{
  "start": "2020-01-03",
  "end": "2026-07-20",
  "days": 1584,
  "event_days": 85,
  "event_scaled_days": 39,
  "max_cash_leverage": 1.7,
  "max_observed_cash_leverage": 1.7,
  "base_total_pnl": 29859582.958904132,
  "event_total_pnl": 252551.3643667562,
  "event_idle_cash_offset_total": 94474.60273972602,
  "event_net_total_pnl": 158076.76162703018,
  "combined_total_pnl": 30017659.72053115,
  "base_total_return_pct": 29.85958295890413,
  "base_annual_return_pct": 4.070996222896706,
  "base_max_drawdown_pct": -0.8336576180474453,
  "base_calmar": 4.883295173900775,
  "event_total_return_pct": 0.2525513643667562,
  "event_net_total_return_pct": 0.1580767616270302,
  "combined_total_return_pct": 30.01765972053152,
  "combined_annual_return_pct": 4.090333479013597,
  "combined_max_drawdown_pct": -0.8313846738414732,
  "combined_calmar": 4.919904837930094,
  "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_optimized_v4/optimized_signal_daily_pnl.csv",
  "event_panel": "new_cgb10_irr_study_ex_delivery30/event_panel.csv",
  "output_dir": "rolldown_event_overlay_dashboard_v4"
}