{
  "bp_per_pos": 10000,
  "sims": [
    {
      "name": "$10K/pos \u00b7 no cap \u00b7 no hedge",
      "key": "no_cap_no_hedge",
      "dates": [
        "2024-11-01",
        "2024-11-04",
        "2024-11-05",
        "2024-11-06",
        "2024-11-07",
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    },
    {
      "name": "$10K/pos \u00b7 no cap \u00b7 net 1:1 SPY hedge",
      "key": "no_cap_net_hedge",
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        7,
        3,
        2,
        2,
        2,
        17,
        3,
        6,
        10,
        6,
        8,
        2,
        4,
        3,
        3,
        10,
        1,
        4,
        23,
        4,
        3,
        6,
        3,
        5,
        3,
        14,
        4,
        2,
        3,
        13,
        2,
        4,
        6,
        7,
        5,
        3,
        4,
        5,
        2,
        2,
        9,
        2,
        1,
        7,
        10,
        1,
        2,
        6,
        9,
        10,
        2,
        8,
        8,
        5,
        6,
        5,
        6,
        3,
        7,
        5,
        3,
        5
      ],
      "total_pnl": 81605.46204171683,
      "sharpe": 7.679614213243299,
      "max_dd": -1184.266218081364,
      "avg_pos": 4.103932584269663,
      "max_pos": 23,
      "best_day": 4111.908666109625,
      "worst_day": -924.7018478110181,
      "wr_days": 71.62921348314607,
      "avg_hedge_pnl": 0.9826560061455338,
      "avg_net_exposure": -16320.224719101123
    },
    {
      "name": "$10K/pos \u00b7 no cap \u00b7 per-pos SPY hedge (market-neutral)",
      "key": "no_cap_market_neutral",
      "dates": [
        "2024-11-01",
        "2024-11-04",
        "2024-11-05",
        "2024-11-06",
        "2024-11-07",
        "2024-11-08",
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    },
    {
      "name": "$10K/pos \u00b7 no cap \u00b7 20bps slippage (realistic)",
      "key": "no_cap_slippage",
      "dates": [
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        "2024-11-04",
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    },
    {
      "name": "Variable BP (up to 10x by liquidity) \u00b7 no cap \u00b7 no hedge",
      "key": "variable_bp",
      "dates": [
        "2024-11-01",
        "2024-11-04",
        "2024-11-05",
        "2024-11-06",
        "2024-11-07",
        "2024-11-08",
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      "max_bp_used": 840000
    },
    {
      "name": "Variable BP + 20bps slippage (realistic with scaling)",
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    {
      "name": "$10K/pos \u00b7 max 5 cap \u00b7 no hedge (baseline)",
      "key": "cap5_no_hedge",
      "dates": [
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        "2024-11-04",
        "2024-11-05",
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        "2024-11-07",
        "2024-11-08",
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