{
 "market": "US",
 "start": "2017-01-03",
 "end": "2026-11-09",
 "run_date": "2026-11-11",
 "finlab_version": "2.3.8",
 "results": {
  "supertrend_timing": {
   "a": 10,
   "b": 3,
   "cagr": 0.11304743339171619,
   "sharpe": 0.8795580594195442,
   "mdd": -0.1950380001839621,
   "exposure": 0.6205086798546628,
   "holdings_mean": 0.6205086798546628,
   "target_turnover_monthly_mean": 0.3319327731092437,
   "target_turnover_monthly_max": 1.0,
   "trades": 40,
   "halves": [
    1.0278728792420457,
    0.7363938499030711
   ],
   "benchmark_halves": [
    1.217210645767313,
    0.6316040689473775
   ],
   "benchmark": {
    "cagr": 0.20099246760789202,
    "sharpe": 0.9172253457551629,
    "mdd": -0.35122525674823246
   },
   "fixed_exposure_sharpe": 0.9172253457551626,
   "excess_sharpe": 0.7016466348259592,
   "benchmark_excess_sharpe": 0.8143479291094804,
   "best_year": 2020,
   "without_best_year": [
    0.8092217680262045,
    0.8666471120855187
   ],
   "winning_grid": 3,
   "grid": [
    {
     "a": 7,
     "b": 2,
     "cagr": 0.13193514415523788,
     "sharpe": 0.9400940284112431,
     "mdd": -0.28901595787817225
    },
    {
     "a": 7,
     "b": 3,
     "cagr": 0.10776595250003917,
     "sharpe": 0.8442821471142945,
     "mdd": -0.2000569430065976
    },
    {
     "a": 7,
     "b": 4,
     "cagr": 0.10679472625126363,
     "sharpe": 0.8925562371673305,
     "mdd": -0.27584978896506207
    },
    {
     "a": 10,
     "b": 2,
     "cagr": 0.12963671879015282,
     "sharpe": 0.9089544467408056,
     "mdd": -0.3048205605465568
    },
    {
     "a": 10,
     "b": 3,
     "cagr": 0.11304743339171619,
     "sharpe": 0.8795580594195442,
     "mdd": -0.1950380001839621
    },
    {
     "a": 10,
     "b": 4,
     "cagr": 0.13455694810495222,
     "sharpe": 1.0480650454829037,
     "mdd": -0.27152147758349254
    },
    {
     "a": 14,
     "b": 2,
     "cagr": 0.1290691839740825,
     "sharpe": 0.8857678345613089,
     "mdd": -0.29739291367917775
    },
    {
     "a": 14,
     "b": 3,
     "cagr": 0.10810737653796187,
     "sharpe": 0.819151065034889,
     "mdd": -0.1950380001839621
    },
    {
     "a": 14,
     "b": 4,
     "cagr": 0.139208994704892,
     "sharpe": 1.0333039565082005,
     "mdd": -0.28635439284665687
    }
   ],
   "passed": false,
   "cost_0_1pct": {
    "cagr": 0.10403780216828307,
    "sharpe": 0.8171508326308357,
    "mdd": -0.1982530216302706
   }
  },
  "supertrend_avoid": {
   "a": 10,
   "b": 3,
   "cagr": 0.07841884628083506,
   "sharpe": 0.49811078864875014,
   "mdd": -0.32100327280867436,
   "exposure": 0.3790876059749697,
   "holdings_mean": 0.3794913201453371,
   "target_turnover_monthly_mean": 0.3319327731092437,
   "target_turnover_monthly_max": 1.0,
   "trades": 40,
   "halves": [
    0.7542575027221187,
    0.25520974722077705
   ],
   "benchmark_halves": [
    1.217210645767313,
    0.6316040689473775
   ],
   "benchmark": {
    "cagr": 0.20099246760789202,
    "sharpe": 0.9172253457551629,
    "mdd": -0.35122525674823246
   },
   "fixed_exposure_sharpe": 0.9172253457551629,
   "excess_sharpe": 0.3723036274618833,
   "benchmark_excess_sharpe": 0.8143479291094804,
   "best_year": 2023,
   "without_best_year": [
    0.3920778035159371,
    0.7790888266531092
   ],
   "winning_grid": 0,
   "grid": [
    {
     "a": 7,
     "b": 2,
     "cagr": 0.060424119855334135,
     "sharpe": 0.41843378318994384,
     "mdd": -0.2306858768160489
    },
    {
     "a": 7,
     "b": 3,
     "cagr": 0.08356040936733544,
     "sharpe": 0.5233993193340178,
     "mdd": -0.3210032728086747
    },
    {
     "a": 7,
     "b": 4,
     "cagr": 0.08451124721174352,
     "sharpe": 0.5170469557515729,
     "mdd": -0.23177536025273293
    },
    {
     "a": 10,
     "b": 2,
     "cagr": 0.06258172119236716,
     "sharpe": 0.43351517999015526,
     "mdd": -0.25116451363549674
    },
    {
     "a": 10,
     "b": 3,
     "cagr": 0.07841884628083506,
     "sharpe": 0.49811078864875014,
     "mdd": -0.32100327280867436
    },
    {
     "a": 10,
     "b": 4,
     "cagr": 0.05797362660292116,
     "sharpe": 0.39302416947797963,
     "mdd": -0.23177536025273293
    },
    {
     "a": 14,
     "b": 2,
     "cagr": 0.0631158356029422,
     "sharpe": 0.44144392189664444,
     "mdd": -0.24233642422545054
    },
    {
     "a": 14,
     "b": 3,
     "cagr": 0.08322654860787071,
     "sharpe": 0.5287656434254054,
     "mdd": -0.2927285414040115
    },
    {
     "a": 14,
     "b": 4,
     "cagr": 0.05365331080894431,
     "sharpe": 0.37605594914129453,
     "mdd": -0.24151860618435328
    }
   ],
   "passed": false,
   "cost_0_1pct": {
    "cagr": 0.0697981975937576,
    "sharpe": 0.45503753064788804,
    "mdd": -0.32371518845238423
   }
  },
  "supertrend_stocks": {
   "a": 10,
   "b": 3,
   "cagr": -0.06378943677292637,
   "sharpe": -0.17792871051353182,
   "mdd": -0.7621202536109594,
   "exposure": 0.9995962858296327,
   "holdings_mean": 39.6423092450545,
   "target_turnover_monthly_mean": 1.4014476954396913,
   "target_turnover_monthly_max": 4.829758650935121,
   "trades": 3632,
   "halves": [
    0.10300112909432306,
    -0.455372820734245
   ],
   "benchmark_halves": [
    1.217210645767313,
    0.6316040689473775
   ],
   "benchmark": {
    "cagr": 0.20099246760789202,
    "sharpe": 0.9172253457551629,
    "mdd": -0.35122525674823246
   },
   "fixed_exposure_sharpe": 0.9172253457551628,
   "excess_sharpe": -0.28150008908580126,
   "benchmark_excess_sharpe": 0.8143479291094804,
   "best_year": 2026,
   "without_best_year": [
    -0.3131660023682172,
    0.9407700994479692
   ],
   "winning_grid": 0,
   "grid": [
    {
     "a": 7,
     "b": 2,
     "cagr": -0.04550975123630652,
     "sharpe": -0.08699995532582733,
     "mdd": -0.7516097010217581
    },
    {
     "a": 7,
     "b": 3,
     "cagr": -0.06880930650041872,
     "sharpe": -0.2075693153616917,
     "mdd": -0.7770667706169146
    },
    {
     "a": 7,
     "b": 4,
     "cagr": -0.059924364175860445,
     "sharpe": -0.17674632710951133,
     "mdd": -0.7318806354667586
    },
    {
     "a": 10,
     "b": 2,
     "cagr": -0.037997912160915304,
     "sharpe": -0.06427604405871883,
     "mdd": -0.7296567831405208
    },
    {
     "a": 10,
     "b": 3,
     "cagr": -0.06378943677292637,
     "sharpe": -0.17792871051353182,
     "mdd": -0.7621202536109594
    },
    {
     "a": 10,
     "b": 4,
     "cagr": -0.058670821427272424,
     "sharpe": -0.17576060054644296,
     "mdd": -0.7649625130889778
    },
    {
     "a": 14,
     "b": 2,
     "cagr": -0.0212244928087012,
     "sharpe": 0.013068699205218295,
     "mdd": -0.7044642384317008
    },
    {
     "a": 14,
     "b": 3,
     "cagr": -0.03913492652446848,
     "sharpe": -0.07371867934360979,
     "mdd": -0.7166603233545501
    },
    {
     "a": 14,
     "b": 4,
     "cagr": -0.02905510124406885,
     "sharpe": -0.027558968546033957,
     "mdd": -0.7092861494368465
    }
   ],
   "passed": false,
   "cost_0_1pct": {
    "cagr": -0.09609537958724801,
    "sharpe": -0.33310421555466435,
    "mdd": -0.7974144783734983
   }
  }
 }
}