{{ report_header }} {{ as_of_date }} {% if env != 'PROD' and env != 'RESEARCH_DEFAULT' %}{{ env }}{% endif %}

For Strategy Groups {{ groups }}, Max Loss Diff Threshold {{ max_diff_threshold_pct }}

Breaks: {{ data|length }} {% if data|length > max_breaks %}(showing only first {{ max_breaks }}) {% endif %}

{% if data|length == 0 %}

No breaks

{% else %} {% for row in data %} {% if loop.index <= max_breaks %} {% endif %} {% endfor %}
Strategy Teza Alias Staging Max Loss ACS Max Loss Max Loss Diff Max Loss Diff % Staging Min Pos ACS Min Pos Min Pos Diff Min Pos Diff % Staging Max Pos ACS Max Pos Max Pos Diff Max Pos Diff % Staging Missing ACS Missing
{{ row['StrategyName']}} {{ row['TezaAlias'] }} {{ row['staging_max_loss']}} {{ row['acs_max_loss'] }} {{ row['max_loss_diff'] }} {{ row['max_loss_diff_pct'] }} {{ row['staging_min_pos']}} {{ row['acs_min_pos'] }} {{ row['min_pos_diff'] }} {{ row['min_pos_diff_pct'] }} {{ row['staging_max_pos'] }} {{ row['acs_max_pos'] }} {{ row['max_pos_diff'] }} {{ row['max_pos_diff_pct'] }} {{ row['staging_missing'] }} {{ row['acs_missing'] }}
{% endif %}