[
  {
    "candidate": "TSMOM_180",
    "lookback_bars": 180,
    "observations": 17947,
    "total_return_pct": 1879.835407,
    "max_drawdown_pct": 51.884494,
    "number_of_trades": 275,
    "fee_bps_per_side": 10,
    "slippage_bps_per_side": 5,
    "execution": "completed-bar signal; next-bar-open fill"
  },
  {
    "candidate": "TSMOM_540",
    "lookback_bars": 540,
    "observations": 17947,
    "total_return_pct": 560.547662,
    "max_drawdown_pct": 67.592649,
    "number_of_trades": 133,
    "fee_bps_per_side": 10,
    "slippage_bps_per_side": 5,
    "execution": "completed-bar signal; next-bar-open fill"
  },
  {
    "candidate": "TSMOM_1080",
    "lookback_bars": 1080,
    "observations": 17947,
    "total_return_pct": 1036.886689,
    "max_drawdown_pct": 63.811788,
    "number_of_trades": 67,
    "fee_bps_per_side": 10,
    "slippage_bps_per_side": 5,
    "execution": "completed-bar signal; next-bar-open fill"
  },
  {
    "candidate": "TSMOM_2160",
    "lookback_bars": 2160,
    "observations": 17947,
    "total_return_pct": 1062.969904,
    "max_drawdown_pct": 67.296981,
    "number_of_trades": 30,
    "fee_bps_per_side": 10,
    "slippage_bps_per_side": 5,
    "execution": "completed-bar signal; next-bar-open fill"
  }
]