OFS-0006

Net
$17173
Trades
415
Win Rate
94.0%
EV/Trade
$41.38
Worst MAE
$418
p99 MAE
$248
Tail Cliff
1.7×
Max DD
$279
Duration
5.2s

Config

cost
commission_per_side_override: None
exit
H: 300
retreat: 1.0
stop_loss: None
fill
model: trade_through
fill_at_level_prob: 0.5
min_volume_at_level: 10
risk
dte_offset: 3
cooldown_mode: off
cooldown_duration: 20
entry
z_long: 2.5
z_short: 2.0
gates
dte: {'on': False, 'min_dte': 10}
hour: {'on': False, 'deny_hours': [13, 14]}
news: {'on': False, 'events': ['eia_crude', 'fomc', 'cpi'], 'hard_exit_before': False, 'blackout_after_min': 60, 'blackout_before_min': 30}
flystd: {'on': False, 'window': 20, 'threshold': 'p90'}
crude_d5: {'on': False, 'threshold': 12.0}
centre
L: 30
mode: BB
L_fast: 5
L_slow: 20
sample_tf: M15
sample_mode: wall_clock
dual_mean_on: False
fix_at_entry: False
dual_agree_gate: False
lattice
on: False
distance_bands: [{'stop': 30.0, 'max_z': 1.5, 'min_z': 0.5, 'max_hold': 20}, {'stop': None, 'max_z': 2.5, 'min_z': 1.5, 'max_hold': 60}, {'stop': None, 'max_z': 99.0, 'min_z': 2.0, 'max_hold': 300}]
pyramid
on: False
levels: [2.0, 2.5, 3.0]
size_pct: [100.0, 50.0, 100.0, 200.0]
base_lots: 1.0
max_levels: 4
contracts
combos: ['front']

Equity Curve

MAE Distribution

Trades (415)

#SideEntryExitZNetMAEHoldDTETierExit
1 long -0.0937 -0.02 2.5 $58.32 $0 3 0 B1_entry mean_cross
2 short -0.0019 -0.09 2.5 $72.78 $0 1 0 B1_entry mean_cross
3 short -0.022 -0.09 2.5 $52.60 $0 2 0 B1_entry mean_cross
4 short -0.0115 -0.07 2.5 $43.14 $0 1 0 B1_entry mean_cross
5 short 0.0052 -0.1 2.5 $89.86 $0 1 0 B1_entry mean_cross
6 short 0.0084 -0.04 2.5 $33.07 $0 3 0 B1_entry mean_cross
7 short 0.0398 -0.04 2.5 $64.47 $0 6 0 B1_entry mean_cross
8 long -0.0926 -0.04 2.5 $37.24 $0 2 0 B1_entry mean_cross
9 short 0.0102 -0.05 2.5 $44.80 $0 10 0 B1_entry mean_cross
10 short 0.0612 — 2.5 $45.89 $0 6 0 B1_entry mean_cross
11 short 0.0438 -0.01 2.5 $38.47 $0 4 0 B1_entry mean_cross
12 long -0.0698 -0.02 2.5 $34.48 $0 3 0 B1_entry mean_cross
13 long -0.0766 -0.01 2.5 $51.27 $0 4 0 B1_entry mean_cross
14 long -0.0961 -0.03 2.5 $50.72 $0 1 0 B1_entry mean_cross
15 short 0.0339 -0.05 2.5 $68.51 $0 1 0 B1_entry mean_cross
16 short -0.0036 -0.06 2.5 $41.02 $0 2 0 B1_entry mean_cross
17 short 0.0647 0.01 2.5 $39.36 $5 10 0 B1_entry mean_cross
18 long -0.0172 0.03 2.5 $31.88 $3 5 0 B1_entry mean_cross
19 short 0.0658 — 2.5 $50.47 $4 3 0 B1_entry mean_cross
20 short 0.1262 0.05 2.5 $60.81 $24 11 0 B1_entry mean_cross
21 short 0.1649 0.08 2.5 $69.53 $25 2 0 B1_entry mean_cross
22 long -0.043 0.1 2.5 $127.67 $0 1 0 B1_entry mean_cross
23 long -0.0061 0.01 2.5 $0.75 $54 27 0 B1_entry mean_cross
24 long -0.0582 -0.01 2.5 $32.87 $0 3 0 B1_entry mean_cross
25 short 0.0778 -0.02 2.5 $82.43 $0 2 0 B1_entry mean_cross
26 long -0.0564 0.02 2.5 $61.03 $0 4 0 B1_entry mean_cross
27 long -0.0802 — 2.5 $64.86 $0 4 0 B1_entry mean_cross
28 long -0.0574 0.02 2.5 $62.00 $0 1 0 B1_entry mean_cross
29 short 0.0323 -0.01 2.5 $26.95 $8 9 0 B1_entry mean_cross
30 long -0.0853 -0.01 2.5 $59.99 $0 2 0 B1_entry mean_cross
31 long -0.0617 — 2.5 $46.31 $0 1 0 B1_entry mean_cross
32 short 0.0725 — 2.5 $57.16 $0 5 0 B1_entry mean_cross
33 short 0.0438 -0.01 2.5 $38.45 $0 1 0 B1_entry mean_cross
34 short 0.0678 -0.03 2.5 $82.41 $0 3 0 B1_entry mean_cross
35 long -0.065 0.01 2.5 $59.68 $0 1 0 B1_entry mean_cross
36 short 0.0384 -0.08 2.5 $103.00 $0 2 0 B1_entry mean_cross
37 long -0.0594 — 2.5 $44.08 $0 2 0 B1_entry mean_cross
38 long -0.1137 -0.03 2.5 $68.31 $16 2 0 B1_entry mean_cross
39 long -0.0886 -0.03 2.5 $43.25 $0 1 0 B1_entry mean_cross
40 long -0.1079 -0.04 2.5 $52.50 $0 1 0 B1_entry mean_cross
41 long -0.1241 -0.06 2.5 $48.75 $0 9 0 B1_entry mean_cross
42 long -0.1177 -0.04 2.5 $62.32 $2 7 0 B1_entry mean_cross
43 long -0.158 -0.12 2.5 $22.63 $12 11 0 B1_entry mean_cross
44 short -0.0813 -0.14 2.5 $43.34 $0 4 0 B1_entry mean_cross
45 short -0.0476 -0.1 2.5 $36.99 $18 14 0 B1_entry mean_cross
46 short -0.0391 -0.09 2.5 $35.52 $0 3 0 B1_entry mean_cross
47 long -0.1188 -0.07 2.5 $33.49 $0 2 0 B1_entry mean_cross
48 short -0.0059 -0.01 2.5 $-11.29 $56 23 0 B1_entry mean_cross
49 short 0.0667 0.01 2.5 $41.33 $0 7 0 B1_entry mean_cross
50 short 0.0644 0.03 2.5 $19.02 $36 11 0 B1_entry mean_cross
51 short 0.0789 0.02 2.5 $43.51 $0 1 0 B1_entry mean_cross
52 short 0.0998 0.11 2.5 $-25.53 $60 25 0 B1_entry mean_cross
53 short 0.1647 0.12 2.5 $29.32 $15 5 0 B1_entry mean_cross
54 short 0.2118 0.12 2.5 $76.46 $98 7 0 B1_entry mean_cross
55 short 0.5038 0.37 2.5 $118.47 $6 15 0 B1_entry mean_cross
56 short 0.5844 0.42 2.5 $149.05 $86 8 0 B1_entry mean_cross
57 short 0.8288 0.74 2.5 $73.44 $251 9 0 B1_entry mean_cross
58 short 1.2779 0.39 2.5 $872.50 $272 8 0 B1_entry mean_cross
59 long 0.1301 0.04 2.5 $-105.51 $150 29 0 B1_entry mean_cross
60 short 0.0522 — 2.5 $36.88 $8 5 0 B1_entry mean_cross
61 short 0.0788 0.05 2.5 $13.48 $21 24 0 B1_entry mean_cross
62 short 0.1059 0.05 2.5 $40.54 $4 4 0 B1_entry mean_cross
63 long 0.0228 0.07 2.5 $31.83 $0 5 0 B1_entry mean_cross
64 long 0.0004 -0.02 2.5 $-35.78 $80 37 0 B1_entry mean_cross
65 long -0.0991 -0.05 2.5 $33.77 $11 3 0 B1_entry mean_cross
66 short 0.0091 -0.02 2.5 $13.71 $0 3 0 B1_entry mean_cross
67 long -0.0307 0.05 2.5 $65.31 $0 1 0 B1_entry mean_cross
68 short 0.0658 0.03 2.5 $20.41 $24 23 0 B1_entry mean_cross
69 long 0.0009 0.05 2.5 $33.76 $0 2 0 B1_entry mean_cross
70 short 0.105 0.01 2.5 $79.68 $5 11 0 B1_entry mean_cross
71 short 0.1988 0.19 2.5 $-6.59 $101 21 0 B1_entry mean_cross
72 long 0.0405 0.09 2.5 $34.13 $0 5 0 B1_entry mean_cross
73 short 0.1199 0.06 2.5 $44.54 $0 1 0 B1_entry mean_cross
74 long -0.0496 0.03 2.5 $64.26 $0 1 0 B1_entry mean_cross
75 short 0.0932 0.1 2.5 $-22.13 $87 22 0 B1_entry mean_cross
76 short 0.2012 0.13 2.5 $55.80 $0 2 0 B1_entry mean_cross
77 long 0.0519 0.1 2.5 $32.72 $0 2 0 B1_entry mean_cross
78 long 0.031 0.06 2.5 $13.68 $21 16 0 B1_entry mean_cross
79 short 0.126 0.06 2.5 $50.62 $0 8 0 B1_entry mean_cross
80 short 0.1126 0.05 2.5 $47.27 $0 1 0 B1_entry mean_cross
81 long -0.044 -0.01 2.5 $18.62 $6 7 0 B1_entry mean_cross
82 short -0.0001 -0.04 2.5 $24.54 $0 6 0 B1_entry mean_cross
83 short -0.0331 -0.07 2.5 $21.58 $0 3 0 B1_entry mean_cross
84 short -0.0148 -0.07 2.5 $39.81 $45 4 0 B1_entry mean_cross
85 long -0.1008 -0.05 2.5 $35.47 $0 5 0 B1_entry mean_cross
86 long -0.0288 0.01 2.5 $23.41 $0 3 0 B1_entry mean_cross
87 long -0.0557 0.01 2.5 $50.39 $0 3 0 B1_entry mean_cross
88 short 0.0366 — 2.5 $21.26 $3 11 0 B1_entry mean_cross
89 long -0.0465 0.02 2.5 $51.14 $0 2 0 B1_entry mean_cross
90 long -0.0886 -0.01 2.5 $63.19 $0 1 0 B1_entry mean_cross
91 short 0.0353 -0.02 2.5 $39.96 $25 16 0 B1_entry mean_cross
92 short 0.1207 -0.01 2.5 $115.37 $0 1 0 B1_entry mean_cross
93 short 0.1536 0.03 2.5 $108.22 $0 6 0 B1_entry mean_cross
94 long -0.0467 0.15 2.5 $181.29 $0 1 0 B1_entry mean_cross
95 long -0.0988 -0.08 2.5 $3.47 $31 27 0 B1_entry mean_cross
96 short -0.0548 -0.11 2.5 $39.84 $0 1 0 B1_entry mean_cross
97 long -0.1337 -0.09 2.5 $28.33 $0 4 0 B1_entry mean_cross
98 long -0.1464 -0.1 2.5 $31.03 $0 2 0 B1_entry mean_cross
99 short -0.0493 -0.14 2.5 $75.34 $0 1 0 B1_entry mean_cross
100 long -0.0699 -0.03 2.5 $24.58 $0 2 0 B1_entry mean_cross
101 long -0.0783 -0.03 2.5 $32.92 $12 6 0 B1_entry mean_cross
102 long -0.0572 — 2.5 $41.81 $0 1 0 B1_entry mean_cross
103 long -0.0714 -0.01 2.5 $46.00 $0 1 0 B1_entry mean_cross
104 short 0.027 -0.01 2.5 $21.66 $0 7 0 B1_entry mean_cross
105 short 0.0272 -0.01 2.5 $21.81 $0 1 0 B1_entry mean_cross
106 long -0.0152 0.05 2.5 $49.84 $0 1 0 B1_entry mean_cross
107 long -0.0275 0.04 2.5 $52.16 $0 1 0 B1_entry mean_cross
108 short 0.1138 0.05 2.5 $48.49 $6 13 0 B1_entry mean_cross
109 long 0.0042 0.06 2.5 $40.41 $0 3 0 B1_entry mean_cross
110 long -0.0531 0.01 2.5 $47.71 $0 1 0 B1_entry mean_cross
111 long -0.0742 -0.01 2.5 $48.89 $0 7 0 B1_entry mean_cross
112 long -0.0756 0.01 2.5 $70.25 $0 2 0 B1_entry mean_cross
113 long -0.0939 -0.06 2.5 $18.50 $36 15 0 B1_entry mean_cross
114 short -0.0641 -0.08 2.5 $0.58 $64 27 0 B1_entry mean_cross
115 long -0.11 -0.04 2.5 $54.63 $0 1 0 B1_entry mean_cross
116 long -0.13 -0.06 2.5 $54.66 $0 7 0 B1_entry mean_cross
117 short 0.008 -0.02 2.5 $12.68 $0 1 0 B1_entry mean_cross
118 long -0.0478 0.01 2.5 $42.47 $2 6 0 B1_entry mean_cross
119 short 0.0242 -0.03 2.5 $38.87 $0 2 0 B1_entry mean_cross
120 long -0.0481 — 2.5 $32.69 $0 1 0 B1_entry mean_cross
121 short -0.0137 -0.05 2.5 $20.99 $14 4 0 B1_entry mean_cross
122 long -0.0968 -0.04 2.5 $41.42 $13 10 0 B1_entry mean_cross
123 long -0.1279 -0.07 2.5 $42.55 $2 7 0 B1_entry mean_cross
124 short -0.0694 -0.14 2.5 $55.21 $0 1 0 B1_entry mean_cross
125 short -0.0616 -0.12 2.5 $43.07 $12 7 0 B1_entry mean_cross
126 short -0.0334 -0.11 2.5 $61.24 $0 1 0 B1_entry mean_cross
127 short -0.0771 -0.14 2.5 $47.55 $37 7 0 B1_entry mean_cross
128 long -0.1159 -0.06 2.5 $40.55 $4 3 0 B1_entry mean_cross
129 short 0.0139 -0.07 2.5 $68.58 $0 5 0 B1_entry mean_cross
130 short 0.0874 0.03 2.5 $42.01 $3 13 0 B1_entry mean_cross
131 long -0.1028 -0.02 2.5 $67.47 $147 7 0 B1_entry mean_cross
132 short 0.2517 0.28 2.5 $-43.61 $418 18 0 B1_entry mean_cross
133 long 0.1705 -0.05 2.5 $-235.85 $250 29 0 B1_entry mean_cross
134 short -0.0104 -0.07 2.5 $44.26 $0 1 0 B1_entry mean_cross
135 short 0.0426 -0.02 2.5 $47.28 $0 3 0 B1_entry mean_cross
136 long -0.0234 0.01 2.5 $18.09 $0 2 0 B1_entry mean_cross
137 long -0.048 — 2.5 $32.66 $0 1 0 B1_entry mean_cross
138 short -0.0201 -0.05 2.5 $14.51 $0 1 0 B1_entry mean_cross
139 long -0.0792 -0.04 2.5 $23.83 $0 2 0 B1_entry mean_cross
140 long -0.099 -0.04 2.5 $43.69 $0 2 0 B1_entry mean_cross
141 short -0.007 -0.03 2.5 $7.66 $27 21 0 B1_entry mean_cross
142 short 0.0343 -0.04 2.5 $58.95 $0 1 0 B1_entry mean_cross
143 short 0.0348 -0.02 2.5 $39.40 $0 1 0 B1_entry mean_cross
144 short 0.0126 -0.04 2.5 $37.20 $0 1 0 B1_entry mean_cross
145 long -0.09 -0.05 2.5 $24.63 $0 7 0 B1_entry mean_cross
146 long -0.1072 -0.05 2.5 $41.83 $0 1 0 B1_entry mean_cross
147 short -0.0178 -0.06 2.5 $26.79 $0 1 0 B1_entry mean_cross
148 short -0.0133 -0.06 2.5 $31.29 $0 2 0 B1_entry mean_cross
149 short -0.004 -0.08 2.5 $60.63 $0 1 0 B1_entry mean_cross
150 short -0.0255 -0.07 2.5 $29.10 $0 2 0 B1_entry mean_cross
151 long -0.0941 -0.06 2.5 $18.78 $0 15 0 B1_entry mean_cross
152 long -0.1073 -0.05 2.5 $41.96 $0 3 0 B1_entry mean_cross
153 long -0.1206 -0.07 2.5 $35.22 $0 1 0 B1_entry mean_cross
154 short -0.0123 -0.04 2.5 $12.30 $22 20 0 B1_entry mean_cross
155 short 0.0255 -0.02 2.5 $30.12 $0 5 0 B1_entry mean_cross
156 long -0.08 -0.02 2.5 $44.64 $20 9 0 B1_entry mean_cross
157 short -0.0179 -0.05 2.5 $16.70 $18 9 0 B1_entry mean_cross
158 long -0.0447 -0.02 2.5 $9.39 $25 21 0 B1_entry mean_cross
159 short 0.011 -0.03 2.5 $25.64 $0 11 0 B1_entry mean_cross
160 short 0.0198 -0.04 2.5 $44.41 $0 2 0 B1_entry mean_cross
161 long -0.0695 0.01 2.5 $64.17 $0 2 0 B1_entry mean_cross
162 short 0.1042 0.06 2.5 $28.80 $16 19 0 B1_entry mean_cross
163 short 0.1488 0.01 2.5 $123.41 $81 4 0 B1_entry mean_cross
164 long -0.0144 -0.07 2.5 $-71.01 $76 28 0 B1_entry mean_cross
165 short -0.0639 -0.09 2.5 $10.74 $24 3 0 B1_entry mean_cross
166 long -0.1135 -0.07 2.5 $28.12 $0 1 0 B1_entry mean_cross
167 short -0.0506 -0.08 2.5 $14.00 $0 1 0 B1_entry mean_cross
168 long -0.0783 -0.03 2.5 $32.92 $0 1 0 B1_entry mean_cross
169 long -0.0836 -0.04 2.5 $28.19 $0 3 0 B1_entry mean_cross
170 short -0.0072 -0.08 2.5 $57.43 $0 3 0 B1_entry mean_cross
171 short 0.0109 -0.05 2.5 $45.53 $0 3 0 B1_entry mean_cross
172 long -0.0776 -0.03 2.5 $32.25 $0 1 0 B1_entry mean_cross
173 short -0.0058 -0.06 2.5 $38.84 $0 2 0 B1_entry mean_cross
174 short -0.0041 -0.05 2.5 $30.55 $0 3 0 B1_entry mean_cross
175 long -0.067 -0.02 2.5 $31.63 $0 1 0 B1_entry mean_cross
176 long -0.0808 — 2.5 $65.39 $0 1 0 B1_entry mean_cross
177 long -0.0961 -0.03 2.5 $50.76 $0 2 0 B1_entry mean_cross
178 short 0.0043 -0.06 2.5 $48.91 $0 1 0 B1_entry mean_cross
179 short -0.0853 -0.13 2.5 $29.36 $0 1 0 B1_entry mean_cross
180 short -0.0707 -0.15 2.5 $63.93 $0 1 0 B1_entry mean_cross
181 long -0.1594 -0.12 2.5 $24.01 $11 3 0 B1_entry mean_cross
182 short -0.084 -0.14 2.5 $40.59 $0 3 0 B1_entry mean_cross
183 long -0.1806 -0.14 2.5 $25.21 $0 1 0 B1_entry mean_cross
184 short -0.1068 -0.15 2.5 $27.81 $0 1 0 B1_entry mean_cross
185 short -0.1004 -0.15 2.5 $34.19 $0 1 0 B1_entry mean_cross
186 short -0.0847 -0.15 2.5 $49.96 $0 4 0 B1_entry mean_cross
187 short -0.0747 -0.12 2.5 $29.90 $0 1 0 B1_entry mean_cross
188 long -0.1577 -0.11 2.5 $32.31 $0 1 0 B1_entry mean_cross
189 long -0.1698 -0.09 2.5 $64.49 $0 1 0 B1_entry mean_cross
190 long -0.1193 -0.08 2.5 $23.98 $0 2 0 B1_entry mean_cross
191 short -0.0328 -0.1 2.5 $51.80 $0 2 0 B1_entry mean_cross
192 long -0.1608 -0.11 2.5 $35.47 $0 2 0 B1_entry mean_cross
193 short -0.0824 -0.12 2.5 $22.19 $2 10 0 B1_entry mean_cross
194 short -0.0537 -0.1 2.5 $30.98 $0 9 0 B1_entry mean_cross
195 short -0.0251 -0.07 2.5 $29.55 $5 9 0 B1_entry mean_cross
196 short -0.0042 -0.07 2.5 $50.49 $0 1 0 B1_entry mean_cross
197 long -0.1194 -0.09 2.5 $14.08 $31 16 0 B1_entry mean_cross
198 long -0.1555 -0.1 2.5 $40.18 $0 1 0 B1_entry mean_cross
199 long -0.1972 -0.13 2.5 $51.87 $0 3 0 B1_entry mean_cross
200 long -0.1157 -0.07 2.5 $30.39 $24 12 0 B1_entry mean_cross
201 short -0.0343 -0.09 2.5 $40.37 $0 1 0 B1_entry mean_cross
202 short 0.0053 0.03 2.5 $-40.05 $205 19 0 B1_entry mean_cross
203 long 0.0527 -0.01 2.5 $-78.03 $113 28 0 B1_entry mean_cross
204 short -0.0272 -0.07 2.5 $27.47 $7 13 0 B1_entry mean_cross
205 short -0.0035 -0.04 2.5 $21.10 $14 6 0 B1_entry mean_cross
206 long -0.0624 -0.02 2.5 $27.08 $0 4 0 B1_entry mean_cross
207 long -0.0654 -0.03 2.5 $20.00 $0 1 0 B1_entry mean_cross
208 short 0.0069 -0.04 2.5 $31.52 $3 4 0 B1_entry mean_cross
209 short 0.0359 — 2.5 $20.53 $0 5 0 B1_entry mean_cross
210 short 0.052 -0.01 2.5 $46.67 $0 1 0 B1_entry mean_cross
211 short 0.0294 — 2.5 $14.01 $1 4 0 B1_entry mean_cross
212 short 0.0699 0.04 2.5 $14.54 $10 12 0 B1_entry mean_cross
213 short 0.1006 0.06 2.5 $25.21 $0 1 0 B1_entry mean_cross
214 long -0.0365 0.01 2.5 $31.10 $0 3 0 B1_entry mean_cross
215 short 0.0592 0.03 2.5 $13.82 $21 14 0 B1_entry mean_cross
216 short 0.0964 0.02 2.5 $61.00 $0 3 0 B1_entry mean_cross
217 long -0.0238 0.02 2.5 $28.44 $6 7 0 B1_entry mean_cross
218 long -0.0651 -0.04 2.5 $9.75 $5 27 0 B1_entry mean_cross
219 short -0.0076 -0.05 2.5 $27.08 $8 4 0 B1_entry mean_cross
220 short 0.0059 -0.04 2.5 $30.58 $0 2 0 B1_entry mean_cross
221 short 0.0408 -0.05 2.5 $75.42 $0 5 0 B1_entry mean_cross
222 short 0.0851 0.02 2.5 $49.73 $0 4 0 B1_entry mean_cross
223 long 0.0045 0.04 2.5 $20.17 $0 2 0 B1_entry mean_cross
224 short 0.0929 0.19 2.5 $-112.44 $137 54 0 B1_entry mean_cross
225 short 0.2579 0.22 2.5 $22.59 $42 12 0 B1_entry mean_cross
226 long 0.1443 0.02 2.5 $-139.61 $174 52 0 B1_entry mean_cross
227 long 0.0042 0.05 2.5 $30.41 $0 7 0 B1_entry mean_cross
228 short 0.0348 0.03 2.5 $-10.61 $85 18 0 B1_entry mean_cross
229 long 0.0011 0.07 2.5 $53.55 $0 3 0 B1_entry mean_cross
230 long 0.2147 0.3 2.5 $69.94 $0 1 0 B1_entry mean_cross
231 short 0.6527 0.45 2.5 $187.34 $7 4 0 B1_entry mean_cross
232 long 0.2415 0.24 2.5 $-16.86 $31 29 0 B1_entry mean_cross
233 long 0.1933 0.24 2.5 $31.33 $0 2 0 B1_entry mean_cross
234 long 0.1912 0.24 2.5 $33.41 $0 1 0 B1_entry mean_cross
235 long 0.2038 0.25 2.5 $30.83 $4 2 0 B1_entry mean_cross
236 long 0.2208 0.25 2.5 $13.86 $21 13 0 B1_entry mean_cross
237 short 0.2881 0.27 2.5 $2.78 $42 15 0 B1_entry mean_cross
238 short 0.3467 0.29 2.5 $41.36 $0 1 0 B1_entry mean_cross
239 short 0.4089 0.37 2.5 $23.52 $1 13 0 B1_entry mean_cross
240 long 0.2836 0.33 2.5 $31.06 $54 14 0 B1_entry mean_cross
241 long 0.2017 0.26 2.5 $42.92 $0 1 0 B1_entry mean_cross
242 short 0.2827 0.21 2.5 $57.32 $0 6 0 B1_entry mean_cross
243 short 0.3077 0.27 2.5 $22.30 $42 18 0 B1_entry mean_cross
244 short 0.3567 0.28 2.5 $61.35 $0 1 0 B1_entry mean_cross
245 long 0.2329 0.27 2.5 $21.72 $3 12 0 B1_entry mean_cross
246 long 0.1997 0.27 2.5 $54.96 $0 2 0 B1_entry mean_cross
247 short 0.2955 0.18 2.5 $100.13 $15 11 0 B1_entry mean_cross
248 long 0.188 0.27 2.5 $66.69 $0 1 0 B1_entry mean_cross
249 long 0.1822 0.25 2.5 $52.40 $0 1 0 B1_entry mean_cross
250 short 0.2896 0.22 2.5 $54.19 $0 2 0 B1_entry mean_cross
251 short 0.3096 0.26 2.5 $34.20 $10 19 0 B1_entry mean_cross
252 short 0.3584 0.31 2.5 $33.01 $2 14 0 B1_entry mean_cross
253 short 0.4154 0.34 2.5 $60.01 $5 11 0 B1_entry mean_cross
254 long 0.3664 0.42 2.5 $38.23 $0 5 0 B1_entry mean_cross
255 short 0.4804 0.57 2.5 $-104.93 $190 49 0 B1_entry mean_cross
256 short 0.6691 0.62 2.5 $33.73 $21 10 0 B1_entry mean_cross
257 short 0.6352 0.59 2.5 $29.88 $0 5 0 B1_entry mean_cross
258 long 0.518 0.37 2.5 $-163.40 $248 32 0 B1_entry mean_cross
259 long 0.2819 0.34 2.5 $42.70 $2 5 0 B1_entry mean_cross
260 long 0.2418 0.28 2.5 $22.88 $0 2 0 B1_entry mean_cross
261 long 0.2353 0.31 2.5 $59.38 $0 1 0 B1_entry mean_cross
262 short 0.3289 0.28 2.5 $33.52 $0 2 0 B1_entry mean_cross
263 short 0.3077 0.23 2.5 $62.39 $0 1 0 B1_entry mean_cross
264 short 0.3156 0.24 2.5 $60.24 $14 8 0 B1_entry mean_cross
265 short 0.3736 0.21 2.5 $148.21 $0 4 0 B1_entry mean_cross
266 long 0.032 -0.02 2.5 $-67.37 $202 29 0 B1_entry mean_cross
267 short 0.2066 0.14 2.5 $51.19 $0 1 0 B1_entry mean_cross
268 short 0.149 0.12 2.5 $13.62 $0 1 0 B1_entry mean_cross
269 short 0.1753 0.12 2.5 $39.89 $15 7 0 B1_entry mean_cross
270 short 0.1876 0.14 2.5 $32.22 $0 6 0 B1_entry mean_cross
271 short 0.2256 0.22 2.5 $-9.72 $54 19 0 B1_entry mean_cross
272 short 0.2672 0.23 2.5 $21.87 $0 9 0 B1_entry mean_cross
273 short 0.3128 0.26 2.5 $37.48 $37 16 0 B1_entry mean_cross
274 short 0.3005 0.27 2.5 $15.14 $9 11 0 B1_entry mean_cross
275 long 0.2299 0.25 2.5 $4.69 $30 20 0 B1_entry mean_cross
276 short 0.2624 0.22 2.5 $27.00 $0 2 0 B1_entry mean_cross
277 short 0.2678 0.22 2.5 $32.49 $0 1 0 B1_entry mean_cross
278 short 0.2896 0.24 2.5 $34.27 $0 4 0 B1_entry mean_cross
279 short 0.2883 0.25 2.5 $22.92 $0 1 0 B1_entry mean_cross
280 long 0.2286 0.32 2.5 $76.09 $0 1 0 B1_entry mean_cross
281 long 0.1988 0.16 2.5 $-54.20 $89 30 0 B1_entry mean_cross
282 short 0.2172 0.17 2.5 $31.87 $0 6 0 B1_entry mean_cross
283 long 0.1421 0.2 2.5 $42.56 $2 10 0 B1_entry mean_cross
284 long 0.1266 0.18 2.5 $38.03 $0 1 0 B1_entry mean_cross
285 long 0.1251 0.19 2.5 $49.51 $0 7 0 B1_entry mean_cross
286 short 0.2582 0.23 2.5 $12.79 $22 18 0 B1_entry mean_cross
287 long 0.1796 0.24 2.5 $45.04 $0 5 0 B1_entry mean_cross
288 short 0.2775 0.24 2.5 $22.12 $0 8 0 B1_entry mean_cross
289 long 0.1903 0.22 2.5 $14.32 $0 15 0 B1_entry mean_cross
290 short 0.2456 0.21 2.5 $20.25 $24 13 0 B1_entry mean_cross
291 long 0.1886 0.25 2.5 $46.03 $0 1 0 B1_entry mean_cross
292 short 0.1976 0.15 2.5 $32.28 $0 6 0 B1_entry mean_cross
293 short 0.2216 0.19 2.5 $16.22 $8 13 0 B1_entry mean_cross
294 long 0.1556 0.19 2.5 $19.07 $0 16 0 B1_entry mean_cross
295 short 0.2221 0.17 2.5 $36.74 $0 2 0 B1_entry mean_cross
296 long 0.1274 0.18 2.5 $37.20 $0 9 0 B1_entry mean_cross
297 long 0.1484 0.19 2.5 $26.29 $0 2 0 B1_entry mean_cross
298 short 0.229 0.19 2.5 $23.65 $0 13 0 B1_entry mean_cross
299 long 0.1614 0.2 2.5 $23.23 $0 1 0 B1_entry mean_cross
300 long 0.1502 0.2 2.5 $34.41 $0 2 0 B1_entry mean_cross
301 short 0.3052 0.4 2.5 $-110.13 $135 44 0 B1_entry mean_cross
302 long 0.371 0.41 2.5 $23.64 $1 6 0 B1_entry mean_cross
303 long 0.3548 0.4 2.5 $29.82 $0 5 0 B1_entry mean_cross
304 short 0.4815 0.41 2.5 $56.19 $0 9 0 B1_entry mean_cross
305 long 0.3604 0.42 2.5 $44.22 $0 10 0 B1_entry mean_cross
306 long 0.3345 0.27 2.5 $-79.88 $175 39 0 B1_entry mean_cross
307 short 0.1738 0.05 2.5 $108.40 $0 4 0 B1_entry mean_cross
308 long -0.0702 0.06 2.5 $114.87 $0 7 0 B1_entry mean_cross
309 long -0.1374 0.27 2.5 $392.03 $0 1 0 B1_entry mean_cross
310 short 0.2079 0.28 2.5 $-87.47 $122 29 0 B1_entry mean_cross
311 long 0.2294 0.27 2.5 $25.22 $29 14 0 B1_entry mean_cross
312 long 0.1949 0.29 2.5 $79.78 $0 1 0 B1_entry mean_cross
313 long 0.1939 0.23 2.5 $20.78 $24 9 0 B1_entry mean_cross
314 long 0.1533 0.2 2.5 $31.32 $0 2 0 B1_entry mean_cross
315 short 0.2324 0.17 2.5 $46.99 $0 4 0 B1_entry mean_cross
316 short 0.2548 0.21 2.5 $29.48 $25 12 0 B1_entry mean_cross
317 long 0.1486 0.21 2.5 $46.07 $0 2 0 B1_entry mean_cross
318 short 0.2477 0.14 2.5 $92.39 $0 1 0 B1_entry mean_cross
319 short 0.2382 0.18 2.5 $42.84 $0 1 0 B1_entry mean_cross
320 long 0.1246 0.18 2.5 $40.03 $0 6 0 B1_entry mean_cross
321 short 0.1776 0.12 2.5 $42.23 $0 2 0 B1_entry mean_cross
322 long 0.063 0.19 2.5 $111.67 $0 4 0 B1_entry mean_cross
323 short 0.203 0.13 2.5 $57.64 $0 15 0 B1_entry mean_cross
324 long 0.0557 0.2 2.5 $128.92 $0 3 0 B1_entry mean_cross
325 long 0.0615 0.13 2.5 $53.14 $0 2 0 B1_entry mean_cross
326 short 0.1677 0.11 2.5 $42.37 $0 3 0 B1_entry mean_cross
327 long 0.0329 0.08 2.5 $31.76 $0 1 0 B1_entry mean_cross
328 short 0.1355 0.07 2.5 $50.12 $0 11 0 B1_entry mean_cross
329 short 0.1524 0.04 2.5 $97.04 $48 2 0 B1_entry mean_cross
330 long 0.0591 0.14 2.5 $65.51 $0 3 0 B1_entry mean_cross
331 short 0.203 0.12 2.5 $67.67 $0 1 0 B1_entry mean_cross
332 short 0.209 0.16 2.5 $33.59 $0 1 0 B1_entry mean_cross
333 short 0.2084 0.16 2.5 $33.07 $0 1 0 B1_entry mean_cross
334 short 0.228 0.14 2.5 $72.60 $0 1 0 B1_entry mean_cross
335 short 0.235 0.13 2.5 $89.63 $0 2 0 B1_entry mean_cross
336 long 0.1214 0.18 2.5 $43.25 $0 1 0 B1_entry mean_cross
337 short 0.2189 0.17 2.5 $33.52 $0 1 0 B1_entry mean_cross
338 long 0.1253 0.18 2.5 $39.30 $0 1 0 B1_entry mean_cross
339 short 0.2147 0.15 2.5 $49.37 $0 1 0 B1_entry mean_cross
340 short 0.2457 0.15 2.5 $80.35 $0 1 0 B1_entry mean_cross
341 short 0.2451 0.16 2.5 $69.72 $0 1 0 B1_entry mean_cross
342 long 0.1098 0.17 2.5 $44.83 $0 7 0 B1_entry mean_cross
343 short 0.204 0.1 2.5 $88.67 $0 3 0 B1_entry mean_cross
344 short 0.1669 0.11 2.5 $41.51 $3 9 0 B1_entry mean_cross
345 short 0.1765 0.12 2.5 $41.14 $0 2 0 B1_entry mean_cross
346 short 0.2055 0.11 2.5 $80.10 $0 5 0 B1_entry mean_cross
347 short 0.1088 0.04 2.5 $53.48 $0 1 0 B1_entry mean_cross
348 short 0.1099 0.06 2.5 $34.53 $20 2 0 B1_entry mean_cross
349 short 0.0952 0.05 2.5 $29.87 $0 1 0 B1_entry mean_cross
350 short 0.1031 0.02 2.5 $67.70 $0 2 0 B1_entry mean_cross
351 long 0.0063 0.08 2.5 $58.34 $0 2 0 B1_entry mean_cross
352 short 0.1169 0.06 2.5 $41.50 $0 1 0 B1_entry mean_cross
353 short 0.1392 0.08 2.5 $43.81 $0 3 0 B1_entry mean_cross
354 long 0.0227 0.09 2.5 $51.97 $0 1 0 B1_entry mean_cross
355 short 0.1292 0.06 2.5 $53.82 $0 1 0 B1_entry mean_cross
356 short 0.1289 0.02 2.5 $93.57 $0 1 0 B1_entry mean_cross
357 long 0.0052 0.1 2.5 $79.41 $0 2 0 B1_entry mean_cross
358 long 0.0313 0.1 2.5 $53.35 $0 1 0 B1_entry mean_cross
359 short 0.1374 0.08 2.5 $42.01 $0 1 0 B1_entry mean_cross
360 long 0.0418 0.16 2.5 $102.84 $0 3 0 B1_entry mean_cross
361 short 0.1314 0.08 2.5 $36.03 $0 1 0 B1_entry mean_cross
362 long 0.0104 0.08 2.5 $54.26 $0 2 0 B1_entry mean_cross
363 short 0.106 0.05 2.5 $40.63 $0 3 0 B1_entry mean_cross
364 short 0.1078 0.04 2.5 $52.43 $0 3 0 B1_entry mean_cross
365 short 0.1311 0.04 2.5 $75.74 $0 1 0 B1_entry mean_cross
366 short 0.1096 0.03 2.5 $64.22 $0 1 0 B1_entry mean_cross
367 short 0.0867 0.02 2.5 $51.36 $0 2 0 B1_entry mean_cross
368 long -0.013 0.05 2.5 $47.66 $0 2 0 B1_entry mean_cross
369 long -0.0288 0.03 2.5 $43.39 $0 2 0 B1_entry mean_cross
370 short 0.0471 — 2.5 $31.72 $0 1 0 B1_entry mean_cross
371 short 0.0598 — 2.5 $44.47 $0 1 0 B1_entry mean_cross
372 short -0.0012 -0.08 2.5 $63.39 $0 4 0 B1_entry mean_cross
373 long -0.1491 -0.08 2.5 $53.74 $0 11 0 B1_entry mean_cross
374 short -0.0809 -0.15 2.5 $53.74 $0 1 0 B1_entry mean_cross
375 long -0.2602 -0.2 2.5 $44.81 $20 9 0 B1_entry mean_cross
376 short -0.0634 -0.04 2.5 $-38.73 $113 26 0 B1_entry mean_cross
377 long -0.1221 -0.02 2.5 $86.75 $0 1 0 B1_entry mean_cross
378 short 0.07 0.03 2.5 $24.63 $0 4 0 B1_entry mean_cross
379 short 0.0819 — 2.5 $66.56 $0 3 0 B1_entry mean_cross
380 short 0.1219 0.04 2.5 $66.56 $0 3 0 B1_entry mean_cross
381 short 0.1858 0.12 2.5 $50.43 $0 2 0 B1_entry mean_cross
382 long 0.0319 0.11 2.5 $62.73 $0 1 0 B1_entry mean_cross
383 short 0.1264 0.09 2.5 $21.07 $0 3 0 B1_entry mean_cross
384 short 0.1409 0.09 2.5 $35.52 $99 5 0 B1_entry mean_cross
385 long 0.041 0.09 2.5 $33.59 $0 2 0 B1_entry mean_cross
386 short 0.1277 0.07 2.5 $42.37 $0 2 0 B1_entry mean_cross
387 short 0.1402 0.07 2.5 $54.81 $0 2 0 B1_entry mean_cross
388 long 0.0352 0.1 2.5 $49.42 $0 4 0 B1_entry mean_cross
389 short 0.123 0.04 2.5 $67.66 $0 3 0 B1_entry mean_cross
390 long 0.0001 0.08 2.5 $64.51 $0 3 0 B1_entry mean_cross
391 long -0.0099 0.05 2.5 $44.54 $0 1 0 B1_entry mean_cross
392 short 0.0818 0.07 2.5 $-3.59 $48 27 0 B1_entry mean_cross
393 short 0.1441 0.09 2.5 $38.74 $0 2 0 B1_entry mean_cross
394 long 0.0446 0.11 2.5 $50.01 $15 3 0 B1_entry mean_cross
395 long 0.0715 0.14 2.5 $53.13 $0 1 0 B1_entry mean_cross
396 long 0.0149 0.12 2.5 $89.74 $0 3 0 B1_entry mean_cross
397 short 0.11 0.07 2.5 $24.63 $20 19 0 B1_entry mean_cross
398 long 0.082 0.14 2.5 $42.62 $0 2 0 B1_entry mean_cross
399 short 0.1586 0.11 2.5 $33.23 $0 2 0 B1_entry mean_cross
400 short 0.1064 0.07 2.5 $21.07 $0 2 0 B1_entry mean_cross
401 long 0.0 0.04 2.5 $24.61 $0 1 0 B1_entry mean_cross
402 short 0.0494 — 2.5 $34.02 $0 2 0 B1_entry mean_cross
403 short 0.0394 -0.01 2.5 $34.07 $0 1 0 B1_entry mean_cross
404 short 0.1772 0.1 2.5 $61.81 $3 7 0 B1_entry mean_cross
405 short 0.3133 0.22 2.5 $77.89 $107 8 0 B1_entry mean_cross
406 short 0.1403 0.06 2.5 $64.99 $0 1 0 B1_entry mean_cross
407 short 0.1077 0.06 2.5 $32.33 $0 1 0 B1_entry mean_cross
408 short 0.1118 0.06 2.5 $36.41 $0 4 0 B1_entry mean_cross
409 long 0.0464 0.1 2.5 $38.27 $0 2 0 B1_entry mean_cross
410 long 0.03 0.1 2.5 $54.63 $0 1 0 B1_entry mean_cross
411 long 0.0214 0.07 2.5 $33.22 $1 7 0 B1_entry mean_cross
412 short 0.0977 0.05 2.5 $32.37 $0 1 0 B1_entry mean_cross
413 short 0.112 0.05 2.5 $46.60 $0 12 0 B1_entry mean_cross
414 short 0.1288 0.07 2.5 $43.46 $0 2 0 B1_entry mean_cross
415 short 0.1256 0.07 2.5 $40.28 $0 2 0 B1_entry mean_cross