648083637, "MaxDD": 0.0349382339, "Calmar": 4.7171349308, "PF": 8.5228363811, "WinRate_legs": 0.5, "trades": 2, "legs": 2, "avg_leg_return": 0.0404271052, "return_total": 0.0798828851, "leverage_entries": null, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1667159637, "MaxDD": 0.0992641376, "Calmar": 1.6795185826, "PF": 4.4980153685, "WinRate_legs": 0.3333333333, "trades": 3, "legs": 3, "avg_leg_return": 0.0272930615, "return_total": 0.0798613125, "leverage_entries": null, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0357934915, "MaxDD": 0.0476809572, "Calmar": -0.7506873526, "PF": 0.5561509869, "WinRate_legs": 0.2, "trades": 5, "legs": 5, "avg_leg_return": -0.0035731403, "return_total": -0.0181945539, "leverage_entries": null, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.0764216491, "MaxDD": 0.0577409239, "Calmar": 1.3235266088, "PF": 4.5303276253, "WinRate_legs": 0.5, "trades": 2, "legs": 2, "avg_leg_return": 0.0188375196, "return_total": 0.0371675533, "leverage_entries": null, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.2183147272, "MaxDD": 0.0520013905, "Calmar": 4.1982478746, "PF": 10.0095555041, "WinRate_legs": 0.5, "trades": 2, "legs": 2, "avg_leg_return": 0.0529011805, "return_total": 0.1045937778, "leverage_entries": null, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "ETHUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0513882202, "MaxDD": 0.0360673917, "Calmar": -1.4247833778, "PF": 0.0, "WinRate_legs": 0.0, "trades": 3, "legs": 3, "avg_leg_return": -0.008673273, "return_total": -0.0258043409, "leverage_entries": null, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "B&H", "CAGR": 0.540226438, "MaxDD": 0.811181193, "Calmar": 0.665975053, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 17.8087369428, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "FULL", "experiment": "DCA", "CAGR": 0.5394689374, "MaxDD": 0.8111899841, "Calmar": 0.6650340217, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 17.7459839799, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "B&H", "CAGR": 1.0984700312, "MaxDD": 0.811181193, "Calmar": 1.3541611179, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 8.2423360938, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "DCA", "CAGR": 1.0963281103, "MaxDD": 0.8111899841, "Calmar": 1.3515059749, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 8.2140617015, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "B&H", "CAGR": 0.6684143968, "MaxDD": 0.4532178705, "Calmar": 1.4748191549, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.78490725, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "DCA", "CAGR": 0.6653419329, "MaxDD": 0.4533316896, "Calmar": 1.46767135, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.7746549506, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "B&H", "CAGR": -0.1624998661, "MaxDD": 0.6802938134, "Calmar": -0.2388671819, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": -0.2721699862, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "DCA", "CAGR": -0.1645448009, "MaxDD": 0.6805476933, "Calmar": -0.2417829088, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": -0.2753506183, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "B&H", "CAGR": 0.2053941472, "MaxDD": 0.6802938134, "Calmar": 0.3019197635, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.0309970183, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "DCA", "CAGR": 0.20403871, "MaxDD": 0.6803712971, "Calmar": 0.2998931772, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.0223485009, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "B&H", "CAGR": 0.204758697, "MaxDD": 0.6802938134, "Calmar": 0.3009856815, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.0269390741, "leverage_entries": null, "start": null, "end": null }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "DCA", "CAGR": 0.2020491942, "MaxDD": 0.6804487405, "Calmar": 0.2969352166, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.0097033289, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "PCS", "CAGR": 0.0420147786, "MaxDD": 0.1414107951, "Calmar": 0.2971115366, "PF": 1.175269494, "WinRate_legs": 0.5260416667, "trades": 252, "legs": 384, "avg_leg_return": 0.0006938432, "return_total": 0.2691588368, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "PCS", "CAGR": 0.0538573984, "MaxDD": 0.0843313655, "Calmar": 0.6386401797, "PF": 1.2866953098, "WinRate_legs": 0.5377358491, "trades": 70, "legs": 106, "avg_leg_return": 0.0010635704, "return_total": 0.1105090837, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "PCS", "CAGR": 0.0692874064, "MaxDD": 0.0918137286, "Calmar": 0.7546519186, "PF": 1.2539862771, "WinRate_legs": 0.5487804878, "trades": 106, "legs": 164, "avg_leg_return": 0.0008877621, "return_total": 0.1434454639, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "PCS", "CAGR": -0.0002847748, "MaxDD": 0.1334880504, "Calmar": -0.0021333357, "PF": 0.998761586, "WinRate_legs": 0.4824561404, "trades": 76, "legs": 114, "avg_leg_return": 7.10906e-05, "return_total": -0.0005101072, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "PCS", "CAGR": 0.0358344943, "MaxDD": 0.1414107951, "Calmar": 0.2534070633, "PF": 1.1379290447, "WinRate_legs": 0.5215827338, "trades": 182, "legs": 278, "avg_leg_return": 0.0005528681, "return_total": 0.1428621841, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "PCS", "CAGR": 0.0074966993, "MaxDD": 0.1954870907, "Calmar": 0.0383488204, "PF": 1.0272451108, "WinRate_legs": 0.5107913669, "trades": 182, "legs": 278, "avg_leg_return": 0.0001739829, "return_total": 0.0287327458, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0270831972, "MaxDD": 0.080083363, "Calmar": -0.3381875605, "PF": 0.9072112939, "WinRate_legs": 0.5263157895, "trades": 26, "legs": 38, "avg_leg_return": -0.0003144076, "return_total": -0.0135016926, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.3742450358, "MaxDD": 0.0481641395, "Calmar": 7.770200816, "PF": 2.4876747926, "WinRate_legs": 0.6046511628, "trades": 27, "legs": 43, "avg_leg_return": 0.0038840938, "return_total": 0.1735155193, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0486215129, "MaxDD": 0.071971379, "Calmar": -0.6755673375, "PF": 0.8245159107, "WinRate_legs": 0.487804878, "trades": 27, "legs": 41, "avg_leg_return": -0.0005708947, "return_total": -0.0245082927, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0268052687, "MaxDD": 0.0348788242, "Calmar": 0.768525584, "PF": 1.1114341956, "WinRate_legs": 0.5609756098, "trades": 26, "legs": 41, "avg_leg_return": 0.000358925, "return_total": 0.0134026825, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0022659006, "MaxDD": 0.0625546853, "Calmar": -0.0362227155, "PF": 0.9870965831, "WinRate_legs": 0.5384615385, "trades": 17, "legs": 26, "avg_leg_return": -1.139e-06, "return_total": -0.0011224778, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0121021424, "MaxDD": 0.0517269944, "Calmar": 0.2339618318, "PF": 1.0457152688, "WinRate_legs": 0.475, "trades": 26, "legs": 40, "avg_leg_return": 0.0002030565, "return_total": 0.0060729107, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.1286529484, "MaxDD": 0.0781088839, "Calmar": -1.6470975125, "PF": 0.4326153945, "WinRate_legs": 0.347826087, "trades": 17, "legs": 23, "avg_leg_return": -0.0029156786, "return_total": -0.0659094805, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "PCS_A", "CAGR": 0.025400724, "MaxDD": 0.0948534381, "Calmar": 0.267789176, "PF": 1.405050338, "WinRate_legs": 0.5583333333, "trades": 77, "legs": 120, "avg_leg_return": 0.0012859242, "return_total": 0.1563519569, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "PCS_A", "CAGR": 0.0087101808, "MaxDD": 0.0674037639, "Calmar": 0.1292239522, "PF": 1.1688161813, "WinRate_legs": 0.4642857143, "trades": 19, "legs": 28, "avg_leg_return": 0.0006960977, "return_total": 0.0174801227, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "PCS_A", "CAGR": 0.0445708242, "MaxDD": 0.0453861415, "Calmar": 0.9820359866, "PF": 1.5790157565, "WinRate_legs": 0.6, "trades": 37, "legs": 60, "avg_leg_return": 0.0014972474, "return_total": 0.0911716299, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "PCS_A", "CAGR": 0.0229726089, "MaxDD": 0.0948534381, "Calmar": 0.2421905764, "PF": 1.3771529397, "WinRate_legs": 0.5625, "trades": 21, "legs": 32, "avg_leg_return": 0.0014057912, "return_total": 0.0415282165, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "PCS_A", "CAGR": 0.034307686, "MaxDD": 0.0948534381, "Calmar": 0.3616915389, "PF": 1.4916497026, "WinRate_legs": 0.5869565217, "trades": 58, "legs": 92, "avg_leg_return": 0.0014654366, "return_total": 0.1364860415, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "PCS_A", "CAGR": 0.024579233, "MaxDD": 0.1021902793, "Calmar": 0.2405241787, "PF": 1.3289831093, "WinRate_legs": 0.5869565217, "trades": 58, "legs": 92, "avg_leg_return": 0.0010743231, "return_total": 0.0964719789, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0371838971, "MaxDD": 0.0301293222, "Calmar": 1.2341431643, "PF": 1.4142138361, "WinRate_legs": 0.6428571429, "trades": 9, "legs": 14, "avg_leg_return": 0.0013383916, "return_total": 0.0182398864, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0976957344, "MaxDD": 0.0371536195, "Calmar": 2.6295078582, "PF": 1.8812977839, "WinRate_legs": 0.619047619, "trades": 13, "legs": 21, "avg_leg_return": 0.0022937244, "return_total": 0.0480328902, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.0039332088, "MaxDD": 0.0239853689, "Calmar": -0.1639836672, "PF": 0.9382100716, "WinRate_legs": 0.5454545455, "trades": 7, "legs": 11, "avg_leg_return": -0.0001521158, "return_total": -0.0019600168, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0493054284, "MaxDD": 0.0187596858, "Calmar": 2.6282651471, "PF": 2.0845968712, "WinRate_legs": 0.5714285714, "trades": 8, "legs": 14, "avg_leg_return": 0.0017573159, "return_total": 0.0245192156, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0291230726, "MaxDD": 0.0353286069, "Calmar": 0.8243481754, "PF": 1.6566061178, "WinRate_legs": 0.7, "trades": 6, "legs": 10, "avg_leg_return": 0.0014496317, "return_total": 0.0143141905, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.007870334, "MaxDD": 0.031136923, "Calmar": 0.252765309, "PF": 1.1757278022, "WinRate_legs": 0.7, "trades": 6, "legs": 10, "avg_leg_return": 0.0004154554, "return_total": 0.0039534917, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.125259304, "MaxDD": 0.0641100876, "Calmar": -1.9538158287, "PF": 0.0, "WinRate_legs": 0.0, "trades": 6, "legs": 6, "avg_leg_return": -0.0109821202, "return_total": -0.0641100876, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "PCS_TRAIL", "CAGR": 0.1171546511, "MaxDD": 0.1590131955, "Calmar": 0.7367605611, "PF": 1.4552035684, "WinRate_legs": 0.3394495413, "trades": 218, "legs": 218, "avg_leg_return": 0.0032671141, "return_total": 0.8995318463, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "PCS_TRAIL", "CAGR": 0.1388293217, "MaxDD": 0.1055341474, "Calmar": 1.3154919538, "PF": 1.7588635019, "WinRate_legs": 0.35, "trades": 60, "legs": 60, "avg_leg_return": 0.0046449854, "return_total": 0.2966245219, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "PCS_TRAIL", "CAGR": 0.1716980711, "MaxDD": 0.1150913253, "Calmar": 1.4918419849, "PF": 1.5795637704, "WinRate_legs": 0.3777777778, "trades": 90, "legs": 90, "avg_leg_return": 0.0038550998, "return_total": 0.3730749129, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "PCS_TRAIL", "CAGR": 0.0368280669, "MaxDD": 0.1590131955, "Calmar": 0.2316038416, "PF": 1.1587716433, "WinRate_legs": 0.2794117647, "trades": 68, "legs": 68, "avg_leg_return": 0.0012731291, "return_total": 0.066935378, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "PCS_TRAIL", "CAGR": 0.1059169658, "MaxDD": 0.1590131955, "Calmar": 0.66608916, "PF": 1.3803282181, "WinRate_legs": 0.335443038, "trades": 158, "legs": 158, "avg_leg_return": 0.0027438719, "return_total": 0.4649822012, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "PCS_TRAIL", "CAGR": 0.0795213451, "MaxDD": 0.1955350502, "Calmar": 0.4066858857, "PF": 1.2699399365, "WinRate_legs": 0.3101265823, "trades": 158, "legs": 158, "avg_leg_return": 0.0021614379, "return_total": 0.3367205324, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0376062736, "MaxDD": 0.0927924923, "Calmar": 0.4052728049, "PF": 1.1354618506, "WinRate_legs": 0.3636363636, "trades": 22, "legs": 22, "avg_leg_return": 0.0009474274, "return_total": 0.0184451622, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.7079358029, "MaxDD": 0.0719424535, "Calmar": 9.8403066417, "PF": 3.5319345959, "WinRate_legs": 0.4166666667, "trades": 24, "legs": 24, "avg_leg_return": 0.0121066441, "return_total": 0.3091965197, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0216578721, "MaxDD": 0.0852129652, "Calmar": 0.2541617006, "PF": 1.0750980316, "WinRate_legs": 0.3636363636, "trades": 22, "legs": 22, "avg_leg_return": 0.0006362711, "return_total": 0.0107239889, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0440907606, "MaxDD": 0.0732282913, "Calmar": 0.6021000873, "PF": 1.1583966782, "WinRate_legs": 0.3636363636, "trades": 22, "legs": 22, "avg_leg_return": 0.0011142547, "return_total": 0.0219534564, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.0492809721, "MaxDD": 0.1103055142, "Calmar": -0.446767983, "PF": 0.775879172, "WinRate_legs": 0.2777777778, "trades": 18, "legs": 18, "avg_leg_return": -0.0012818856, "return_total": -0.0247100388, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.0377843513, "MaxDD": 0.0719519971, "Calmar": 0.5251327671, "PF": 1.1370343883, "WinRate_legs": 0.2857142857, "trades": 21, "legs": 21, "avg_leg_return": 0.0011126929, "return_total": 0.0188420125, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.0746162018, "MaxDD": 0.0806599973, "Calmar": -0.9250707195, "PF": 0.5978193942, "WinRate_legs": 0.2142857143, "trades": 14, "legs": 14, "avg_leg_return": -0.0026171396, "return_total": -0.0376652964, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "CARTER_RAW", "CAGR": 0.0505294123, "MaxDD": 0.1500808007, "Calmar": 0.3366813878, "PF": 1.3863968095, "WinRate_legs": 0.3503649635, "trades": 137, "legs": 137, "avg_leg_return": 0.0023163596, "return_total": 0.3304083983, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "CARTER_RAW", "CAGR": -0.0581345928, "MaxDD": 0.1483439491, "Calmar": -0.3918905565, "PF": 0.5726447756, "WinRate_legs": 0.2272727273, "trades": 44, "legs": 44, "avg_leg_return": -0.0026357972, "return_total": -0.1127925717, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "CARTER_RAW", "CAGR": 0.1811098252, "MaxDD": 0.0576372396, "Calmar": 3.1422362773, "PF": 2.2144465537, "WinRate_legs": 0.4716981132, "trades": 53, "legs": 53, "avg_leg_return": 0.0065183471, "return_total": 0.3952323518, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "CARTER_RAW", "CAGR": 0.0364637206, "MaxDD": 0.1256499749, "Calmar": 0.2902007791, "PF": 1.2733121168, "WinRate_legs": 0.3170731707, "trades": 41, "legs": 41, "avg_leg_return": 0.0019448595, "return_total": 0.0662638034, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "CARTER_RAW", "CAGR": 0.1104101786, "MaxDD": 0.1349810295, "Calmar": 0.8179681171, "PF": 1.7347843453, "WinRate_legs": 0.4042553191, "trades": 94, "legs": 94, "avg_leg_return": 0.004523528, "return_total": 0.4876857541, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "CARTER_RAW", "CAGR": 0.0925264886, "MaxDD": 0.1643662471, "Calmar": 0.5629287656, "PF": 1.5794165015, "WinRate_legs": 0.4042553191, "trades": 94, "legs": 94, "avg_leg_return": 0.0038633188, "return_total": 0.3988339947, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.4143417527, "MaxDD": 0.043589764, "Calmar": 9.5054828117, "PF": 6.3610227118, "WinRate_legs": 0.7, "trades": 10, "legs": 10, "avg_leg_return": 0.0175620304, "return_total": 0.1872403942, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.3352357433, "MaxDD": 0.0467779103, "Calmar": 7.1665395292, "PF": 2.8119417247, "WinRate_legs": 0.4375, "trades": 16, "legs": 16, "avg_leg_return": 0.0094781062, "return_total": 0.1566297272, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0198396179, "MaxDD": 0.0395793051, "Calmar": 0.5012624109, "PF": 1.1800737334, "WinRate_legs": 0.3333333333, "trades": 12, "legs": 12, "avg_leg_return": 0.0009096367, "return_total": 0.0098280897, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0122717206, "MaxDD": 0.0476223359, "Calmar": 0.2576883384, "PF": 1.0756051226, "WinRate_legs": 0.4666666667, "trades": 15, "legs": 15, "avg_leg_return": 0.0004857836, "return_total": 0.0061577489, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.0589027723, "MaxDD": 0.0631245857, "Calmar": -0.9331193485, "PF": 0.6822878788, "WinRate_legs": 0.3571428571, "trades": 14, "legs": 14, "avg_leg_return": -0.0020448447, "return_total": -0.0296094062, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.099502629, "MaxDD": 0.0746389032, "Calmar": -1.3331201912, "PF": 0.2737157156, "WinRate_legs": 0.25, "trades": 12, "legs": 12, "avg_leg_return": -0.0043605372, "return_total": -0.0513835712, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0418619997, "MaxDD": 0.0708926334, "Calmar": 0.5904985852, "PF": 1.3602529087, "WinRate_legs": 0.3, "trades": 10, "legs": 10, "avg_leg_return": 0.0022312771, "return_total": 0.0205111037, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "LATINO", "CAGR": 0.1195942651, "MaxDD": 0.1682796422, "Calmar": 0.7106876597, "PF": 1.4887686555, "WinRate_legs": 0.3448275862, "trades": 203, "legs": 203, "avg_leg_return": 0.0035643375, "return_total": 0.9236817511, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "LATINO", "CAGR": 0.156100355, "MaxDD": 0.1099781881, "Calmar": 1.4193755843, "PF": 1.8990441957, "WinRate_legs": 0.375, "trades": 56, "legs": 56, "avg_leg_return": 0.0055116041, "return_total": 0.3362142147, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "LATINO", "CAGR": 0.1478337677, "MaxDD": 0.1569171779, "Calmar": 0.9421133471, "PF": 1.5063948585, "WinRate_legs": 0.3764705882, "trades": 85, "legs": 85, "avg_leg_return": 0.0035871531, "return_total": 0.3176881505, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "LATINO", "CAGR": 0.0506541611, "MaxDD": 0.1369750908, "Calmar": 0.3698056398, "PF": 1.2405192779, "WinRate_legs": 0.2741935484, "trades": 62, "legs": 62, "avg_leg_return": 0.0017742367, "return_total": 0.0925579892, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "LATINO", "CAGR": 0.1008427302, "MaxDD": 0.1682796422, "Calmar": 0.5992568615, "PF": 1.3875511162, "WinRate_legs": 0.3333333333, "trades": 147, "legs": 147, "avg_leg_return": 0.0028225217, "return_total": 0.4396507161, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "LATINO", "CAGR": 0.0769933457, "MaxDD": 0.2113523118, "Calmar": 0.3642891106, "PF": 1.2800263978, "WinRate_legs": 0.306122449, "trades": 147, "legs": 147, "avg_leg_return": 0.0022546983, "return_total": 0.3248865781, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0007744241, "MaxDD": 0.1095986277, "Calmar": -0.0070660018, "PF": 0.9968172378, "WinRate_legs": 0.3157894737, "trades": 19, "legs": 19, "avg_leg_return": 9.16134e-05, "return_total": -0.0003834882, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.7614539461, "MaxDD": 0.0594197404, "Calmar": 12.8148312466, "PF": 4.3747058338, "WinRate_legs": 0.5, "trades": 22, "legs": 22, "avg_leg_return": 0.0138942056, "return_total": 0.3296858488, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.0422526036, "MaxDD": 0.0856166234, "Calmar": 0.4935093431, "PF": 1.1555257687, "WinRate_legs": 0.380952381, "trades": 21, "legs": 21, "avg_leg_return": 0.0011365586, "return_total": 0.0208161647, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0508407104, "MaxDD": 0.1166430413, "Calmar": -0.4358657823, "PF": 0.8439149696, "WinRate_legs": 0.3043478261, "trades": 23, "legs": 23, "avg_leg_return": -0.0010181499, "return_total": -0.0259200958, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0892936125, "MaxDD": 0.1176165417, "Calmar": -0.7591926372, "PF": 0.588804777, "WinRate_legs": 0.1875, "trades": 16, "legs": 16, "avg_leg_return": -0.0027804512, "return_total": -0.0452526685, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.0493808458, "MaxDD": 0.0719519971, "Calmar": 0.6863026433, "PF": 1.1892935175, "WinRate_legs": 0.25, "trades": 20, "legs": 20, "avg_leg_return": 0.0014453921, "return_total": 0.0245562765, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0099494055, "MaxDD": 0.0597215737, "Calmar": -0.1665965063, "PF": 0.9211527266, "WinRate_legs": 0.2727272727, "trades": 11, "legs": 11, "avg_leg_return": -0.0003075834, "return_total": -0.0049383326, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "DONCHIAN21", "CAGR": 0.114106162, "MaxDD": 0.17280481, "Calmar": 0.6603182052, "PF": 1.5878477308, "WinRate_legs": 0.3233532934, "trades": 167, "legs": 167, "avg_leg_return": 0.0043491953, "return_total": 0.8697077119, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "DONCHIAN21", "CAGR": 0.0755268433, "MaxDD": 0.0939495749, "Calmar": 0.8039083022, "PF": 1.4937102304, "WinRate_legs": 0.358490566, "trades": 53, "legs": 53, "avg_leg_return": 0.0029658735, "return_total": 0.1566042718, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "DONCHIAN21", "CAGR": 0.2211857498, "MaxDD": 0.1532912538, "Calmar": 1.4429117398, "PF": 2.0125980614, "WinRate_legs": 0.3125, "trades": 64, "legs": 64, "avg_leg_return": 0.0073357762, "return_total": 0.4915666146, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "DONCHIAN21", "CAGR": 0.0459407181, "MaxDD": 0.15346307, "Calmar": 0.2993600881, "PF": 1.2406030228, "WinRate_legs": 0.3, "trades": 50, "legs": 50, "avg_leg_return": 0.0019926928, "return_total": 0.0837928293, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "DONCHIAN21", "CAGR": 0.1349990672, "MaxDD": 0.15346307, "Calmar": 0.8796843909, "PF": 1.6135388903, "WinRate_legs": 0.3070175439, "trades": 114, "legs": 114, "avg_leg_return": 0.0049923186, "return_total": 0.6165492014, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "DONCHIAN21", "CAGR": 0.1135788974, "MaxDD": 0.1752181498, "Calmar": 0.6482142263, "PF": 1.4861157113, "WinRate_legs": 0.298245614, "trades": 114, "legs": 114, "avg_leg_return": 0.0043526978, "return_total": 0.5038518685, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.1279300127, "MaxDD": 0.1314742318, "Calmar": -0.973042481, "PF": 0.5358247677, "WinRate_legs": 0.2105263158, "trades": 19, "legs": 19, "avg_leg_return": -0.0034843142, "return_total": -0.0655258662, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 1.4506832393, "MaxDD": 0.0800806958, "Calmar": 18.1152676604, "PF": 8.9723712756, "WinRate_legs": 0.4285714286, "trades": 14, "legs": 14, "avg_leg_return": 0.0367620719, "return_total": 0.5701149337, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.0034314785, "MaxDD": 0.0664587903, "Calmar": -0.0516331777, "PF": 0.9809213061, "WinRate_legs": 0.3333333333, "trades": 15, "legs": 15, "avg_leg_return": -2.08745e-05, "return_total": -0.001709776, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.0367416121, "MaxDD": 0.0941016369, "Calmar": 0.390446047, "PF": 1.1838968675, "WinRate_legs": 0.3125, "trades": 16, "legs": 16, "avg_leg_return": 0.0013334848, "return_total": 0.0183266439, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.1097085097, "MaxDD": 0.0683056432, "Calmar": 1.6061412277, "PF": 1.7498201083, "WinRate_legs": 0.4166666667, "trades": 12, "legs": 12, "avg_leg_return": 0.0045639505, "return_total": 0.0528892563, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.0582060385, "MaxDD": 0.0546416122, "Calmar": 1.0652328171, "PF": 1.4906342892, "WinRate_legs": 0.5, "trades": 12, "legs": 12, "avg_leg_return": 0.0025156871, "return_total": 0.0288839721, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.1767119693, "MaxDD": 0.1391250161, "Calmar": -1.2701667479, "PF": 0.3583850081, "WinRate_legs": 0.125, "trades": 16, "legs": 16, "avg_leg_return": -0.0058872279, "return_total": -0.0917819144, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "EMA50_200", "CAGR": 0.164758528, "MaxDD": 0.1972839503, "Calmar": 0.8351339669, "PF": 4.3360838862, "WinRate_legs": 0.2941176471, "trades": 34, "legs": 34, "avg_leg_return": 0.0314892873, "return_total": 1.4189854091, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "EMA50_200", "CAGR": 0.1385759649, "MaxDD": 0.1389870737, "Calmar": 0.9970421075, "PF": 6.3158574397, "WinRate_legs": 0.1666666667, "trades": 6, "legs": 6, "avg_leg_return": 0.0518173062, "return_total": 0.2961249418, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "EMA50_200", "CAGR": 0.327196117, "MaxDD": 0.1972839503, "Calmar": 1.6585034748, "PF": 7.6826048594, "WinRate_legs": 0.3571428571, "trades": 14, "legs": 14, "avg_leg_return": 0.0496603852, "return_total": 0.7621322265, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "EMA50_200", "CAGR": 0.0325769057, "MaxDD": 0.1167410436, "Calmar": 0.2790527194, "PF": 1.6087923147, "WinRate_legs": 0.2857142857, "trades": 14, "legs": 14, "avg_leg_return": 0.0046061814, "return_total": 0.059126628, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "EMA50_200", "CAGR": 0.1787950619, "MaxDD": 0.1972839503, "Calmar": 0.9062828563, "PF": 4.0377244572, "WinRate_legs": 0.3214285714, "trades": 28, "legs": 28, "avg_leg_return": 0.0271332833, "return_total": 0.8663211632, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "EMA50_200", "CAGR": 0.1758162282, "MaxDD": 0.1978046807, "Calmar": 0.888837552, "PF": 3.8940138574, "WinRate_legs": 0.3214285714, "trades": 28, "legs": 28, "avg_leg_return": 0.0267736869, "return_total": 0.8484941952, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0108968085, "MaxDD": 0.0665824085, "Calmar": -0.1636589719, "PF": 0.8496995816, "WinRate_legs": 0.2, "trades": 5, "legs": 5, "avg_leg_return": -0.0009615388, "return_total": -0.0054148473, "leverage_entries": null, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 2.0926907468, "MaxDD": 0.1123904583, "Calmar": 18.6198257323, "PF": null, "WinRate_legs": 1.0, "trades": 2, "legs": 2, "avg_leg_return": 0.3798504093, "return_total": 0.7660953261, "leverage_entries": null, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.079888811, "MaxDD": 0.0970138421, "Calmar": 0.8234784776, "PF": 4.6262304617, "WinRate_legs": 0.5, "trades": 2, "legs": 2, "avg_leg_return": 0.019775554, "return_total": 0.0390403277, "leverage_entries": null, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1520550037, "MaxDD": 0.0732774, "Calmar": 2.0750600268, "PF": 2.9875320984, "WinRate_legs": 0.2, "trades": 5, "legs": 5, "avg_leg_return": 0.0155180972, "return_total": 0.0739103449, "leverage_entries": null, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0055107126, "MaxDD": 0.0332879523, "Calmar": -0.1655467572, "PF": 0.8665965664, "WinRate_legs": 0.3333333333, "trades": 3, "legs": 3, "avg_leg_return": -0.0008230012, "return_total": -0.0027346453, "leverage_entries": null, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.0376995867, "MaxDD": 0.0593178759, "Calmar": 0.6355518657, "PF": 2.7685736571, "WinRate_legs": 0.6666666667, "trades": 3, "legs": 3, "avg_leg_return": 0.0063167829, "return_total": 0.0188173315, "leverage_entries": null, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "SOLUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.1084127266, "MaxDD": 0.0552788207, "Calmar": -1.9611982516, "PF": 0.0, "WinRate_legs": 0.0, "trades": 6, "legs": 6, "avg_leg_return": -0.0094305969, "return_total": -0.0552788207, "leverage_entries": null, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "B&H", "CAGR": 1.0785687086, "MaxDD": 0.9659882371, "Calmar": 1.1165443502, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 68.234404249, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "FULL", "experiment": "DCA", "CAGR": 1.0775121959, "MaxDD": 0.9660004925, "Calmar": 1.1154364871, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 68.0308444373, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "B&H", "CAGR": 1.5702276649, "MaxDD": 0.9659882371, "Calmar": 1.6255142708, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 5.5946977201, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "IS", "experiment": "DCA", "CAGR": 1.5671397807, "MaxDD": 0.9660004925, "Calmar": 1.6222970826, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 5.5788758691, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "B&H", "CAGR": 3.3502432801, "MaxDD": 0.4566691786, "Calmar": 7.3362587998, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 17.9500259019, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "VALIDATION", "experiment": "DCA", "CAGR": 3.3441710833, "MaxDD": 0.4571074544, "Calmar": 7.3159408168, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 17.897136733, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "B&H", "CAGR": -0.2824350897, "MaxDD": 0.7846562325, "Calmar": -0.3599475515, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": -0.4482020541, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "RECENT", "experiment": "DCA", "CAGR": -0.2842767925, "MaxDD": 0.7853955782, "Calmar": -0.3619536453, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": -0.4507366332, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "B&H", "CAGR": 0.8577882188, "MaxDD": 0.7846562325, "Calmar": 1.0932025812, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 9.4775194715, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "OOS_REVIEW", "experiment": "DCA", "CAGR": 0.8562899183, "MaxDD": 0.7846970665, "Calmar": 1.0912362934, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 9.4455057544, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "B&H", "CAGR": 0.8568088446, "MaxDD": 0.7846562325, "Calmar": 1.0919544242, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 9.4565853248, "leverage_entries": null, "start": null, "end": null }, { "symbol": "SOLUSDT", "window": "STRESS", "experiment": "DCA", "CAGR": 0.8537076986, "MaxDD": 0.7847372486, "Calmar": 1.0878898639, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 9.3905013854, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "PCS", "CAGR": 0.0215667495, "MaxDD": 0.188265185, "Calmar": 0.1145551658, "PF": 1.0872792855, "WinRate_legs": 0.5246753247, "trades": 253, "legs": 385, "avg_leg_return": 0.0003874787, "return_total": 0.1315352045, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "PCS", "CAGR": 0.0688365399, "MaxDD": 0.0898510152, "Calmar": 0.766118666, "PF": 1.3251971493, "WinRate_legs": 0.5391304348, "trades": 76, "legs": 115, "avg_leg_return": 0.0012491308, "return_total": 0.1422727464, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "PCS", "CAGR": -0.0351883688, "MaxDD": 0.1681532855, "Calmar": -0.2092636413, "PF": 0.8695844141, "WinRate_legs": 0.4966887417, "trades": 99, "legs": 151, "avg_leg_return": -0.0004335094, "return_total": -0.0691689477, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "PCS", "CAGR": 0.0332421671, "MaxDD": 0.0849178897, "Calmar": 0.3914624723, "PF": 1.1388412534, "WinRate_legs": 0.5462184874, "trades": 78, "legs": 119, "avg_leg_return": 0.0005656475, "return_total": 0.0603338662, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "PCS", "CAGR": -0.0024870221, "MaxDD": 0.188265185, "Calmar": -0.0132102072, "PF": 0.989960824, "WinRate_legs": 0.5185185185, "trades": 177, "legs": 270, "avg_leg_return": 2.04787e-05, "return_total": -0.0094001559, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "PCS", "CAGR": -0.0447349964, "MaxDD": 0.2583169983, "Calmar": -0.1731786786, "PF": 0.8326173571, "WinRate_legs": 0.5111111111, "trades": 177, "legs": 270, "avg_leg_return": -0.000587604, "return_total": -0.1593541176, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.1292777919, "MaxDD": 0.0442208518, "Calmar": 2.9234577523, "PF": 2.0062931883, "WinRate_legs": 0.6296296296, "trades": 16, "legs": 27, "avg_leg_return": 0.0022737991, "return_total": 0.0620412598, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.1468744396, "MaxDD": 0.0941447552, "Calmar": -1.5600915762, "PF": 0.4984229788, "WinRate_legs": 0.4102564103, "trades": 27, "legs": 39, "avg_leg_return": -0.0020167936, "return_total": -0.0768372939, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0647246057, "MaxDD": 0.0747223523, "Calmar": 0.8662013942, "PF": 1.2320238223, "WinRate_legs": 0.5263157895, "trades": 25, "legs": 38, "avg_leg_return": 0.0008876847, "return_total": 0.0317146786, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.1559382711, "MaxDD": 0.1115719972, "Calmar": -1.3976470352, "PF": 0.522781333, "WinRate_legs": 0.4583333333, "trades": 32, "legs": 48, "avg_leg_return": -0.0017523308, "return_total": -0.0817867973, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": -0.0474268627, "MaxDD": 0.0547996878, "Calmar": -0.8654586294, "PF": 0.7054599862, "WinRate_legs": 0.4642857143, "trades": 18, "legs": 28, "avg_leg_return": -0.0008388352, "return_total": -0.023768818, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.14221773, "MaxDD": 0.0664762826, "Calmar": 2.1393754941, "PF": 1.4290329906, "WinRate_legs": 0.5277777778, "trades": 25, "legs": 36, "avg_leg_return": 0.0019964481, "return_total": 0.0692161147, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS", "CAGR": 0.0067815717, "MaxDD": 0.0442086914, "Calmar": 0.1533990591, "PF": 1.0363769137, "WinRate_legs": 0.6333333333, "trades": 19, "legs": 30, "avg_leg_return": 0.0001456721, "return_total": 0.0033517914, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "PCS_A", "CAGR": 0.0254980916, "MaxDD": 0.1130597875, "Calmar": 0.2255275038, "PF": 1.3689545048, "WinRate_legs": 0.5378151261, "trades": 77, "legs": 119, "avg_leg_return": 0.001328356, "return_total": 0.1569880172, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "PCS_A", "CAGR": 0.0350940723, "MaxDD": 0.1130597875, "Calmar": 0.3104027798, "PF": 1.4565044518, "WinRate_legs": 0.5, "trades": 25, "legs": 36, "avg_leg_return": 0.0021173311, "return_total": 0.0713522878, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "PCS_A", "CAGR": 0.0138341461, "MaxDD": 0.0608343509, "Calmar": 0.2274068162, "PF": 1.202692574, "WinRate_legs": 0.5714285714, "trades": 27, "legs": 42, "avg_leg_return": 0.0007077586, "return_total": 0.0278725638, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "PCS_A", "CAGR": 0.0279630258, "MaxDD": 0.0564670981, "Calmar": 0.4952091892, "PF": 1.4576565054, "WinRate_legs": 0.5365853659, "trades": 25, "legs": 41, "avg_leg_return": 0.0012713313, "return_total": 0.0506481152, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "PCS_A", "CAGR": 0.0204815765, "MaxDD": 0.0608343509, "Calmar": 0.3366778184, "PF": 1.3181203887, "WinRate_legs": 0.5542168675, "trades": 52, "legs": 83, "avg_leg_return": 0.0009861499, "return_total": 0.0799323719, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "PCS_A", "CAGR": 0.0038920267, "MaxDD": 0.0732257047, "Calmar": 0.0531510997, "PF": 1.0535031791, "WinRate_legs": 0.5542168675, "trades": 52, "legs": 83, "avg_leg_return": 0.0002359582, "return_total": 0.0148422347, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0240471847, "MaxDD": 0.0221635303, "Calmar": 1.0849889147, "PF": 1.5104425085, "WinRate_legs": 0.625, "trades": 5, "legs": 8, "avg_leg_return": 0.001518934, "return_total": 0.0118342158, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.0367985781, "MaxDD": 0.0476390463, "Calmar": -0.7724457341, "PF": 0.5861138925, "WinRate_legs": 0.5, "trades": 8, "legs": 12, "avg_leg_return": -0.0015427758, "return_total": -0.0186934676, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.1073459046, "MaxDD": 0.0219183992, "Calmar": 4.8975248411, "PF": 2.5260437562, "WinRate_legs": 0.6923076923, "trades": 8, "legs": 13, "avg_leg_return": 0.0040020112, "return_total": 0.0520725014, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.0316075443, "MaxDD": 0.0321872241, "Calmar": -0.9819903766, "PF": 0.5179097195, "WinRate_legs": 0.4444444444, "trades": 6, "legs": 9, "avg_leg_return": -0.0017709387, "return_total": -0.0160352204, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0116042156, "MaxDD": 0.0119754296, "Calmar": 0.9690020319, "PF": 1.7578930248, "WinRate_legs": 0.4285714286, "trades": 4, "legs": 7, "avg_leg_return": 0.0008215289, "return_total": 0.0057284521, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": 0.0559004521, "MaxDD": 0.0203997096, "Calmar": 2.7402572448, "PF": 3.1621754218, "WinRate_legs": 0.7272727273, "trades": 6, "legs": 11, "avg_leg_return": 0.0025114633, "return_total": 0.0277550947, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_A", "CAGR": -0.049516087, "MaxDD": 0.0434742117, "Calmar": -1.1389760748, "PF": 0.5924854084, "WinRate_legs": 0.4, "trades": 10, "legs": 15, "avg_leg_return": -0.0016408984, "return_total": -0.0248294588, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "PCS_TRAIL", "CAGR": 0.0732197865, "MaxDD": 0.2532421274, "Calmar": 0.2891295664, "PF": 1.2540107843, "WinRate_legs": 0.3191489362, "trades": 235, "legs": 235, "avg_leg_return": 0.0020336219, "return_total": 0.5056791142, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "PCS_TRAIL", "CAGR": 0.1624987524, "MaxDD": 0.1229009809, "Calmar": 1.3221924776, "PF": 1.6621316673, "WinRate_legs": 0.323943662, "trades": 71, "legs": 71, "avg_leg_return": 0.0046888341, "return_total": 0.351031996, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "PCS_TRAIL", "CAGR": -0.0145565915, "MaxDD": 0.1837017274, "Calmar": -0.0792403629, "PF": 0.95146362, "WinRate_legs": 0.3111111111, "trades": 90, "legs": 90, "avg_leg_return": -0.0001716692, "return_total": -0.0289142841, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "PCS_TRAIL", "CAGR": 0.075508274, "MaxDD": 0.1187115851, "Calmar": 0.6360649123, "PF": 1.2807139299, "WinRate_legs": 0.3243243243, "trades": 74, "legs": 74, "avg_leg_return": 0.0020687821, "return_total": 0.1392918778, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "PCS_TRAIL", "CAGR": 0.0289858271, "MaxDD": 0.2532421274, "Calmar": 0.1144589462, "PF": 1.1058774493, "WinRate_legs": 0.3170731707, "trades": 164, "legs": 164, "avg_leg_return": 0.0008841093, "return_total": 0.1144659184, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "PCS_TRAIL", "CAGR": -0.0125784331, "MaxDD": 0.3069052915, "Calmar": -0.0409847383, "PF": 0.9575391444, "WinRate_legs": 0.2865853659, "trades": 164, "legs": 164, "avg_leg_return": -7.14287e-05, "return_total": -0.0468762386, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.2198125077, "MaxDD": 0.0538525448, "Calmar": 4.0817478252, "PF": 2.638763073, "WinRate_legs": 0.5714285714, "trades": 14, "legs": 14, "avg_leg_return": 0.0071968116, "return_total": 0.103375271, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.1139280325, "MaxDD": 0.1382145445, "Calmar": -0.8242839625, "PF": 0.647698217, "WinRate_legs": 0.2608695652, "trades": 23, "legs": 23, "avg_leg_return": -0.002458188, "return_total": -0.0590626378, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.1428286108, "MaxDD": 0.0992338243, "Calmar": 1.4393137806, "PF": 1.433105847, "WinRate_legs": 0.2692307692, "trades": 26, "legs": 26, "avg_leg_return": 0.0027916724, "return_total": 0.0687223214, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.2344924661, "MaxDD": 0.1580914364, "Calmar": -1.4832711458, "PF": 0.2401331194, "WinRate_legs": 0.25, "trades": 28, "legs": 28, "avg_leg_return": -0.0047658761, "return_total": -0.1258402376, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.1605795391, "MaxDD": 0.1139236, "Calmar": -1.4095370855, "PF": 0.2082453929, "WinRate_legs": 0.2352941176, "trades": 17, "legs": 17, "avg_leg_return": -0.005062627, "return_total": -0.0830140536, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": 0.4963940875, "MaxDD": 0.0795102312, "Calmar": 6.2431473283, "PF": 2.3549065983, "WinRate_legs": 0.3636363636, "trades": 22, "legs": 22, "avg_leg_return": 0.009858034, "return_total": 0.2249040914, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "PCS_TRAIL", "CAGR": -0.0071952511, "MaxDD": 0.0557226616, "Calmar": -0.1291261211, "PF": 0.96151814, "WinRate_legs": 0.4117647059, "trades": 17, "legs": 17, "avg_leg_return": -0.0001299219, "return_total": -0.0035688249, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "CARTER_RAW", "CAGR": 0.0085855688, "MaxDD": 0.2621689387, "Calmar": 0.0327482305, "PF": 1.0456386142, "WinRate_legs": 0.2739726027, "trades": 146, "legs": 146, "avg_leg_return": 0.0006305422, "return_total": 0.050756943, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "CARTER_RAW", "CAGR": 0.0890798506, "MaxDD": 0.1746240059, "Calmar": 0.5101237376, "PF": 1.5122764301, "WinRate_legs": 0.26, "trades": 50, "legs": 50, "avg_leg_return": 0.0038979757, "return_total": 0.1859101975, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "CARTER_RAW", "CAGR": -0.0545576944, "MaxDD": 0.1493072419, "Calmar": -0.3654055469, "PF": 0.7120969976, "WinRate_legs": 0.3076923077, "trades": 52, "legs": 52, "avg_leg_return": -0.0020303192, "return_total": -0.1061846113, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "CARTER_RAW", "CAGR": -0.0048688853, "MaxDD": 0.1466822319, "Calmar": -0.0331934223, "PF": 0.970409439, "WinRate_legs": 0.25, "trades": 44, "legs": 44, "avg_leg_return": 6.22041e-05, "return_total": -0.0087056355, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "CARTER_RAW", "CAGR": -0.0313986844, "MaxDD": 0.2256978954, "Calmar": -0.1391181977, "PF": 0.8196126675, "WinRate_legs": 0.28125, "trades": 96, "legs": 96, "avg_leg_return": -0.001071246, "return_total": -0.1139658423, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "CARTER_RAW", "CAGR": -0.0627848479, "MaxDD": 0.3108354838, "Calmar": -0.2019873894, "PF": 0.6761205232, "WinRate_legs": 0.2395833333, "trades": 96, "legs": 96, "avg_leg_return": -0.0023718981, "return_total": -0.2180282039, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.0062090323, "MaxDD": 0.0633090335, "Calmar": 0.0980749817, "PF": 1.0462864708, "WinRate_legs": 0.4, "trades": 10, "legs": 10, "avg_leg_return": 0.0004643727, "return_total": 0.0030692553, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.0906901116, "MaxDD": 0.1004670933, "Calmar": -0.9026847362, "PF": 0.6462338514, "WinRate_legs": 0.2777777778, "trades": 18, "legs": 18, "avg_leg_return": -0.002510344, "return_total": -0.0467224482, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.0951806269, "MaxDD": 0.0629418599, "Calmar": -1.5121991469, "PF": 0.539847161, "WinRate_legs": 0.2307692308, "trades": 13, "legs": 13, "avg_leg_return": -0.003733025, "return_total": -0.0485738235, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.0345143543, "MaxDD": 0.0766738369, "Calmar": -0.4501451303, "PF": 0.769286752, "WinRate_legs": 0.3636363636, "trades": 11, "legs": 11, "avg_leg_return": -0.0015004372, "return_total": -0.0175228779, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.1028617434, "MaxDD": 0.06402313, "Calmar": -1.6066340943, "PF": 0.2583871977, "WinRate_legs": 0.3636363636, "trades": 11, "legs": 11, "avg_leg_return": -0.0048431314, "return_total": -0.052321718, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": 0.1289643402, "MaxDD": 0.0484728447, "Calmar": 2.6605482116, "PF": 2.1969700445, "WinRate_legs": 0.3636363636, "trades": 11, "legs": 11, "avg_leg_return": 0.005815936, "return_total": 0.0629538048, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "CARTER_RAW", "CAGR": -0.1921781457, "MaxDD": 0.100269495, "Calmar": -1.9166162732, "PF": 0.0, "WinRate_legs": 0.0, "trades": 11, "legs": 11, "avg_leg_return": -0.0095547392, "return_total": -0.100269495, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "LATINO", "CAGR": 0.0903407685, "MaxDD": 0.2497917999, "Calmar": 0.3616642682, "PF": 1.3585293003, "WinRate_legs": 0.3492822967, "trades": 209, "legs": 209, "avg_leg_return": 0.0027023097, "return_total": 0.6502150283, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "LATINO", "CAGR": 0.210486009, "MaxDD": 0.0870855007, "Calmar": 2.4170040631, "PF": 2.0478323599, "WinRate_legs": 0.3709677419, "trades": 62, "legs": 62, "avg_leg_return": 0.0066662656, "return_total": 0.4647655841, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "LATINO", "CAGR": -0.025767192, "MaxDD": 0.1913424636, "Calmar": -0.1346653092, "PF": 0.9039692261, "WinRate_legs": 0.3170731707, "trades": 82, "legs": 82, "avg_leg_return": -0.0005054514, "return_total": -0.0508930475, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "LATINO", "CAGR": 0.0959489161, "MaxDD": 0.1078011047, "Calmar": 0.8900550354, "PF": 1.4207215255, "WinRate_legs": 0.3692307692, "trades": 65, "legs": 65, "avg_leg_return": 0.0028548771, "return_total": 0.1783736734, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "LATINO", "CAGR": 0.0319295588, "MaxDD": 0.2497917999, "Calmar": 0.1278246878, "PF": 1.1353633527, "WinRate_legs": 0.3401360544, "trades": 147, "legs": 147, "avg_leg_return": 0.0010304372, "return_total": 0.1266069098, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "LATINO", "CAGR": -0.0047505821, "MaxDD": 0.294486089, "Calmar": -0.0161317708, "PF": 0.9813941263, "WinRate_legs": 0.306122449, "trades": 147, "legs": 147, "avg_leg_return": 9.45208e-05, "return_total": -0.0178989886, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.2125617746, "MaxDD": 0.0425163256, "Calmar": 4.9995330383, "PF": 3.0236251439, "WinRate_legs": 0.6153846154, "trades": 13, "legs": 13, "avg_leg_return": 0.0074867944, "return_total": 0.1001232487, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0746662365, "MaxDD": 0.1192023278, "Calmar": -0.6263823695, "PF": 0.7420373198, "WinRate_legs": 0.2857142857, "trades": 21, "legs": 21, "avg_leg_return": -0.0016588261, "return_total": -0.0383042171, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.0158602926, "MaxDD": 0.0964448838, "Calmar": 0.164449289, "PF": 1.0505307385, "WinRate_legs": 0.24, "trades": 25, "legs": 25, "avg_leg_return": 0.0004635587, "return_total": 0.0078645739, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.2084040542, "MaxDD": 0.1377800139, "Calmar": -1.5125855208, "PF": 0.2283918451, "WinRate_legs": 0.25, "trades": 24, "legs": 24, "avg_leg_return": -0.0048634479, "return_total": -0.1109708391, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.1364795517, "MaxDD": 0.1029538437, "Calmar": -1.3256382347, "PF": 0.2389502086, "WinRate_legs": 0.2857142857, "trades": 14, "legs": 14, "avg_leg_return": -0.0051496782, "return_total": -0.0700728746, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": 0.4982950017, "MaxDD": 0.0750007065, "Calmar": 6.6438707698, "PF": 2.48731803, "WinRate_legs": 0.380952381, "trades": 21, "legs": 21, "avg_leg_return": 0.0103337816, "return_total": 0.2256870084, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "LATINO", "CAGR": -0.0140761422, "MaxDD": 0.0515421722, "Calmar": -0.2730995138, "PF": 0.8979408236, "WinRate_legs": 0.5, "trades": 14, "legs": 14, "avg_leg_return": -0.000444693, "return_total": -0.0069939644, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "DONCHIAN21", "CAGR": 0.0608863923, "MaxDD": 0.2118005092, "Calmar": 0.2874704716, "PF": 1.2486323255, "WinRate_legs": 0.2983425414, "trades": 181, "legs": 181, "avg_leg_return": 0.0022392566, "return_total": 0.4081874375, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "DONCHIAN21", "CAGR": 0.1546259639, "MaxDD": 0.151519673, "Calmar": 1.0205009082, "PF": 1.865727927, "WinRate_legs": 0.358490566, "trades": 53, "legs": 53, "avg_leg_return": 0.0059748222, "return_total": 0.3328113067, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "DONCHIAN21", "CAGR": 0.0121765052, "MaxDD": 0.1578870335, "Calmar": 0.0771216289, "PF": 1.0519839351, "WinRate_legs": 0.2985074627, "trades": 67, "legs": 67, "avg_leg_return": 0.0005851379, "return_total": 0.0245125937, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "DONCHIAN21", "CAGR": 0.0173389372, "MaxDD": 0.1998427333, "Calmar": 0.0867629107, "PF": 1.0679130574, "WinRate_legs": 0.2459016393, "trades": 61, "legs": 61, "avg_leg_return": 0.0008104202, "return_total": 0.0312750148, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "DONCHIAN21", "CAGR": 0.0146101224, "MaxDD": 0.2118005092, "Calmar": 0.0689805818, "PF": 1.05995071, "WinRate_legs": 0.2734375, "trades": 128, "legs": 128, "avg_leg_return": 0.000692499, "return_total": 0.0565542402, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "DONCHIAN21", "CAGR": -0.0233338759, "MaxDD": 0.280181693, "Calmar": -0.0832812295, "PF": 0.9123571869, "WinRate_legs": 0.265625, "trades": 128, "legs": 128, "avg_leg_return": -0.0004377855, "return_total": -0.0856578685, "leverage_entries": 0.0, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.0740411102, "MaxDD": 0.0881542684, "Calmar": -0.8399038589, "PF": 0.6588789565, "WinRate_legs": 0.2857142857, "trades": 14, "legs": 14, "avg_leg_return": -0.0026126966, "return_total": -0.037369249, "leverage_entries": 0.0, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.0584373215, "MaxDD": 0.0816738835, "Calmar": 0.7154958103, "PF": 1.2624683536, "WinRate_legs": 0.2666666667, "trades": 15, "legs": 15, "avg_leg_return": 0.0023622528, "return_total": 0.0289971471, "leverage_entries": 0.0, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.2490886426, "MaxDD": 0.0713145176, "Calmar": 3.4928181649, "PF": 2.1288794553, "WinRate_legs": 0.4117647059, "trades": 17, "legs": 17, "avg_leg_return": 0.0068322739, "return_total": 0.1170876931, "leverage_entries": 0.0, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.1418723086, "MaxDD": 0.1001724481, "Calmar": -1.4162807365, "PF": 0.4636345916, "WinRate_legs": 0.2380952381, "trades": 21, "legs": 21, "avg_leg_return": -0.0036095456, "return_total": -0.0741169526, "leverage_entries": 0.0, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.1371388011, "MaxDD": 0.1156750496, "Calmar": -1.1855521274, "PF": 0.5185401531, "WinRate_legs": 0.2105263158, "trades": 19, "legs": 19, "avg_leg_return": -0.0036919778, "return_total": -0.0704244335, "leverage_entries": 0.0, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": 0.2927055576, "MaxDD": 0.0650443279, "Calmar": 4.5000935086, "PF": 2.3960757361, "WinRate_legs": 0.375, "trades": 16, "legs": 16, "avg_leg_return": 0.0085271716, "return_total": 0.1379381957, "leverage_entries": 0.0, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "DONCHIAN21", "CAGR": -0.2239711258, "MaxDD": 0.1636843475, "Calmar": -1.3683111991, "PF": 0.2665235928, "WinRate_legs": 0.1111111111, "trades": 18, "legs": 18, "avg_leg_return": -0.0068882022, "return_total": -0.1179785963, "leverage_entries": 0.0, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "EMA50_200", "CAGR": 0.0907273668, "MaxDD": 0.1762872681, "Calmar": 0.5146563776, "PF": 3.4478355596, "WinRate_legs": 0.2333333333, "trades": 30, "legs": 30, "avg_leg_return": 0.0199061478, "return_total": 0.6536720894, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "EMA50_200", "CAGR": -0.0179682166, "MaxDD": 0.1108534151, "Calmar": -0.1620898785, "PF": 0.5425454816, "WinRate_legs": 0.1111111111, "trades": 9, "legs": 9, "avg_leg_return": -0.0038867651, "return_total": -0.0355896392, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "EMA50_200", "CAGR": 0.1314935381, "MaxDD": 0.1011, "Calmar": 1.3006284678, "PF": 4.9376613717, "WinRate_legs": 0.3333333333, "trades": 9, "legs": 9, "avg_leg_return": 0.0322668113, "return_total": 0.2804941591, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "EMA50_200", "CAGR": 0.180036708, "MaxDD": 0.1762872681, "Calmar": 1.0212689207, "PF": 4.5214356569, "WinRate_legs": 0.25, "trades": 12, "legs": 12, "avg_leg_return": 0.0288803108, "return_total": 0.3453375238, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "EMA50_200", "CAGR": 0.152755692, "MaxDD": 0.1762872681, "Calmar": 0.866515737, "PF": 4.6422324297, "WinRate_legs": 0.2857142857, "trades": 21, "legs": 21, "avg_leg_return": 0.0301031105, "return_total": 0.7146975568, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "EMA50_200", "CAGR": 0.1487036866, "MaxDD": 0.179234575, "Calmar": 0.8296596045, "PF": 4.3430653795, "WinRate_legs": 0.2380952381, "trades": 21, "legs": 21, "avg_leg_return": 0.0294422267, "return_total": 0.6919463861, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0624951574, "MaxDD": 0.0314736296, "Calmar": -1.9856355336, "PF": 0.0, "WinRate_legs": 0.0, "trades": 3, "legs": 3, "avg_leg_return": -0.0106031876, "return_total": -0.0314736296, "leverage_entries": null, "start": "2023-01-01", "end": "2023-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.1350643204, "MaxDD": 0.0678405377, "Calmar": 1.9909087554, "PF": null, "WinRate_legs": 1.0, "trades": 2, "legs": 2, "avg_leg_return": 0.0329376377, "return_total": 0.0659022113, "leverage_entries": null, "start": "2023-07-01", "end": "2024-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.0, "MaxDD": 0.0, "Calmar": null, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 0.0, "leverage_entries": null, "start": "2024-01-01", "end": "2024-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.002988575, "MaxDD": 0.0492383972, "Calmar": 0.0606960261, "PF": 1.0483779826, "WinRate_legs": 0.25, "trades": 4, "legs": 4, "avg_leg_return": 0.0005556888, "return_total": 0.0015044234, "leverage_entries": null, "start": "2024-07-01", "end": "2025-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.029600853, "MaxDD": 0.0438188085, "Calmar": -0.6755284783, "PF": 0.6414775408, "WinRate_legs": 0.2, "trades": 5, "legs": 5, "avg_leg_return": -0.0028591818, "return_total": -0.0147799062, "leverage_entries": null, "start": "2025-01-01", "end": "2025-07-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": 0.7557279081, "MaxDD": 0.1488339376, "Calmar": 5.0776585, "PF": 43.7682773545, "WinRate_legs": 0.5, "trades": 2, "legs": 2, "avg_leg_return": 0.1652207006, "return_total": 0.3278495673, "leverage_entries": null, "start": "2025-07-01", "end": "2026-01-01" }, { "symbol": "BNBUSDT", "window": "WF", "experiment": "EMA50_200", "CAGR": -0.0745734024, "MaxDD": 0.0702503167, "Calmar": -1.0615383099, "PF": 0.0, "WinRate_legs": 0.0, "trades": 4, "legs": 4, "avg_leg_return": -0.00955357, "return_total": -0.0376772932, "leverage_entries": null, "start": "2026-01-01", "end": "2026-07-01" }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "B&H", "CAGR": 0.6665930801, "MaxDD": 0.7243973479, "Calmar": 0.9202036452, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 18.2627667518, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "FULL", "experiment": "DCA", "CAGR": 0.6656076713, "MaxDD": 0.7245667034, "Calmar": 0.9186285654, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 18.1968980744, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "B&H", "CAGR": 1.5672637711, "MaxDD": 0.7243973479, "Calmar": 2.1635415642, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 5.5795108114, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "IS", "experiment": "DCA", "CAGR": 1.5637850496, "MaxDD": 0.7245667034, "Calmar": 2.158234766, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 5.5617082522, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "B&H", "CAGR": 0.6865190676, "MaxDD": 0.4126756524, "Calmar": 1.6635802562, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.8457036265, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "VALIDATION", "experiment": "DCA", "CAGR": 0.682742062, "MaxDD": 0.4132695545, "Calmar": 1.6520502287, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.8329660403, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "B&H", "CAGR": 0.0137071045, "MaxDD": 0.596234979, "Calmar": 0.0229894337, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 0.0246888991, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "RECENT", "experiment": "DCA", "CAGR": 0.0113824992, "MaxDD": 0.5964901382, "Calmar": 0.01908246, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 0.0204831513, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "B&H", "CAGR": 0.3266997182, "MaxDD": 0.596234979, "Calmar": 0.5479378596, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.9218402791, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "OOS_REVIEW", "experiment": "DCA", "CAGR": 0.3250052354, "MaxDD": 0.5962882019, "Calmar": 0.5450472345, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.9077113131, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "B&H", "CAGR": 0.3260003191, "MaxDD": 0.596234979, "Calmar": 0.5467648336, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.9160024247, "leverage_entries": null, "start": null, "end": null }, { "symbol": "BNBUSDT", "window": "STRESS", "experiment": "DCA", "CAGR": 0.3228033526, "MaxDD": 0.5963413017, "Calmar": 0.5413063822, "PF": null, "WinRate_legs": null, "trades": 0, "legs": 0, "avg_leg_return": null, "return_total": 1.8894267753, "leverage_entries": null, "start": null, "end": null } ], "bootstrap": [ { "symbol": "BTCUSDT", "model": "PCS", "available": true, "trades": 183, "block": 5, "paths": 5000, "p95DD": 0.2336893973409317, "p05Multiple": 0.9732644645768223, "lossFrequency": 0.0642, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BTCUSDT", "model": "PCS_A", "available": true, "trades": 55, "block": 5, "paths": 5000, "p95DD": 0.12035006840079786, "p05Multiple": 1.0639191414746965, "lossFrequency": 0.0196, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BTCUSDT", "model": "PCS_TRAIL", "available": true, "trades": 167, "block": 5, "paths": 5000, "p95DD": 0.2523676711195758, "p05Multiple": 1.149848365365645, "lossFrequency": 0.0208, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BTCUSDT", "model": "CARTER_RAW", "available": true, "trades": 92, "block": 5, "paths": 5000, "p95DD": 0.15354796923743538, "p05Multiple": 1.3750741289284092, "lossFrequency": 0.0018, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BTCUSDT", "model": "LATINO", "available": true, "trades": 157, "block": 5, "paths": 5000, "p95DD": 0.2370895697028264, "p05Multiple": 1.1289608396300916, "lossFrequency": 0.018, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BTCUSDT", "model": "DONCHIAN21", "available": true, "trades": 103, "block": 5, "paths": 5000, "p95DD": 0.16661629582895215, "p05Multiple": 1.3543166526793409, "lossFrequency": 0.003, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BTCUSDT", "model": "EMA50_200", "available": true, "trades": 21, "block": 5, "paths": 5000, "p95DD": 0.083339382421247, "p05Multiple": 1.1956056974484681, "lossFrequency": 0.0062, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "PCS", "available": true, "trades": 144, "block": 5, "paths": 5000, "p95DD": 0.1399075856981009, "p05Multiple": 1.0883116079220998, "lossFrequency": 0.0122, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "PCS_A", "available": true, "trades": 58, "block": 5, "paths": 5000, "p95DD": 0.09953314768257156, "p05Multiple": 1.0650796960971847, "lossFrequency": 0.014, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "PCS_TRAIL", "available": true, "trades": 131, "block": 5, "paths": 5000, "p95DD": 0.21216368629384458, "p05Multiple": 1.0507559248998115, "lossFrequency": 0.0316, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "CARTER_RAW", "available": true, "trades": 106, "block": 5, "paths": 5000, "p95DD": 0.30612379422542735, "p05Multiple": 0.7816076637887514, "lossFrequency": 0.2924, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "LATINO", "available": true, "trades": 118, "block": 5, "paths": 5000, "p95DD": 0.25402494637353706, "p05Multiple": 0.8770610395356455, "lossFrequency": 0.1474, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "DONCHIAN21", "available": true, "trades": 116, "block": 5, "paths": 5000, "p95DD": 0.25078367810033064, "p05Multiple": 0.9250594273868826, "lossFrequency": 0.099, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "model": "EMA50_200", "available": true, "trades": 23, "block": 5, "paths": 5000, "p95DD": 0.10389004544811115, "p05Multiple": 1.1101994079706592, "lossFrequency": 0.0112, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "PCS", "available": true, "trades": 182, "block": 5, "paths": 5000, "p95DD": 0.24623356301791827, "p05Multiple": 0.8485251885568412, "lossFrequency": 0.2408, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "PCS_A", "available": true, "trades": 58, "block": 5, "paths": 5000, "p95DD": 0.13541175274064973, "p05Multiple": 0.9433934672294113, "lossFrequency": 0.1258, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "PCS_TRAIL", "available": true, "trades": 158, "block": 5, "paths": 5000, "p95DD": 0.2562709926170547, "p05Multiple": 0.9225255263894508, "lossFrequency": 0.0904, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "CARTER_RAW", "available": true, "trades": 94, "block": 5, "paths": 5000, "p95DD": 0.15637557188619094, "p05Multiple": 1.0408480580825306, "lossFrequency": 0.0294, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "LATINO", "available": true, "trades": 147, "block": 5, "paths": 5000, "p95DD": 0.270916592979001, "p05Multiple": 0.9068761186557515, "lossFrequency": 0.101, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "DONCHIAN21", "available": true, "trades": 114, "block": 5, "paths": 5000, "p95DD": 0.2675036083582592, "p05Multiple": 0.8887841812003853, "lossFrequency": 0.111, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "SOLUSDT", "model": "EMA50_200", "available": true, "trades": 28, "block": 5, "paths": 5000, "p95DD": 0.11654978709702661, "p05Multiple": 1.0340207667840786, "lossFrequency": 0.0318, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "PCS", "available": true, "trades": 177, "block": 5, "paths": 5000, "p95DD": 0.31753921424694953, "p05Multiple": 0.7398880776783827, "lossFrequency": 0.5316, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "PCS_A", "available": true, "trades": 52, "block": 5, "paths": 5000, "p95DD": 0.10942119402170958, "p05Multiple": 0.9437423295887871, "lossFrequency": 0.185, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "PCS_TRAIL", "available": true, "trades": 164, "block": 5, "paths": 5000, "p95DD": 0.38338480778307876, "p05Multiple": 0.7031771150103281, "lossFrequency": 0.3754, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "CARTER_RAW", "available": true, "trades": 96, "block": 5, "paths": 5000, "p95DD": 0.33856934161125113, "p05Multiple": 0.6903510304099328, "lossFrequency": 0.7856, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "LATINO", "available": true, "trades": 147, "block": 5, "paths": 5000, "p95DD": 0.3424868700510012, "p05Multiple": 0.7410537341456007, "lossFrequency": 0.352, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "DONCHIAN21", "available": true, "trades": 128, "block": 5, "paths": 5000, "p95DD": 0.3904640552836592, "p05Multiple": 0.6862904367552628, "lossFrequency": 0.4314, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "BNBUSDT", "model": "EMA50_200", "available": true, "trades": 21, "block": 5, "paths": 5000, "p95DD": 0.07663875457057678, "p05Multiple": 1.0618140469871409, "lossFrequency": 0.022, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" } ], "causality": [ { "symbol": "BTCUSDT", "model": "PCS", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_A", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_TRAIL", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "CARTER_RAW", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "LATINO", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "DONCHIAN21", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "EMA50_200", "bars": 250, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_A", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_TRAIL", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "CARTER_RAW", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "LATINO", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "DONCHIAN21", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "EMA50_200", "bars": 500, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_A", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_TRAIL", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "CARTER_RAW", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "LATINO", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "DONCHIAN21", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "EMA50_200", "bars": 1000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_A", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_TRAIL", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "CARTER_RAW", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "LATINO", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "DONCHIAN21", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "EMA50_200", "bars": 5000, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS", "bars": 14888, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_A", "bars": 14888, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "PCS_TRAIL", "bars": 14888, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "CARTER_RAW", "bars": 14888, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "LATINO", "bars": 14888, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "DONCHIAN21", "bars": 14888, "prefixInvariant": true }, { "symbol": "BTCUSDT", "model": "EMA50_200", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_A", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_TRAIL", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "CARTER_RAW", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "LATINO", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "DONCHIAN21", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "EMA50_200", "bars": 250, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_A", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_TRAIL", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "CARTER_RAW", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "LATINO", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "DONCHIAN21", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "EMA50_200", "bars": 500, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_A", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_TRAIL", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "CARTER_RAW", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "LATINO", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "DONCHIAN21", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "EMA50_200", "bars": 1000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_A", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_TRAIL", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "CARTER_RAW", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "LATINO", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "DONCHIAN21", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "EMA50_200", "bars": 5000, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_A", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "PCS_TRAIL", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "CARTER_RAW", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "LATINO", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "DONCHIAN21", "bars": 14888, "prefixInvariant": true }, { "symbol": "ETHUSDT", "model": "EMA50_200", "bars": 14888, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_A", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_TRAIL", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "CARTER_RAW", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "LATINO", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "DONCHIAN21", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "EMA50_200", "bars": 250, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_A", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_TRAIL", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "CARTER_RAW", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "LATINO", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "DONCHIAN21", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "EMA50_200", "bars": 500, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_A", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_TRAIL", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "CARTER_RAW", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "LATINO", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "DONCHIAN21", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "EMA50_200", "bars": 1000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_A", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_TRAIL", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "CARTER_RAW", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "LATINO", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "DONCHIAN21", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "EMA50_200", "bars": 5000, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS", "bars": 12693, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_A", "bars": 12693, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "PCS_TRAIL", "bars": 12693, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "CARTER_RAW", "bars": 12693, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "LATINO", "bars": 12693, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "DONCHIAN21", "bars": 12693, "prefixInvariant": true }, { "symbol": "SOLUSDT", "model": "EMA50_200", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_A", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_TRAIL", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "CARTER_RAW", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "LATINO", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "DONCHIAN21", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "EMA50_200", "bars": 250, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_A", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_TRAIL", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "CARTER_RAW", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "LATINO", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "DONCHIAN21", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "EMA50_200", "bars": 500, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_A", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_TRAIL", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "CARTER_RAW", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "LATINO", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "DONCHIAN21", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "EMA50_200", "bars": 1000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_A", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_TRAIL", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "CARTER_RAW", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "LATINO", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "DONCHIAN21", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "EMA50_200", "bars": 5000, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_A", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "PCS_TRAIL", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "CARTER_RAW", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "LATINO", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "DONCHIAN21", "bars": 12693, "prefixInvariant": true }, { "symbol": "BNBUSDT", "model": "EMA50_200", "bars": 12693, "prefixInvariant": true } ], "fingerprints": [ { "symbol": "BTCUSDT", "bars": 14888, "sha256": "627cccd1af7001ee539ea60e5af43faa73491afcd2e0c31f85fe67d8a7c3df2c", "gaps": [ { "before": 1582099200000, "after": 1582128000000, "missing": 1 } ] }, { "symbol": "ETHUSDT", "bars": 14888, "sha256": "5edfe50494189b4a82f5cf6d304bd655831a2eb8dfa9e5c610cef7fa2ec3a993", "gaps": [ { "before": 1582099200000, "after": 1582128000000, "missing": 1 } ] }, { "symbol": "SOLUSDT", "tf": "4h", "source": "binance-spot-api", "sha256_rowhash": "728f51d690660637dd3ed804911b633e321f86d28efc13ec5ac29b6479b7de00", "bars": 12693, "first": "2021-01-01T00:00:00+00:00", "last_open": "2026-10-17T08:00:00+00:00", "last_close": "2026-10-17T12:00:00+00:00", "gaps_missing_bars": 0, "filepath": "/home/runner/work/Carter/Carter/review_cache/SOLUSDT_4h_2021_20261017.csv" }, { "symbol": "BNBUSDT", "tf": "4h", "source": "binance-spot-api", "sha256_rowhash": "839b2ab48d9c8078bc22cea8be4ed5885a0916005637823530b64e35106479db", "bars": 12693, "first": "2021-01-01T00:00:00+00:00", "last_open": "2026-10-17T08:00:00+00:00", "last_close": "2026-10-17T12:00:00+00:00", "gaps_missing_bars": 0, "filepath": "/home/runner/work/Carter/Carter/review_cache/BNBUSDT_4h_2021_20261017.csv" } ], "decision": "NINGÚN REEMPLAZO AUTORIZADO POR LA REGLA PREDEFINIDA", "notes": [ "No se reelige el ganador usando RECENT", "Las métricas OOS previas ya se habían observado: no son validación ciega", "C4 original confunde sensibilidad al retardo con causalidad; la prueba de prefijos se reporta por separado", "Cuatro activos no validan todo el top 50", "PCS original y su dictamen se conservan" ] }