{ "experiment": "exp13_multiscale_sweep", "model_1m_epoch": 13, "model_1m_val_loss": 18.002384238510334, "model_5s_epoch": 43, "model_5s_val_loss": 17.119339933538246, "proxy_b_dim_5s": 26, "skip_sets": [], "subset_days": 14, "n_all_days": 56, "baseline_subset": { "name": "baseline", "exp_set": "baseline", "point": "none", "mode": "none", "weights": [ 0.0, 0.0 ], "strength": 0.0, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 198.7, "scale_mean": 1.0 }, "phase1_results": [ { "name": "A_P1_M1_W1_a0.2", "exp_set": "A", "point": "P1", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.1361, "DD": 21.4235, "Calmar": -0.053, "elapsed_s": 202.7, "scale_mean": 1.0931 }, { "name": "A_P1_M1_W1_a0.3", "exp_set": "A", "point": "P1", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.0582, "DD": 21.5095, "Calmar": -0.0492, "elapsed_s": 214.2, "scale_mean": 1.0944 }, { "name": "A_P1_M1_W1_a0.5", "exp_set": "A", "point": "P1", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -0.904, "DD": 21.6824, "Calmar": -0.0417, "elapsed_s": 213.8, "scale_mean": 1.097 }, { "name": "A_P1_M2_W1_a0.2", "exp_set": "A", "point": "P1", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.1173, "DD": 21.4429, "Calmar": -0.0521, "elapsed_s": 210.7, "scale_mean": 1.0934 }, { "name": "A_P1_M2_W1_a0.3", "exp_set": "A", "point": "P1", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.0301, "DD": 21.5387, "Calmar": -0.0478, "elapsed_s": 199.6, "scale_mean": 1.0949 }, { "name": "A_P1_M2_W1_a0.5", "exp_set": "A", "point": "P1", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -0.8581, "DD": 21.7313, "Calmar": -0.0395, "elapsed_s": 214.3, "scale_mean": 1.0978 }, { "name": "A_P1_M3_W1_a0.2", "exp_set": "A", "point": "P1", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.412, "DD": 21.0347, "Calmar": -0.0671, "elapsed_s": 203.6, "scale_mean": 1.0872 }, { "name": "A_P1_M3_W1_a0.3", "exp_set": "A", "point": "P1", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.4716, "DD": 20.9268, "Calmar": -0.0703, "elapsed_s": 194.9, "scale_mean": 1.0855 }, { "name": "A_P1_M3_W1_a0.5", "exp_set": "A", "point": "P1", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -1.4837, "DD": 20.713, "Calmar": -0.0716, "elapsed_s": 189.9, "scale_mean": 1.0821 }, { "name": "A_P3_M1_W1_a0.2", "exp_set": "A", "point": "P3", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 201.5, "scale_mean": 1.0905 }, { "name": "A_P3_M1_W1_a0.3", "exp_set": "A", "point": "P3", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 215.0, "scale_mean": 1.0905 }, { "name": "A_P3_M1_W1_a0.5", "exp_set": "A", "point": "P3", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 218.4, "scale_mean": 1.0905 }, { "name": "A_P3_M2_W1_a0.2", "exp_set": "A", "point": "P3", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 215.4, "scale_mean": 1.0905 }, { "name": "A_P3_M2_W1_a0.3", "exp_set": "A", "point": "P3", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 207.9, "scale_mean": 1.0905 }, { "name": "A_P3_M2_W1_a0.5", "exp_set": "A", "point": "P3", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 188.2, "scale_mean": 1.0905 }, { "name": "A_P3_M3_W1_a0.2", "exp_set": "A", "point": "P3", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 190.7, "scale_mean": 1.0905 }, { "name": "A_P3_M3_W1_a0.3", "exp_set": "A", "point": "P3", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 216.3, "scale_mean": 1.0905 }, { "name": "A_P3_M3_W1_a0.5", "exp_set": "A", "point": "P3", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 214.0, "scale_mean": 1.0905 }, { "name": "A_P4_M1_W1_a0.2", "exp_set": "A", "point": "P4", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -0.6981, "DD": 21.2524, "Calmar": -0.0328, "elapsed_s": 215.0, "scale_mean": 1.0905 }, { "name": "A_P4_M1_W1_a0.3", "exp_set": "A", "point": "P4", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -0.4001, "DD": 21.2524, "Calmar": -0.0188, "elapsed_s": 219.8, "scale_mean": 1.0905 }, { "name": "A_P4_M1_W1_a0.5", "exp_set": "A", "point": "P4", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -0.0451, "DD": 21.2524, "Calmar": -0.0021, "elapsed_s": 210.8, "scale_mean": 1.0905 }, { "name": "A_P4_M2_W1_a0.2", "exp_set": "A", "point": "P4", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -0.6515, "DD": 21.2524, "Calmar": -0.0307, "elapsed_s": 228.5, "scale_mean": 1.0905 }, { "name": "A_P4_M2_W1_a0.3", "exp_set": "A", "point": "P4", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -0.33, "DD": 21.2524, "Calmar": -0.0155, "elapsed_s": 219.4, "scale_mean": 1.0905 }, { "name": "A_P4_M2_W1_a0.5", "exp_set": "A", "point": "P4", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -0.0188, "DD": 21.2524, "Calmar": -0.0009, "elapsed_s": 195.2, "scale_mean": 1.0905 }, { "name": "A_P4_M3_W1_a0.2", "exp_set": "A", "point": "P4", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.5336, "DD": 21.2524, "Calmar": -0.0722, "elapsed_s": 187.2, "scale_mean": 1.0905 }, { "name": "A_P4_M3_W1_a0.3", "exp_set": "A", "point": "P4", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.6545, "DD": 21.2524, "Calmar": -0.0778, "elapsed_s": 202.0, "scale_mean": 1.0905 }, { "name": "A_P4_M3_W1_a0.5", "exp_set": "A", "point": "P4", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -1.9339, "DD": 21.2524, "Calmar": -0.091, "elapsed_s": 205.1, "scale_mean": 1.0905 }, { "name": "A_P5_M1_W1_a0.2", "exp_set": "A", "point": "P5", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -0.6981, "DD": 21.2524, "Calmar": -0.0328, "elapsed_s": 206.5, "scale_mean": 1.0485 }, { "name": "A_P5_M1_W1_a0.3", "exp_set": "A", "point": "P5", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -0.4001, "DD": 21.2524, "Calmar": -0.0188, "elapsed_s": 194.8, "scale_mean": 1.0502 }, { "name": "A_P5_M1_W1_a0.5", "exp_set": "A", "point": "P5", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": 0.1976, "DD": 21.2524, "Calmar": 0.0093, "elapsed_s": 198.2, "scale_mean": 1.0534 }, { "name": "A_P5_M2_W1_a0.2", "exp_set": "A", "point": "P5", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -0.6515, "DD": 21.2524, "Calmar": -0.0307, "elapsed_s": 196.8, "scale_mean": 1.0488 }, { "name": "A_P5_M2_W1_a0.3", "exp_set": "A", "point": "P5", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -0.33, "DD": 21.2524, "Calmar": -0.0155, "elapsed_s": 199.1, "scale_mean": 1.0506 }, { "name": "A_P5_M2_W1_a0.5", "exp_set": "A", "point": "P5", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": 0.315, "DD": 21.2524, "Calmar": 0.0148, "elapsed_s": 200.4, "scale_mean": 1.0541 }, { "name": "A_P5_M3_W1_a0.2", "exp_set": "A", "point": "P5", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.2, "T": 532, "ROI": -1.5331, "DD": 21.2524, "Calmar": -0.0721, "elapsed_s": 201.2, "scale_mean": 1.0454 }, { "name": "A_P5_M3_W1_a0.3", "exp_set": "A", "point": "P5", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 532, "ROI": -1.6537, "DD": 21.2524, "Calmar": -0.0778, "elapsed_s": 206.6, "scale_mean": 1.0454 }, { "name": "A_P5_M3_W1_a0.5", "exp_set": "A", "point": "P5", "mode": "M3", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 532, "ROI": -1.8953, "DD": 21.2524, "Calmar": -0.0892, "elapsed_s": 193.6, "scale_mean": 1.0455 }, { "name": "B_P1_M1_W1_a0.2", "exp_set": "B", "point": "P1", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.1031, "DD": 21.4366, "Calmar": -0.0515, "elapsed_s": 191.1, "scale_mean": 1.0934 }, { "name": "B_P1_M1_W1_a0.3", "exp_set": "B", "point": "P1", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.009, "DD": 21.5294, "Calmar": -0.0469, "elapsed_s": 192.5, "scale_mean": 1.0948 }, { "name": "B_P1_M1_W1_a0.5", "exp_set": "B", "point": "P1", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.8417, "DD": 21.7159, "Calmar": -0.0388, "elapsed_s": 177.7, "scale_mean": 1.0977 }, { "name": "B_P1_M2_W1_a0.2", "exp_set": "B", "point": "P1", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.0975, "DD": 21.4442, "Calmar": -0.0512, "elapsed_s": 172.5, "scale_mean": 1.0935 }, { "name": "B_P1_M2_W1_a0.3", "exp_set": "B", "point": "P1", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.0006, "DD": 21.5408, "Calmar": -0.0464, "elapsed_s": 171.5, "scale_mean": 1.0949 }, { "name": "B_P1_M2_W1_a0.5", "exp_set": "B", "point": "P1", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.8269, "DD": 21.735, "Calmar": -0.038, "elapsed_s": 176.3, "scale_mean": 1.0979 }, { "name": "B_P1_M3_W1_a0.2", "exp_set": "B", "point": "P1", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.3855, "DD": 21.2134, "Calmar": -0.0653, "elapsed_s": 176.3, "scale_mean": 1.0894 }, { "name": "B_P1_M3_W1_a0.3", "exp_set": "B", "point": "P1", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.432, "DD": 21.194, "Calmar": -0.0676, "elapsed_s": 175.2, "scale_mean": 1.0889 }, { "name": "B_P1_M3_W1_a0.5", "exp_set": "B", "point": "P1", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.5238, "DD": 21.155, "Calmar": -0.072, "elapsed_s": 177.4, "scale_mean": 1.0878 }, { "name": "B_P1_M4_W1_a0.2", "exp_set": "B", "point": "P1", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2019, "DD": 21.3385, "Calmar": -0.0563, "elapsed_s": 173.7, "scale_mean": 1.0919 }, { "name": "B_P1_M4_W1_a0.3", "exp_set": "B", "point": "P1", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.1568, "DD": 21.3818, "Calmar": -0.0541, "elapsed_s": 172.4, "scale_mean": 1.0926 }, { "name": "B_P1_M4_W1_a0.5", "exp_set": "B", "point": "P1", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.0668, "DD": 21.4685, "Calmar": -0.0497, "elapsed_s": 168.8, "scale_mean": 1.0939 }, { "name": "B_P3_M1_W1_a0.2", "exp_set": "B", "point": "P3", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 172.5, "scale_mean": 1.0905 }, { "name": "B_P3_M1_W1_a0.3", "exp_set": "B", "point": "P3", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 172.1, "scale_mean": 1.0905 }, { "name": "B_P3_M1_W1_a0.5", "exp_set": "B", "point": "P3", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 172.6, "scale_mean": 1.0905 }, { "name": "B_P3_M2_W1_a0.2", "exp_set": "B", "point": "P3", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 178.4, "scale_mean": 1.0905 }, { "name": "B_P3_M2_W1_a0.3", "exp_set": "B", "point": "P3", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 189.8, "scale_mean": 1.0905 }, { "name": "B_P3_M2_W1_a0.5", "exp_set": "B", "point": "P3", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 194.4, "scale_mean": 1.0905 }, { "name": "B_P3_M3_W1_a0.2", "exp_set": "B", "point": "P3", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 185.6, "scale_mean": 1.0905 }, { "name": "B_P3_M3_W1_a0.3", "exp_set": "B", "point": "P3", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 182.3, "scale_mean": 1.0905 }, { "name": "B_P3_M3_W1_a0.5", "exp_set": "B", "point": "P3", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 185.8, "scale_mean": 1.0905 }, { "name": "B_P3_M4_W1_a0.2", "exp_set": "B", "point": "P3", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 185.8, "scale_mean": 1.0905 }, { "name": "B_P3_M4_W1_a0.3", "exp_set": "B", "point": "P3", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 185.0, "scale_mean": 1.0905 }, { "name": "B_P3_M4_W1_a0.5", "exp_set": "B", "point": "P3", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 197.7, "scale_mean": 1.0905 }, { "name": "B_P4_M1_W1_a0.2", "exp_set": "B", "point": "P4", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.6924, "DD": 21.2524, "Calmar": -0.0326, "elapsed_s": 188.1, "scale_mean": 1.0905 }, { "name": "B_P4_M1_W1_a0.3", "exp_set": "B", "point": "P4", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.3915, "DD": 21.2524, "Calmar": -0.0184, "elapsed_s": 195.3, "scale_mean": 1.0905 }, { "name": "B_P4_M1_W1_a0.5", "exp_set": "B", "point": "P4", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.0317, "DD": 21.2524, "Calmar": -0.0015, "elapsed_s": 197.9, "scale_mean": 1.0905 }, { "name": "B_P4_M2_W1_a0.2", "exp_set": "B", "point": "P4", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.6777, "DD": 21.2524, "Calmar": -0.0319, "elapsed_s": 210.6, "scale_mean": 1.0905 }, { "name": "B_P4_M2_W1_a0.3", "exp_set": "B", "point": "P4", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.3695, "DD": 21.2524, "Calmar": -0.0174, "elapsed_s": 191.4, "scale_mean": 1.0905 }, { "name": "B_P4_M2_W1_a0.5", "exp_set": "B", "point": "P4", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.0264, "DD": 21.2524, "Calmar": -0.0012, "elapsed_s": 194.5, "scale_mean": 1.0905 }, { "name": "B_P4_M3_W1_a0.2", "exp_set": "B", "point": "P4", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.4803, "DD": 21.2524, "Calmar": -0.0697, "elapsed_s": 216.5, "scale_mean": 1.0905 }, { "name": "B_P4_M3_W1_a0.3", "exp_set": "B", "point": "P4", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.5745, "DD": 21.2524, "Calmar": -0.0741, "elapsed_s": 210.7, "scale_mean": 1.0905 }, { "name": "B_P4_M3_W1_a0.5", "exp_set": "B", "point": "P4", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.8463, "DD": 21.2524, "Calmar": -0.0869, "elapsed_s": 203.5, "scale_mean": 1.0905 }, { "name": "B_P4_M4_W1_a0.2", "exp_set": "B", "point": "P4", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.0212, "DD": 21.2524, "Calmar": -0.0481, "elapsed_s": 213.5, "scale_mean": 1.0905 }, { "name": "B_P4_M4_W1_a0.3", "exp_set": "B", "point": "P4", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.8854, "DD": 21.2524, "Calmar": -0.0417, "elapsed_s": 202.3, "scale_mean": 1.0905 }, { "name": "B_P4_M4_W1_a0.5", "exp_set": "B", "point": "P4", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.6135, "DD": 21.2524, "Calmar": -0.0289, "elapsed_s": 204.4, "scale_mean": 1.0905 }, { "name": "B_P5_M1_W1_a0.2", "exp_set": "B", "point": "P5", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.6924, "DD": 21.2524, "Calmar": -0.0326, "elapsed_s": 196.9, "scale_mean": 1.0491 }, { "name": "B_P5_M1_W1_a0.3", "exp_set": "B", "point": "P5", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.3915, "DD": 21.2524, "Calmar": -0.0184, "elapsed_s": 196.2, "scale_mean": 1.051 }, { "name": "B_P5_M1_W1_a0.5", "exp_set": "B", "point": "P5", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": 0.2117, "DD": 21.2524, "Calmar": 0.01, "elapsed_s": 201.1, "scale_mean": 1.0547 }, { "name": "B_P5_M2_W1_a0.2", "exp_set": "B", "point": "P5", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.6777, "DD": 21.2524, "Calmar": -0.0319, "elapsed_s": 196.4, "scale_mean": 1.0491 }, { "name": "B_P5_M2_W1_a0.3", "exp_set": "B", "point": "P5", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.3695, "DD": 21.2524, "Calmar": -0.0174, "elapsed_s": 198.7, "scale_mean": 1.051 }, { "name": "B_P5_M2_W1_a0.5", "exp_set": "B", "point": "P5", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": 0.2486, "DD": 21.2524, "Calmar": 0.0117, "elapsed_s": 196.3, "scale_mean": 1.0548 }, { "name": "B_P5_M3_W1_a0.2", "exp_set": "B", "point": "P5", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.4799, "DD": 21.2524, "Calmar": -0.0696, "elapsed_s": 187.3, "scale_mean": 1.0452 }, { "name": "B_P5_M3_W1_a0.3", "exp_set": "B", "point": "P5", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.5738, "DD": 21.2524, "Calmar": -0.0741, "elapsed_s": 195.0, "scale_mean": 1.0451 }, { "name": "B_P5_M3_W1_a0.5", "exp_set": "B", "point": "P5", "mode": "M3", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.7619, "DD": 21.2524, "Calmar": -0.0829, "elapsed_s": 192.0, "scale_mean": 1.045 }, { "name": "B_P5_M4_W1_a0.2", "exp_set": "B", "point": "P5", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.0212, "DD": 21.2524, "Calmar": -0.0481, "elapsed_s": 185.5, "scale_mean": 1.047 }, { "name": "B_P5_M4_W1_a0.3", "exp_set": "B", "point": "P5", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.8854, "DD": 21.2524, "Calmar": -0.0417, "elapsed_s": 182.6, "scale_mean": 1.0479 }, { "name": "B_P5_M4_W1_a0.5", "exp_set": "B", "point": "P5", "mode": "M4", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.6135, "DD": 21.2524, "Calmar": -0.0289, "elapsed_s": 173.9, "scale_mean": 1.0497 }, { "name": "Ap_P1_M1_W2_a0.2", "exp_set": "Ap", "point": "P1", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2102, "DD": 21.3433, "Calmar": -0.0567, "elapsed_s": 191.1, "scale_mean": 1.0919 }, { "name": "Ap_P1_M1_W3_a0.2", "exp_set": "Ap", "point": "P1", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.2508, "DD": 21.2986, "Calmar": -0.0587, "elapsed_s": 199.4, "scale_mean": 1.0912 }, { "name": "Ap_P1_M1_W2_a0.3", "exp_set": "Ap", "point": "P1", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.1692, "DD": 21.3888, "Calmar": -0.0547, "elapsed_s": 204.8, "scale_mean": 1.0926 }, { "name": "Ap_P1_M1_W3_a0.3", "exp_set": "Ap", "point": "P1", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.2299, "DD": 21.3217, "Calmar": -0.0577, "elapsed_s": 190.1, "scale_mean": 1.0916 }, { "name": "Ap_P1_M1_W2_a0.5", "exp_set": "Ap", "point": "P1", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.0873, "DD": 21.4801, "Calmar": -0.0506, "elapsed_s": 182.9, "scale_mean": 1.094 }, { "name": "Ap_P1_M1_W3_a0.5", "exp_set": "Ap", "point": "P1", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.1883, "DD": 21.3679, "Calmar": -0.0556, "elapsed_s": 183.0, "scale_mean": 1.0923 }, { "name": "Ap_P1_M2_W2_a0.2", "exp_set": "Ap", "point": "P1", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.1991, "DD": 21.3552, "Calmar": -0.0562, "elapsed_s": 188.4, "scale_mean": 1.0921 }, { "name": "Ap_P1_M2_W3_a0.2", "exp_set": "Ap", "point": "P1", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.245, "DD": 21.3049, "Calmar": -0.0584, "elapsed_s": 191.8, "scale_mean": 1.0913 }, { "name": "Ap_P1_M2_W2_a0.3", "exp_set": "Ap", "point": "P1", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.1525, "DD": 21.4068, "Calmar": -0.0538, "elapsed_s": 200.6, "scale_mean": 1.0929 }, { "name": "Ap_P1_M2_W3_a0.3", "exp_set": "Ap", "point": "P1", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.2212, "DD": 21.3311, "Calmar": -0.0573, "elapsed_s": 190.9, "scale_mean": 1.0917 }, { "name": "Ap_P1_M2_W2_a0.5", "exp_set": "Ap", "point": "P1", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.0596, "DD": 21.5102, "Calmar": -0.0493, "elapsed_s": 179.7, "scale_mean": 1.0944 }, { "name": "Ap_P1_M2_W3_a0.5", "exp_set": "Ap", "point": "P1", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.1738, "DD": 21.3838, "Calmar": -0.0549, "elapsed_s": 187.7, "scale_mean": 1.0925 }, { "name": "Ap_P1_M3_W2_a0.2", "exp_set": "Ap", "point": "P1", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.359, "DD": 21.132, "Calmar": -0.0643, "elapsed_s": 180.6, "scale_mean": 1.0887 }, { "name": "Ap_P1_M3_W3_a0.2", "exp_set": "Ap", "point": "P1", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.3265, "DD": 21.1905, "Calmar": -0.0626, "elapsed_s": 187.0, "scale_mean": 1.0896 }, { "name": "Ap_P1_M3_W2_a0.3", "exp_set": "Ap", "point": "P1", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.3915, "DD": 21.0721, "Calmar": -0.066, "elapsed_s": 186.5, "scale_mean": 1.0877 }, { "name": "Ap_P1_M3_W3_a0.3", "exp_set": "Ap", "point": "P1", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.3436, "DD": 21.1596, "Calmar": -0.0635, "elapsed_s": 188.5, "scale_mean": 1.0891 }, { "name": "Ap_P1_M3_W2_a0.5", "exp_set": "Ap", "point": "P1", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.4572, "DD": 20.9528, "Calmar": -0.0695, "elapsed_s": 185.0, "scale_mean": 1.0859 }, { "name": "Ap_P1_M3_W3_a0.5", "exp_set": "Ap", "point": "P1", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.3775, "DD": 21.0979, "Calmar": -0.0653, "elapsed_s": 201.3, "scale_mean": 1.0881 }, { "name": "Ap_P3_M1_W2_a0.2", "exp_set": "Ap", "point": "P3", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 203.4, "scale_mean": 1.0905 }, { "name": "Ap_P3_M1_W3_a0.2", "exp_set": "Ap", "point": "P3", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 264.3, "scale_mean": 1.0905 }, { "name": "Ap_P3_M1_W2_a0.3", "exp_set": "Ap", "point": "P3", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 198.2, "scale_mean": 1.0905 }, { "name": "Ap_P3_M1_W3_a0.3", "exp_set": "Ap", "point": "P3", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 186.6, "scale_mean": 1.0905 }, { "name": "Ap_P3_M1_W2_a0.5", "exp_set": "Ap", "point": "P3", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 189.0, "scale_mean": 1.0905 }, { "name": "Ap_P3_M1_W3_a0.5", "exp_set": "Ap", "point": "P3", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 190.1, "scale_mean": 1.0905 }, { "name": "Ap_P3_M2_W2_a0.2", "exp_set": "Ap", "point": "P3", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 186.3, "scale_mean": 1.0905 }, { "name": "Ap_P3_M2_W3_a0.2", "exp_set": "Ap", "point": "P3", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 202.4, "scale_mean": 1.0905 }, { "name": "Ap_P3_M2_W2_a0.3", "exp_set": "Ap", "point": "P3", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 192.6, "scale_mean": 1.0905 }, { "name": "Ap_P3_M2_W3_a0.3", "exp_set": "Ap", "point": "P3", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 185.2, "scale_mean": 1.0905 }, { "name": "Ap_P3_M2_W2_a0.5", "exp_set": "Ap", "point": "P3", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 202.7, "scale_mean": 1.0905 }, { "name": "Ap_P3_M2_W3_a0.5", "exp_set": "Ap", "point": "P3", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 205.6, "scale_mean": 1.0905 }, { "name": "Ap_P3_M3_W2_a0.2", "exp_set": "Ap", "point": "P3", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 187.4, "scale_mean": 1.0905 }, { "name": "Ap_P3_M3_W3_a0.2", "exp_set": "Ap", "point": "P3", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 196.5, "scale_mean": 1.0905 }, { "name": "Ap_P3_M3_W2_a0.3", "exp_set": "Ap", "point": "P3", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 197.8, "scale_mean": 1.0905 }, { "name": "Ap_P3_M3_W3_a0.3", "exp_set": "Ap", "point": "P3", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 202.2, "scale_mean": 1.0905 }, { "name": "Ap_P3_M3_W2_a0.5", "exp_set": "Ap", "point": "P3", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 206.8, "scale_mean": 1.0905 }, { "name": "Ap_P3_M3_W3_a0.5", "exp_set": "Ap", "point": "P3", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 191.1, "scale_mean": 1.0905 }, { "name": "Ap_P4_M1_W2_a0.2", "exp_set": "Ap", "point": "P4", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.9789, "DD": 21.2524, "Calmar": -0.0461, "elapsed_s": 202.2, "scale_mean": 1.0905 }, { "name": "Ap_P4_M1_W3_a0.2", "exp_set": "Ap", "point": "P4", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.1335, "DD": 21.2524, "Calmar": -0.0533, "elapsed_s": 199.9, "scale_mean": 1.0905 }, { "name": "Ap_P4_M1_W2_a0.3", "exp_set": "Ap", "point": "P4", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.8219, "DD": 21.2524, "Calmar": -0.0387, "elapsed_s": 197.2, "scale_mean": 1.0905 }, { "name": "Ap_P4_M1_W3_a0.3", "exp_set": "Ap", "point": "P4", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.054, "DD": 21.2524, "Calmar": -0.0496, "elapsed_s": 192.2, "scale_mean": 1.0905 }, { "name": "Ap_P4_M1_W2_a0.5", "exp_set": "Ap", "point": "P4", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.5074, "DD": 21.2524, "Calmar": -0.0239, "elapsed_s": 187.2, "scale_mean": 1.0905 }, { "name": "Ap_P4_M1_W3_a0.5", "exp_set": "Ap", "point": "P4", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -0.8947, "DD": 21.2524, "Calmar": -0.0421, "elapsed_s": 197.4, "scale_mean": 1.0905 }, { "name": "Ap_P4_M2_W2_a0.2", "exp_set": "Ap", "point": "P4", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.951, "DD": 21.2524, "Calmar": -0.0447, "elapsed_s": 204.4, "scale_mean": 1.0905 }, { "name": "Ap_P4_M2_W3_a0.2", "exp_set": "Ap", "point": "P4", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.1189, "DD": 21.2524, "Calmar": -0.0526, "elapsed_s": 198.3, "scale_mean": 1.0905 }, { "name": "Ap_P4_M2_W2_a0.3", "exp_set": "Ap", "point": "P4", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.78, "DD": 21.2524, "Calmar": -0.0367, "elapsed_s": 202.9, "scale_mean": 1.0905 }, { "name": "Ap_P4_M2_W3_a0.3", "exp_set": "Ap", "point": "P4", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.0321, "DD": 21.2524, "Calmar": -0.0486, "elapsed_s": 206.6, "scale_mean": 1.0905 }, { "name": "Ap_P4_M2_W2_a0.5", "exp_set": "Ap", "point": "P4", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.4374, "DD": 21.2524, "Calmar": -0.0206, "elapsed_s": 215.1, "scale_mean": 1.0905 }, { "name": "Ap_P4_M2_W3_a0.5", "exp_set": "Ap", "point": "P4", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -0.8582, "DD": 21.2524, "Calmar": -0.0404, "elapsed_s": 211.5, "scale_mean": 1.0905 }, { "name": "Ap_P4_M3_W2_a0.2", "exp_set": "Ap", "point": "P4", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.4155, "DD": 21.2524, "Calmar": -0.0666, "elapsed_s": 212.6, "scale_mean": 1.0905 }, { "name": "Ap_P4_M3_W3_a0.2", "exp_set": "Ap", "point": "P4", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.3542, "DD": 21.2524, "Calmar": -0.0637, "elapsed_s": 223.8, "scale_mean": 1.0905 }, { "name": "Ap_P4_M3_W2_a0.3", "exp_set": "Ap", "point": "P4", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.4773, "DD": 21.2524, "Calmar": -0.0695, "elapsed_s": 221.7, "scale_mean": 1.0905 }, { "name": "Ap_P4_M3_W3_a0.3", "exp_set": "Ap", "point": "P4", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.3851, "DD": 21.2524, "Calmar": -0.0652, "elapsed_s": 224.0, "scale_mean": 1.0905 }, { "name": "Ap_P4_M3_W2_a0.5", "exp_set": "Ap", "point": "P4", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.6009, "DD": 21.2524, "Calmar": -0.0753, "elapsed_s": 226.3, "scale_mean": 1.0905 }, { "name": "Ap_P4_M3_W3_a0.5", "exp_set": "Ap", "point": "P4", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.4471, "DD": 21.2524, "Calmar": -0.0681, "elapsed_s": 221.5, "scale_mean": 1.0905 }, { "name": "Ap_P5_M1_W2_a0.2", "exp_set": "Ap", "point": "P5", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.9789, "DD": 21.2524, "Calmar": -0.0461, "elapsed_s": 220.1, "scale_mean": 1.047 }, { "name": "Ap_P5_M1_W3_a0.2", "exp_set": "Ap", "point": "P5", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.1335, "DD": 21.2524, "Calmar": -0.0533, "elapsed_s": 220.0, "scale_mean": 1.0461 }, { "name": "Ap_P5_M1_W2_a0.3", "exp_set": "Ap", "point": "P5", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.8219, "DD": 21.2524, "Calmar": -0.0387, "elapsed_s": 224.5, "scale_mean": 1.0479 }, { "name": "Ap_P5_M1_W3_a0.3", "exp_set": "Ap", "point": "P5", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.054, "DD": 21.2524, "Calmar": -0.0496, "elapsed_s": 223.3, "scale_mean": 1.0466 }, { "name": "Ap_P5_M1_W2_a0.5", "exp_set": "Ap", "point": "P5", "mode": "M1", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.5074, "DD": 21.2524, "Calmar": -0.0239, "elapsed_s": 226.1, "scale_mean": 1.0496 }, { "name": "Ap_P5_M1_W3_a0.5", "exp_set": "Ap", "point": "P5", "mode": "M1", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -0.8947, "DD": 21.2524, "Calmar": -0.0421, "elapsed_s": 224.0, "scale_mean": 1.0475 }, { "name": "Ap_P5_M2_W2_a0.2", "exp_set": "Ap", "point": "P5", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -0.951, "DD": 21.2524, "Calmar": -0.0447, "elapsed_s": 217.5, "scale_mean": 1.0471 }, { "name": "Ap_P5_M2_W3_a0.2", "exp_set": "Ap", "point": "P5", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.1189, "DD": 21.2524, "Calmar": -0.0526, "elapsed_s": 226.8, "scale_mean": 1.0462 }, { "name": "Ap_P5_M2_W2_a0.3", "exp_set": "Ap", "point": "P5", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -0.78, "DD": 21.2524, "Calmar": -0.0367, "elapsed_s": 218.5, "scale_mean": 1.0481 }, { "name": "Ap_P5_M2_W3_a0.3", "exp_set": "Ap", "point": "P5", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.0321, "DD": 21.2524, "Calmar": -0.0486, "elapsed_s": 225.9, "scale_mean": 1.0467 }, { "name": "Ap_P5_M2_W2_a0.5", "exp_set": "Ap", "point": "P5", "mode": "M2", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -0.4374, "DD": 21.2524, "Calmar": -0.0206, "elapsed_s": 223.3, "scale_mean": 1.05 }, { "name": "Ap_P5_M2_W3_a0.5", "exp_set": "Ap", "point": "P5", "mode": "M2", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -0.8582, "DD": 21.2524, "Calmar": -0.0404, "elapsed_s": 214.1, "scale_mean": 1.0477 }, { "name": "Ap_P5_M3_W2_a0.2", "exp_set": "Ap", "point": "P5", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.2, "T": 532, "ROI": -1.4154, "DD": 21.2524, "Calmar": -0.0666, "elapsed_s": 223.1, "scale_mean": 1.0453 }, { "name": "Ap_P5_M3_W3_a0.2", "exp_set": "Ap", "point": "P5", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.2, "T": 532, "ROI": -1.3542, "DD": 21.2524, "Calmar": -0.0637, "elapsed_s": 229.9, "scale_mean": 1.0453 }, { "name": "Ap_P5_M3_W2_a0.3", "exp_set": "Ap", "point": "P5", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.3, "T": 532, "ROI": -1.477, "DD": 21.2524, "Calmar": -0.0695, "elapsed_s": 225.7, "scale_mean": 1.0453 }, { "name": "Ap_P5_M3_W3_a0.3", "exp_set": "Ap", "point": "P5", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.3, "T": 532, "ROI": -1.3851, "DD": 21.2524, "Calmar": -0.0652, "elapsed_s": 227.9, "scale_mean": 1.0453 }, { "name": "Ap_P5_M3_W2_a0.5", "exp_set": "Ap", "point": "P5", "mode": "M3", "weights": [ 0.0, 0.5 ], "strength": 0.5, "T": 532, "ROI": -1.6002, "DD": 21.2524, "Calmar": -0.0753, "elapsed_s": 224.5, "scale_mean": 1.0454 }, { "name": "Ap_P5_M3_W3_a0.5", "exp_set": "Ap", "point": "P5", "mode": "M3", "weights": [ 0.0, 0.25 ], "strength": 0.5, "T": 532, "ROI": -1.4469, "DD": 21.2524, "Calmar": -0.0681, "elapsed_s": 230.1, "scale_mean": 1.0453 }, { "name": "Bp_P1_M1_W2_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.0933, "DD": 21.4406, "Calmar": -0.051, "elapsed_s": 231.7, "scale_mean": 1.0935 }, { "name": "Bp_P1_M1_W3_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.0837, "DD": 21.4446, "Calmar": -0.0505, "elapsed_s": 218.7, "scale_mean": 1.0936 }, { "name": "Bp_P1_M1_W2_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.9944, "DD": 21.5354, "Calmar": -0.0462, "elapsed_s": 199.2, "scale_mean": 1.0949 }, { "name": "Bp_P1_M1_W3_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.98, "DD": 21.5415, "Calmar": -0.0455, "elapsed_s": 208.2, "scale_mean": 1.0951 }, { "name": "Bp_P1_M1_W2_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -0.8356, "DD": 21.7261, "Calmar": -0.0385, "elapsed_s": 221.0, "scale_mean": 1.0979 }, { "name": "Bp_P1_M1_W3_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -0.8296, "DD": 21.7364, "Calmar": -0.0382, "elapsed_s": 215.6, "scale_mean": 1.0981 }, { "name": "Bp_P1_M2_W2_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.0917, "DD": 21.4443, "Calmar": -0.0509, "elapsed_s": 241.9, "scale_mean": 1.0935 }, { "name": "Bp_P1_M2_W3_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.0861, "DD": 21.4442, "Calmar": -0.0506, "elapsed_s": 227.6, "scale_mean": 1.0935 }, { "name": "Bp_P1_M2_W2_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.992, "DD": 21.5409, "Calmar": -0.0461, "elapsed_s": 233.5, "scale_mean": 1.095 }, { "name": "Bp_P1_M2_W3_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.9837, "DD": 21.5408, "Calmar": -0.0457, "elapsed_s": 218.0, "scale_mean": 1.095 }, { "name": "Bp_P1_M2_W2_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -0.8264, "DD": 21.7353, "Calmar": -0.038, "elapsed_s": 204.1, "scale_mean": 1.0979 }, { "name": "Bp_P1_M2_W3_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -0.8265, "DD": 21.7352, "Calmar": -0.038, "elapsed_s": 190.6, "scale_mean": 1.0979 }, { "name": "Bp_P1_M3_W2_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.3727, "DD": 21.2829, "Calmar": -0.0645, "elapsed_s": 189.0, "scale_mean": 1.0903 }, { "name": "Bp_P1_M3_W3_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.3543, "DD": 21.353, "Calmar": -0.0634, "elapsed_s": 189.3, "scale_mean": 1.0913 }, { "name": "Bp_P1_M3_W2_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.4129, "DD": 21.2983, "Calmar": -0.0663, "elapsed_s": 186.1, "scale_mean": 1.0902 }, { "name": "Bp_P1_M3_W3_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.3858, "DD": 21.4037, "Calmar": -0.0647, "elapsed_s": 199.2, "scale_mean": 1.0916 }, { "name": "Bp_P1_M3_W2_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.4935, "DD": 21.3291, "Calmar": -0.07, "elapsed_s": 207.7, "scale_mean": 1.09 }, { "name": "Bp_P1_M3_W3_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.4498, "DD": 21.5059, "Calmar": -0.0674, "elapsed_s": 228.3, "scale_mean": 1.0924 }, { "name": "Bp_P1_M4_W2_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.2019, "DD": 21.3385, "Calmar": -0.0563, "elapsed_s": 225.2, "scale_mean": 1.0919 }, { "name": "Bp_P1_M4_W3_a0.2", "exp_set": "Bp", "point": "P1", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.2019, "DD": 21.3385, "Calmar": -0.0563, "elapsed_s": 219.6, "scale_mean": 1.0919 }, { "name": "Bp_P1_M4_W2_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.1568, "DD": 21.3818, "Calmar": -0.0541, "elapsed_s": 214.6, "scale_mean": 1.0926 }, { "name": "Bp_P1_M4_W3_a0.3", "exp_set": "Bp", "point": "P1", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.1568, "DD": 21.3818, "Calmar": -0.0541, "elapsed_s": 230.3, "scale_mean": 1.0926 }, { "name": "Bp_P1_M4_W2_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.0668, "DD": 21.4685, "Calmar": -0.0497, "elapsed_s": 225.8, "scale_mean": 1.0939 }, { "name": "Bp_P1_M4_W3_a0.5", "exp_set": "Bp", "point": "P1", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.0668, "DD": 21.4685, "Calmar": -0.0497, "elapsed_s": 236.3, "scale_mean": 1.0939 }, { "name": "Bp_P3_M1_W2_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 228.7, "scale_mean": 1.0905 }, { "name": "Bp_P3_M1_W3_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 203.5, "scale_mean": 1.0905 }, { "name": "Bp_P3_M1_W2_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 169.0, "scale_mean": 1.0905 }, { "name": "Bp_P3_M1_W3_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 177.1, "scale_mean": 1.0905 }, { "name": "Bp_P3_M1_W2_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 211.1, "scale_mean": 1.0905 }, { "name": "Bp_P3_M1_W3_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 152.9, "scale_mean": 1.0905 }, { "name": "Bp_P3_M2_W2_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 135.6, "scale_mean": 1.0905 }, { "name": "Bp_P3_M2_W3_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 115.9, "scale_mean": 1.0905 }, { "name": "Bp_P3_M2_W2_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 111.7, "scale_mean": 1.0905 }, { "name": "Bp_P3_M2_W3_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 112.7, "scale_mean": 1.0905 }, { "name": "Bp_P3_M2_W2_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 131.1, "scale_mean": 1.0905 }, { "name": "Bp_P3_M2_W3_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 150.2, "scale_mean": 1.0905 }, { "name": "Bp_P3_M3_W2_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 127.3, "scale_mean": 1.0905 }, { "name": "Bp_P3_M3_W3_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 127.3, "scale_mean": 1.0905 }, { "name": "Bp_P3_M3_W2_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 129.2, "scale_mean": 1.0905 }, { "name": "Bp_P3_M3_W3_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 128.6, "scale_mean": 1.0905 }, { "name": "Bp_P3_M3_W2_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 138.2, "scale_mean": 1.0905 }, { "name": "Bp_P3_M3_W3_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 154.0, "scale_mean": 1.0905 }, { "name": "Bp_P3_M4_W2_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 162.4, "scale_mean": 1.0905 }, { "name": "Bp_P3_M4_W3_a0.2", "exp_set": "Bp", "point": "P3", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 154.7, "scale_mean": 1.0905 }, { "name": "Bp_P3_M4_W2_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 154.5, "scale_mean": 1.0905 }, { "name": "Bp_P3_M4_W3_a0.3", "exp_set": "Bp", "point": "P3", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 161.0, "scale_mean": 1.0905 }, { "name": "Bp_P3_M4_W2_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 175.3, "scale_mean": 1.0905 }, { "name": "Bp_P3_M4_W3_a0.5", "exp_set": "Bp", "point": "P3", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.2925, "DD": 21.2524, "Calmar": -0.0608, "elapsed_s": 163.1, "scale_mean": 1.0905 }, { "name": "Bp_P4_M1_W2_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -0.6907, "DD": 21.2524, "Calmar": -0.0325, "elapsed_s": 135.9, "scale_mean": 1.0905 }, { "name": "Bp_P4_M1_W3_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -0.6889, "DD": 21.2524, "Calmar": -0.0324, "elapsed_s": 149.4, "scale_mean": 1.0905 }, { "name": "Bp_P4_M1_W2_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.389, "DD": 21.2524, "Calmar": -0.0183, "elapsed_s": 128.0, "scale_mean": 1.0905 }, { "name": "Bp_P4_M1_W3_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.3864, "DD": 21.2524, "Calmar": -0.0182, "elapsed_s": 127.4, "scale_mean": 1.0905 }, { "name": "Bp_P4_M1_W2_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -0.0458, "DD": 21.2524, "Calmar": -0.0022, "elapsed_s": 128.4, "scale_mean": 1.0905 }, { "name": "Bp_P4_M1_W3_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -0.0813, "DD": 21.2524, "Calmar": -0.0038, "elapsed_s": 125.9, "scale_mean": 1.0905 }, { "name": "Bp_P4_M2_W2_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -0.6866, "DD": 21.2524, "Calmar": -0.0323, "elapsed_s": 128.6, "scale_mean": 1.0905 }, { "name": "Bp_P4_M2_W3_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -0.6958, "DD": 21.2524, "Calmar": -0.0327, "elapsed_s": 144.8, "scale_mean": 1.0905 }, { "name": "Bp_P4_M2_W2_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.3828, "DD": 21.2524, "Calmar": -0.018, "elapsed_s": 155.4, "scale_mean": 1.0905 }, { "name": "Bp_P4_M2_W3_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.3968, "DD": 21.2524, "Calmar": -0.0187, "elapsed_s": 194.1, "scale_mean": 1.0905 }, { "name": "Bp_P4_M2_W2_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -0.0372, "DD": 21.2524, "Calmar": -0.0018, "elapsed_s": 186.0, "scale_mean": 1.0905 }, { "name": "Bp_P4_M2_W3_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -0.0678, "DD": 21.2524, "Calmar": -0.0032, "elapsed_s": 185.9, "scale_mean": 1.0905 }, { "name": "Bp_P4_M3_W2_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.4609, "DD": 21.2524, "Calmar": -0.0687, "elapsed_s": 167.8, "scale_mean": 1.0905 }, { "name": "Bp_P4_M3_W3_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.4413, "DD": 21.2524, "Calmar": -0.0678, "elapsed_s": 164.7, "scale_mean": 1.0905 }, { "name": "Bp_P4_M3_W2_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.5456, "DD": 21.2524, "Calmar": -0.0727, "elapsed_s": 159.8, "scale_mean": 1.0905 }, { "name": "Bp_P4_M3_W3_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.5169, "DD": 21.2524, "Calmar": -0.0714, "elapsed_s": 157.8, "scale_mean": 1.0905 }, { "name": "Bp_P4_M3_W2_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.7879, "DD": 21.2524, "Calmar": -0.0841, "elapsed_s": 140.0, "scale_mean": 1.0905 }, { "name": "Bp_P4_M3_W3_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.7411, "DD": 21.2524, "Calmar": -0.0819, "elapsed_s": 160.6, "scale_mean": 1.0905 }, { "name": "Bp_P4_M4_W2_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.0212, "DD": 21.2524, "Calmar": -0.0481, "elapsed_s": 162.5, "scale_mean": 1.0905 }, { "name": "Bp_P4_M4_W3_a0.2", "exp_set": "Bp", "point": "P4", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.0212, "DD": 21.2524, "Calmar": -0.0481, "elapsed_s": 155.2, "scale_mean": 1.0905 }, { "name": "Bp_P4_M4_W2_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.8854, "DD": 21.2524, "Calmar": -0.0417, "elapsed_s": 152.7, "scale_mean": 1.0905 }, { "name": "Bp_P4_M4_W3_a0.3", "exp_set": "Bp", "point": "P4", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.8854, "DD": 21.2524, "Calmar": -0.0417, "elapsed_s": 143.8, "scale_mean": 1.0905 }, { "name": "Bp_P4_M4_W2_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -0.6135, "DD": 21.2524, "Calmar": -0.0289, "elapsed_s": 145.7, "scale_mean": 1.0905 }, { "name": "Bp_P4_M4_W3_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -0.6135, "DD": 21.2524, "Calmar": -0.0289, "elapsed_s": 151.3, "scale_mean": 1.0905 }, { "name": "Bp_P5_M1_W2_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -0.6907, "DD": 21.2524, "Calmar": -0.0325, "elapsed_s": 153.3, "scale_mean": 1.0492 }, { "name": "Bp_P5_M1_W3_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -0.6889, "DD": 21.2524, "Calmar": -0.0324, "elapsed_s": 138.6, "scale_mean": 1.0494 }, { "name": "Bp_P5_M1_W2_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.389, "DD": 21.2524, "Calmar": -0.0183, "elapsed_s": 126.1, "scale_mean": 1.0512 }, { "name": "Bp_P5_M1_W3_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.3864, "DD": 21.2524, "Calmar": -0.0182, "elapsed_s": 129.1, "scale_mean": 1.0514 }, { "name": "Bp_P5_M1_W2_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": 0.2158, "DD": 21.2524, "Calmar": 0.0102, "elapsed_s": 131.2, "scale_mean": 1.0551 }, { "name": "Bp_P5_M1_W3_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": 0.2201, "DD": 21.2524, "Calmar": 0.0104, "elapsed_s": 129.8, "scale_mean": 1.0555 }, { "name": "Bp_P5_M2_W2_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -0.6866, "DD": 21.2524, "Calmar": -0.0323, "elapsed_s": 127.2, "scale_mean": 1.0492 }, { "name": "Bp_P5_M2_W3_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -0.6958, "DD": 21.2524, "Calmar": -0.0327, "elapsed_s": 127.4, "scale_mean": 1.0493 }, { "name": "Bp_P5_M2_W2_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.3828, "DD": 21.2524, "Calmar": -0.018, "elapsed_s": 131.9, "scale_mean": 1.0511 }, { "name": "Bp_P5_M2_W3_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.3968, "DD": 21.2524, "Calmar": -0.0187, "elapsed_s": 128.8, "scale_mean": 1.0513 }, { "name": "Bp_P5_M2_W2_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": 0.2261, "DD": 21.2524, "Calmar": 0.0106, "elapsed_s": 120.8, "scale_mean": 1.0551 }, { "name": "Bp_P5_M2_W3_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": 0.2027, "DD": 21.2524, "Calmar": 0.0095, "elapsed_s": 109.7, "scale_mean": 1.0553 }, { "name": "Bp_P5_M3_W2_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.4606, "DD": 21.2524, "Calmar": -0.0687, "elapsed_s": 115.0, "scale_mean": 1.0451 }, { "name": "Bp_P5_M3_W3_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.4405, "DD": 21.2524, "Calmar": -0.0678, "elapsed_s": 119.1, "scale_mean": 1.045 }, { "name": "Bp_P5_M3_W2_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -1.5448, "DD": 21.2524, "Calmar": -0.0727, "elapsed_s": 113.1, "scale_mean": 1.045 }, { "name": "Bp_P5_M3_W3_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -1.5147, "DD": 21.2524, "Calmar": -0.0713, "elapsed_s": 111.4, "scale_mean": 1.0449 }, { "name": "Bp_P5_M3_W2_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M3", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -1.7136, "DD": 21.2524, "Calmar": -0.0806, "elapsed_s": 116.8, "scale_mean": 1.0449 }, { "name": "Bp_P5_M3_W3_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M3", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -1.6635, "DD": 21.2524, "Calmar": -0.0783, "elapsed_s": 140.0, "scale_mean": 1.0447 }, { "name": "Bp_P5_M4_W2_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.2, "T": 532, "ROI": -1.0212, "DD": 21.2524, "Calmar": -0.0481, "elapsed_s": 158.5, "scale_mean": 1.047 }, { "name": "Bp_P5_M4_W3_a0.2", "exp_set": "Bp", "point": "P5", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.2, "T": 532, "ROI": -1.0212, "DD": 21.2524, "Calmar": -0.0481, "elapsed_s": 146.0, "scale_mean": 1.047 }, { "name": "Bp_P5_M4_W2_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.3, "T": 532, "ROI": -0.8854, "DD": 21.2524, "Calmar": -0.0417, "elapsed_s": 142.3, "scale_mean": 1.0479 }, { "name": "Bp_P5_M4_W3_a0.3", "exp_set": "Bp", "point": "P5", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.3, "T": 532, "ROI": -0.8854, "DD": 21.2524, "Calmar": -0.0417, "elapsed_s": 139.6, "scale_mean": 1.0479 }, { "name": "Bp_P5_M4_W2_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M4", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 532, "ROI": -0.6135, "DD": 21.2524, "Calmar": -0.0289, "elapsed_s": 160.7, "scale_mean": 1.0497 }, { "name": "Bp_P5_M4_W3_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M4", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 532, "ROI": -0.6135, "DD": 21.2524, "Calmar": -0.0289, "elapsed_s": 182.0, "scale_mean": 1.0497 } ], "phase2": { "baseline_full": { "name": "baseline", "exp_set": "baseline", "point": "none", "mode": "none", "weights": [ 0.0, 0.0 ], "strength": 0.0, "T": 2155, "ROI": 181.8069, "DD": 23.6916, "Calmar": 7.6739, "elapsed_s": 780.0, "scale_mean": 1.0 }, "results": [ { "name": "A_P5_M2_W1_a0.5", "exp_set": "A", "point": "P5", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 2155, "ROI": 186.3965, "DD": 23.6916, "Calmar": 7.8676, "elapsed_s": 632.2, "scale_mean": 1.0463 }, { "name": "B_P5_M2_W1_a0.5", "exp_set": "B", "point": "P5", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 2155, "ROI": 186.2067, "DD": 23.6916, "Calmar": 7.8596, "elapsed_s": 588.2, "scale_mean": 1.0465 }, { "name": "Bp_P5_M2_W2_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 2155, "ROI": 186.1426, "DD": 23.6916, "Calmar": 7.8569, "elapsed_s": 558.0, "scale_mean": 1.0466 }, { "name": "Bp_P5_M1_W3_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 2155, "ROI": 186.1253, "DD": 23.6916, "Calmar": 7.8562, "elapsed_s": 583.0, "scale_mean": 1.0467 }, { "name": "Bp_P5_M1_W2_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 2155, "ROI": 186.1131, "DD": 23.6916, "Calmar": 7.8557, "elapsed_s": 560.6, "scale_mean": 1.0466 }, { "name": "B_P5_M1_W1_a0.5", "exp_set": "B", "point": "P5", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 2155, "ROI": 186.1015, "DD": 23.6916, "Calmar": 7.8552, "elapsed_s": 560.3, "scale_mean": 1.0465 }, { "name": "Bp_P5_M2_W3_a0.5", "exp_set": "Bp", "point": "P5", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 2155, "ROI": 186.0757, "DD": 23.6916, "Calmar": 7.8541, "elapsed_s": 555.8, "scale_mean": 1.0466 }, { "name": "A_P5_M1_W1_a0.5", "exp_set": "A", "point": "P5", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 2155, "ROI": 186.0613, "DD": 23.6916, "Calmar": 7.8535, "elapsed_s": 567.1, "scale_mean": 1.0462 }, { "name": "A_P4_M2_W1_a0.5", "exp_set": "A", "point": "P4", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 2155, "ROI": 185.4435, "DD": 23.6916, "Calmar": 7.8274, "elapsed_s": 582.0, "scale_mean": 1.0883 }, { "name": "B_P4_M2_W1_a0.5", "exp_set": "B", "point": "P4", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 2155, "ROI": 185.4217, "DD": 23.6916, "Calmar": 7.8265, "elapsed_s": 606.9, "scale_mean": 1.0883 }, { "name": "B_P4_M1_W1_a0.5", "exp_set": "B", "point": "P4", "mode": "M1", "weights": [ 0.5, 0.5 ], "strength": 0.5, "T": 2155, "ROI": 185.4064, "DD": 23.6916, "Calmar": 7.8258, "elapsed_s": 596.1, "scale_mean": 1.0883 }, { "name": "Bp_P4_M2_W2_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 2155, "ROI": 185.3908, "DD": 23.6916, "Calmar": 7.8252, "elapsed_s": 499.5, "scale_mean": 1.0883 }, { "name": "A_P4_M1_W1_a0.5", "exp_set": "A", "point": "P4", "mode": "M1", "weights": [ 0.0, 1.0 ], "strength": 0.5, "T": 2155, "ROI": 185.3682, "DD": 23.6916, "Calmar": 7.8242, "elapsed_s": 643.9, "scale_mean": 1.0883 }, { "name": "Bp_P4_M1_W2_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.6, 0.3 ], "strength": 0.5, "T": 2155, "ROI": 185.3663, "DD": 23.6916, "Calmar": 7.8241, "elapsed_s": 543.9, "scale_mean": 1.0883 }, { "name": "Bp_P4_M2_W3_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M2", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 2155, "ROI": 185.3034, "DD": 23.6916, "Calmar": 7.8215, "elapsed_s": 535.9, "scale_mean": 1.0883 }, { "name": "Bp_P4_M1_W3_a0.5", "exp_set": "Bp", "point": "P4", "mode": "M1", "weights": [ 0.8, 0.15 ], "strength": 0.5, "T": 2155, "ROI": 185.2648, "DD": 23.6916, "Calmar": 7.8199, "elapsed_s": 511.8, "scale_mean": 1.0883 }, { "name": "A_P4_M2_W1_a0.3", "exp_set": "A", "point": "P4", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 2155, "ROI": 184.555, "DD": 23.6916, "Calmar": 7.7899, "elapsed_s": 520.0, "scale_mean": 1.0883 }, { "name": "A_P5_M2_W1_a0.3", "exp_set": "A", "point": "P5", "mode": "M2", "weights": [ 0.0, 1.0 ], "strength": 0.3, "T": 2155, "ROI": 184.555, "DD": 23.6916, "Calmar": 7.7899, "elapsed_s": 496.7, "scale_mean": 1.0455 }, { "name": "B_P4_M2_W1_a0.3", "exp_set": "B", "point": "P4", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 2155, "ROI": 184.4421, "DD": 23.6916, "Calmar": 7.7851, "elapsed_s": 495.2, "scale_mean": 1.0883 }, { "name": "B_P5_M2_W1_a0.3", "exp_set": "B", "point": "P5", "mode": "M2", "weights": [ 0.5, 0.5 ], "strength": 0.3, "T": 2155, "ROI": 184.4421, "DD": 23.6916, "Calmar": 7.7851, "elapsed_s": 529.9, "scale_mean": 1.0456 } ] } }