[ { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "734b658b89fea9b224ce2b991fd2dacc2ec166f8a381bee53771b136e5fa00e8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 210.72986879123184, \"dd_pct\": -23.159615075053928, \"calmar\": 9.109445780206665, \"cagr_pct\": 210.97125781666065, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 36.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.607679480946264, \"sortino\": 4.371118198838951}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 61.855524930419236, \"dd_pct\": -21.077531272897254, \"calmar\": 2.9371996065310975, \"cagr_pct\": 61.908916561400716, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6236815152627069, \"sortino\": 2.569170007696321}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 46.68270383509565, \"dd_pct\": -19.050045818215743, \"calmar\": 3.498329221715552, \"cagr_pct\": 66.64333196088428, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 44.981751824817515, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6019937019313901, \"sortino\": 2.461675644494242}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 87.41420583439854, \"dd_pct\": -17.82733869117159, \"calmar\": 4.907903409562497, \"cagr_pct\": 87.49485634582648, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 74.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8948245715386989, \"sortino\": 2.8398764468779443}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -14.320333648079508, \"dd_pct\": -22.493549431716286, \"calmar\": -1.3867028325420614, \"cagr_pct\": -31.19186871088585, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 26.490066225165563, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5573050131409198, \"sortino\": -1.900131478103375}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2846.9437410909486, \"dd_pct\": -50.49762223079578, \"calmar\": 1.0044889721329684, \"cagr_pct\": 50.72430464977099, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 40.52124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.342938026699569, \"sortino\": 2.0677926103137656}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 128.79529763226554, \"dd_pct\": -50.49762223079578, \"calmar\": 0.6092477710683875, \"cagr_pct\": 30.765563788365778, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 33.25199645075421, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9260079215523059, \"sortino\": 1.3904056971973187}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1188.0263587529957, \"dd_pct\": -23.159615075053928, \"calmar\": 2.7670594892320834, \"cagr_pct\": 64.08403266039039, \"entries\": 40, \"exits\": 41, \"exposure_pct\": 44.86737400530504, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.601390450867634, \"sortino\": 2.5076197598348493}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "current", "Stability_Status": "passed", "Stability_Report": "{\"max_drawdown_worsening_pp\": 1.0, \"max_wealth_loss_pct\": 1.0, \"passed\": true, \"trials\": [{\"delta\": -1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_entry_activation_threshold\"}, {\"delta\": -0.05, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_entry_activation_threshold\"}, {\"delta\": 0.05, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_entry_activation_threshold\"}, {\"delta\": 1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_entry_activation_threshold\"}, {\"delta\": -1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_threshold\"}, {\"delta\": -0.05, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_threshold\"}, {\"delta\": 0.05, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_threshold\"}, {\"delta\": 1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_threshold\"}, {\"delta\": -1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_confirmation_threshold\"}, {\"delta\": -0.05, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_confirmation_threshold\"}, {\"delta\": 0.05, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_confirmation_threshold\"}, {\"delta\": 1.0, \"periods\": [{\"center\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"IS\", \"perturbed\": {\"calmar\": 1.0044889721329684, \"dd_pct\": -50.49762223079578, \"entries\": 59, \"exits\": 59, \"pnl_pct\": 2846.9437410909486}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2020-12-31 23:59:59.999999999\", \"harmful\": false, \"name\": \"Sub1\", \"perturbed\": {\"calmar\": 0.6092477710683875, \"dd_pct\": -50.49762223079578, \"entries\": 19, \"exits\": 18, \"pnl_pct\": 128.79529763226554}, \"start\": \"2017-12-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"Sub2\", \"perturbed\": {\"calmar\": 2.7670594892320834, \"dd_pct\": -23.159615075053928, \"entries\": 40, \"exits\": 41, \"pnl_pct\": 1188.0263587529957}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2021-12-31\", \"harmful\": false, \"name\": \"WFO0\", \"perturbed\": {\"calmar\": 9.109445780206665, \"dd_pct\": -23.159615075053928, \"entries\": 8, \"exits\": 9, \"pnl_pct\": 210.72986879123184}, \"start\": \"2021-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2022-12-31\", \"harmful\": false, \"name\": \"WFO1\", \"perturbed\": {\"calmar\": 0.5841796450407373, \"dd_pct\": -14.957127539522464, \"entries\": 1, \"exits\": 1, \"pnl_pct\": 8.73141505273638}, \"start\": \"2022-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2023-12-31\", \"harmful\": false, \"name\": \"WFO2\", \"perturbed\": {\"calmar\": 2.9371996065310975, \"dd_pct\": -21.077531272897254, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 61.855524930419236}, \"start\": \"2023-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2024-09-30\", \"harmful\": false, \"name\": \"WFO3\", \"perturbed\": {\"calmar\": 3.498329221715552, \"dd_pct\": -19.050045818215743, \"entries\": 11, \"exits\": 11, \"pnl_pct\": 46.68270383509565}, \"start\": \"2024-01-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2025-09-30\", \"harmful\": false, \"name\": \"WFO4\", \"perturbed\": {\"calmar\": 4.907903409562497, \"dd_pct\": -17.82733869117159, \"entries\": 6, \"exits\": 5, \"pnl_pct\": 87.41420583439854}, \"start\": \"2024-10-01\", \"wealth_loss_pct\": 0.0}, {\"center\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"changed_action_bars\": 0, \"changed_position_bars\": 0, \"drawdown_worsening_pp\": 0.0, \"end\": \"2026-02-28\", \"harmful\": false, \"name\": \"WFO5\", \"perturbed\": {\"calmar\": -1.3867028325420614, \"dd_pct\": -22.493549431716286, \"entries\": 3, \"exits\": 4, \"pnl_pct\": -14.320333648079508}, \"start\": \"2025-10-01\", \"wealth_loss_pct\": 0.0}], \"threshold\": \"i_long_exit_activation_confirmation_threshold\"}], \"version\": \"execution_stability_v1\"}", "Stability_Evaluation_Key": "734b658b89fea9b224ce2b991fd2dacc2ec166f8a381bee53771b136e5fa00e8", "Stability_Context": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Policy": "baseline", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e719e4c8bdbe97d81a06110e3bee44aa3da11c7c9bf82169ae6313c350dbf01b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 104.03988628019833, \"dd_pct\": -33.108421179182216, \"calmar\": 3.1454104834887255, \"cagr_pct\": 104.13957506875988, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.986301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6424599002398756, \"sortino\": 2.5429624187912414}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.45174701179368, \"dd_pct\": -16.55959981676628, \"calmar\": 3.6536944504685196, \"cagr_pct\": 60.50371795249847, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6824715293672239, \"sortino\": 2.6736547699672135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -8.186683524319093, \"dd_pct\": -29.36033313541745, \"calmar\": -0.3665325018876149, \"cagr_pct\": -10.761516360378398, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 58.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0455192332857768, \"sortino\": -0.06272743560555889}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.39169752304193, \"dd_pct\": -17.827338691171423, \"calmar\": 3.6151036401813053, \"cagr_pct\": 64.44767699719884, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 56.232876712328775, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7078602986404945, \"sortino\": 2.592731023201075}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.954145205795392, \"dd_pct\": -22.493549431716286, \"calmar\": -0.7112912349909484, \"cagr_pct\": -15.999464554615422, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 36.75496688741722, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5722718230452707, \"sortino\": -0.7334590817657523}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1057.1322651412338, \"dd_pct\": -57.06363103763661, \"calmar\": 0.6058302705865043, \"cagr_pct\": 34.570875032179835, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 40.63745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9874770213797771, \"sortino\": 1.464275315303824}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 131.46527976094032, \"dd_pct\": -57.06363103763661, \"calmar\": 0.5477777632700352, \"cagr_pct\": 31.258188173863143, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.68677905944987, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8928215045277538, \"sortino\": 1.3114336183524056}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 399.9161283870886, \"dd_pct\": -42.352737124858905, \"calmar\": 0.8639644511656908, \"cagr_pct\": 36.5912592854435, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 41.80371352785146, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0504724560655503, \"sortino\": 1.568479897316251}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 60, "Total P&L %": 1057.1322651412338, "Sharpe Ratio": 0.9874770213797771, "Sortino Ratio": 1.464275315303824, "Calmar Ratio": 0.6058302705865043, "P&L/DD Ratio": 0.0, "Max Drawdown %": -57.06363103763661, "% In Market": 40.63745019920319, "Composite": 1.2741495018698064, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477777632700352, "Sub1_Sortino": 1.3114336183524056, "Sub1_Trades": 19, "Sub2_Calmar": 0.8639644511656908, "Sub2_Sortino": 1.568479897316251, "Sub2_Trades": 41, "WFO_Score": 1.6435809742904524, "WFO_Min_Fold": -0.3665325018876149, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[3.653694, -0.366533]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "confirmation_off", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c06f69df7f587bd1a2638c0dad1bd4ee2f6a409c6f9b35d7946d8eaf7cee77bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 134.8996785514803, \"dd_pct\": -23.159615075053907, \"calmar\": 5.830715089692479, \"cagr_pct\": 135.03711708958625, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 32.67123287671233, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.098536240234609, \"sortino\": 3.4074077859419645}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 57.69483968708124, \"dd_pct\": -19.3077548514935, \"calmar\": 2.9907177466914803, \"cagr_pct\": 57.744045083130125, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.727848280550335, \"sortino\": 2.843131191578412}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.79495148318118, \"dd_pct\": -19.050045818215743, \"calmar\": 3.8267587297950025, \"cagr_pct\": 72.89992913785188, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 44.799270072992705, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.707671983579161, \"sortino\": 2.6311489100969085}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 80.9164160195821, \"dd_pct\": -17.82733869117159, \"calmar\": 4.543016622408948, \"cagr_pct\": 80.98989600730671, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8145185049546393, \"sortino\": 2.712965089516675}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -14.320333648079508, \"dd_pct\": -22.493549431716286, \"calmar\": -1.3867028325420614, \"cagr_pct\": -31.19186871088585, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 26.490066225165563, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5573050131409198, \"sortino\": -1.900131478103375}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1913.1267341370808, \"dd_pct\": -43.544343484629046, \"calmar\": 1.008571452763859, \"cagr_pct\": 43.917581767940796, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 33.70683930942895, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2731752736101503, \"sortino\": 1.9681912255403984}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 113.83245768220705, \"dd_pct\": -43.544343484629046, \"calmar\": 0.6414241035690427, \"cagr_pct\": 27.930391485130666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 24.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9268747999230408, \"sortino\": 1.420503554958866}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 841.4504963175153, \"dd_pct\": -23.30147727455921, \"calmar\": 2.3352584669784537, \"cagr_pct\": 54.41497209852042, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 39.45623342175067, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4735148536891378, \"sortino\": 2.2891266883921477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 1913.1267341370808, "Sharpe Ratio": 1.2731752736101503, "Sortino Ratio": 1.9681912255403984, "Calmar Ratio": 1.008571452763859, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.544343484629046, "% In Market": 33.70683930942895, "Composite": 2.609738652654071, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6414241035690427, "Sub1_Sortino": 1.420503554958866, "Sub1_Trades": 15, "Sub2_Calmar": 2.3352584669784537, "Sub2_Sortino": 2.2891266883921477, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[2.990718]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "entry_2", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4af68214d91e71ddc506567a8494b05ba67e94c36d3a549598d2710bdd1a6c2e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 24.509009408546547, \"dd_pct\": -14.020197568777625, \"calmar\": 1.7494550110405687, \"cagr_pct\": 24.527704892476816, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 5.068493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0576754464391018, \"sortino\": 2.1658858626973903}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.5787203120324715, \"dd_pct\": -7.8115553755347396, \"calmar\": -0.842735446094508, \"cagr_pct\": -6.5830746040932215, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4552530222682223, \"sortino\": -1.5860065878624625}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.231260095942066, \"dd_pct\": -9.984885746867, \"calmar\": 1.326094065563171, \"cagr_pct\": 13.240897734246621, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8543268238089234, \"sortino\": 1.5411401744129014}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 9.910024498917958, \"dd_pct\": -19.094725205102204, \"calmar\": 0.7030072380337403, \"cagr_pct\": 13.423730027452146, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 7.937956204379562, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7017124595682069, \"sortino\": 1.196555103414693}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -4.427551637754323, \"dd_pct\": -17.595349068497647, \"calmar\": -0.2518004045568063, \"cagr_pct\": -4.430516013765931, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 7.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.332993331429637, \"sortino\": -0.5471968999081116}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.016549154322231807, \"dd_pct\": -5.060764008068352, \"calmar\": -0.007909007851945071, \"cagr_pct\": -0.04002562227665361, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 3.3112582781456954, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.02631449413640527, \"sortino\": 0.03605882850867188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.803292800499048, \"dd_pct\": -41.18377459581674, \"calmar\": 0.013853415052924416, \"cagr_pct\": 0.5705359229219339, \"entries\": 122, \"exits\": 122, \"exposure_pct\": 5.046480743691899, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11525464635866933, \"sortino\": 0.1851063091683365}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -24.235831875311607, \"dd_pct\": -41.18377459581674, \"calmar\": -0.20887536547848812, \"cagr_pct\": -8.602275970484898, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 4.148181011535049, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.44435617277365874, \"sortino\": -0.624672553345391}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.32830927150093, \"dd_pct\": -22.464380852262412, \"calmar\": 0.2888475338158468, \"cagr_pct\": 6.488781007875928, \"entries\": 85, \"exits\": 86, \"exposure_pct\": 5.583554376657824, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47372729726919394, \"sortino\": 0.8556080675266492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 122, "Total P&L %": 4.803292800499048, "Sharpe Ratio": 0.11525464635866933, "Sortino Ratio": 0.1851063091683365, "Calmar Ratio": 0.013853415052924416, "P&L/DD Ratio": 0.0, "Max Drawdown %": -41.18377459581674, "% In Market": 5.046480743691899, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.20887536547848812, "Sub1_Sortino": -0.624672553345391, "Sub1_Trades": 37, "Sub2_Calmar": 0.2888475338158468, "Sub2_Sortino": 0.8556080675266492, "Sub2_Trades": 85, "WFO_Score": 0.8816889775201684, "WFO_Min_Fold": -0.2518004045568063, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.749455, 1.326094, 0.703007, -0.2518]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "exit_2", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dcc70bbd362005a70091fcf5730ee8c131d7f09cb98af85c59adedb47564fa1f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 17.46887607563423, \"dd_pct\": -14.020197568777625, \"calmar\": 1.2469033138446084, \"cagr_pct\": 17.48183080926494, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 3.9726027397260277, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8174258730455337, \"sortino\": 1.6635942972941753}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.141402279568354, \"dd_pct\": -7.3800084158510915, \"calmar\": -0.8327194752388026, \"cagr_pct\": -6.145476735305468, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3608753621812615, \"sortino\": -1.4847329598783443}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -1.5573351433429194, \"dd_pct\": -12.271830430361941, \"calmar\": -0.12698948744048424, \"cagr_pct\": -1.5583934563082003, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 4.2465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.09991365766699382, \"sortino\": -0.14876808354171067}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 17.41660234017246, \"dd_pct\": -17.680943818701966, \"calmar\": 1.3498044705763397, \"cagr_pct\": 23.865817010493014, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 6.478102189781023, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.160184122640715, \"sortino\": 2.0559504810509495}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.192025032094107, \"dd_pct\": -14.566950152845182, \"calmar\": -0.4940477816125527, \"cagr_pct\": -7.196769407873798, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 5.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7673861047648958, \"sortino\": -1.1739276372823118}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.016549154322231807, \"dd_pct\": -5.060764008068352, \"calmar\": -0.007909007851945071, \"cagr_pct\": -0.04002562227665361, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 3.3112582781456954, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.02631449413640527, \"sortino\": 0.03605882850867188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.463156769975751, \"dd_pct\": -35.09875239940281, \"calmar\": 0.015125855121692263, \"cagr_pct\": 0.5308986437455157, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 3.5358565737051797, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10687843558905123, \"sortino\": 0.1745994696173264}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.663542032552831, \"dd_pct\": -35.09875239940281, \"calmar\": -0.11224274760439075, \"cagr_pct\": -3.9395804067951743, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 2.7950310559006213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22336976924328697, \"sortino\": -0.3227948332437161}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 18.25599438056651, \"dd_pct\": -28.165574111164048, \"calmar\": 0.1172519156950558, \"cagr_pct\": 3.3024675211850534, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 3.978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.29733515517941195, \"sortino\": 0.52829172506061}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 4.463156769975751, "Sharpe Ratio": 0.10687843558905123, "Sortino Ratio": 0.1745994696173264, "Calmar Ratio": 0.015125855121692263, "P&L/DD Ratio": 0.12715998332897124, "Max Drawdown %": -35.09875239940281, "% In Market": 3.5358565737051797, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11224274760439075, "Sub1_Sortino": -0.3227948332437161, "Sub1_Trades": 27, "Sub2_Calmar": 0.1172519156950558, "Sub2_Sortino": 0.52829172506061, "Sub2_Trades": 65, "WFO_Score": 0.49391762884197776, "WFO_Min_Fold": -0.4940477816125527, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.246903, -0.126989, 1.349804, -0.494048]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "both_2", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3b6aaf1c3b323493b3423d5ab2366cddaebdc6f5dbf41191ebd9f975da9dc114", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 169.61895544279568, \"dd_pct\": -25.92592946543032, \"calmar\": 6.549511808721494, \"cagr_pct\": 169.80218118591642, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 33.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.3651743786392103, \"sortino\": 3.9348048132663997}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 70.03875195570164, \"dd_pct\": -19.307754851493385, \"calmar\": 3.6306960517756566, \"cagr_pct\": 70.10058930796932, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 51.64383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9717037930727679, \"sortino\": 3.3084372703497307}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.36668996757348, \"dd_pct\": -19.050045818215743, \"calmar\": 3.953081983457835, \"cagr_pct\": 75.30639290803492, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 44.70802919708029, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.7471228750851178, \"sortino\": 2.693860936352077}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 80.9164160195821, \"dd_pct\": -17.82733869117159, \"calmar\": 4.543016622408948, \"cagr_pct\": 80.98989600730671, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8145185049546393, \"sortino\": 2.712965089516675}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -14.320333648079508, \"dd_pct\": -22.493549431716286, \"calmar\": -1.3867028325420614, \"cagr_pct\": -31.19186871088585, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 26.490066225165563, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5573050131409198, \"sortino\": -1.900131478103375}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1596.6575383955342, \"dd_pct\": -37.20529725687164, \"calmar\": 1.1010124993052615, \"cagr_pct\": 40.963497320183436, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 32.97642762284197, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.255113152803122, \"sortino\": 1.9335876837168353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 44.11030759241292, \"dd_pct\": -37.20529725687164, \"calmar\": 0.3379170604109316, \"cagr_pct\": 12.572304680756963, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 20.47471162377995, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5733978154671412, \"sortino\": 0.8415885045245277}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1077.3325355700347, \"dd_pct\": -25.92592946543032, \"calmar\": 2.362567558365224, \"cagr_pct\": 61.25175987549073, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.45092838196286, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.593293259350223, \"sortino\": 2.504268706639549}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 1596.6575383955342, "Sharpe Ratio": 1.255113152803122, "Sortino Ratio": 1.9335876837168353, "Calmar Ratio": 1.1010124993052615, "P&L/DD Ratio": 42.91479053028233, "Max Drawdown %": -37.20529725687164, "% In Market": 32.97642762284197, "Composite": 2.4119538981303164, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3379170604109316, "Sub1_Sortino": 0.8415885045245277, "Sub1_Trades": 17, "Sub2_Calmar": 2.362567558365224, "Sub2_Sortino": 2.504268706639549, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.630696]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "entry_3", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6e6bbf607f127748008554c91277d6474bb81555d948f92cc192a36a5075966f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 26.81880081538084, \"dd_pct\": -13.570212346704125, \"calmar\": 1.977820193264327, \"cagr_pct\": 26.83944000619631, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 5.205479452054795, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.125021748441289, \"sortino\": 2.3403528374754257}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.874322605190818, \"dd_pct\": -7.116453261673028, \"calmar\": -0.8260049290473168, \"cagr_pct\": -5.878225471476775, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.388713224285264, \"sortino\": -1.5383182321387368}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.44533226139307, \"dd_pct\": -9.554956236906042, \"calmar\": 2.455599158870655, \"cagr_pct\": 23.463142498392397, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 10.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2522944875047857, \"sortino\": 2.450830505809042}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 6.959144024217401, \"dd_pct\": -18.837749630043877, \"calmar\": 0.498075644569826, \"cagr_pct\": 9.382624289229105, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5040175862884981, \"sortino\": 0.8087959139252477}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -5.2287172300792495, \"dd_pct\": -17.977335147719486, \"calmar\": -0.29104442520939366, \"cagr_pct\": -5.232203174864648, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2737548142700151, \"sortino\": -0.4163196695466129}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15578493515767677, \"dd_pct\": -7.998388612120699, \"calmar\": -0.04706045184103735, \"cagr_pct\": -0.3764077820866077, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 6.788079470198675, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0035851104731472547, \"sortino\": 0.004770268049744245}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2.6432771515533693, \"dd_pct\": -45.79695928883943, \"calmar\": 0.00691912093595425, \"cagr_pct\": 0.3168746998184534, \"entries\": 121, \"exits\": 121, \"exposure_pct\": 6.457503320053121, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10410707760189687, \"sortino\": 0.1642983437395422}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.17495644893338, \"dd_pct\": -45.79695928883943, \"calmar\": -0.24900742142174231, \"cagr_pct\": -11.403782741470417, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 5.146406388642413, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6086478748234354, \"sortino\": -0.832043635070473}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.136523357801345, \"dd_pct\": -20.593645465026867, \"calmar\": 0.391018205612763, \"cagr_pct\": 8.05249029676022, \"entries\": 84, \"exits\": 84, \"exposure_pct\": 7.241379310344828, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5302927931534785, \"sortino\": 0.9349545334098917}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 121, "Total P&L %": 2.6432771515533693, "Sharpe Ratio": 0.10410707760189687, "Sortino Ratio": 0.1642983437395422, "Calmar Ratio": 0.00691912093595425, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.79695928883943, "% In Market": 6.457503320053121, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.24900742142174231, "Sub1_Sortino": -0.832043635070473, "Sub1_Trades": 37, "Sub2_Calmar": 0.391018205612763, "Sub2_Sortino": 0.9349545334098917, "Sub2_Trades": 84, "WFO_Score": 1.1601126428738537, "WFO_Min_Fold": -0.29104442520939366, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.97782, 2.455599, 0.498076, -0.291044]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "exit_3", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7be420c4cfa61c04e251aa43d7f87ce74ab23c44a8adb8ba0d763a06e2f16c6e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.60634274924682, \"dd_pct\": -9.706643780742475, \"calmar\": 2.227612120657494, \"cagr_pct\": 21.622637336886616, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 3.767123287671233, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0047351325085658, \"sortino\": 2.1761797367770654}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.433707188873072, \"dd_pct\": -6.902235488563823, \"calmar\": -0.7877630152496274, \"cagr_pct\": -5.437325840434023, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2876427660642755, \"sortino\": -1.428430580996066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.802695676523006, \"dd_pct\": -11.718230774219307, \"calmar\": 0.4955341349033383, \"cagr_pct\": 5.80678334930044, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 6.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.47893443429613736, \"sortino\": 0.814273733302603}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.746602539251988, \"dd_pct\": -18.837749630043877, \"calmar\": 0.4104936162626064, \"cagr_pct\": 7.732775967886287, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.945255474452555, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46473676341502385, \"sortino\": 0.7370091836492543}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.879367786758833, \"dd_pct\": -17.652346059072578, \"calmar\": -0.7300782951263652, \"cagr_pct\": -12.88759471578832, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9540779432413354, \"sortino\": -1.3152013854765898}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15578493515767677, \"dd_pct\": -7.998388612120699, \"calmar\": -0.04706045184103735, \"cagr_pct\": -0.3764077820866077, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 6.788079470198675, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0035851104731472547, \"sortino\": 0.004770268049744245}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.564422085051158, \"dd_pct\": -28.735641515971356, \"calmar\": -0.028535442598587885, \"cagr_pct\": -0.8199842490125996, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 4.714475431606906, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.008123664065501414, \"sortino\": 0.012813167409342012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -16.514201944119723, \"dd_pct\": -28.735641515971356, \"calmar\": -0.19772744551120053, \"cagr_pct\": -5.681824992078618, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 3.260869565217391, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4944633578211338, \"sortino\": -0.6447429293670685}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.917931062249565, \"dd_pct\": -23.93259987896801, \"calmar\": 0.09216304372337153, \"cagr_pct\": 2.2057012490592847, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 5.583554376657824, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21760043430048073, \"sortino\": 0.3688965742554513}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 87, "Total P&L %": -6.564422085051158, "Sharpe Ratio": 0.008123664065501414, "Sortino Ratio": 0.012813167409342012, "Calmar Ratio": -0.028535442598587885, "P&L/DD Ratio": -0.2284418143719754, "Max Drawdown %": -28.735641515971356, "% In Market": 4.714475431606906, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19772744551120053, "Sub1_Sortino": -0.6447429293670685, "Sub1_Trades": 26, "Sub2_Calmar": 0.09216304372337153, "Sub2_Sortino": 0.3688965742554513, "Sub2_Trades": 61, "WFO_Score": 0.05864981867985982, "WFO_Min_Fold": -0.7300782951263652, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.495534, 0.410494, -0.730078]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "both_3", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "855dd392991eeead4e9fa211e908d2d4efd7edb3dbd21c7c8820cfd9846ca990", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.25120184310987, \"dd_pct\": -25.925929465430308, \"calmar\": 5.029048881686484, \"cagr_pct\": 130.38276658480495, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.35616438356164, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.080159006240409, \"sortino\": 3.357501881403495}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 62.70037015630396, \"dd_pct\": -19.307754851493385, \"calmar\": 3.2502287978081386, \"cagr_pct\": 62.7546208393436, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 53.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.7560009442095519, \"sortino\": 2.859484644428925}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.27901817914616, \"dd_pct\": -21.26068715375706, \"calmar\": 2.4024058766792633, \"cagr_pct\": 51.07679976042528, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 42.97445255474452, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3524719809388934, \"sortino\": 2.064386642372098}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 87.97188149997537, \"dd_pct\": -17.827338691171548, \"calmar\": 4.939220386473767, \"cagr_pct\": 88.05315470000707, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 74.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9035223966119232, \"sortino\": 2.8533038966587685}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.734773865154715, \"dd_pct\": -21.059240497393926, \"calmar\": -1.3329671984184082, \"cagr_pct\": -28.071276806630667, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.371684441357759, \"sortino\": -1.6806243554538893}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2189.5896326656584, \"dd_pct\": -45.11720859484176, \"calmar\": 1.0235784082812798, \"cagr_pct\": 46.18100055960261, \"entries\": 53, \"exits\": 53, \"exposure_pct\": 37.72410358565737, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2950583052865743, \"sortino\": 1.9930990364150996}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.4485063208825, \"dd_pct\": -45.11720859484176, \"calmar\": 0.7719562470860862, \"cagr_pct\": 34.82851102587416, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 32.23158828748891, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0401913558809945, \"sortino\": 1.5869645805912926}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 810.5600451425292, \"dd_pct\": -25.925929465430308, \"calmar\": 2.0604849495332256, \"cagr_pct\": 53.41998746617913, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 41.0079575596817, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.452820550639757, \"sortino\": 2.2486845216027973}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 53, "Total P&L %": 2189.5896326656584, "Sharpe Ratio": 1.2950583052865743, "Sortino Ratio": 1.9930990364150996, "Calmar Ratio": 1.0235784082812798, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.11720859484176, "% In Market": 37.72410358565737, "Composite": 2.9015628719608846, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7719562470860862, "Sub1_Sortino": 1.5869645805912926, "Sub1_Trades": 17, "Sub2_Calmar": 2.0604849495332256, "Sub2_Sortino": 2.2486845216027973, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.250229]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "entry_4", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7ec4fc31f474e842245ec1b4122e36a1f73184a53ce72c3db6b1ea9fa38a7b0d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 64.9352880415637, \"dd_pct\": -12.06202414637778, \"calmar\": 5.388135929570095, \"cagr_pct\": 64.99182568644018, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 8.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.951267538522421, \"sortino\": 4.364563072148234}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -11.44140081120224, \"dd_pct\": -14.504854303391435, \"calmar\": -0.7893061443824892, \"cagr_pct\": -11.44877062503965, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8750537730030529, \"sortino\": -1.126654081905622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 36.72124454904153, \"dd_pct\": -7.835061348520167, \"calmar\": 4.690523235412191, \"cagr_pct\": 36.75053730611382, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 12.123287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6734653202243739, \"sortino\": 3.438631266489658}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 19.026336584924607, \"dd_pct\": -17.77487418378244, \"calmar\": 1.4703143750741692, \"cagr_pct\": 26.134653027550065, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 15.784671532846714, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0556148086911297, \"sortino\": 1.7476074033273066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.8829382552734484, \"dd_pct\": -16.95681518406744, \"calmar\": -0.1701312468584219, \"cagr_pct\": -2.8848841100132145, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 12.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.09434226257758373, \"sortino\": -0.14154957314602748}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.519947582543214, \"dd_pct\": -7.562258424395085, \"calmar\": 0.8204941701782557, \"cagr_pct\": 6.204788950597568, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.683718133331023, \"sortino\": 0.9522314908877063}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.52379586814291, \"dd_pct\": -46.03480691268614, \"calmar\": 0.16130858690571948, \"cagr_pct\": 7.425809651563048, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 8.540836653386453, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4618635836604475, \"sortino\": 0.7479969605976469}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.72061984068079, \"dd_pct\": -46.03480691268614, \"calmar\": -0.18249902305880153, \"cagr_pct\": -8.401307288265784, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 6.6770186335403725, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.37651567781197665, \"sortino\": -0.5250876151662605}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.66133035047693, \"dd_pct\": -21.855402148143067, \"calmar\": 0.8312007425140542, \"cagr_pct\": 18.16622649347977, \"entries\": 81, \"exits\": 82, \"exposure_pct\": 9.655172413793103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9271352502894455, \"sortino\": 1.6569807645199341}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 80.52379586814291, "Sharpe Ratio": 0.4618635836604475, "Sortino Ratio": 0.7479969605976469, "Calmar Ratio": 0.16130858690571948, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.03480691268614, "% In Market": 8.540836653386453, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18249902305880153, "Sub1_Sortino": -0.5250876151662605, "Sub1_Trades": 33, "Sub2_Calmar": 0.8312007425140542, "Sub2_Sortino": 1.6569807645199341, "Sub2_Trades": 81, "WFO_Score": 2.8447105732995084, "WFO_Min_Fold": -0.1701312468584219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.388136, 4.690523, 1.470314, -0.170131]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "exit_4", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ca51a47e852062da99a4fbf8a4820beae8fcfa8a31cf6e1fadcab51faba79de5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.378814645541695, \"dd_pct\": -12.062024146377793, \"calmar\": 3.2673218483063304, \"cagr_pct\": 39.41051502825867, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5278826467802875, \"sortino\": 3.245253506631122}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -11.44140081120224, \"dd_pct\": -14.504854303391435, \"calmar\": -0.7893061443824892, \"cagr_pct\": -11.44877062503965, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8750537730030529, \"sortino\": -1.126654081905622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 27.394846110107494, \"dd_pct\": -5.587398515668762, \"calmar\": 4.90675123388753, \"cagr_pct\": 27.415974560979052, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 8.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4822507207364188, \"sortino\": 3.0367068641176536}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.802478376140902, \"dd_pct\": -16.447126914188292, \"calmar\": 1.0591548526506243, \"cagr_pct\": 17.420054283323218, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 12.043795620437956, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8236354662204486, \"sortino\": 1.3462703345683134}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.738556246203773, \"dd_pct\": -11.7377240040478, \"calmar\": -0.40397300508904865, \"cagr_pct\": -4.741723638821051, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4444231179666918, \"sortino\": -0.6012113820961075}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.351211348697548, \"dd_pct\": -6.792813183479485, \"calmar\": -1.5018992339356323, \"cagr_pct\": -10.202120916535701, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.13907284768212, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5149664362215882, \"sortino\": -1.7327245012971944}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 35.925202943921676, \"dd_pct\": -45.02116631835921, \"calmar\": 0.08423094973825593, \"cagr_pct\": 3.7921755973193747, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 5.702191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30490510476088956, \"sortino\": 0.49169528977946403}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -15.898188285809688, \"dd_pct\": -45.02116631835921, \"calmar\": -0.12120603116654506, \"cagr_pct\": -5.456836887937254, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 4.791481810115351, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2706342929910579, \"sortino\": -0.3893799044943584}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.61982741328615, \"dd_pct\": -18.4584558293597, \"calmar\": 0.5281415122486802, \"cagr_pct\": 9.748676775493498, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 6.246684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.626676598295522, \"sortino\": 1.085763730189154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 35.925202943921676, "Sharpe Ratio": 0.30490510476088956, "Sortino Ratio": 0.49169528977946403, "Calmar Ratio": 0.08423094973825593, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.02116631835921, "% In Market": 5.702191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.12120603116654506, "Sub1_Sortino": -0.3893799044943584, "Sub1_Trades": 28, "Sub2_Calmar": 0.5281415122486802, "Sub2_Sortino": 1.085763730189154, "Sub2_Trades": 58, "WFO_Score": 3.0777426449481617, "WFO_Min_Fold": 1.0591548526506243, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[3.267322, 4.906751, 1.059155]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "both_4", "qualifies": false }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "e4bd16ed9aa45d3b0208c79d0d1ccfef1621042ef80c5667d6b45f64cc9122f3", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "53e66258f30e520d097e78662595e4ea478a11943fa7cf80e6e89cb1ee26d231", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 210.72986879123184, \"dd_pct\": -23.159615075053928, \"calmar\": 9.109445780206665, \"cagr_pct\": 210.97125781666065, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 36.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.607679480946264, \"sortino\": 4.371118198838951}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -11.567453546869356, \"dd_pct\": -12.734454731035905, \"calmar\": -0.9089434439017113, \"cagr_pct\": -11.574899139438216, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.0273972602739725, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8186945326140196, \"sortino\": -1.9035533645156124}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.46777720099419, \"dd_pct\": -21.33858196066608, \"calmar\": 2.8361661721094538, \"cagr_pct\": 60.519764317626155, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6039353517559045, \"sortino\": 2.5339279104275376}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 65.30450830073535, \"dd_pct\": -18.987034042300966, \"calmar\": 5.02579231955672, \"cagr_pct\": 95.42488986095817, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 46.35036496350365, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.0304782557880063, \"sortino\": 3.1554012020121935}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 87.41420583439854, \"dd_pct\": -17.82733869117159, \"calmar\": 4.907903409562497, \"cagr_pct\": 87.49485634582648, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 74.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8948245715386989, \"sortino\": 2.8398764468779443}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.738504722909262, \"dd_pct\": -21.967222745957738, \"calmar\": -1.3682284322562634, \"cagr_pct\": -30.056178738725887, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 24.668874172185433, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5273566077700047, \"sortino\": -1.8534738082368818}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1522.2923421818227, \"dd_pct\": -55.9237990125478, \"calmar\": 0.7188250189022397, \"cagr_pct\": 40.19942588227973, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 37.19289508632138, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.197398929383772, \"sortino\": 1.8131381186615718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 37.67083981850552, \"dd_pct\": -55.9237990125478, \"calmar\": 0.19520862100111425, \"cagr_pct\": 10.916807686382931, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 27.262644188110023, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4930299023753976, \"sortino\": 0.70130962796221}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1078.3848666286335, \"dd_pct\": -23.159615075053928, \"calmar\": 2.6459713345764073, \"cagr_pct\": 61.27967760841633, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 43.12997347480106, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.576919299832493, \"sortino\": 2.4675090590197675}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.5687885010266941, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1522.2923421818227, "Sharpe Ratio": 1.197398929383772, "Sortino Ratio": 1.8131381186615718, "Calmar Ratio": 0.7188250189022397, "P&L/DD Ratio": 0.0, "Max Drawdown %": -55.9237990125478, "% In Market": 37.19289508632138, "Composite": 2.0324094840480917, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.19520862100111425, "Sub1_Sortino": 0.70130962796221, "Sub1_Trades": 21, "Sub2_Calmar": 2.6459713345764073, "Sub2_Sortino": 2.4675090590197675, "Sub2_Trades": 42, "WFO_Score": 3.930979245833087, "WFO_Min_Fold": 2.8361661721094538, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.836166, 5.025792]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 45.246690734055356, "OOS_Neutral_Pct": 29.482551143200965, "OOS_Bull_Pct": 25.27075812274368, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "candidate", "Stability_Status": "unassessed_ineligible", "Policy": "entryloss10", "qualifies": false } ]