SET100-Trading-system/reports/primary_union_current/summary.csv

1	start	end	sessions	total_return	cagr	max_drawdown	sharpe_daily	win_month_pct	positive_years	years_observed	average_exposure	average_positions	buy_notional	sell_notional	transaction_costs_full_run	fills_full_run	model	model_label	scenario	commission_rate	slippage_bps_per_side	turnover_pct_initial	top_5_share_of_positive_symbol_pnl
2	2026-01-05	2026-09-28	179	0.20336221461379722	0.2894184750068143	-0.13000951545729555	1.1030143281368636	0.6666666666666666	1	1	1.0	10.0	6428917.182465097	5428917.182465086	23715.66872986037	1823	momentum_12_1_monthly	12-1 relative momentum, monthly rotation	base_cost	0.0015	5.0	1185.7834364930181	0.6992424986968633
3	2026-01-05	2026-09-28	179	0.17466968471992494	0.24739141444184742	-0.13211401674035705	0.975210947326992	0.5555555555555556	1	1	1.0	10.0	6352794.734281932	5352794.734281924	52675.15260853739	1823	momentum_12_1_monthly	12-1 relative momentum, monthly rotation	cost_stress	0.003	15.0	1170.5589468563853	0.7217645932643176
4	2026-01-05	2026-09-28	179	0.10093576872553967	0.14115391662151233	-0.12198882604592631	0.7419693705541868	0.5555555555555556	1	1	1.0	10.0	5679447.108003337	4679447.108003325	20717.78843201333	1821	momentum_12_1_low_vol_monthly	12-1 momentum ranked by realized volatility-adjusted return	base_cost	0.0015	5.0	1035.8894216006663	0.8027529173622378
5	2026-01-05	2026-09-28	179	0.07745622447751677	0.10786947318950668	-0.12359374769009024	0.5981544831771036	0.5555555555555556	1	1	1.0	10.0	5620994.010542347	4620994.010542336	46088.94609488108	1821	momentum_12_1_low_vol_monthly	12-1 momentum ranked by realized volatility-adjusted return	cost_stress	0.003	15.0	1024.1988021084683	0.8223879489017417
6	2026-01-05	2026-09-28	179	0.29458252231361115	0.4255013127342522	-0.13411977428022703	1.9035429370906443	0.6666666666666666	1	1	0.8995496217835575	8.994413407821229	3130471.210016349	2131644.0316232424	10524.230483279185	1616	ema50_200_cross	EMA 50/200 cross with SET and stock trend gates	base_cost	0.0015	5.0	526.2115241639592	0.8597536043257669
7	2026-01-05	2026-09-28	179	0.2789523318019549	0.401922120135789	-0.13490502990950892	1.8178935972177004	0.6666666666666666	1	1	0.8995496217835575	8.994413407821229	3113417.1722034505	2116051.9761912245	23532.611167776042	1616	ema50_200_cross	EMA 50/200 cross with SET and stock trend gates	cost_stress	0.003	15.0	522.9469148394675	0.8643116518738623
8	2026-01-05	2026-09-28	179	0.13211357903450827	0.18576179229438483	-0.1220347597394168	0.9490615128905389	0.4444444444444444	1	1	0.9105614952704275	9.106145251396647	68184237.68287434	67210535.42160219	270789.5462089531	2249	rsi2_pullback	RSI(2) pullback in an uptrend	base_cost	0.0015	5.0	13539.477310447652	0.3813075954899294
9	2026-01-05	2026-09-28	179	-0.17582245542885666	-0.2331923712294528	-0.18422113682495034	-1.1926784585474004	0.4444444444444444	0	1	0.9105614952704275	9.106145251396647	58286129.07251332	57339357.45224115	520314.68936139526	2249	rsi2_pullback	RSI(2) pullback in an uptrend	cost_stress	0.003	15.0	11562.548652475447	0.5327308830809954
10	2026-01-05	2026-09-28	179	0.4669185804723437	0.6923705911236318	-0.08586800103802594	2.536100743073955	0.8888888888888888	1	1	0.982109096940198	9.82122905027933	5550013.575744013	4550660.666665832	20201.34848481969	1782	donchian_55_20	55/20 Donchian breakout	base_cost	0.0015	5.0	1010.0674242409845	0.6491336078525636
11	2026-01-05	2026-09-28	179	0.4347502775608434	0.6416204144232274	-0.08668892365331893	2.3976823441329977	0.8888888888888888	1	1	0.982109096940198	9.82122905027933	5491281.601464045	4492728.553247349	44928.04569620131	1782	donchian_55_20	55/20 Donchian breakout	cost_stress	0.003	15.0	998.4010154711395	0.658671466810881