{
  "start": "2020-01-03",
  "end": "2026-06-03",
  "days": 1552,
  "event_days": 85,
  "event_scaled_days": 30,
  "max_cash_leverage": 1.7,
  "max_observed_cash_leverage": 1.7,
  "base_total_pnl": 35116122.876712546,
  "event_total_pnl": 105563.67543708878,
  "combined_total_pnl": 35221686.55214963,
  "base_total_return_pct": 35.116122876712545,
  "base_annual_return_pct": 4.800168242933145,
  "base_max_drawdown_pct": -0.9513700004704084,
  "base_calmar": 5.0455324853208365,
  "event_total_return_pct": 0.10556367543708878,
  "combined_total_return_pct": 35.22168655214995,
  "combined_annual_return_pct": 4.812919315134612,
  "combined_max_drawdown_pct": -0.9512697770297729,
  "combined_calmar": 5.059468335220721,
  "config": {
    "entry_holding_day": 1,
    "holding_days": 5,
    "basis_field": "net_basis",
    "face_amount": 30000000.0,
    "max_initial_irr_pct": null,
    "max_entry_irr_change_bp": null,
    "stop_basis_loss": 0.08,
    "stop_irr_rise_bp": 40.0
  },
  "event_trade_count": 24,
  "event_daily_rows": 85,
  "all_event_trade_count": 41,
  "all_event_daily_rows": 143,
  "base_signal_csv": "active_cash_bond_t_hedge_nav/daily_mtm.csv",
  "event_panel": "new_cgb10_irr_study_ex_delivery30/event_panel.csv",
  "output_dir": "rolldown_event_overlay_dashboard_lev17cap"
}