OFS-0007

Net
$17331
Trades
421
Win Rate
92.9%
EV/Trade
$41.17
Worst MAE
$848
p99 MAE
$307
Tail Cliff
2.8×
Max DD
$403
Duration
6.2s

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: 60
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 (421)

#SideEntryExitZNetMAEHoldDTETierExit
1 long -0.0935 -0.02 2.5 $58.16 $0 3 0 B1_entry mean_cross
2 short -0.0039 -0.09 2.5 $70.71 $0 1 0 B1_entry mean_cross
3 long -0.1013 -0.05 2.5 $35.98 $0 2 0 B1_entry mean_cross
4 short -0.0137 -0.07 2.5 $40.96 $0 1 0 B1_entry mean_cross
5 short -0.0054 -0.1 2.5 $79.26 $0 1 0 B1_entry mean_cross
6 long -0.0759 0.02 2.5 $80.53 $0 1 0 B1_entry mean_cross
7 short 0.0088 -0.04 2.5 $33.43 $0 3 0 B1_entry mean_cross
8 short 0.0062 -0.08 2.5 $70.84 $14 2 0 B1_entry mean_cross
9 short 0.0218 -0.04 2.5 $46.48 $0 6 0 B1_entry mean_cross
10 long -0.088 -0.04 2.5 $32.60 $0 2 0 B1_entry mean_cross
11 short 0.0086 -0.05 2.5 $43.28 $1 10 0 B1_entry mean_cross
12 short 0.0491 -0.02 2.5 $53.78 $0 9 0 B1_entry mean_cross
13 short 0.0516 -0.01 2.5 $46.21 $0 4 0 B1_entry mean_cross
14 long -0.0484 0.01 2.5 $43.04 $0 4 0 B1_entry mean_cross
15 short 0.037 -0.03 2.5 $51.61 $0 1 0 B1_entry mean_cross
16 long -0.0694 -0.02 2.5 $34.03 $0 3 0 B1_entry mean_cross
17 long -0.0751 -0.02 2.5 $39.78 $0 4 0 B1_entry mean_cross
18 long -0.0889 -0.03 2.5 $43.57 $0 1 0 B1_entry mean_cross
19 short 0.0277 -0.05 2.5 $62.29 $0 1 0 B1_entry mean_cross
20 long -0.0935 -0.03 2.5 $48.14 $0 15 0 B1_entry mean_cross
21 short 0.0073 -0.01 2.5 $1.94 $63 32 0 B1_entry mean_cross
22 short 0.0787 0.04 2.5 $23.35 $71 27 0 B1_entry mean_cross
23 short 0.1624 -0.05 2.5 $197.01 $28 12 0 B1_entry mean_cross
24 long -0.0309 0.1 2.5 $115.50 $0 1 0 B1_entry mean_cross
25 short 0.2237 -0.04 2.5 $248.39 $36 19 0 B1_entry mean_cross
26 long -0.0388 0.14 2.5 $163.44 $21 48 0 B1_entry mean_cross
27 long -0.0548 0.02 2.5 $59.43 $0 4 0 B1_entry mean_cross
28 long -0.0681 — 2.5 $52.70 $0 4 0 B1_entry mean_cross
29 long -0.0576 0.02 2.5 $62.27 $0 1 0 B1_entry mean_cross
30 short 0.0246 -0.03 2.5 $39.21 $25 20 0 B1_entry mean_cross
31 long -0.0744 -0.01 2.5 $49.00 $0 2 0 B1_entry mean_cross
32 long -0.0852 -0.02 2.5 $49.86 $0 8 0 B1_entry mean_cross
33 long -0.0515 0.09 2.5 $126.19 $0 4 0 B1_entry mean_cross
34 short 0.0621 — 2.5 $46.69 $0 5 0 B1_entry mean_cross
35 short 0.0573 -0.03 2.5 $71.91 $0 3 0 B1_entry mean_cross
36 long -0.062 0.01 2.5 $56.59 $0 1 0 B1_entry mean_cross
37 short 0.045 -0.08 2.5 $109.65 $0 2 0 B1_entry mean_cross
38 long -0.0625 — 2.5 $47.12 $0 2 0 B1_entry mean_cross
39 long -0.0851 -0.01 2.5 $59.71 $0 11 0 B1_entry mean_cross
40 long -0.1131 -0.03 2.5 $67.72 $17 2 0 B1_entry mean_cross
41 short 0.0189 -0.06 2.5 $63.56 $0 2 0 B1_entry mean_cross
42 long -0.1026 -0.04 2.5 $47.28 $0 1 0 B1_entry mean_cross
43 long -0.1076 -0.03 2.5 $62.27 $0 5 0 B1_entry mean_cross
44 long -0.1146 -0.06 2.5 $39.20 $0 3 0 B1_entry mean_cross
45 long -0.1295 -0.07 2.5 $44.10 $0 13 0 B1_entry mean_cross
46 short -0.0317 -0.08 2.5 $32.91 $0 6 0 B1_entry mean_cross
47 long -0.118 -0.04 2.5 $62.62 $2 7 0 B1_entry mean_cross
48 long -0.1526 -0.1 2.5 $37.19 $37 25 0 B1_entry mean_cross
49 short -0.0667 -0.11 2.5 $27.98 $37 27 0 B1_entry mean_cross
50 short -0.0444 -0.09 2.5 $30.22 $4 3 0 B1_entry mean_cross
51 long -0.1111 -0.07 2.5 $25.73 $0 2 0 B1_entry mean_cross
52 short -0.0121 — 2.5 $-27.47 $82 54 0 B1_entry mean_cross
53 short 0.0691 0.01 2.5 $43.72 $31 12 0 B1_entry mean_cross
54 short 0.0724 0.02 2.5 $37.04 $0 1 0 B1_entry mean_cross
55 short 0.0931 0.1 2.5 $-22.25 $87 54 0 B1_entry mean_cross
56 short 0.1939 0.12 2.5 $58.59 $116 7 0 B1_entry mean_cross
57 short 0.3626 0.38 2.5 $-32.80 $307 42 0 B1_entry mean_cross
58 short 0.7018 0.39 2.5 $296.48 $848 58 0 B1_entry mean_cross
59 long 0.0947 0.02 2.5 $-90.03 $135 59 0 B1_entry mean_cross
60 short 0.0494 — 2.5 $34.00 $11 5 0 B1_entry mean_cross
61 short 0.0646 0.03 2.5 $19.23 $35 29 0 B1_entry mean_cross
62 short 0.105 0.05 2.5 $39.62 $5 4 0 B1_entry mean_cross
63 short 0.1122 0.07 2.5 $26.84 $28 21 0 B1_entry mean_cross
64 long 0.0122 -0.04 2.5 $-67.54 $92 62 0 B1_entry mean_cross
65 long -0.105 -0.05 2.5 $39.68 $0 1 0 B1_entry mean_cross
66 short 0.037 -0.01 2.5 $31.63 $0 5 0 B1_entry mean_cross
67 short 0.048 — 2.5 $32.66 $0 2 0 B1_entry mean_cross
68 short 0.0571 0.03 2.5 $11.69 $33 23 0 B1_entry mean_cross
69 long 0.0057 0.07 2.5 $48.98 $0 7 0 B1_entry mean_cross
70 short 0.1013 0.01 2.5 $75.94 $9 11 0 B1_entry mean_cross
71 short 0.1286 0.1 2.5 $13.24 $31 44 0 B1_entry mean_cross
72 short 0.1873 0.17 2.5 $1.98 $113 23 0 B1_entry mean_cross
73 short 0.1797 0.14 2.5 $24.39 $20 13 0 B1_entry mean_cross
74 long 0.0083 0.01 2.5 $-13.66 $38 44 0 B1_entry mean_cross
75 long -0.0501 0.03 2.5 $64.75 $0 1 0 B1_entry mean_cross
76 short 0.0382 0.14 2.5 $-117.16 $142 60 0 B1_entry mean_cross
77 short 0.2022 0.13 2.5 $56.83 $0 2 0 B1_entry mean_cross
78 short 0.2138 0.13 2.5 $68.41 $6 14 0 B1_entry mean_cross
79 long 0.0396 0.08 2.5 $25.03 $30 17 0 B1_entry mean_cross
80 long 0.0019 0.06 2.5 $42.70 $0 1 0 B1_entry mean_cross
81 long -0.0084 0.1 2.5 $93.00 $0 9 0 B1_entry mean_cross
82 short 0.1141 0.05 2.5 $48.72 $0 1 0 B1_entry mean_cross
83 long -0.0052 -0.02 2.5 $-30.16 $55 67 0 B1_entry mean_cross
84 short 0.0007 -0.04 2.5 $25.37 $0 6 0 B1_entry mean_cross
85 short -0.0229 -0.07 2.5 $31.72 $53 4 0 B1_entry mean_cross
86 long -0.0916 -0.05 2.5 $26.25 $0 5 0 B1_entry mean_cross
87 short 0.0123 -0.03 2.5 $26.91 $0 22 0 B1_entry mean_cross
88 short 0.0243 -0.01 2.5 $18.93 $6 21 0 B1_entry mean_cross
89 long -0.0501 0.01 2.5 $44.75 $0 3 0 B1_entry mean_cross
90 short 0.0543 -0.01 2.5 $48.91 $6 8 0 B1_entry mean_cross
91 long -0.0887 -0.01 2.5 $63.38 $0 1 0 B1_entry mean_cross
92 short 0.0527 -0.02 2.5 $57.31 $0 9 0 B1_entry mean_cross
93 short 0.0744 0.01 2.5 $49.03 $76 21 0 B1_entry mean_cross
94 short 0.1657 0.03 2.5 $120.38 $0 6 0 B1_entry mean_cross
95 long -0.0398 0.15 2.5 $174.40 $0 1 0 B1_entry mean_cross
96 long -0.0705 -0.09 2.5 $-34.87 $70 57 0 B1_entry mean_cross
97 long -0.1427 -0.09 2.5 $37.33 $0 6 0 B1_entry mean_cross
98 short -0.0557 -0.14 2.5 $68.93 $0 1 0 B1_entry mean_cross
99 long -0.1378 -0.06 2.5 $62.48 $0 1 0 B1_entry mean_cross
100 short -0.0402 -0.1 2.5 $44.42 $0 2 0 B1_entry mean_cross
101 long -0.0862 -0.03 2.5 $40.83 $0 1 0 B1_entry mean_cross
102 short 0.0007 -0.04 2.5 $25.34 $0 10 0 B1_entry mean_cross
103 short 0.0198 -0.04 2.5 $44.47 $0 2 0 B1_entry mean_cross
104 long -0.0716 -0.01 2.5 $46.22 $0 1 0 B1_entry mean_cross
105 short 0.0263 -0.03 2.5 $40.97 $0 10 0 B1_entry mean_cross
106 short 0.0274 -0.01 2.5 $22.07 $0 1 0 B1_entry mean_cross
107 long -0.0568 0.01 2.5 $51.45 $0 1 0 B1_entry mean_cross
108 long -0.0256 0.04 2.5 $50.26 $0 1 0 B1_entry mean_cross
109 short 0.0668 0.01 2.5 $41.43 $0 4 0 B1_entry mean_cross
110 short 0.0772 0.04 2.5 $21.85 $43 16 0 B1_entry mean_cross
111 long 0.0009 0.06 2.5 $43.71 $0 3 0 B1_entry mean_cross
112 long -0.0622 -0.01 2.5 $36.84 $0 7 0 B1_entry mean_cross
113 long -0.0663 0.01 2.5 $60.94 $0 2 0 B1_entry mean_cross
114 long -0.0902 -0.08 2.5 $-5.14 $50 41 0 B1_entry mean_cross
115 short -0.0631 -0.08 2.5 $1.55 $63 43 0 B1_entry mean_cross
116 long -0.1339 -0.06 2.5 $58.52 $0 7 0 B1_entry mean_cross
117 short 0.017 -0.03 2.5 $31.64 $13 42 0 B1_entry mean_cross
118 long -0.0491 0.01 2.5 $43.75 $1 6 0 B1_entry mean_cross
119 long -0.0402 — 2.5 $24.84 $0 1 0 B1_entry mean_cross
120 long -0.0544 -0.01 2.5 $29.03 $0 8 0 B1_entry mean_cross
121 long -0.0882 -0.04 2.5 $32.81 $22 10 0 B1_entry mean_cross
122 short -0.0688 -0.12 2.5 $35.81 $19 7 0 B1_entry mean_cross
123 short -0.0454 -0.11 2.5 $49.26 $0 1 0 B1_entry mean_cross
124 short -0.0325 -0.1 2.5 $52.15 $0 3 0 B1_entry mean_cross
125 short -0.0721 -0.14 2.5 $52.52 $32 7 0 B1_entry mean_cross
126 short -0.0603 -0.11 2.5 $34.29 $0 13 0 B1_entry mean_cross
127 long -0.1226 -0.07 2.5 $37.22 $0 1 0 B1_entry mean_cross
128 short -0.0316 -0.07 2.5 $23.07 $52 10 0 B1_entry mean_cross
129 short 0.0351 -0.01 2.5 $29.75 $15 33 0 B1_entry mean_cross
130 short 0.0678 0.03 2.5 $22.47 $32 20 0 B1_entry mean_cross
131 long -0.0786 0.01 2.5 $73.22 $171 10 0 B1_entry mean_cross
132 short 0.1541 -0.02 2.5 $158.78 $0 2 0 B1_entry mean_cross
133 short 0.2583 0.48 2.5 $-237.02 $462 66 0 B1_entry mean_cross
134 long 0.1403 -0.01 2.5 $-165.63 $220 55 0 B1_entry mean_cross
135 short 0.0077 -0.05 2.5 $42.30 $2 5 0 B1_entry mean_cross
136 long -0.068 -0.02 2.5 $32.59 $0 1 0 B1_entry mean_cross
137 long -0.0713 -0.03 2.5 $25.98 $0 2 0 B1_entry mean_cross
138 short 0.0174 -0.06 2.5 $62.09 $0 10 0 B1_entry mean_cross
139 short 0.0333 -0.02 2.5 $37.97 $7 3 0 B1_entry mean_cross
140 long -0.0667 -0.01 2.5 $41.38 $0 1 0 B1_entry mean_cross
141 long -0.0315 0.01 2.5 $26.18 $0 4 0 B1_entry mean_cross
142 long -0.038 0.02 2.5 $42.65 $0 8 0 B1_entry mean_cross
143 long -0.0488 -0.02 2.5 $13.47 $31 28 0 B1_entry mean_cross
144 long -0.0878 -0.05 2.5 $22.49 $12 9 0 B1_entry mean_cross
145 short -0.0232 -0.04 2.5 $1.39 $63 29 0 B1_entry mean_cross
146 short 0.027 -0.02 2.5 $31.61 $0 1 0 B1_entry mean_cross
147 long -0.0588 -0.02 2.5 $23.40 $1 14 0 B1_entry mean_cross
148 long -0.1017 -0.05 2.5 $36.34 $0 1 0 B1_entry mean_cross
149 short -0.0124 -0.06 2.5 $32.21 $0 1 0 B1_entry mean_cross
150 long -0.1096 -0.05 2.5 $44.20 $0 10 0 B1_entry mean_cross
151 short -0.0121 -0.08 2.5 $52.51 $0 5 0 B1_entry mean_cross
152 short -0.0108 -0.08 2.5 $53.86 $0 1 0 B1_entry mean_cross
153 long -0.1145 -0.07 2.5 $29.15 $0 1 0 B1_entry mean_cross
154 short -0.02 -0.03 2.5 $-5.35 $30 45 0 B1_entry mean_cross
155 short 0.0172 -0.02 2.5 $21.81 $0 4 0 B1_entry mean_cross
156 short 0.027 -0.02 2.5 $31.68 $0 5 0 B1_entry mean_cross
157 long -0.0585 -0.02 2.5 $23.13 $42 11 0 B1_entry mean_cross
158 short -0.0246 -0.06 2.5 $20.01 $25 10 0 B1_entry mean_cross
159 short 0.0253 -0.02 2.5 $29.96 $15 14 0 B1_entry mean_cross
160 short 0.0188 -0.04 2.5 $43.43 $0 2 0 B1_entry mean_cross
161 short 0.03 -0.05 2.5 $64.62 $0 1 0 B1_entry mean_cross
162 long -0.0677 0.01 2.5 $62.35 $0 2 0 B1_entry mean_cross
163 short 0.0626 0.05 2.5 $-2.78 $57 35 0 B1_entry mean_cross
164 short 0.1608 0.01 2.5 $135.39 $69 4 0 B1_entry mean_cross
165 short 0.2128 -0.07 2.5 $267.47 $17 7 0 B1_entry mean_cross
166 long -0.022 -0.07 2.5 $-63.39 $78 57 0 B1_entry mean_cross
167 short -0.0495 -0.11 2.5 $45.16 $0 2 0 B1_entry mean_cross
168 short -0.0444 -0.08 2.5 $20.28 $0 2 0 B1_entry mean_cross
169 long -0.1091 -0.07 2.5 $23.78 $0 1 0 B1_entry mean_cross
170 short -0.0411 -0.08 2.5 $23.57 $0 3 0 B1_entry mean_cross
171 short -0.0348 -0.08 2.5 $29.82 $0 3 0 B1_entry mean_cross
172 long -0.0765 -0.03 2.5 $31.10 $0 1 0 B1_entry mean_cross
173 long -0.0832 -0.04 2.5 $27.86 $0 3 0 B1_entry mean_cross
174 short -0.0087 -0.08 2.5 $55.93 $0 3 0 B1_entry mean_cross
175 short -0.0006 -0.05 2.5 $34.02 $0 3 0 B1_entry mean_cross
176 short -0.0086 -0.06 2.5 $36.07 $0 2 0 B1_entry mean_cross
177 short -0.0026 -0.06 2.5 $41.99 $0 1 0 B1_entry mean_cross
178 long -0.0806 — 2.5 $65.25 $0 1 0 B1_entry mean_cross
179 long -0.0948 -0.03 2.5 $49.42 $0 2 0 B1_entry mean_cross
180 short -0.0033 -0.06 2.5 $41.30 $0 1 0 B1_entry mean_cross
181 long -0.1375 -0.08 2.5 $42.17 $22 32 0 B1_entry mean_cross
182 short -0.068 -0.15 2.5 $66.59 $0 1 0 B1_entry mean_cross
183 long -0.1663 -0.12 2.5 $30.97 $0 1 0 B1_entry mean_cross
184 short -0.0845 -0.14 2.5 $40.16 $0 3 0 B1_entry mean_cross
185 long -0.1789 -0.14 2.5 $23.53 $0 1 0 B1_entry mean_cross
186 short -0.1069 -0.15 2.5 $27.74 $0 1 0 B1_entry mean_cross
187 short -0.1035 -0.15 2.5 $31.16 $0 1 0 B1_entry mean_cross
188 short -0.0938 -0.15 2.5 $40.80 $0 1 0 B1_entry mean_cross
189 short -0.0851 -0.15 2.5 $49.59 $0 4 0 B1_entry mean_cross
190 short -0.0766 -0.12 2.5 $28.09 $0 17 0 B1_entry mean_cross
191 long -0.1646 -0.09 2.5 $59.21 $0 1 0 B1_entry mean_cross
192 short -0.061 -0.12 2.5 $43.68 $0 1 0 B1_entry mean_cross
193 short -0.0539 -0.09 2.5 $20.77 $0 1 0 B1_entry mean_cross
194 short -0.0423 -0.1 2.5 $42.37 $0 2 0 B1_entry mean_cross
195 long -0.1576 -0.11 2.5 $32.23 $0 2 0 B1_entry mean_cross
196 short -0.084 -0.13 2.5 $30.67 $4 22 0 B1_entry mean_cross
197 short -0.0565 -0.1 2.5 $28.18 $0 9 0 B1_entry mean_cross
198 short -0.0403 -0.06 2.5 $4.30 $20 35 0 B1_entry mean_cross
199 long -0.0889 -0.04 2.5 $33.58 $11 7 0 B1_entry mean_cross
200 long -0.1133 -0.08 2.5 $17.94 $37 21 0 B1_entry mean_cross
201 long -0.1876 -0.13 2.5 $42.23 $2 8 0 B1_entry mean_cross
202 short 0.0021 0.04 2.5 $-53.25 $208 40 0 B1_entry mean_cross
203 short 0.2542 0.15 2.5 $88.86 $0 15 0 B1_entry mean_cross
204 short 0.3034 0.15 2.5 $138.00 $0 1 0 B1_entry mean_cross
205 long 0.0662 0.01 2.5 $-71.53 $126 56 0 B1_entry mean_cross
206 long -0.0589 -0.05 2.5 $-6.43 $21 44 0 B1_entry mean_cross
207 short -0.0128 -0.07 2.5 $41.88 $23 28 0 B1_entry mean_cross
208 short 0.01 -0.04 2.5 $34.62 $0 4 0 B1_entry mean_cross
209 short 0.0361 — 2.5 $20.69 $0 5 0 B1_entry mean_cross
210 short 0.0467 -0.01 2.5 $41.32 $0 1 0 B1_entry mean_cross
211 short 0.0478 -0.01 2.5 $42.43 $0 5 0 B1_entry mean_cross
212 short 0.0599 0.05 2.5 $-5.46 $30 38 0 B1_entry mean_cross
213 long 0.0191 0.06 2.5 $25.53 $0 3 0 B1_entry mean_cross
214 long 0.0107 0.06 2.5 $33.98 $21 9 0 B1_entry mean_cross
215 long -0.0174 0.03 2.5 $32.08 $0 16 0 B1_entry mean_cross
216 long -0.0298 0.01 2.5 $24.47 $0 3 0 B1_entry mean_cross
217 short 0.0532 0.02 2.5 $17.81 $27 15 0 B1_entry mean_cross
218 short 0.0925 0.02 2.5 $57.12 $0 3 0 B1_entry mean_cross
219 short 0.0386 -0.03 2.5 $53.22 $0 1 0 B1_entry mean_cross
220 long -0.0513 -0.02 2.5 $15.90 $19 34 0 B1_entry mean_cross
221 short -0.0104 -0.05 2.5 $24.20 $10 4 0 B1_entry mean_cross
222 short -0.0016 -0.05 2.5 $33.00 $2 22 0 B1_entry mean_cross
223 short 0.0231 -0.05 2.5 $57.72 $0 5 0 B1_entry mean_cross
224 long -0.0525 -0.01 2.5 $27.09 $0 2 0 B1_entry mean_cross
225 short 0.0191 -0.02 2.5 $23.69 $1 12 0 B1_entry mean_cross
226 short 0.0737 0.02 2.5 $38.35 $0 4 0 B1_entry mean_cross
227 short 0.0666 0.03 2.5 $21.25 $0 4 0 B1_entry mean_cross
228 short 0.0729 0.17 2.5 $-112.48 $157 64 0 B1_entry mean_cross
229 short 0.2522 0.22 2.5 $16.83 $48 16 0 B1_entry mean_cross
230 long 0.1242 0.21 2.5 $70.41 $24 32 0 B1_entry mean_cross
231 long 0.1081 0.05 2.5 $-73.44 $138 50 0 B1_entry mean_cross
232 long -0.0186 0.01 2.5 $13.20 $11 32 0 B1_entry mean_cross
233 short 0.0329 — 2.5 $17.50 $87 41 0 B1_entry mean_cross
234 short 0.1267 0.09 2.5 $21.35 $63 31 0 B1_entry mean_cross
235 short 0.2559 0.16 2.5 $80.51 $74 49 0 B1_entry mean_cross
236 short 0.3712 0.31 2.5 $45.81 $69 23 0 B1_entry mean_cross
237 short 0.5325 0.21 2.5 $307.10 $128 18 0 B1_entry mean_cross
238 long 0.2144 0.25 2.5 $20.25 $24 57 0 B1_entry mean_cross
239 long 0.1913 0.24 2.5 $33.35 $0 1 0 B1_entry mean_cross
240 short 0.2781 0.2 2.5 $62.70 $0 1 0 B1_entry mean_cross
241 long 0.2034 0.25 2.5 $31.21 $0 2 0 B1_entry mean_cross
242 short 0.2858 0.27 2.5 $0.43 $44 40 0 B1_entry mean_cross
243 short 0.3388 0.29 2.5 $33.42 $0 1 0 B1_entry mean_cross
244 short 0.3522 0.31 2.5 $26.79 $18 26 0 B1_entry mean_cross
245 short 0.403 0.36 2.5 $27.62 $27 36 0 B1_entry mean_cross
246 long 0.3035 0.4 2.5 $81.16 $0 6 0 B1_entry mean_cross
247 long 0.2939 0.33 2.5 $20.73 $64 14 0 B1_entry mean_cross
248 short 0.2955 0.26 2.5 $20.09 $55 22 0 B1_entry mean_cross
249 short 0.3499 0.27 2.5 $64.49 $0 22 0 B1_entry mean_cross
250 long 0.2393 0.28 2.5 $25.33 $29 17 0 B1_entry mean_cross
251 long 0.2042 0.27 2.5 $50.44 $0 2 0 B1_entry mean_cross
252 short 0.2921 0.25 2.5 $26.75 $0 1 0 B1_entry mean_cross
253 short 0.2998 0.18 2.5 $104.39 $10 3 0 B1_entry mean_cross
254 long 0.2012 0.27 2.5 $53.45 $0 1 0 B1_entry mean_cross
255 long 0.1881 0.28 2.5 $76.57 $0 3 0 B1_entry mean_cross
256 short 0.3088 0.3 2.5 $-6.61 $61 55 0 B1_entry mean_cross
257 short 0.3861 0.34 2.5 $30.71 $54 13 0 B1_entry mean_cross
258 short 0.4364 0.42 2.5 $1.02 $34 48 0 B1_entry mean_cross
259 long 0.3921 0.43 2.5 $22.57 $32 11 0 B1_entry mean_cross
260 short 0.5013 0.56 2.5 $-74.04 $169 61 0 B1_entry mean_cross
261 long 0.5423 0.34 2.5 $-217.66 $272 85 0 B1_entry mean_cross
262 long 0.2703 0.31 2.5 $24.30 $40 37 0 B1_entry mean_cross
263 short 0.3094 0.27 2.5 $24.05 $0 4 0 B1_entry mean_cross
264 short 0.3213 0.26 2.5 $45.95 $0 3 0 B1_entry mean_cross
265 long 0.1928 0.27 2.5 $61.86 $0 1 0 B1_entry mean_cross
266 long 0.1835 0.24 2.5 $41.19 $3 11 0 B1_entry mean_cross
267 short 0.3158 0.24 2.5 $60.47 $14 8 0 B1_entry mean_cross
268 short 0.3485 0.21 2.5 $123.16 $0 4 0 B1_entry mean_cross
269 long 0.0972 0.09 2.5 $-22.52 $267 39 0 B1_entry mean_cross
270 short 0.2071 0.14 2.5 $51.74 $0 1 0 B1_entry mean_cross
271 long 0.1206 0.16 2.5 $24.07 $11 10 0 B1_entry mean_cross
272 short 0.1574 0.12 2.5 $22.01 $33 9 0 B1_entry mean_cross
273 short 0.1877 0.14 2.5 $32.35 $0 6 0 B1_entry mean_cross
274 short 0.2246 0.2 2.5 $9.26 $55 25 0 B1_entry mean_cross
275 short 0.2942 0.25 2.5 $28.80 $56 23 0 B1_entry mean_cross
276 long 0.2276 0.26 2.5 $17.00 $28 21 0 B1_entry mean_cross
277 short 0.2889 0.24 2.5 $33.54 $0 4 0 B1_entry mean_cross
278 short 0.2889 0.23 2.5 $43.53 $0 3 0 B1_entry mean_cross
279 short 0.2996 0.25 2.5 $34.20 $0 4 0 B1_entry mean_cross
280 short 0.3167 0.26 2.5 $41.34 $3 17 0 B1_entry mean_cross
281 long 0.2324 0.32 2.5 $72.27 $0 1 0 B1_entry mean_cross
282 long 0.2195 0.19 2.5 $-44.91 $110 52 0 B1_entry mean_cross
283 short 0.2141 0.17 2.5 $28.73 $16 16 0 B1_entry mean_cross
284 long 0.1279 0.18 2.5 $36.79 $0 1 0 B1_entry mean_cross
285 long 0.1236 0.18 2.5 $41.03 $0 2 0 B1_entry mean_cross
286 long 0.1314 0.22 2.5 $73.26 $1 11 0 B1_entry mean_cross
287 long 0.1929 0.24 2.5 $31.76 $23 8 0 B1_entry mean_cross
288 long 0.1944 0.23 2.5 $20.21 $4 29 0 B1_entry mean_cross
289 short 0.2688 0.21 2.5 $43.44 $11 7 0 B1_entry mean_cross
290 long 0.1923 0.25 2.5 $42.31 $0 1 0 B1_entry mean_cross
291 long 0.1247 0.22 2.5 $79.97 $5 23 0 B1_entry mean_cross
292 short 0.2222 0.15 2.5 $56.80 $8 16 0 B1_entry mean_cross
293 long 0.1343 0.19 2.5 $40.32 $0 14 0 B1_entry mean_cross
294 long 0.1404 0.2 2.5 $44.24 $0 1 0 B1_entry mean_cross
295 short 0.2234 0.18 2.5 $28.02 $0 14 0 B1_entry mean_cross
296 long 0.1561 0.2 2.5 $28.51 $0 2 0 B1_entry mean_cross
297 long 0.1545 0.23 2.5 $60.11 $0 2 0 B1_entry mean_cross
298 short 0.248 0.2 2.5 $32.68 $0 3 0 B1_entry mean_cross
299 short 0.2889 0.24 2.5 $33.58 $1 21 0 B1_entry mean_cross
300 short 0.3072 0.37 2.5 $-78.13 $133 55 0 B1_entry mean_cross
301 short 0.445 0.42 2.5 $9.67 $45 35 0 B1_entry mean_cross
302 long 0.368 0.43 2.5 $46.65 $0 15 0 B1_entry mean_cross
303 long 0.3411 0.13 2.5 $-226.48 $331 91 0 B1_entry mean_cross
304 long -0.0394 0.08 2.5 $104.08 $71 11 0 B1_entry mean_cross
305 long -0.1386 0.27 2.5 $393.22 $0 1 0 B1_entry mean_cross
306 short 0.1929 0.27 2.5 $-92.43 $137 58 0 B1_entry mean_cross
307 long 0.237 0.28 2.5 $27.68 $37 19 0 B1_entry mean_cross
308 long 0.1915 0.24 2.5 $33.11 $22 10 0 B1_entry mean_cross
309 long 0.1613 0.22 2.5 $43.36 $0 3 0 B1_entry mean_cross
310 long 0.1569 0.2 2.5 $27.71 $0 2 0 B1_entry mean_cross
311 long 0.153 0.23 2.5 $61.68 $3 5 0 B1_entry mean_cross
312 short 0.2396 0.17 2.5 $54.21 $0 4 0 B1_entry mean_cross
313 short 0.249 0.2 2.5 $33.61 $31 24 0 B1_entry mean_cross
314 long 0.1445 0.21 2.5 $50.11 $0 2 0 B1_entry mean_cross
315 short 0.2391 0.14 2.5 $83.73 $0 1 0 B1_entry mean_cross
316 long 0.1409 0.2 2.5 $43.79 $0 1 0 B1_entry mean_cross
317 long 0.1332 0.2 2.5 $51.42 $0 7 0 B1_entry mean_cross
318 long 0.1266 0.19 2.5 $47.99 $17 15 0 B1_entry mean_cross
319 long 0.1067 0.17 2.5 $47.98 $7 6 0 B1_entry mean_cross
320 short 0.1778 0.12 2.5 $42.39 $0 2 0 B1_entry mean_cross
321 long 0.0804 0.19 2.5 $94.20 $20 5 0 B1_entry mean_cross
322 short 0.1787 0.11 2.5 $53.29 $0 1 0 B1_entry mean_cross
323 short 0.1885 0.13 2.5 $43.15 $1 15 0 B1_entry mean_cross
324 long 0.0507 0.14 2.5 $73.97 $0 2 0 B1_entry mean_cross
325 short 0.1692 0.11 2.5 $43.87 $0 3 0 B1_entry mean_cross
326 long 0.0732 0.16 2.5 $71.43 $0 3 0 B1_entry mean_cross
327 long 0.0362 0.09 2.5 $38.49 $6 9 0 B1_entry mean_cross
328 long 0.0215 0.08 2.5 $43.15 $0 3 0 B1_entry mean_cross
329 short 0.1333 0.07 2.5 $47.94 $0 11 0 B1_entry mean_cross
330 short 0.1596 0.04 2.5 $104.29 $40 2 0 B1_entry mean_cross
331 long 0.0701 0.14 2.5 $54.55 $0 3 0 B1_entry mean_cross
332 short 0.1988 0.12 2.5 $63.41 $0 1 0 B1_entry mean_cross
333 short 0.2069 0.15 2.5 $41.50 $0 2 0 B1_entry mean_cross
334 short 0.2079 0.16 2.5 $32.51 $0 1 0 B1_entry mean_cross
335 short 0.2183 0.14 2.5 $62.94 $0 1 0 B1_entry mean_cross
336 long 0.1066 0.17 2.5 $48.07 $0 5 0 B1_entry mean_cross
337 short 0.2238 0.13 2.5 $78.43 $0 2 0 B1_entry mean_cross
338 short 0.2158 0.15 2.5 $50.42 $0 1 0 B1_entry mean_cross
339 short 0.2294 0.15 2.5 $64.03 $0 1 0 B1_entry mean_cross
340 short 0.2457 0.16 2.5 $70.39 $0 1 0 B1_entry mean_cross
341 long 0.1384 0.19 2.5 $36.27 $0 11 0 B1_entry mean_cross
342 long 0.1133 0.17 2.5 $41.31 $0 7 0 B1_entry mean_cross
343 long 0.0716 0.13 2.5 $43.04 $0 13 0 B1_entry mean_cross
344 short 0.1664 0.11 2.5 $41.04 $4 9 0 B1_entry mean_cross
345 short 0.1883 0.13 2.5 $42.97 $0 3 0 B1_entry mean_cross
346 short 0.2005 0.11 2.5 $75.10 $0 5 0 B1_entry mean_cross
347 long 0.0449 0.14 2.5 $79.76 $0 9 0 B1_entry mean_cross
348 long 0.0235 0.14 2.5 $101.12 $0 5 0 B1_entry mean_cross
349 short 0.129 0.06 2.5 $53.63 $0 1 0 B1_entry mean_cross
350 short 0.097 0.05 2.5 $31.69 $0 1 0 B1_entry mean_cross
351 short 0.1007 0.02 2.5 $65.33 $0 2 0 B1_entry mean_cross
352 long 0.0003 0.05 2.5 $34.38 $0 4 0 B1_entry mean_cross
353 short 0.07 -0.01 2.5 $64.59 $0 3 0 B1_entry mean_cross
354 short 0.1144 0.06 2.5 $39.07 $0 1 0 B1_entry mean_cross
355 short 0.1347 0.08 2.5 $39.32 $0 3 0 B1_entry mean_cross
356 long 0.0245 0.09 2.5 $50.19 $0 1 0 B1_entry mean_cross
357 short 0.1279 0.06 2.5 $52.55 $0 1 0 B1_entry mean_cross
358 short 0.1191 0.02 2.5 $83.70 $0 1 0 B1_entry mean_cross
359 long 0.0044 0.1 2.5 $80.22 $0 2 0 B1_entry mean_cross
360 short 0.1285 0.07 2.5 $43.12 $0 13 0 B1_entry mean_cross
361 long 0.0421 0.16 2.5 $102.51 $0 3 0 B1_entry mean_cross
362 short 0.1304 0.08 2.5 $35.04 $0 1 0 B1_entry mean_cross
363 long 0.0259 0.07 2.5 $28.75 $0 16 0 B1_entry mean_cross
364 long 0.0087 0.08 2.5 $55.98 $0 2 0 B1_entry mean_cross
365 short 0.107 0.05 2.5 $41.65 $0 2 0 B1_entry mean_cross
366 short 0.1033 0.04 2.5 $47.94 $0 3 0 B1_entry mean_cross
367 short 0.116 0.04 2.5 $60.62 $0 1 0 B1_entry mean_cross
368 short 0.1189 0.03 2.5 $73.58 $0 1 0 B1_entry mean_cross
369 long -0.0096 0.05 2.5 $44.27 $0 2 0 B1_entry mean_cross
370 short 0.0898 0.02 2.5 $54.47 $0 5 0 B1_entry mean_cross
371 long -0.0285 0.03 2.5 $43.13 $0 2 0 B1_entry mean_cross
372 short 0.0446 — 2.5 $29.28 $0 1 0 B1_entry mean_cross
373 short 0.0491 — 2.5 $33.71 $0 1 0 B1_entry mean_cross
374 short 0.0541 -0.01 2.5 $48.73 $0 3 0 B1_entry mean_cross
375 short -0.0072 -0.08 2.5 $57.48 $0 4 0 B1_entry mean_cross
376 long -0.0951 -0.06 2.5 $19.79 $55 25 0 B1_entry mean_cross
377 short -0.0642 -0.15 2.5 $70.45 $0 1 0 B1_entry mean_cross
378 long -0.1923 -0.14 2.5 $36.90 $38 19 0 B1_entry mean_cross
379 long -0.2483 -0.14 2.5 $92.92 $32 10 0 B1_entry mean_cross
380 short -0.0837 -0.13 2.5 $30.89 $134 31 0 B1_entry mean_cross
381 short 0.0734 — 2.5 $58.06 $0 3 0 B1_entry mean_cross
382 short 0.0778 0.02 2.5 $42.40 $12 3 0 B1_entry mean_cross
383 short 0.1029 0.04 2.5 $47.51 $0 3 0 B1_entry mean_cross
384 short 0.1726 0.1 2.5 $57.28 $0 3 0 B1_entry mean_cross
385 short 0.1412 0.09 2.5 $35.86 $99 5 0 B1_entry mean_cross
386 long 0.0313 0.11 2.5 $63.29 $0 1 0 B1_entry mean_cross
387 short 0.1349 0.07 2.5 $49.55 $0 2 0 B1_entry mean_cross
388 long 0.0465 0.1 2.5 $38.15 $0 4 0 B1_entry mean_cross
389 long 0.0405 0.09 2.5 $34.10 $1 10 0 B1_entry mean_cross
390 short 0.1262 0.04 2.5 $70.86 $0 3 0 B1_entry mean_cross
391 short 0.12 0.01 2.5 $94.60 $0 1 0 B1_entry mean_cross
392 long 0.0041 0.08 2.5 $60.57 $0 15 0 B1_entry mean_cross
393 long -0.0087 0.08 2.5 $73.37 $0 3 0 B1_entry mean_cross
394 short 0.0799 0.01 2.5 $54.51 $0 3 0 B1_entry mean_cross
395 long -0.01 0.05 2.5 $44.60 $0 1 0 B1_entry mean_cross
396 short 0.0803 0.07 2.5 $-5.02 $50 54 0 B1_entry mean_cross
397 short 0.1383 0.1 2.5 $22.92 $0 1 0 B1_entry mean_cross
398 short 0.1392 0.07 2.5 $53.79 $0 2 0 B1_entry mean_cross
399 short 0.1444 0.09 2.5 $39.03 $0 2 0 B1_entry mean_cross
400 long 0.0532 0.11 2.5 $41.46 $23 3 0 B1_entry mean_cross
401 long 0.0251 0.12 2.5 $79.57 $0 3 0 B1_entry mean_cross
402 short 0.1282 0.08 2.5 $32.80 $0 3 0 B1_entry mean_cross
403 long 0.0805 0.17 2.5 $74.14 $0 1 0 B1_entry mean_cross
404 short 0.1547 0.11 2.5 $29.34 $0 2 0 B1_entry mean_cross
405 long 0.0624 0.1 2.5 $22.25 $22 14 0 B1_entry mean_cross
406 long 0.0101 0.05 2.5 $24.58 $0 6 0 B1_entry mean_cross
407 long -0.0086 0.03 2.5 $23.20 $0 9 0 B1_entry mean_cross
408 short 0.0619 — 2.5 $46.52 $0 2 0 B1_entry mean_cross
409 long -0.0426 0.03 2.5 $57.27 $0 1 0 B1_entry mean_cross
410 short 0.0676 0.01 2.5 $42.28 $0 3 0 B1_entry mean_cross
411 short 0.0774 0.02 2.5 $42.07 $0 6 0 B1_entry mean_cross
412 short 0.1049 0.05 2.5 $39.54 $315 59 0 B1_entry mean_cross
413 long 0.0336 0.09 2.5 $41.01 $0 2 0 B1_entry mean_cross
414 short 0.1156 0.06 2.5 $40.21 $0 4 0 B1_entry mean_cross
415 short 0.1418 0.09 2.5 $36.40 $0 1 0 B1_entry mean_cross
416 long 0.0393 0.1 2.5 $45.39 $0 1 0 B1_entry mean_cross
417 long 0.0276 0.07 2.5 $27.00 $8 7 0 B1_entry mean_cross
418 short 0.1043 0.05 2.5 $38.97 $0 1 0 B1_entry mean_cross
419 short 0.1015 0.05 2.5 $36.12 $0 12 0 B1_entry mean_cross
420 short 0.1256 0.07 2.5 $40.25 $0 2 0 B1_entry mean_cross
421 short 0.1291 0.06 2.5 $53.74 $0 1 0 B1_entry mean_cross