# config_snapshots

run_id: PA_20250820_183624
ts_utc: 2025-08-20T18:36:24.357678
cfg_json:
{"strategy_class": "strategies.cross_sectional_rs.CrossSectionalRS", "timeframe": "5m", "top_n": 3, "min_atr_ratio": 0.008, "vol_surge_mult": 1.1, "breadth_min": 0.15, "max_hold_hours": 1.0, "mae_atr_mult_long": 0.8, "mae_atr_mult_short": 0.8, "mom_flip_thresh": 0.05, "trail_start_atr": 0.6, "trail_dist_atr": 0.8, "initial_equity": 200, "fee_rate": 0.0006, "slip_bps": 15, "notional": 2.2}


run_id: PA_20250820_202824
ts_utc: 2025-08-20T20:28:24.628090
cfg_json:
{"strategy_class": "strategies.cross_sectional_rs.CrossSectionalRS", "cache_db": "../combined_cache_5m_1440.db", "limit_bars": 1440, "strategy_params": {"top_n": 4, "side": "LONG", "min_momentum_sum": 0.12, "min_atr_ratio": 0.022, "min_vol_surge_mult": 1.25, "min_breadth": 0.6, "sl_atr_mult": 1.4, "tp_atr_mult": 2.6, "max_hold_hours": 96, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}, "portfolio": {"initial_equity": 200.0, "position_notional": 20.0, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "visualize": {"plot_equity": false}}


run_id: LIVE_20250821_072636
ts_utc: 2025-08-21T07:26:36.723531
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs.CrossSectionalRS", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.04, "min_atr_ratio": 0.002, "min_vol_surge_mult": 0.1, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250821_090012
ts_utc: 2025-08-21T09:00:12.412417
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRS", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.04, "min_atr_ratio": 0.002, "min_vol_surge_mult": 0.1, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250821_101034
ts_utc: 2025-08-21T10:10:34.370386
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRS", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.02, "min_atr_ratio": 0.001, "min_vol_surge_mult": 0.1, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250821_101519
ts_utc: 2025-08-21T10:15:19.876721
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRSHeat", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.04, "min_atr_ratio": 0.002, "min_vol_surge_mult": 0.1, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250821_110514
ts_utc: 2025-08-21T11:05:14.286336
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRSHeat", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.04, "min_atr_ratio": 0.002, "min_vol_surge_mult": 0.05, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250821_112115
ts_utc: 2025-08-21T11:21:15.992999
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRSHeat", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.04, "min_atr_ratio": 0.002, "min_vol_surge_mult": 0.2, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250821_113304
ts_utc: 2025-08-21T11:33:04.422061
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_1440.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRSHeat", "portfolio": {"initial_equity": 100.0, "position_notional": 2.2, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.02, "min_atr_ratio": 0.001, "min_vol_surge_mult": 0.1, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250822_161733
ts_utc: 2025-08-22T16:17:33.705491
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_2880.db", "strategy_class": "strategies.cross_sectional_rs_heat.CrossSectionalRSHeat", "portfolio": {"initial_equity": 100.0, "position_notional": 20.0, "max_notional_frac": 0.5, "fee_rate": 0.001, "funding_rate_hour": 2e-05, "slippage_per_side": 0.0003, "tick_pct": 0.0001}, "session": {"open_every_bar": true, "open_hour_kyiv": 2, "kyiv_offset_hours": 3}, "strategy_params": {"side": "SHORT", "top_n": 8, "min_momentum_sum": 0.04, "min_atr_ratio": 0.002, "min_vol_surge_mult": 0.1, "min_breadth": 0.0, "max_hold_hours": 96, "sl_atr_mult": 1.0, "tp_atr_mult": 2.5, "max_mae_atr_mult": 1.6, "mom_flip_thresh": 0.02, "trail_start_atr": 1.2, "trail_dist_atr": 1.0, "min_qv_24h": 200000, "min_qv_1h": 10000}}


run_id: LIVE_20250907_195847
ts_utc: 2025-09-07T19:58:47.970506
cfg_json:
{"timeframe": "5m", "cache_db": "../combined_cache_5m_5000_04.09.db", "strategy_class": "strategies.breakout_avaai_full_with_universe_3.BreakoutAVAAIFull", "open_on_heat": false, "open_heat_min": 0.01, "position_mode": "oneway", "strategy_params": {"side": "BOTH", "top_n": 8, "length": 10.0, "macd_filter": 1, "volume_length": 20, "adx_length": 14, "adx_threshold": 22, "atr_threshold_ratio": 0.0022, "tp_atr_mult": 4.1, "sl_atr_mult": 1.04, "min_qv_24h": 200000.0, "min_qv_1h": 10000.0, "min_atr_ratio": 0, "min_momentum_sum": 0.0}, "portfolio": {"position_notional": 2.2, "position_notional_max": 5, "initial_equity": 100.0, "max_notional_frac": 0.9}, "session": {"open_every_bar": true}, "top-n": 8.0, "universe": {"allow": [], "deny": []}}


