model,H,n,n_days,crps,crps_lo,crps_hi,crps_scaled,crps_scaled_lo,crps_scaled_hi,wis,wis_lo,wis_hi,qloss,qloss_lo,qloss_hi,mae,mae_lo,mae_hi,mse,mse_lo,mse_hi,qlike,qlike_lo,qlike_hi,brier_tail,brier_tail_lo,brier_tail_hi,sharpness,sharpness_lo,sharpness_hi,logscore,logscore_lo,logscore_hi,crps_closed,crps_closed_lo,crps_closed_hi,dir_acc,tail_rate,cov_50,cov_80,cov_95,pit_ks,pit_chi2_p,pit_var
ewma,5,986468,251,0.000796645552578879,0.0007816517912433669,0.0008123759927673219,0.45471933069577747,0.44923632497975385,0.46061765763555307,0.00071819690387513,0.0007046920715936411,0.0007324427878945798,0.0003107900344967134,0.0003049623191074593,0.00031693784321459493,0.001096402575271468,0.0010753498363486097,0.001118132951960418,3.670868498189485e-06,3.4672844775894563e-06,3.891548423118688e-06,-12.429086071259515,-12.460321412566701,-12.392716463392505,0.013827865779731325,0.012902450597842752,0.01474608194130221,0.0053068245472642885,0.005220677202521467,0.0053994866172430095,-5.380004194620441,-5.39827382194638,-5.361053952564113,0.0007965969482259206,0.0007815631800662043,0.0008123031067412148,0.0,0.014007550168885356,0.5355733789641428,0.8343240733607172,0.9687673599143611,0.022629616364766125,0.0,0.07584147491811352
ewma,15,986468,251,0.0013405102393649296,0.0013133322372547885,0.0013691873037434412,0.4425277950965868,0.43625723109845294,0.44908862714980635,0.001208885582687267,0.0011844026384815907,0.0012349833017528868,0.0005237921023324765,0.0005132922580430663,0.0005353298464910841,0.0018480890072212872,0.0018097542535195491,0.001888387753113186,1.0190774857103083e-05,9.546909707726503e-06,1.0839647275498092e-05,-11.35372361060603,-11.39073528694822,-11.31143748885844,0.011815251077581837,0.010827516704891816,0.013039171300327753,0.009191689742715453,0.009042478164683733,0.0093521851558531,-4.851626948731599,-4.87036431206725,-4.829997589771667,0.0013404177204425537,0.0013132301862089546,0.0013692170210199874,0.0,0.0116019982401862,0.5438584931290219,0.8430248117526367,0.9718673084175057,0.02402884718714382,0.0,0.07415888655681044
ewma,30,986468,251,0.001850983464638157,0.0018091812166323958,0.0018938322539056268,0.43264319841962806,0.42636484215214504,0.4396271303942547,0.0016700620280102275,0.0016325553699394564,0.0017088875247485396,0.0007247421685478326,0.0007085998990196758,0.0007414061234008887,0.0025459323482137424,0.002487813253113877,0.0026051764366655703,1.9221491446568625e-05,1.785348521279115e-05,2.059405616785973e-05,-10.671458030375824,-10.709409795032354,-10.626497745120021,0.01033374331453225,0.009317037881611817,0.011554466053337938,0.012999012295273856,0.012787995257958311,0.013225987085231792,-4.520149622585851,-4.540633591622393,-4.498058554323822,0.0018513036769143153,0.0018096211611740233,0.001894072208385587,0.0,0.009812786628659014,0.5525764647205992,0.8502029462689109,0.9734821605972013,0.02843450584871976,0.0,0.07260562279994913
ewma,60,986468,251,0.0025447771665544016,0.0024821450931333477,0.002613941021018241,0.4213966256074881,0.41334941502963723,0.4313689229044749,0.0022977936504267704,0.002241004793198255,0.0023612176592884364,0.0009995547918637254,0.0009747499683453445,0.0010279964409313576,0.003484085254135882,0.003395791523221044,0.0035787207611310875,3.539913868212773e-05,3.2544042388509734e-05,3.8155375487890946e-05,-9.992954262726439,-10.03385542164102,-9.941264133548806,0.009025408933690703,0.007651434574022779,0.010877621793765817,0.018383379485430906,0.018084956329367467,0.0187043703117062,-4.189852068173397,-4.213007143671297,-4.162829265219202,0.0025449378999912683,0.002482125900303491,0.002613934854644116,0.0,0.00818171496693253,0.5645778677057948,0.858265042555866,0.974689498290872,0.03399783918825511,0.0,0.07065674573423782
mrpt_small_1m_5m,5,986468,251,0.0007937646949709999,0.0007788193313186244,0.0008094256285996854,0.4536711927156429,0.44818518736763274,0.4596012147033375,0.0007145889260789396,0.0007011328767756437,0.0007287868231792077,0.0003082730359382951,0.0003024323105168799,0.0003143459257847961,0.001096907245711414,0.0010758069853433845,0.0011188316117970918,3.6641409681292146e-06,3.4644015339667985e-06,3.88181454460852e-06,-12.468962155265693,-12.500884171625069,-12.431799525973723,0.013313209475624145,0.012374670559922906,0.014251243424494449,0.004859739448875189,0.004784370748276309,0.004945007433819794,,,,,,,0.49960641001961353,0.014007550168885356,0.5493802130428965,0.8304547131787346,0.9565510487922568,0.029832976878465867,0.0,0.07534203264402195
mrpt_small_1m_5m,15,986468,251,0.0013360442030213038,0.0013093517490490557,0.0013645496267334172,0.44182077147295196,0.43554312247388893,0.4483135966824612,0.001202627785266009,0.001178491916535366,0.0012285966744060115,0.0005190540049740535,0.0005086836153209654,0.0005304375068834296,0.001848678026133086,0.0018104628825940112,0.0018895248400009528,1.0163574951432827e-05,9.524655901200251e-06,1.079775634373956e-05,-11.399982616923076,-11.437480386842685,-11.357288897938808,0.011161327584878578,0.010142937812707708,0.01238890362146601,0.00838504545390606,0.008255237425607395,0.008530660587457918,,,,,,,0.5007584588116947,0.0116019982401862,0.5654354728181755,0.8429345908838402,0.9593945267357887,0.034398936610154696,0.0,0.07246867531360113
mrpt_small_1m_5m,30,986468,251,0.0018425189076771464,0.0018017787087604672,0.0018842323327038835,0.43156067180482666,0.42532044665152957,0.43844150738029714,0.0016586456107929388,0.0016218265808541586,0.0016965588130250962,0.0007162867867172403,0.0007003936023444825,0.0007327576393385318,0.00254677698870482,0.002489016326688707,0.0026056585383585095,1.9187778846405536e-05,1.780752222014918e-05,2.0593875021262846e-05,-10.728138513692892,-10.766982306361426,-10.682829506805653,0.00951113158257541,0.008483332225513718,0.010758321815598515,0.011704441159963608,0.011524381540789082,0.011907720227396763,,,,,,,0.5016829113631687,0.009812786628659014,0.5730819448780903,0.8478582173978274,0.9605826037945479,0.03867593069971609,0.0,0.07124520340128829
mrpt_small_1m_5m,60,986468,251,0.00252425367555673,0.002462043206017661,0.0025913638871799976,0.41912268964929345,0.4110349638818848,0.4288917494822828,0.0022727496579173253,0.0022160565053161666,0.0023342325221470317,0.0009820269417867699,0.0009573095880816389,0.001009685931004365,0.0034845227072419793,0.0033970444602905163,0.003579049827826209,3.529890972236677e-05,3.2450508682945846e-05,3.807384256446556e-05,-10.069904099851962,-10.109884101498446,-10.018684842236917,0.00797506923691392,0.006571772612934552,0.009827814032552113,0.016198942437767982,0.015949545013584192,0.016475906486576798,,,,,,,0.5018701497056139,0.00818171496693253,0.5790233438895129,0.8523175612386819,0.9616530896085833,0.04145528547812016,0.0,0.07018431483507487
mrpt_small_1m_only_b4k,5,986468,251,0.0007938935722718493,0.0007789551807935639,0.0008095874433696976,0.45380421547144867,0.44832008495508163,0.4597082807348337,0.0007147205578238374,0.0007012900596251244,0.0007289129045169553,0.0003083206913817611,0.0003025162665155825,0.000314386889927178,0.001096944860016086,0.0010758118165736525,0.0011188713534032104,3.663414153924978e-06,3.463635895635703e-06,3.880005942983145e-06,-12.467935998089928,-12.499742382015741,-12.43075082425596,0.013317597377715243,0.012379738815514987,0.014261943577030966,0.0048756166361272335,0.004798389670824007,0.004961471167415679,,,,,,,0.500346315206206,0.014007550168885356,0.550492261279636,0.8310609163196373,0.9565469939217491,0.030336633481622632,0.0,0.07519188112378682
mrpt_small_1m_only_b4k,15,986468,251,0.0013365389123285202,0.001309658121649794,0.0013651649338529547,0.4420499087350138,0.4357747281960633,0.4485400098752191,0.0012030509265221246,0.0011788005844929432,0.0012291001297532037,0.0005192797769332635,0.0005088599934644518,0.0005307005294298604,0.0018490717846344153,0.001810641034632528,0.0018899337693392346,1.0164569691172057e-05,9.526822472046225e-06,1.0798873643918707e-05,-11.398806316216676,-11.436436575435062,-11.356192768732896,0.011156685112948417,0.010143338758631435,0.012382092687411196,0.008404461666941643,0.008273621426080114,0.00854966444881478,,,,,,,0.5010682293579447,0.0116019982401862,0.5660295113475551,0.8433370367817303,0.9591461659171915,0.03472507168519812,0.0,0.07241642445283436
mrpt_small_1m_only_b4k,30,986468,251,0.001843145770809539,0.001802128776367684,0.001884925883363593,0.43179809243971773,0.4255554105060243,0.43864941451280326,0.0016592441882805188,0.001622330386129816,0.0016972241914820173,0.0007166576550471639,0.000700739265404687,0.0007331498650560026,0.0025468765229688856,0.002488861115671613,0.0026059472684751748,1.9188292035869943e-05,1.7810819965812043e-05,2.0588538312724624e-05,-10.72646993268545,-10.765469679110934,-10.681158070653197,0.009504959740204447,0.008471404526676513,0.010758312792852203,0.011741864494979382,0.011560180053077308,0.011943708766781606,,,,,,,0.5010708481537318,0.009812786628659014,0.5741017448107795,0.8483083080241832,0.9606626874870751,0.03929496223867235,0.0,0.07111473520555242
mrpt_small_1m_only_b4k,60,986468,251,0.0025256953757613293,0.002463639591324054,0.0025929854598618113,0.4194768694600836,0.41134735066386324,0.4292759179408643,0.0022741556191696165,0.00221778316592771,0.0023359231115743957,0.00098284765855259,0.0009581078150561056,0.0010106741968783069,0.0034853678891931606,0.0033973384949384077,0.00357993641337613,3.530776470196423e-05,3.2466394282816286e-05,3.808283734200861e-05,-10.067686761993288,-10.107621213275038,-10.016680235675333,0.007976147249581334,0.006555787513334972,0.0098352373194913,0.016273258253932,0.01602581809158095,0.016551895070677235,,,,,,,0.5016370962791564,0.00818171496693253,0.581023408767441,0.8534326506283022,0.961700734337049,0.043262216127332054,0.0,0.06986741772943147
mrpt_small_b4k,5,986468,251,0.0007929325391468108,0.0007780397794063055,0.0008086396229042557,0.4532826293391077,0.44778606270799415,0.4591696706571187,0.0007138424509356672,0.0007004360463171515,0.0007280939959446451,0.0003078409910176424,0.00030204553841484697,0.0003139480143255769,0.0010965066492481077,0.0010753656167827672,0.0011184544867592404,3.664890203974281e-06,3.4650260505507003e-06,3.88271552942523e-06,-12.467694301005631,-12.500274906360778,-12.430154443334098,0.013299738917025185,0.012372194203646736,0.014238058813254873,0.0048108287155628204,0.00473609921500089,0.004895807072950868,,,,,,,0.4996767724742078,0.014007550168885356,0.5446603437719216,0.8267586987109566,0.9544709002218014,0.027051718961226268,0.0,0.07625192077202543
mrpt_small_b4k,15,986468,251,0.0013346211771743896,0.0013076612571038398,0.001363204576742159,0.44147522064599426,0.4352160963447418,0.447966853716923,0.001201296980486516,0.0011770103339295303,0.0012273041570840834,0.0005183010227677692,0.0005078622444535344,0.0005297053524613613,0.0018486438956482457,0.001810340235692997,0.0018893942744006064,1.0158403053455137e-05,9.52561337847919e-06,1.0796489111703263e-05,-11.398390310050395,-11.436986012130939,-11.354005322117418,0.011153259583686445,0.010148414573015978,0.01237007528899972,0.008304272778332233,0.008176226034075976,0.008449049307865743,,,,,,,0.5009319728977385,0.0116019982401862,0.5610906790691639,0.8394960606933017,0.9576975634283119,0.0324659717848268,0.0,0.07327580604575652
mrpt_small_b4k,30,986468,251,0.001840451532239021,0.001799480711960995,0.0018823814252532454,0.4312074330391643,0.42491204678981376,0.43811052631608655,0.0016567782792656566,0.0016197838514493065,0.0016949211998614163,0.0007152447048122898,0.0006992914744061766,0.0007318560812258417,0.002546407573127022,0.0024885399258766814,0.0026054103834271024,1.918175534677905e-05,1.780625382468772e-05,2.0574674733529096e-05,-10.726196972072533,-10.7650841462555,-10.67875308071945,0.009497870179265826,0.008470787425330136,0.010734875041471486,0.011598778888583183,0.011420835693129234,0.011796188416874501,,,,,,,0.5017354039197242,0.009812786628659014,0.5691831868849269,0.8449691221610838,0.9591471796348183,0.03716378449714308,0.0,0.07195515731610638
mrpt_small_b4k,60,986468,251,0.002521674349502472,0.002459204974704087,0.002588961292759721,0.4188495913333176,0.4106854074727629,0.4286295794935505,0.002270346238316752,0.002213405665519033,0.0023323995684242102,0.000980626682610606,0.0009555827873462638,0.0010084040353192476,0.003485226242202073,0.003397195793170355,0.0035802377733416446,3.5308579480041176e-05,3.245711854900305e-05,3.807639526819499e-05,-10.068455446739636,-10.109019855281216,-10.015958752814088,0.007952693599792391,0.006569084959451743,0.009755626629987784,0.016079921275377274,0.01583996215701287,0.01635129169109991,,,,,,,0.5023830753272371,0.00818171496693253,0.5765377082682864,0.8502749202204227,0.9608117039782335,0.0419764444335059,0.0,0.07064354902811541
mrpt_small_copula_indep,5,986468,251,0.0007935212471648833,0.0007785782996956145,0.0008092091640658978,0.4534601395019213,0.44797576888447344,0.45933511696145396,0.0007143324912497407,0.0007008865885005288,0.0007285415740528657,0.00030809968666368104,0.0003023035185948183,0.00031418068822860806,0.0010968628177248367,0.001075800278110225,0.001118854370806328,3.66907527784986e-06,3.4683525687050143e-06,3.889221700270726e-06,-12.470630200494867,-12.502470848168356,-12.433710354689977,0.013292123996926407,0.012363458579580851,0.014229688193446619,0.004869440104812384,0.004792270479573143,0.004955385557189459,,,,,,,0.5003716017133257,0.014007550168885356,0.5497157535774095,0.8311724252585994,0.9566797909308766,0.030253901258235683,0.0,0.07524774965347675
mrpt_small_copula_indep,15,986468,251,0.0013356933497397968,0.0013089194917504092,0.0013643269616405726,0.4416458269386386,0.4353718690016199,0.4481043270931139,0.0012022210591675461,0.0011780359438346981,0.0012282746219189667,0.0005187882986701101,0.0005083714382020144,0.0005302140688584764,0.001848466015382467,0.0018102869037425705,0.001889288360868346,1.0164355193005563e-05,9.525872484559392e-06,1.0802313119225917e-05,-11.400662941416618,-11.43839406931821,-11.35733827211574,0.011132872961920712,0.010125381756532971,0.012349402111198823,0.008408251218497753,0.008275444697510478,0.008554707265215955,,,,,,,0.501169357199504,0.0116019982401862,0.5662586115312408,0.8441196267897185,0.9598162332685906,0.03577709605214352,0.0,0.0722737198556519
mrpt_small_copula_indep,30,986468,251,0.0018423467605104824,0.0018015492625700522,0.001884062120943529,0.4314316352970502,0.4251817701325262,0.4383162587771362,0.0016584213680773442,0.0016216019683520477,0.001696311026866187,0.0007161449105835012,0.0007003019188785527,0.0007326175235141734,0.0025466735672480764,0.0024886386766943894,0.0026056648085030477,1.9182978367348935e-05,1.7813967196003406e-05,2.058430075836925e-05,-10.728563387014969,-10.767360120617118,-10.682710281785157,0.009482697664800076,0.008451977438153,0.01071173027436576,0.011746558360755444,0.011562818133957624,0.011949268514291525,,,,,,,0.5014435453052757,0.009812786628659014,0.574668412964232,0.8493352039802609,0.9611766423239274,0.040324332359599424,0.0,0.07093744037148571
mrpt_small_copula_indep,60,986468,251,0.002524449144268299,0.0024622129399181434,0.0025914118813191345,0.41911103080778045,0.4109756289079967,0.42883563369368105,0.002272872133757972,0.002216099062612877,0.0023344008607344077,0.0009821311933145085,0.0009572367244882828,0.0010096861802862012,0.003484804954986766,0.003396855392556918,0.003579268850754887,3.530616698488509e-05,3.245635536379864e-05,3.80634604197276e-05,-10.070230048643685,-10.109906823645277,-10.019434410865491,0.007950365242460981,0.006563214196613111,0.009763127445187482,0.016275295987725258,0.01602562397895887,0.016555642682061347,,,,,,,0.5022218106794651,0.00818171496693253,0.5815951455090281,0.8546268099928229,0.9624954889565601,0.04364200495769688,0.0,0.06968221792784268
mrpt_small_copula,5,986468,251,0.000793421738410466,0.0007785443877655753,0.0008090049609244602,0.4534181087278907,0.44794102737250907,0.4592742345455166,0.0007142615976425796,0.0007008565391222244,0.0007283724181341564,0.0003080798498552848,0.00030230131074980587,0.0003141250164097734,0.0010966582387633463,0.0010757376385079325,0.0011186010528410743,3.664301475274909e-06,3.4635471412254177e-06,3.8845125563423445e-06,-12.470604529521442,-12.502513674703806,-12.43350061699887,0.013287146668721135,0.012354556867599314,0.014225627498209128,0.004869785159826279,0.004792655988223884,0.004955692838955739,,,,,,,0.5002011926436054,0.014007550168885356,0.5500340609122648,0.8310872729779375,0.956674722342742,0.030448727305586565,0.0,0.0752374718128815
mrpt_small_copula,15,986468,251,0.0013358159460887349,0.001308793355377582,0.0013643308983696037,0.44168308796418315,0.4354597122257669,0.4481423056323564,0.001202346641195008,0.0011780240344245669,0.0012283114043489438,0.0005189019502536811,0.0005084421675484604,0.0005302983433763702,0.0018485273401913347,0.0018100019736179036,0.0018890925552841095,1.0161662329345062e-05,9.53073992521772e-06,1.0811232623312083e-05,-11.400882607589406,-11.43844373505699,-11.357768388743922,0.011145669651727173,0.010131807555684285,0.012370352990891564,0.008417036384344101,0.00828342850466888,0.008564192911276837,,,,,,,0.5008681026820168,0.0116019982401862,0.5669357749060284,0.8441013798724337,0.9598841523495947,0.03578666291654509,0.0,0.0722202515895785
mrpt_small_copula,30,986468,251,0.0018429524732136407,0.0018019640378127795,0.0018846374350168361,0.43161843635082864,0.4254205012037372,0.4385129370615536,0.00165896924824307,0.0016218457365461169,0.0016968306037522447,0.0007164014113988776,0.0007004047200659901,0.0007327827730814787,0.0025465102212247066,0.0024885493770439907,0.0026052905055069958,1.917998165533716e-05,1.7815308507842375e-05,2.054482200634533e-05,-10.72864030347803,-10.767415160209218,-10.682836080233919,0.009505146923164258,0.008474645031108202,0.010738220359091357,0.011784966103732586,0.01159837281519141,0.01199018993892179,,,,,,,0.5014309470917024,0.009812786628659014,0.5756882128969212,0.849864364581517,0.9618081884055033,0.04072799855219833,0.0,0.07075193215451077
mrpt_small_copula,60,986468,251,0.0025265633061819777,0.002464178663191364,0.002594027166173893,0.41939959647295366,0.4113040140690907,0.4290871891411348,0.0022747509996480855,0.002218130915968769,0.002336570721720546,0.0009831118484081728,0.0009582881829763184,0.0010102434263025875,0.0034853845248014443,0.0033978467258228167,0.0035800687187901763,3.530699236645524e-05,3.247756336627752e-05,3.8016705298132855e-05,-10.07026086196541,-10.109951269095587,-10.019463940033337,0.007985561341067322,0.006616895788455048,0.009794716133521576,0.016410626471042633,0.01615321707439189,0.01669415516984719,,,,,,,0.5021843556644988,0.00818171496693253,0.5847427387406383,0.857046553968299,0.9635639473353419,0.04517426417595338,0.0,0.06914821830844402
mrpt_small_cross,5,986468,251,0.0007933300842630625,0.0007783873148751981,0.0008090214051153302,0.45350059489508143,0.4479576761323769,0.4594479928002957,0.0007142215982698147,0.0007007645748900267,0.000728412675546624,0.0003080597447194018,0.00030222749651546293,0.00031411588855195094,0.0010968230658528332,0.0010757683899200955,0.0011187834063135082,3.6669794371767856e-06,3.4656316799039656e-06,3.88579593700074e-06,-12.465890922994026,-12.498211358252343,-12.428648468283589,0.013337701932551285,0.012402875328504852,0.014271485021352419,0.004826257470995188,0.004751180206051743,0.004911507030919033,,,,,,,0.5002715550981996,0.014007550168885356,0.5470223058426629,0.8285164850760491,0.9554126438972171,0.02874238015251307,0.0,0.07581199405584277
mrpt_small_cross,15,986468,251,0.0013351936403848868,0.0013083916859821987,0.0013637913562638527,0.441593650203091,0.43532746469663974,0.44807097822149716,0.0012018311830832328,0.001177677856220303,0.0012278792287087814,0.0005185988610579725,0.0005082210104158248,0.000530042552931401,0.001848611617559647,0.0018104854964341984,0.0018892384810822685,1.0168257342449115e-05,9.529987813052569e-06,1.0801852650727117e-05,-11.397715704777129,-11.436088979752657,-11.35406261654846,0.01117042564989437,0.010149707736309677,0.012405615470135509,0.008324672468006611,0.008196009215067131,0.008469225961764835,,,,,,,0.5005487516034085,0.0116019982401862,0.5629630155260992,0.840949731770316,0.9583980423085189,0.03344008810019694,0.0,0.07295392624190904
mrpt_small_cross,30,986468,251,0.001841317610199633,0.0018004258668104013,0.0018831332632112871,0.4313395292272935,0.42510105023486805,0.43823535311608824,0.0016576118476494914,0.0016207180045372603,0.0016956490280029075,0.0007156847384919454,0.0006997861977631275,0.0007322467874915638,0.002547219492850158,0.002489139720634968,0.0026063188231381343,1.9190570606384e-05,1.7820521495804055e-05,2.059220804847248e-05,-10.725860781085165,-10.764909561100406,-10.679414610166251,0.009507611042628854,0.008476470001487012,0.010759541119550221,0.011633060872554779,0.01145283560196049,0.011835323311794878,,,,,,,0.5008377812026255,0.009812786628659014,0.5709744259317079,0.8460396079751193,0.9597726434106327,0.03834430252467602,0.0,0.07165362533240123
mrpt_small_cross,60,986468,251,0.0025229804576219683,0.002460893761382644,0.0025899006849196817,0.41900137971487583,0.41089136564488615,0.4288238978336464,0.0022716673779385283,0.002215029855339016,0.0023332872739589786,0.0009814104695577862,0.0009566250122747574,0.0010091873506016052,0.003485357279014247,0.003397624331651996,0.0035802844511820236,3.531188109550823e-05,3.246290209022766e-05,3.807847596932508e-05,-10.067434316064606,-10.10815258627257,-10.01529184994084,0.007979012370396202,0.006557373115734499,0.009825964062407488,0.016106978058815002,0.015860568150195216,0.016386678027115548,,,,,,,0.5016558237866396,0.00818171496693253,0.5776254272819797,0.8507462989169441,0.9607610180968871,0.041630354691574833,0.0,0.07051144527608726
mrpt_small_gaussian,5,986468,251,0.0007955013565201627,0.0007804977361463788,0.0008111883637360507,0.45463911494860215,0.4492312832742507,0.4605675393221358,0.0007161433546729822,0.000702628580873621,0.0007303636783838053,0.0003090036835909941,0.0003031791372429708,0.0003151106716403648,0.001097503797818907,0.0010764118178592076,0.00111952374190888,3.6648061700822975e-06,3.4642806938975277e-06,3.8826078736466825e-06,-12.463080430291932,-12.49462460352955,-12.426033571538312,0.013348902802726494,0.012402238152507733,0.014300714679531484,0.004884394817054272,0.004808294075814716,0.00496398720213227,,,,,,,0.5000208888537077,0.014007550168885356,0.5666428105118463,0.8382664212118386,0.9539680962788454,0.03705414449528255,0.0,0.07306810602522176
mrpt_small_gaussian,15,986468,251,0.0013377645394722826,0.0013111934357313362,0.001366196797901848,0.4423589061470707,0.43611434424889756,0.4488691566424623,0.0012041276286361383,0.0011800912098548038,0.0012300550832300263,0.0005197869854162187,0.0005094427474869106,0.0005311746939840695,0.0018492032730801366,0.0018109645613474674,0.0018900172092094758,1.0164722283263992e-05,9.527086193797251e-06,1.0803691769550412e-05,-11.394925234834751,-11.431933964446714,-11.352395826769603,0.011168525106744466,0.010144095108393796,0.012401765927768685,0.008394552394747734,0.008264937827795422,0.008529931229174524,,,,,,,0.5003699149993879,0.0116019982401862,0.5725882643937766,0.8455641744080903,0.957920581306236,0.037513956215791316,0.0,0.07158779297978
mrpt_small_gaussian,30,986468,251,0.0018443711958446858,0.0018038462107896295,0.001886206922376319,0.4319703992696168,0.42580448646285574,0.4389066563619095,0.001660365307391858,0.0016237061619503858,0.0016984489446460053,0.0007171665280826406,0.0007011504471260689,0.0007337343965591881,0.0025473472921835414,0.0024892348461638073,0.002606458825023999,1.9186942125842193e-05,1.7811297892461044e-05,2.0587014908241672e-05,-10.723661797575698,-10.762072521328449,-10.678624765369086,0.009525319726539533,0.008484870369905318,0.01078743857686446,0.011723297648131847,0.011541376889716641,0.011912838114804362,,,,,,,0.5005217760121615,0.009812786628659014,0.5777257853270455,0.8492997238633184,0.9595638175794856,0.040393968200541946,0.0,0.07071628172659568
mrpt_small_gaussian,60,986468,251,0.0025267879472797286,0.00246428124116045,0.002593770070570634,0.41951099295450783,0.4114870407912824,0.42924618133268827,0.00227510239982674,0.0022183661785647466,0.0023364698217875576,0.0009832496092118043,0.0009585602553951159,0.0010108909654764492,0.0034862808026277906,0.00339803263431106,0.0035806888009341314,3.532396072378975e-05,3.2462679753717787e-05,3.809369959742351e-05,-10.066062448238545,-10.105940514322183,-10.015968900150625,0.008007189766926043,0.006566352547195003,0.0099050345592549,0.016247430816292763,0.015995546251387716,0.016507949592849864,,,,,,,0.5008734301406748,0.00818171496693253,0.5825449989254593,0.8536779702940187,0.9612141498761237,0.04364739382511634,0.0,0.0697040170980019
mrpt_small_learnedregime,5,986468,251,0.0007927230299872562,0.000777814832022399,0.0008084361812380203,0.45313179238766305,0.44759688853984037,0.45911860985663266,0.0007137966370351212,0.0007003581699000887,0.0007280271775643527,0.0003078762606063289,0.00030205381788067745,0.0003139592416895209,0.0010960905310055126,0.0010750217977508955,0.0011180522623737957,3.6630316160916484e-06,3.4629696491872854e-06,3.880742070465931e-06,-12.460934936020529,-12.493423107951818,-12.423835590044936,0.013378376211899424,0.012413772786819212,0.014346022961311385,0.004684180486947298,0.004612019028520076,0.004762808807253712,,,,,,,0.49984608213057513,0.014007550168885356,0.5357548344193628,0.8189348260663296,0.95102020541974,0.020799273804214202,0.0,0.07798188788574001
mrpt_small_learnedregime,15,986468,251,0.0013334948025463455,0.001306468990061828,0.0013620196040009364,0.4410298928014418,0.4346612003699495,0.4476186101758133,0.0012004449965885603,0.001176074814479668,0.0012264515631861526,0.0005178880712317441,0.0005073801586704635,0.0005293327418341259,0.0018481720032836413,0.0018100142719772183,0.0018888809304560782,1.0156109990633787e-05,9.521301166775215e-06,1.0793428124813089e-05,-11.393158779440517,-11.432438820764975,-11.34821254572273,0.011179423584951565,0.010135164735860963,0.012436994192701778,0.008098254911601543,0.00797467101839498,0.00823371027934691,,,,,,,0.49972695482778995,0.0116019982401862,0.55207467449527,0.8315454733453087,0.9543512815418239,0.028923612574030727,0.0,0.07502218331478289
mrpt_small_learnedregime,30,986468,251,0.0018382979176620818,0.0017973306451287883,0.001880366651546556,0.43063762847515336,0.42433163522241396,0.43758255910868743,0.0016549875199275187,0.001617916297130619,0.00169329527220034,0.0007143425752965754,0.0006980824805318663,0.0007310433502672692,0.0025458361531820075,0.0024878898669005146,0.0026044528635427266,1.9172584303834672e-05,1.7802745325368853e-05,2.056811977205612e-05,-10.721712437671759,-10.760994230683094,-10.672815656828629,0.009524725257180162,0.008448312777268853,0.010816142118806785,0.011338342912495136,0.011164690145271244,0.011527502246654388,,,,,,,0.49973438766382927,0.009812786628659014,0.5602138133218716,0.8374321316048772,0.9560076961442237,0.03483792570362054,0.0,0.07362177206635306
mrpt_small_learnedregime,60,986468,251,0.0025178327777727267,0.002454612995786129,0.0025847308419929033,0.4181686094495514,0.4099938217603262,0.4280794131375762,0.002267138051550762,0.0022096637450949156,0.0023288955967129305,0.0009790009021555129,0.0009539916450832271,0.001006997305907496,0.003484048675913178,0.003396322427569266,0.003577013085989211,3.5275930886954987e-05,3.243724971828651e-05,3.802666166371655e-05,-10.063598771141782,-10.10545971697862,-10.00904993579267,0.0080060820776751,0.006544068691351027,0.009941781798646231,0.015720199793577194,0.015479674807464752,0.01598223652159401,,,,,,,0.4996603038225964,0.00818171496693253,0.5668354168609625,0.8423283877429374,0.9572383493433138,0.04021547741795156,0.0,0.0724494457362164
mrpt_small_noregime,5,986468,251,0.0007931123451010379,0.0007781871983801765,0.0008088301595954728,0.4533566454052614,0.4478663369922831,0.45929747794066555,0.0007140318397927867,0.0007005851069956214,0.0007282915290020654,0.0003079505816094569,0.00030213690963533146,0.0003140677271016512,0.001096544577864229,0.0010754198951102789,0.0011184793147046288,3.664828327318937e-06,3.464569427989399e-06,3.882466076504984e-06,-12.467406558538249,-12.499686429249984,-12.430262509085495,0.013316836582636235,0.012385545029310495,0.01425520927602873,0.004806519951671362,0.004729004768323368,0.004892625873121162,,,,,,,0.499684468367679,0.014007550168885356,0.5438818086344412,0.8259761087029686,0.954140428275423,0.026551684233574013,0.0,0.07642116937559917
mrpt_small_noregime,15,986468,251,0.0013348755837369014,0.0013078033592733437,0.0013634524982294271,0.4414461056333445,0.4351585333786427,0.4479874499533213,0.001201553861767602,0.0011771396680375719,0.0012275706288338946,0.0005184430146351654,0.0005079827591211113,0.000529862686700857,0.001848650256259221,0.0018102403464538765,0.001889419200375396,1.0156910633692966e-05,9.526430252207763e-06,1.0796659604796316e-05,-11.39864555069902,-11.437174925278198,-11.354594810075367,0.011162990994132602,0.01014808710939365,0.012391088706979645,0.008294228464365005,0.008162904532889823,0.008441505132202144,,,,,,,0.5004667848265657,0.0116019982401862,0.5596096376162227,0.8381042263915301,0.957080209393513,0.031036647342034818,0.0,0.07359171007084278
mrpt_small_noregime,30,986468,251,0.001840825483783109,0.0017997909097020122,0.001882928347006661,0.43116704627594943,0.4248519011077184,0.4380417158660668,0.0016571149662267036,0.001620067057769466,0.0016954140628661675,0.0007154391028756508,0.0006994475337810923,0.0007320600010807532,0.0025462825681274387,0.0024883603529615252,0.002605156990957626,1.9183221839846937e-05,1.7811638128862932e-05,2.057518639593006e-05,-10.72673576979408,-10.765710186073287,-10.679881375364035,0.009504987997583297,0.008479028243096317,0.010749904737474055,0.01158671360462904,0.011404400443801508,0.011788057851584911,,,,,,,0.5006666554682546,0.009812786628659014,0.5675723895757389,0.8434485457206924,0.958522729576631,0.03499306010782066,0.0,0.0722801947685647
mrpt_small_noregime,60,986468,251,0.002522466802980934,0.002459815503930271,0.0025899560516521487,0.4188298943166263,0.41070841262679725,0.4286312995331633,0.002271145361907386,0.002214226429925262,0.002333062803131663,0.000981152763684241,0.0009561304650394972,0.00100909548858598,0.0034848097182212314,0.0033964266099088926,0.0035794062146824518,3.5305047917083036e-05,3.245340715893461e-05,3.80844445501579e-05,-10.068734097711944,-10.109276889702159,-10.016366210747165,0.007972306552265255,0.006565734024778155,0.00981064805605628,0.016094770282506943,0.01584729576143487,0.016368342138517157,,,,,,,0.5008130859498956,0.00818171496693253,0.5755726490874514,0.8492703260521375,0.9603768191162815,0.03888677136155816,0.0,0.070867249824152
mrpt_small_ohlcv,5,986468,251,0.0007935719367680454,0.0007786616729877501,0.000809238132349349,0.4536031622654925,0.44810232402615674,0.4595060801631058,0.0007144084294393681,0.0007009747706408397,0.0007286197204099501,0.00030814068221766825,0.0003023505921120143,0.0003142186191384031,0.0010967543754637362,0.0010755855407372143,0.0011187158126982231,3.6657064504593204e-06,3.464677521659318e-06,3.883624718649144e-06,-12.468817055839358,-12.500416132523766,-12.431804191764703,0.013309765572730186,0.012381574311711066,0.014248215468029748,0.004877859260886908,0.004801512695372195,0.004961515136440846,,,,,,,0.4995987141261423,0.014007550168885356,0.5518354371353151,0.8330984887497618,0.9573255290592295,0.031001379170066734,0.0,0.07485329228454758
mrpt_small_ohlcv,15,986468,251,0.0013358901077565328,0.0013090835923224382,0.001364481140504783,0.4417973009903742,0.43553608196051746,0.4482468025971612,0.0012024129834980583,0.0011782051356791186,0.0012284434714848326,0.0005188869939984622,0.0005085041401061155,0.0005303205505827019,0.001848996775609598,0.0018107542135337958,0.0018897658563370326,1.0162458415573625e-05,9.525556692633363e-06,1.0797040289990201e-05,-11.398996465274319,-11.436685598891202,-11.355968567880026,0.011148867018494265,0.010137029679534526,0.012375197732607835,0.008419429883360863,0.008289358032614177,0.008563445872310544,,,,,,,0.5010011656314369,0.0116019982401862,0.5680488368603949,0.8452164692620541,0.9603464075874737,0.03610185422274104,0.0,0.0719938761543845
mrpt_small_ohlcv,30,986468,251,0.001842633862197007,0.0018018973978669917,0.001884441256021864,0.431601110064301,0.42532264627983657,0.4384737904530588,0.001658740187684505,0.0016220776909757094,0.001696767207170436,0.0007163274774351655,0.0007004977778293744,0.0007328779887244542,0.0025468634563234616,0.002489137559367159,0.002605774637722065,1.9182343011072637e-05,1.7804595020141642e-05,2.0579713861719507e-05,-10.72669581005871,-10.7653319482201,-10.680512777794558,0.009503418838725637,0.008478596239442611,0.010753897462450345,0.011758494190871716,0.011577179962195878,0.011958870666778204,,,,,,,0.5020167640228616,0.009812786628659014,0.5756588150857402,0.8504036623590425,0.9615142102936942,0.0408104537187749,0.0,0.07072832043596375
mrpt_small_ohlcv,60,986468,251,0.0025251766505179195,0.002462986617129445,0.002592134503947372,0.4193395523216614,0.41125316825115754,0.42911961560904627,0.0022736022701660362,0.0022170261997693213,0.0023351853058496378,0.0009825026501649762,0.0009577757327162402,0.0010102351898958282,0.0034857222881988542,0.0033978677377960067,0.0035803977755575677,3.5302223040214595e-05,3.2456030546001935e-05,3.807335636376654e-05,-10.068185850500548,-10.108275125650213,-10.016807006228346,0.007976816379243927,0.006556576275131286,0.009833180371108046,0.01628032699227333,0.016033784143541573,0.01656040831599543,,,,,,,0.5024538236888404,0.00818171496693253,0.5825145873966515,0.8550627085724017,0.9626343682714492,0.04416502643311848,0.0,0.0695687840022916
mrpt_small_returns_only,5,986468,251,0.0007944221017885267,0.0007794522595046821,0.0008101126399572416,0.45417565821542144,0.4487199281155468,0.46010777893884813,0.0007152756209691771,0.0007017879974610781,0.0007294998739334477,0.0003086712606166351,0.00030284550913848906,0.00031476337822912626,0.0010967256594051037,0.001075627794663994,0.0011186435730928279,3.665246578555189e-06,3.4650442483912003e-06,3.883109945091471e-06,-12.456265093930899,-12.487424562629176,-12.419670023731728,0.01337250290936959,0.012433032557264996,0.014324012750048914,0.004927507136017084,0.0048500786088934034,0.005014730167899561,,,,,,,0.4997020589813276,0.014007550168885356,0.5573358689790242,0.8373054169015113,0.9589758613558677,0.03411129442926797,0.0,0.07382389654641183
mrpt_small_returns_only,15,986468,251,0.001337440558814974,0.0013104049485117835,0.0013663782464553688,0.44240837138048866,0.43616513565830445,0.44888081510020916,0.0012039608209225958,0.001179513120519863,0.0012303063834514644,0.0005198291765958019,0.0005093290388639197,0.0005314189596115472,0.0018492807995973718,0.001810695543877547,0.0018902719848918027,1.0161215072629414e-05,9.527217830103876e-06,1.0797680541513476e-05,-11.38767100795842,-11.424343852084384,-11.34507716799305,0.011181253674726398,0.010157354341313153,0.012414811337002958,0.00852245558053255,0.00838902720268737,0.008670592101652557,,,,,,,0.5003294638627642,0.0116019982401862,0.5746562483527089,0.8503245923841423,0.961979506684454,0.04053489401166277,0.0,0.0708090127565572
mrpt_small_returns_only,30,986468,251,0.001844743534284299,0.0018034162129650906,0.0018868372756496012,0.43223856838449903,0.426033351539673,0.4391846548125277,0.0016608049581507112,0.0016236847190594414,0.00169909168457733,0.000717607447190899,0.0007016133203293433,0.0007341949729951497,0.0025473645223279134,0.002489342106314301,0.002606327213079209,1.9181248760378475e-05,1.7814862717238698e-05,2.0567768579777578e-05,-10.716024144437823,-10.754452428806715,-10.671125597472987,0.009526715387625347,0.00848690729720489,0.010788071204002292,0.011922813951969147,0.011736223788466154,0.012129599351845459,,,,,,,0.5007632417723167,0.009812786628659014,0.5828399907548952,0.8556263355729735,0.9632790926821752,0.04540920510929647,0.0,0.06944891780807724
mrpt_small_returns_only,60,986468,251,0.0025286084430805387,0.00246697540313563,0.002596829561504569,0.42005108209647546,0.4118918971791322,0.4298590861822217,0.0022769475659672926,0.002220985229726112,0.002338958617547279,0.0009845646014231691,0.0009600578923122303,0.0010124682138962376,0.0034863209666034416,0.0033982325577964602,0.003580906603706629,3.5274502327441045e-05,3.246423423381244e-05,3.8067133723064936e-05,-10.056690884910884,-10.09595546525489,-10.007289164087705,0.008003320837574053,0.006564791696640814,0.009897833968387827,0.01655895635485649,0.016297945896475582,0.016843796765738044,,,,,,,0.5010919177279788,0.00818171496693253,0.5906344655883414,0.8610689855119477,0.9645452259982078,0.0489879403757254,0.0,0.06816341047430532
mrpt_small_seed2,5,986468,251,0.0007929375560680309,0.0007779730504705274,0.0008085813514585208,0.4531106049064758,0.4475560367632439,0.4591222011761056,0.0007139066698026049,0.0007004220233093341,0.0007281031195757121,0.00030789761223890135,0.00030204552456394987,0.00031397773643942366,0.0010966696846887605,0.0010755537070505179,0.0011185717166808432,3.6642426463678676e-06,3.4647995269757913e-06,3.88177564410015e-06,-12.466093514129494,-12.498159441038835,-12.429173265815088,0.013332695029134246,0.012382414705927474,0.014291383577556771,0.004751133266836405,0.004676562962430441,0.004833745897822611,,,,,,,0.5001572161094839,0.014007550168885356,0.5419942664131021,0.8242112263144876,0.9531429301305263,0.02908657696738992,0.0,0.0767630176962479
mrpt_small_seed2,15,986468,251,0.001334189867275223,0.001307103294374346,0.0013631137741729918,0.44107269059365906,0.4347128468183694,0.44761715557430526,0.001200947179552569,0.0011765540565453396,0.0012273082943146738,0.0005181245070548039,0.0005076021263333322,0.0005297063621782551,0.0018482779693394038,0.0018097488639957594,0.0018892442683823068,1.0163792378919634e-05,9.523054516241629e-06,1.0793954012745614e-05,-11.398525325371464,-11.436553933536796,-11.354900280310245,0.011143343828689832,0.01011199065644153,0.01238207687300804,0.008219491690397263,0.008091648550052925,0.008360626404896985,,,,,,,0.5011853247534344,0.0116019982401862,0.5585087402733794,0.8370965910703642,0.9566260638966495,0.03424276087357714,0.0,0.07378041506435555
mrpt_small_seed2,30,986468,251,0.001840065388664112,0.001798751413287271,0.0018826752320863036,0.43083615272427017,0.42451713354656934,0.43788406358943005,0.0016564508768713972,0.001619035449307092,0.0016950988715100528,0.0007150852283531136,0.0006990521813378418,0.0007319786851715276,0.002546726412670319,0.00248876368246236,0.0026061923224411005,1.91879038328584e-05,1.781536303814368e-05,2.0586161193042427e-05,-10.727152338503577,-10.765964055401463,-10.681096776126877,0.009483052364597736,0.008433548103542842,0.010749380197710118,0.01150535885244608,0.011327193672684957,0.01170314573795579,,,,,,,0.5016692632984643,0.009812786628659014,0.5668354168609625,0.8426061463727156,0.9582388886410913,0.040784248043224114,0.0,0.07237900269450447
mrpt_small_seed2,60,986468,251,0.0025229061834000483,0.0024600606496993738,0.00259234196131284,0.41873959288083684,0.41034773189995355,0.42865631798238546,0.0022715154988482097,0.0022141305313057133,0.002335297791758133,0.0009811140451148526,0.0009559832340348985,0.0010098194723623497,0.0034870647325041275,0.0033983258390649904,0.003581948923985195,3.535839180746151e-05,3.250583420145941e-05,3.813554260357206e-05,-10.069369394743424,-10.109598176083011,-10.018091001556249,0.007958567789325148,0.006533865209761324,0.009808053317984467,0.01600075699388981,0.0157550241030253,0.01627509393799897,,,,,,,0.502390358246814,0.00818171496693253,0.5750627491211068,0.8488040159437509,0.9598020412218136,0.047958083628304005,0.0,0.07094042547569573
mrpt_small_seed3,5,986468,251,0.0007927504238817863,0.0007779340341557263,0.0008084281900007912,0.4530673151655687,0.44761829836756545,0.45895722347261764,0.000713724252996909,0.00070038394966986,0.0007279478205699326,0.00030780503161885307,0.0003020506165171254,0.00031390710836067746,0.0010965068425662977,0.0010755660705356104,0.0011185129334803914,3.6630854501746883e-06,3.4628331205912696e-06,3.879103200829374e-06,-12.467673708785995,-12.500070520976951,-12.430618246628951,0.01332371701362842,0.012378737361619577,0.014274323801764181,0.004741480108350515,0.004668827707458447,0.004822153519006724,,,,,,,0.5004485606480382,0.014007550168885356,0.5397488818694575,0.8224716868666799,0.9532078080586497,0.020485030227803847,0.0,0.07719855605308079
mrpt_small_seed3,15,986468,251,0.0013345565736186938,0.0013077883451980343,0.0013628361642077443,0.44134680078635014,0.43504694960113804,0.44788772258250265,0.0012012893332310065,0.0011771271762905692,0.0012270732691968369,0.0005182647112436402,0.0005078884930362646,0.0005295942032564698,0.001849175479081533,0.0018113667381211126,0.0018898918919470404,1.0161931058617668e-05,9.525954044620658e-06,1.0795497781183612e-05,-11.399380287637014,-11.438100539895196,-11.35519523279676,0.011135999849969791,0.010112424647942429,0.0123600235698754,0.00820612721145153,0.00808196231819373,0.008344588734508924,,,,,,,0.49897541528946515,0.0116019982401862,0.556230916765673,0.8352070214137711,0.9563584424431406,0.03701296294712708,0.0,0.07414597112217626
mrpt_small_seed3,30,986468,251,0.0018410440361251467,0.0018006209465579544,0.001882400558741563,0.43123227745975967,0.4250203110978769,0.4379870146720478,0.001657268914281848,0.0016206853157151736,0.001694964935955791,0.0007153127723166762,0.0006993483734355131,0.0007317451793837879,0.0025486101592998435,0.0024903282730838814,0.002606653916419674,1.918379951543518e-05,1.7828908726608684e-05,2.0577639819233734e-05,-10.727581715785233,-10.766681459023106,-10.68009436974142,0.009477742663725534,0.008442884219600903,0.01072178912179786,0.011487831361591816,0.01131428500717857,0.011681627471401087,,,,,,,0.49850711169156214,0.009812786628659014,0.5643254520166898,0.8409233751120158,0.9578861149069204,0.044916155606344293,0.0,0.07270821537155531
mrpt_small_seed3,60,986468,251,0.0025258006425395566,0.002462439005555056,0.00259290523614367,0.41944242335687254,0.4114827134825476,0.42901608987015233,0.002274040801503838,0.002216687406097061,0.0023347475418692434,0.00098215787824562,0.0009573863446016549,0.0010091490945777133,0.003492060845643189,0.003404727621382252,0.0035839740026629555,3.532776467353947e-05,3.251653347681429e-05,3.803760585380765e-05,-10.069486226023008,-10.11005605638972,-10.016689472706997,0.007960615904418593,0.006542432404626215,0.009796914657647733,0.016032861545681953,0.015791774302565918,0.016304245579704703,,,,,,,0.49731728455303165,0.00818171496693253,0.5731731794645138,0.8477548181998807,0.959992620135676,0.05584491111347997,0.0,0.07101475172653078
mrpt_small_shuffled,5,986468,251,0.0007939355937959995,0.0007790004244436018,0.0008096174095080835,0.45379564615478757,0.4483071911743788,0.45975091424397935,0.000714809779740813,0.0007013515205464369,0.0007290194153324228,0.0003084006020298301,0.0003025879629959679,0.0003144740843916265,0.001096717540003476,0.0010755742458866192,0.0011186042061198124,3.665693388187137e-06,3.464874886005563e-06,3.883859174890485e-06,-12.463309611590951,-12.495119512853298,-12.426362880274986,0.01335501777553859,0.012426832657962872,0.014299590905832101,0.0048783766105771065,0.0048046824287539406,0.004961106666474616,,,,,,,0.49975593023562626,0.014007550168885356,0.5513204685808358,0.8325784516071479,0.957123799251471,0.03127474427569754,0.0,0.07492620399637459
mrpt_small_shuffled,15,986468,251,0.0013363819803813232,0.0013095233463391723,0.0013651307926284995,0.44195614104681474,0.4356633704326482,0.4484056153272608,0.0012029561650360784,0.0011787028959551783,0.0012291577005041042,0.000519231118546463,0.0005088334551360262,0.0005307556536924069,0.001849001422473978,0.0018106301588917057,0.001889750095590387,1.0159462559930089e-05,9.525765239176646e-06,1.079824165743236e-05,-11.395387412269494,-11.433128036311917,-11.352525587603482,0.011182876915419455,0.010168536581919772,0.012414912052985262,0.008431044407188892,0.008305154552428404,0.00857423015890695,,,,,,,0.5014748697313726,0.0116019982401862,0.5683164583139038,0.8452448533556081,0.9603180234939197,0.037027126066681904,0.0,0.07195824428689516
mrpt_small_shuffled,30,986468,251,0.0018434477228743155,0.001802488997758937,0.001885563679080727,0.4317861064109374,0.42552414869552346,0.43876152933509543,0.0016595763271250775,0.0016227858853263453,0.0016979103942450335,0.0007168398873732478,0.0007009374174251508,0.0007335848526848583,0.002546991282263167,0.002489135844104741,0.0026058747981524914,1.918324347460209e-05,1.7809986994137033e-05,2.057452975522909e-05,-10.724000898913285,-10.762323775392646,-10.677969683188365,0.009532639350693584,0.008504073478028664,0.010784912191480972,0.01178581640124321,0.01160887937478682,0.011985153467971367,,,,,,,0.5020524589613193,0.009812786628659014,0.5762548810503737,0.8509449875718219,0.9615486766930098,0.042225104127429636,0.0,0.07060439984218847
mrpt_small_shuffled,60,986468,251,0.0025270041547226585,0.0024645262127213742,0.0025945971641622625,0.41960293796626613,0.41145818842669374,0.42938970662877834,0.002275392903186049,0.002218519792917886,0.002337827717834734,0.0009834676249044524,0.0009586305828983366,0.0010115936598048768,0.0034863287107267144,0.0033983588639878476,0.003581282385187637,3.532216017428589e-05,3.2472190443718836e-05,3.8086469949471645e-05,-10.06586015624966,-10.10607723803711,-10.014568679428685,0.008007911027017601,0.00658924012319203,0.009864649345417956,0.016330761834979057,0.016086130491212106,0.01660485149367821,,,,,,,0.5029324155467444,0.00818171496693253,0.583697595867276,0.855632417878735,0.962861441019881,0.04576723785810344,0.0,0.06938560498474407
mrpt_small_ticker,5,986468,251,0.000793299574300087,0.0007783928649889946,0.0008089379913370224,0.45342099742291664,0.44794119061758375,0.4593002411236605,0.0007141769576046535,0.0007007595834598405,0.0007283622357683514,0.0003080349566795724,0.0003022342220532285,0.0003141094128721561,0.001096599464826854,0.0010754657780556488,0.0011185581684240032,3.665967737427925e-06,3.464579451470729e-06,3.883707247697157e-06,-12.469610669349189,-12.50127368499083,-12.43269351076718,0.013294732495124018,0.012369522299832406,0.014235774086701888,0.004870762582868338,0.004795134927699252,0.004957230964280193,,,,,,,0.4998592750908115,0.014007550168885356,0.5498262487987446,0.8314511976060045,0.956673708625115,0.029029519933212122,0.0,0.07522870129820397
mrpt_small_ticker,15,986468,251,0.0013363245261058326,0.0013094038363818932,0.0013648536763647247,0.44184096012920326,0.43555785835154737,0.4483236346915677,0.001202872748652228,0.0011785415510975783,0.0012288424202965208,0.0005191650818677596,0.0005087750521223667,0.000530567201928052,0.0018491646747008628,0.0018108189741950702,0.0018899597362246011,1.0158408035281949e-05,9.527678882285734e-06,1.0795192169163789e-05,-11.400028354333417,-11.437583879454708,-11.357021122343923,0.011144591816460341,0.010131789599952172,0.01235980737291638,0.008443865925073624,0.008314824962994032,0.008589947448716875,,,,,,,0.5004955264236405,0.0116019982401862,0.5671973140537757,0.8444784828296509,0.9600544569109185,0.03405444568486407,0.0,0.07213559262352849
mrpt_small_ticker,30,986468,251,0.0018441334872072903,0.0018032050925672256,0.0018859357241034936,0.43183637041966594,0.42556901611644166,0.4387099713706818,0.0016601490189332147,0.0016232740092734699,0.001698152459116742,0.0007171158306896924,0.000701250489293089,0.0007336609493491223,0.00254706038775854,0.002488918308490089,0.002605990810846468,1.917620064825639e-05,1.781321790211295e-05,2.05695296856553e-05,-10.728009694357795,-10.766809481822914,-10.68268806980515,0.009510313233678132,0.0084764087245097,0.01075171467311189,0.011850900016725063,0.011671039127127499,0.012052923788884291,,,,,,,0.5011936807360716,0.009812786628659014,0.5766897659123256,0.8509318092426719,0.9619085464505691,0.03892821971063076,0.0,0.07053410144794138
mrpt_small_ticker,60,986468,251,0.0025295698494194013,0.0024670221880110283,0.0025967781425812178,0.4198972151756621,0.41180467296357776,0.42965451094939644,0.002277663011697592,0.002220953467828543,0.002339216107303703,0.0009847361813791014,0.0009599684830513487,0.0010124672292158433,0.003486604496534554,0.003398743361714395,0.0035809581210170995,3.5275572605841625e-05,3.245003814278548e-05,3.8041461243202504e-05,-10.069105388221443,-10.108435341286476,-10.019034667216276,0.007986792906612278,0.006581964616862089,0.009849716735233521,0.016553130000829697,0.01630538346782509,0.016831608385298086,,,,,,,0.5008848747285812,0.00818171496693253,0.5870682069768102,0.8583947984121127,0.9641336566416752,0.04390968459773048,0.0,0.0687565525302474
mrpt_small_time_only,5,986468,251,0.0007945128638516662,0.000779559122668115,0.0008101993491687978,0.45421347111232785,0.4487531457003525,0.46014265866969023,0.0007153753911042978,0.0007018997948797078,0.0007295960791067657,0.0003087376666005941,0.00030291743601831774,0.00031483733041840503,0.0010967149423570114,0.0010756223975026606,0.001118637851874433,3.665118583882779e-06,3.4647728527054696e-06,3.882817055470917e-06,-12.45580277147139,-12.487119967839572,-12.419146040585513,0.013382404066832375,0.012434875470010095,0.014336636322352016,0.004922944121062756,0.004846008605395361,0.005009445428559332,,,,,,,0.49974823434215504,0.014007550168885356,0.5568766548940259,0.8367468584890742,0.9585906486576351,0.03376671443500956,0.0,0.07394329076499541
mrpt_small_time_only,15,986468,251,0.0013376562663556563,0.0013106009615376914,0.001366574804600682,0.4424398316340863,0.4361845209134564,0.4489282555851058,0.0012041790681461524,0.0011797116425972924,0.001230506648410407,0.0005199589806535469,0.000509467191729184,0.0005315371871368865,0.0018492483032842362,0.0018106841669645387,0.0018902188729964316,1.0161397768338107e-05,9.52742529989391e-06,1.0798381133926188e-05,-11.38730030429562,-11.424047811090247,-11.34460214021601,0.011185606856988772,0.010153892172754773,0.012423873343143089,0.008519456721842289,0.008386539467698734,0.00866638621237764,,,,,,,0.5004614623085889,0.0116019982401862,0.574276104242611,0.8498471313818593,0.9617625711122916,0.040473319316620904,0.0,0.07089629149341324
mrpt_small_time_only,30,986468,251,0.0018450275574589318,0.0018037309321306937,0.0018871315286766255,0.43225960269622116,0.4260387319259189,0.4392308836625004,0.001661083679852964,0.001623946339357437,0.001699381346428625,0.0007177652256341444,0.0007017316537479048,0.0007343663723649869,0.0025473087835068135,0.0024893565148315384,0.002606246252813824,1.9180682469871973e-05,1.7815538051312e-05,2.0567893029671457e-05,-10.71570213056237,-10.754143003852572,-10.670789777799728,0.009530924064440002,0.0084832395582027,0.010801071516837787,0.011921457014977932,0.011734898973411219,0.012126519088563333,,,,,,,0.5008293823935765,0.009812786628659014,0.582604808265448,0.8552715344035489,0.9630651982628935,0.04548477483446356,0.0,0.0695214159259298
mrpt_small_time_only,60,986468,251,0.002528929651597481,0.002467410660333163,0.0025971026592197456,0.42004711371528497,0.41185796190948804,0.4298961501185268,0.002277273388310171,0.002221409903946017,0.0023394862389825807,0.0009847554873433834,0.0009602395244143769,0.0010127598303445082,0.0034862100030706666,0.003398292587435382,0.003580781064660524,3.5274097347970954e-05,3.246329580683111e-05,3.806715396298955e-05,-10.056414296215708,-10.095848315119268,-10.006817198592385,0.008009746894982909,0.006567111168154105,0.009911912651618412,0.01655557192862034,0.01629734087256013,0.01683694230038064,,,,,,,0.5016027625154372,0.00818171496693253,0.5902016081616434,0.8607445958713309,0.9643211944026567,0.04923597792781831,0.0,0.0682566561503205
naive_rw,5,986468,251,0.0008267988891138995,0.0008113050388225909,0.0008429367194060691,0.46991491767688853,0.46480960960519035,0.47544503778755237,0.0007461641565109967,0.0007321988137499528,0.000760754252459495,0.00032607178942326226,0.0003199910204902519,0.0003324329861037633,0.0011011207214072817,0.0010799890308192419,0.0011228672601137184,3.6720012393648384e-06,3.4702116792351554e-06,3.894205248245018e-06,-12.301114715133357,-12.33571066142353,-12.264713493339451,0.013874990420368424,0.01287135242237075,0.014896208103008507,0.005815661224501389,0.005716203153172021,0.005923963326885029,,,,,,,0.0,0.014007550168885356,0.6480250753192197,0.8836069695114287,0.9658894155715138,0.07810803238852759,0.0,0.06032650255036203
naive_rw,15,986468,251,0.0013919213136769453,0.0013638545896854735,0.0014222410619313868,0.45749586882915383,0.45151514164207485,0.463899906271839,0.001255934223399443,0.0012303848609240696,0.0012834031773736661,0.0005492189816094755,0.0005380865158056253,0.0005612921000692861,0.0018551749753071983,0.0018166970987855593,0.0018955385110240096,1.0187573860637885e-05,9.541736373272426e-06,1.082676967692406e-05,-11.243761357912561,-11.277389989466192,-11.205270218609762,0.011530241274932384,0.010436427503232653,0.012834780757375326,0.010073020720444636,0.009900754287679359,0.010260605464339627,,,,,,,0.0,0.0116019982401862,0.6565788246552346,0.8921201701423666,0.9701774411334174,0.07894697365636694,0.0,0.05849877374741083
naive_rw,30,986468,251,0.0019201914231284194,0.0018783546403555345,0.00196136964686161,0.4469446255527377,0.4412155487654676,0.45383067413999845,0.0017324799675426813,0.0016943816533184814,0.0017700494619746993,0.0007580881525585732,0.0007414635708055836,0.0007746136252333557,0.002555249059746238,0.002496702750507549,0.002614341380288157,1.9224747809871058e-05,1.7855484188498754e-05,2.061899636901734e-05,-10.581889110602487,-10.616008102435389,-10.542700945880174,0.00978344360891585,0.008662985865174447,0.011104777387606244,0.014245402516918007,0.014001780991359724,0.014510687405828592,,,,,,,0.0,0.009812786628659014,0.6650910115685456,0.8994929384430108,0.973990033128292,0.08265522821802296,0.0,0.0568286880320366
naive_rw,60,986468,251,0.0026361374639517115,0.0025739141833880214,0.0027068806572481943,0.4346881923726914,0.4271359090375048,0.4441499191608154,0.0023787148484785544,0.0023225397366880007,0.002443153097061694,0.0010419967011393936,0.0010181855248308537,0.0010702408313189313,0.0034967944325425995,0.0034083116578466554,0.0035917706492340318,3.540986406948195e-05,3.255390445650605e-05,3.816088721241174e-05,-9.931388126185942,-9.966520930420531,-9.889701413123317,0.008192971338147816,0.0067217823080757974,0.010159102460154628,0.020146041440889273,0.019801508575358718,0.020521210928679253,,,,,,,0.0,0.00818171496693253,0.6764487038606423,0.9090573642530726,0.9779587376377136,0.08861698626708647,0.0,0.054639895646837654
seasonal_vol,5,986468,251,0.0008028910038313538,0.000787721691666255,0.0008186401184158672,0.45816883240349016,0.45273586812821165,0.46407801224346656,0.000723784423765957,0.000710129832171072,0.0007380742844542655,0.00031357360183340607,0.00030771400011432327,0.00031973483405830193,0.001097807664700164,0.0010767150936193404,0.0011195368776308085,3.666058511610245e-06,3.4645045274276204e-06,3.8867625308832165e-06,-12.385840647039675,-12.418816383943279,-12.348888128984747,0.013807569201433802,0.012902520221475955,0.014758102538663703,0.0048799119265604575,0.004802805267909874,0.004958271015864075,,,,,,,0.0,0.014007550168885356,0.5553459412773654,0.8210170020720389,0.9412043776382001,0.03133956447537911,0.0,0.07616651813589621
seasonal_vol,15,986468,251,0.0013488736972031886,0.0013216643665177887,0.0013777487037935872,0.4453413033630179,0.4390077070025068,0.45188495954340907,0.0012156916150655053,0.0011910962494574848,0.0012421037002818213,0.0005266655955826664,0.0005160073359433424,0.0005383735081768951,0.0018498164477173543,0.0018114193932595513,0.0018900453640304426,1.0169223818345651e-05,9.525657351245471e-06,1.0808994726865941e-05,-11.326814053687594,-11.363923726680694,-11.283386535540592,0.011560613446153348,0.010517575159345389,0.01282754965170736,0.008316400737096986,0.008184405353273987,0.008449613619598615,,,,,,,0.0,0.0116019982401862,0.5587277032807957,0.826361321401201,0.9447280601094004,0.030550888897372286,0.0,0.07525542071264044
seasonal_vol,30,986468,251,0.0018583291928984443,0.001817075109737519,0.0019001988612090085,0.4346793831081901,0.4284566805670354,0.4417532907699356,0.0016748156596959086,0.0016377185458000796,0.0017128728731209966,0.0007257384078287346,0.0007098320079386109,0.0007423107193211968,0.002547577871528623,0.0024892160859679444,0.002606746546051195,1.9188083101088778e-05,1.7812201089659235e-05,2.0581435831175713e-05,-10.655142940561815,-10.695239241064625,-10.606097563983111,0.00981854560918347,0.008774974887853644,0.011086924780614356,0.011575046691021107,0.0113910183150486,0.011760419954172393,,,,,,,0.0,0.009812786628659014,0.5620820949082991,0.8291814838393136,0.9464148862406079,0.03251090102748219,0.0,0.07454779297241647
seasonal_vol,60,986468,251,0.0025454887325608044,0.0024828701498845174,0.002612971082857434,0.42209061061164854,0.4138975033624834,0.4319988747480499,0.002294624223359453,0.002237390998210576,0.002356400031244012,0.00099487875170855,0.0009698396569717371,0.0010227333893806818,0.003485106584551856,0.003396926901988061,0.003579670375085783,3.531324658411227e-05,3.2457414323941114e-05,3.8068460993392414e-05,-9.99158466528054,-10.036072463878957,-9.932257128770768,0.00823662995150375,0.00680298764043341,0.010180657459205562,0.015950807328131558,0.01569816104263908,0.016207258498235375,,,,,,,0.0,0.00818171496693253,0.5651100694599318,0.8310163127440525,0.9470362951459145,0.03418279906921265,0.0,0.0740759273178554