{
  "preset": "cdb_new_balanced_v2",
  "description": "10Y CDB active/new bond with basis <= 0.07, spread >= 10bp and CTD IRR >= 1.6%.",
  "accounting_method": "Cash-account MTM. Repo financing cost applies only to cash-bond face above account equity; inactive cash is lent at the daily funding rate.",
  "futures_rounding": "Nearest integer T futures contracts; residual DV01 exposure is retained.",
  "base_strategy": "cdb_new10",
  "risk_scale": 1.7,
  "leverage_cap": 1.7,
  "account_equity_rmb": 100000000.0,
  "cash_face_rmb": 170000000.0,
  "repo_financing_rmb": 70000000.0,
  "start": "2020-01-03",
  "end": "2026-06-03",
  "days": 1552,
  "active_days": 454,
  "active_ratio_pct": 29.25257731958763,
  "total_return_pct": 35.11612287671291,
  "annual_return_pct": 4.800168242933189,
  "max_drawdown_pct": -0.9513700004704084,
  "calmar": 5.045532485320883,
  "total_pnl": 35116122.876712546,
  "strategy_total_return_pct": 26.631040958904318,
  "strategy_annual_return_pct": 3.746638795252877,
  "strategy_max_drawdown_pct": -0.9948212392076883,
  "strategy_calmar": 3.7661427476526694,
  "strategy_total_pnl": 26631040.958904337,
  "idle_cash_interest": 8485081.917808216,
  "idle_cash_share_of_total_pnl_pct": 24.162923531159944,
  "positive_month_ratio_pct": 96.15384615384616,
  "strategy_positive_month_ratio_pct": 60.256410256410255,
  "worst_month_pct": -0.46181734246572154,
  "best_month_pct": 2.311700136986286,
  "strategy_worst_month_pct": -0.47162556164380387,
  "strategy_best_month_pct": 2.305891917808204,
  "latest_signal_active": 0,
  "latest_cash_symbol": "260205.IB",
  "latest_futures_symbol": "T2609.CFE",
  "latest_ctd_symbol": "260007.IB",
  "latest_ctd_net_basis": 0.005024810711865446,
  "latest_ctd_irr_pct": 1.3972264218163706,
  "latest_yield_spread_bp": 22.499999999999986
}