name,symbol,bar,family,year,start_equity,end_equity,return
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,9924.802005048496,-0.00751979949515047
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,9924.802005048496,7004.484377463976,-0.29424442181305266
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,7004.484377463976,9062.602634278972,0.2938286597421398
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,9062.602634278972,11730.300688138146,0.2943633480926
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,11730.300688138146,9145.108733696816,-0.22038582157194953
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,9145.108733696816,7715.6269380672165,-0.15631107702004832
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,7715.6269380672165,7062.908416740224,-0.08459695194782191
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,7062.908416740224,7888.282516652528,0.11686037128218096
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,9822.683549121955,-0.01773164508780445
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,9822.683549121955,9459.426901074927,-0.03698140597021471
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,9459.426901074927,9246.496180701875,-0.022509896487371228
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,9246.496180701875,10394.46528232694,0.12415179536016696
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,10394.46528232694,8251.349236466574,-0.20617857558331287
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,8251.349236466574,6852.839525580434,-0.16948860977856461
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,6852.839525580434,6646.391739870039,-0.030125874820176812
donchian_breakdown-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,6646.391739870039,7460.474599593367,0.12248493492188395
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10015.445861893006,0.0015445861893006452
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,10015.445861893006,7880.254710690264,-0.21318982506078588
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,7880.254710690264,5480.186024191185,-0.3045673997368603
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,5480.186024191185,7062.46227365783,0.28872674074967586
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,7062.46227365783,6354.599449531385,-0.10022889987911043
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,6354.599449531385,5063.5852830121485,-0.2031621625835821
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,5063.5852830121485,4827.263922139574,-0.04667075750958727
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,4827.263922139574,5483.650181478083,0.13597480268855522
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10015.445861893006,0.0015445861893006452
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,10015.445861893006,12868.385964790075,0.28485402869102416
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,12868.385964790075,8768.743369518725,-0.31858250183734127
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,8768.743369518725,9919.18143868125,0.13119759818283594
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,9919.18143868125,8273.820905062608,-0.1658766445386638
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,8273.820905062608,6334.222996749107,-0.23442589954137094
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,6334.222996749107,6407.774851163161,0.011611819547844071
donchian_breakdown-btc-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,6407.774851163161,7553.74339394633,0.17884032591674925
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2019,10000.0,9860.706919272365,-0.013929308072763491
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2020,9860.706919272365,8867.144177925353,-0.10075978826681609
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2021,8867.144177925353,9660.853897198134,0.08951131315183902
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2022,9660.853897198134,8637.882976492852,-0.10588825083070208
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2023,8637.882976492852,7328.630612506455,-0.15157097723474589
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2024,7328.630612506455,6906.220129478434,-0.05763839185825104
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2025,6906.220129478434,6342.752223424993,-0.0815884659755256
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2026,6342.752223424993,6351.79597945901,0.0014258409780878445
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,9753.638940389577,-0.024636105961042265
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2020,9753.638940389577,5772.350876117721,-0.4081848926953243
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2021,5772.350876117721,9871.223838163525,0.7100872850616735
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2022,9871.223838163525,9393.921306900169,-0.048352923516741475
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2023,9393.921306900169,6316.099947277974,-0.327639678795417
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2024,6316.099947277974,5849.179682478564,-0.07392540787778967
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2025,5849.179682478564,3615.336333405888,-0.3819071169525253
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2026,3615.336333405888,3191.8218029667746,-0.11714388133845755
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,9105.347267676454,-0.08946527323235465
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2021,9105.347267676454,9994.391903753925,0.0976398384313728
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2022,9994.391903753925,11940.366889639947,0.19470669197543744
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2023,11940.366889639947,11286.006792732158,-0.05480234426259922
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2024,11286.006792732158,9563.411023946905,-0.1526311121746402
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2025,9563.411023946905,10121.307375546081,0.05833654437754454
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2026,10121.307375546081,9823.740115545093,-0.029400081329407524
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2019,10000.0,9860.706919272365,-0.013929308072763491
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2020,9860.706919272365,8502.87410092656,-0.13770136659187937
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2021,8502.87410092656,6927.490135249494,-0.18527664257728982
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2022,6927.490135249494,5801.143677925436,-0.16259084247450795
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2023,5801.143677925436,4700.964877490094,-0.1896486040540165
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2024,4700.964877490094,4593.867331679353,-0.022782034880448276
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2025,4593.867331679353,4275.371932835533,-0.06933056090833811
ema_death_cross-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2026,4275.371932835533,4142.310499737739,-0.031122773688029626
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,9753.638940389577,-0.024636105961042265
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2020,9753.638940389577,4723.450573613957,-0.5157242745521095
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2021,4723.450573613957,5619.826815318923,0.18977148754605033
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2022,5619.826815318923,5496.018840706736,-0.022030567610144547
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2023,5496.018840706736,3544.566103472667,-0.35506660253426847
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2024,3544.566103472667,3281.056613082356,-0.07434181863110034
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2025,3281.056613082356,2017.5418406459853,-0.3850938650063018
ma_rebound_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2026,2017.5418406459853,1754.386603980615,-0.13043359565772972
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,12582.092157883566,0.25820921578835665
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2021,12582.092157883566,12654.260697970662,0.005735813979225846
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2022,12654.260697970662,13346.368771926709,0.05469367910738865
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2023,13346.368771926709,12503.609111558644,-0.06314524008513533
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2024,12503.609111558644,10206.417262234418,-0.1837223020032389
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2025,10206.417262234418,11610.274597779737,0.13754653562321462
vol_expansion_short-btc-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2026,11610.274597779737,11360.423430688994,-0.021519832712528775
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,9811.356632136489,-0.018864336786351132
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,9811.356632136489,6463.408673844964,-0.3412319094920604
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,6463.408673844964,6237.807741513853,-0.03490432737821991
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,6237.807741513853,8262.83400095473,0.32463749178480183
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,8262.83400095473,6641.051495895023,-0.19627436601925174
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,6641.051495895023,6233.76846594143,-0.061328093932917715
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,6233.76846594143,5225.390956407811,-0.16176050089812444
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,5225.390956407811,5588.244669182537,0.0694404908267705
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,9733.092935181865,-0.026690706481813486
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,9733.092935181865,9364.23192313609,-0.03789761533175806
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,9364.23192313609,7536.249158402595,-0.19520904434426933
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,7536.249158402595,7474.5139037630925,-0.008191774627126058
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,7474.5139037630925,5847.1593801917725,-0.21772044905181298
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,5847.1593801917725,4664.997814119497,-0.20217707252465955
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,4664.997814119497,4387.500948037175,-0.059484886625761235
donchian_breakdown-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,4387.500948037175,4870.006304162098,0.1099727069781673
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10015.445861893006,0.0015445861893006452
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,10015.445861893006,7614.684757202923,-0.23970586410182226
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,7614.684757202923,5066.546538691149,-0.3346347616165496
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,5066.546538691149,7049.039716485869,0.3912908255465981
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,7049.039716485869,6304.790209451743,-0.10558168728905293
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,6304.790209451743,5299.810106911153,-0.15939945171117476
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,5299.810106911153,4807.655159310054,-0.09286275124448518
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,4807.655159310054,5160.571498847826,0.07340716583100737
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10015.445861893006,0.0015445861893006452
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,10015.445861893006,11710.397254953394,0.1692337432035229
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,11710.397254953394,10677.827389689102,-0.0881754771237605
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,10677.827389689102,10815.358895646978,0.012880102003772764
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,10815.358895646978,8542.568773247227,-0.21014467890792932
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,8542.568773247227,6890.809062939167,-0.19335632573200667
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,6890.809062939167,6600.892669188813,-0.04207291061213869
donchian_breakdown-btc-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,6600.892669188813,7394.790850496817,0.12027133618059072
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2019,10000.0,9842.757047390829,-0.01572429526091712
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2020,9842.757047390829,8647.894739104262,-0.12139508295628487
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2021,8647.894739104262,11479.658966178436,0.32745128294282244
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2022,11479.658966178436,11551.023731780218,0.006216627672654518
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2023,11551.023731780218,10122.310568547215,-0.12368714638705136
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2024,10122.310568547215,10128.840019764833,0.0006450554123391683
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2025,10128.840019764833,9922.36648055808,-0.02038471718418433
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2026,9922.36648055808,10717.461598996442,0.080131601669448
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,9722.968041473698,-0.027703195852630258
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2020,9722.968041473698,8029.504323992906,-0.1741714783240319
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2021,8029.504323992906,16097.237506183892,1.0047610483356797
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2022,16097.237506183892,12880.327608029958,-0.1998423578529005
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2023,12880.327608029958,10130.714655877538,-0.21347383667774367
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2024,10130.714655877538,9254.857415526469,-0.08645562234278537
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2025,9254.857415526469,6679.469706482655,-0.27827416387022863
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2026,6679.469706482655,5580.24912497823,-0.16456704346418305
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,9212.905856493555,-0.07870941435064449
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2021,9212.905856493555,7526.839750836836,-0.18301132475681647
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2022,7526.839750836836,8662.410331036257,0.15086950404028032
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2023,8662.410331036257,8422.699584643527,-0.0276725226850405
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2024,8422.699584643527,7078.515737700466,-0.1595906197810747
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2025,7078.515737700466,7639.923957928696,0.07931157336249828
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2026,7639.923957928696,7285.778443042851,-0.04635458635924161
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2019,10000.0,9800.22375541266,-0.019977624458733967
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2020,9800.22375541266,8952.361648855902,-0.0865145661688066
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2021,8952.361648855902,8518.13043836007,-0.04850465469648746
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2022,8518.13043836007,8792.58368989819,0.032219893029832525
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2023,8792.58368989819,8429.78550673241,-0.041261840200918276
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2024,8429.78550673241,9143.95348395201,0.08471959062887557
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2025,9143.95348395201,8671.852277570637,-0.051629878390121786
ema_death_cross-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2026,8671.852277570637,8766.750640585213,0.010943263327954256
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,9722.968041473698,-0.027703195852630258
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2020,9722.968041473698,6673.534430796376,-0.31363196892860745
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2021,6673.534430796376,8972.374214018324,0.3444711055379419
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2022,8972.374214018324,7412.169752604318,-0.1738898115703157
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2023,7412.169752604318,5554.399228677397,-0.2506378814751483
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2024,5554.399228677397,5631.242973953502,0.013834753699258684
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2025,5631.242973953502,4212.69185476498,-0.25190728330314005
ma_rebound_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2026,4212.69185476498,3306.207359323311,-0.2151793975665094
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,12653.606505573747,0.2653606505573747
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2021,12653.606505573747,11894.5188544277,-0.05998982588969226
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2022,11894.5188544277,11730.722392106434,-0.013770751412974902
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2023,11730.722392106434,11177.489103764941,-0.04716105878643606
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2024,11177.489103764941,9082.267339751977,-0.1874501280710017
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2025,9082.267339751977,9942.003159182212,0.09466092411388005
vol_expansion_short-btc-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2026,9942.003159182212,9524.205511058984,-0.042023487765376455
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,9811.356632136489,-0.018864336786351132
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,9811.356632136489,7008.5177521049745,-0.28567291814171647
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,7008.5177521049745,5371.293446990237,-0.23360493088898937
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,5371.293446990237,6136.42640627398,0.14244854928052386
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,6136.42640627398,5108.650119676637,-0.1674877556661527
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,5108.650119676637,4498.721662528993,-0.11939131529059388
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,4498.721662528993,4136.557539924026,-0.08050378524671242
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,4136.557539924026,4426.875849925005,0.07018355412658206
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,9719.304901815822,-0.028069509818417826
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,9719.304901815822,11163.348612491262,0.14857479266913987
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,11163.348612491262,8197.097007470255,-0.2657134259609084
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,8197.097007470255,7063.049000094509,-0.13834751575371795
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,7063.049000094509,6152.413818386353,-0.12892947248362152
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,6152.413818386353,5025.894003140892,-0.18310208781452275
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,5025.894003140892,4852.95716820118,-0.03440916876313671
donchian_breakdown-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,4852.95716820118,5133.9541028384865,0.0579022078493765
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10015.445861893006,0.0015445861893006452
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,10015.445861893006,8477.296243360217,-0.15357774778506617
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,8477.296243360217,6223.538217634656,-0.2658581180869787
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,6223.538217634656,7678.049204821323,0.23371126460913327
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,7678.049204821323,6730.864509605772,-0.12336267585010785
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,6730.864509605772,5036.718758289584,-0.25169809151535194
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,5036.718758289584,4737.370395031791,-0.05943320991769019
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,4737.370395031791,5063.110834615624,0.06875975750712793
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10015.445861893006,0.0015445861893006452
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2020,10015.445861893006,12530.75015322459,0.2511425178685125
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2021,12530.75015322459,11879.465474618613,-0.05197491535958676
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2022,11879.465474618613,11201.387686403554,-0.05707982313377857
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2023,11201.387686403554,8455.643508079864,-0.24512535903533839
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2024,8455.643508079864,6232.18124036278,-0.26295600868135405
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2025,6232.18124036278,7279.264357550128,0.16801230208227969
donchian_breakdown-btc-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,BTC-USDT-SWAP,1H,donchian_breakdown,2026,7279.264357550128,7890.536197223733,0.08397439763807846
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2020,10000.0,8082.809521940762,-0.19171904780592375
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2021,8082.809521940762,5977.717128540784,-0.260440678168366
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2022,5977.717128540784,6355.319074629125,0.06316825269055792
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2023,6355.319074629125,6505.406899737593,0.023616095957735617
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2024,6505.406899737593,6351.781051469517,-0.023615102119788012
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2025,6351.781051469517,7216.171386277311,0.13608629261674787
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2026,7216.171386277311,7574.012167182713,0.04958873088656013
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,9809.980534807868,-0.019001946519213164
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2020,9809.980534807868,10190.259041447101,0.03876445068264167
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2021,10190.259041447101,12823.76507393813,0.25843366903429077
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2022,12823.76507393813,9372.267522752589,-0.26914853253199833
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2023,9372.267522752589,6439.176676896224,-0.31295423852721294
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2024,6439.176676896224,6314.613318022922,-0.019344609586538608
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2025,6314.613318022922,5085.484550387882,-0.19464830318697557
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2026,5085.484550387882,5004.29827075576,-0.015964315460545442
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,8614.421139955968,-0.13855788600440322
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2021,8614.421139955968,6745.26010341704,-0.21698045709296288
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2022,6745.26010341704,7510.1343763831355,0.11339433338954885
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2023,7510.1343763831355,7669.837387249698,0.021265000446433424
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2024,7669.837387249698,6467.949721744682,-0.15670314829660248
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2025,6467.949721744682,7146.447584625115,0.10490153635538979
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2026,7146.447584625115,6851.898333216869,-0.04121617739727634
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2020,10000.0,7803.835426307388,-0.21961645736926116
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2021,7803.835426307388,8343.87781044386,0.06920217490952507
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2022,8343.87781044386,11117.036769134636,0.33235852941418553
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2023,11117.036769134636,12663.537166408723,0.13911084665724904
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2024,12663.537166408723,14389.82109170714,0.1363192528764834
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2025,14389.82109170714,16302.87398631013,0.13294487001686783
ema_death_cross-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ema_death_cross,2026,16302.87398631013,15731.215686614816,-0.03506487875544806
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,9809.980534807868,-0.019001946519213164
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2020,9809.980534807868,9433.663369645365,-0.03836064341078471
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2021,9433.663369645365,13328.859571111818,0.4129038793137352
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2022,13328.859571111818,12053.916589241606,-0.09565281823761185
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2023,12053.916589241606,8712.453128019837,-0.27720977132064284
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2024,8712.453128019837,8554.28549089635,-0.0181542023583241
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2025,8554.28549089635,7078.488049574426,-0.1725214154814565
ma_rebound_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,BTC-USDT-SWAP,1H,ma_rebound_short,2026,7078.488049574426,6944.445832644556,-0.018936560461937924
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,12474.631814097927,0.24746318140979273
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2021,12474.631814097927,11719.012502230122,-0.060572474052008385
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2022,11719.012502230122,10202.976615188782,-0.12936549788242302
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2023,10202.976615188782,10674.828886197534,0.046246530674815434
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2024,10674.828886197534,8242.412833285269,-0.22786464109577997
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2025,8242.412833285269,9772.982715069804,0.18569439710707614
vol_expansion_short-btc-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1H,vol_expansion_short,2026,9772.982715069804,9800.032275913989,0.0027677896945907943
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,12412.354985869117,0.24123549858691162
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,12412.354985869117,5819.62845027555,-0.531142280663023
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,5819.62845027555,11339.8228852453,0.9485475717454741
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,11339.8228852453,9636.250721136657,-0.1502291685988525
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,9636.250721136657,8621.245125687119,-0.10533200357927297
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,8621.245125687119,8851.405767022046,0.026696914190406318
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,8851.405767022046,8604.9510120426,-0.02784357213604083
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,18029.44443257031,0.8029444432570312
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,18029.44443257031,10684.075824956291,-0.40740959240788155
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,10684.075824956291,21078.996840138032,0.9729359081204636
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,21078.996840138032,17027.333715200297,-0.19221328015110628
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,17027.333715200297,15741.90207702395,-0.07549224439225288
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,15741.90207702395,15300.411364894666,-0.02804557606629121
donchian_breakdown-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,15300.411364894666,15989.40064011168,0.04503076804835682
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,10789.08908359285,0.07890890835928488
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,10789.08908359285,10084.64598299242,-0.06529217574741197
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,10084.64598299242,16714.564526771217,0.6574269989209376
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,16714.564526771217,16302.52074172817,-0.024651781048982024
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,16302.52074172817,15685.68219812103,-0.03783700406700119
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,15685.68219812103,12357.493490926903,-0.21218004197438145
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,12357.493490926903,13950.781900335653,0.1289329758157325
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14908.453578611081,0.49084535786110806
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,14908.453578611081,12513.198479277948,-0.16066422226176214
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,12513.198479277948,18402.29506191119,0.4706307977441322
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,18402.29506191119,17166.545037934127,-0.06715195141799468
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,17166.545037934127,13207.377498610465,-0.2306327528675578
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,13207.377498610465,10160.300641766042,-0.23071021155903237
donchian_breakdown-btc-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,10160.300641766042,11570.957614480367,0.13884008184910646
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2020,10000.0,8662.400797186572,-0.13375992028134276
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2021,8662.400797186572,11245.187424750897,0.29816060097371366
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2022,11245.187424750897,15498.721159348834,0.3782536985764966
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2023,15498.721159348834,15522.466595046813,0.0015320899998034765
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2024,15522.466595046813,15057.17745992311,-0.029975206084333017
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2025,15057.17745992311,13813.346650181284,-0.08260716944144841
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2026,13813.346650181284,13690.640527214744,-0.008883156708800133
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2019,10000.0,10000.0,0.0
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,8514.75363441295,-0.14852463655870507
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2021,8514.75363441295,8155.392779730264,-0.04220449235669066
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2022,8155.392779730264,6625.67635440478,-0.18757115281160974
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2023,6625.67635440478,5762.537207076388,-0.13027185469972036
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2024,5762.537207076388,5600.82473838956,-0.02806272009632238
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2025,5600.82473838956,6302.1799940594055,0.12522356767612597
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2026,6302.1799940594055,6082.931045978702,-0.034789382132432434
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,13152.667211237927,0.3152667211237927
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2021,13152.667211237927,12823.307208345566,-0.025041308930172645
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2022,12823.307208345566,19616.862230445353,0.5297818192859371
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2023,19616.862230445353,19139.982115764764,-0.024309704022923317
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2024,19139.982115764764,19661.429718962623,0.027243891872206438
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2025,19661.429718962623,17528.71676514725,-0.10847191604578288
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2026,17528.71676514725,19912.48751446285,0.13599231371319243
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2020,10000.0,8283.953490395003,-0.1716046509604997
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2021,8283.953490395003,10882.269106615686,0.31365647081835424
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2022,10882.269106615686,15805.353260929774,0.4523950020057108
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2023,15805.353260929774,14462.43601234395,-0.08496597490835367
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2024,14462.43601234395,15820.990675036532,0.093936779497799
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2025,15820.990675036532,14761.929112949869,-0.06694028103800886
ema_death_cross-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2026,14761.929112949869,14838.318286222426,0.0051747419113092885
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2019,10000.0,10000.0,0.0
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,8208.48050755474,-0.17915194924452604
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2021,8208.48050755474,7014.493504348424,-0.14545773753222901
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2022,7014.493504348424,5887.9112799746135,-0.16060777926095726
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2023,5887.9112799746135,4612.0515459239305,-0.21669139927260994
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2024,4612.0515459239305,4334.055062112137,-0.06027610078588186
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2025,4334.055062112137,4748.680349123536,0.09566682496399515
ma_rebound_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2026,4748.680349123536,4877.234663090004,0.02707158716004021
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,18900.183209600855,0.8900183209600854
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2021,18900.183209600855,17722.01855420503,-0.06233614999019388
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2022,17722.01855420503,33329.19925771111,0.8806660852864783
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2023,33329.19925771111,31898.551620558257,-0.04292475273980234
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2024,31898.551620558257,34724.9210264848,0.0886049448121331
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2025,34724.9210264848,32898.82921406073,-0.052587356815910535
vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2026,32898.82921406073,38526.51614928475,0.1710604015299968
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,11110.513281938436,0.11105132819384367
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,11110.513281938436,5642.872285901459,-0.49211416766184235
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,5642.872285901459,10794.23954418151,0.9128980769510915
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,10794.23954418151,9895.957728848205,-0.08321862894153687
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,9895.957728848205,12329.479422870709,0.24591067996667193
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,12329.479422870709,12820.167606235862,0.039797964418103904
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,12820.167606235862,12668.436173077222,-0.01183537047400507
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,16441.56225751502,0.6441562257515019
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,16441.56225751502,9911.92422649324,-0.39714218933406087
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,9911.92422649324,20667.36513321779,1.0851012034551983
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,20667.36513321779,17886.978343240706,-0.13453029798695948
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,17886.978343240706,20935.331874434753,0.17042305708085048
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,20935.331874434753,18677.09367211402,-0.10786732285234923
donchian_breakdown-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,18677.09367211402,19000.419161942424,0.017311338450432867
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,10831.474734178893,0.08314747341788942
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,10831.474734178893,9356.929743239763,-0.13613520108080757
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,9356.929743239763,14753.843972428149,0.5767825961381801
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,14753.843972428149,14332.209237293493,-0.02857795811875219
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,14332.209237293493,15238.283917670253,0.06321947059069477
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,15238.283917670253,11976.895221975643,-0.2140259830644523
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,11976.895221975643,13421.965465950125,0.12065482891784973
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14889.89990285643,0.48898999028564294
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,14889.89990285643,10997.416573645794,-0.2614176961971325
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,10997.416573645794,18731.286475803146,0.703244243806386
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,18731.286475803146,16505.475187146476,-0.11882853276158833
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,16505.475187146476,13247.60294245659,-0.19738130576373414
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,13247.60294245659,9932.467955798731,-0.25024413858550554
donchian_breakdown-btc-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,9932.467955798731,10790.113848700694,0.08634771304761735
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2020,10000.0,9790.241937121074,-0.02097580628789253
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2021,9790.241937121074,14752.347456028141,0.5068419708906833
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2022,14752.347456028141,23231.909306077847,0.5747940709317259
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2023,23231.909306077847,22932.507693783537,-0.012887516404688326
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2024,22932.507693783537,24326.57400494301,0.06078996373943757
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2025,24326.57400494301,24425.583077810297,0.0040699965744115385
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2026,24425.583077810297,24487.671609325895,0.0025419467497584947
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,8428.198003489608,-0.15718019965103924
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2021,8428.198003489608,8881.005437293876,0.05372529615663835
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2022,8881.005437293876,10995.07346621345,0.2380437714903314
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2023,10995.07346621345,11010.800485142365,0.0014303696084654316
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2024,11010.800485142365,12161.644079447973,0.10451952116092933
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2025,12161.644079447973,12164.89275458932,0.0002671246683527695
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2026,12164.89275458932,12684.694202478446,0.04272963669926533
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,13600.138298723326,0.36001382987233255
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2021,13600.138298723326,12291.344793891303,-0.09623383792758067
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2022,12291.344793891303,19125.504580568944,0.5560140001990801
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2023,19125.504580568944,19169.95184502905,0.002323978657549297
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2024,19169.95184502905,19863.518158097027,0.03617986725656941
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2025,19863.518158097027,18198.09299847715,-0.08384341315392785
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2026,18198.09299847715,20534.538193040386,0.12838956228868348
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2020,10000.0,9592.650789340774,-0.04073492106592258
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2021,9592.650789340774,14017.826791203459,0.46130898528901754
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2022,14017.826791203459,22007.674066310377,0.5699776002454782
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2023,22007.674066310377,21419.975841079657,-0.02670424068713273
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2024,21419.975841079657,23723.165912643264,0.1075253346993279
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2025,23723.165912643264,21111.51023254179,-0.11008883425249716
ema_death_cross-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2026,21111.51023254179,21486.62068528388,0.01776805394830938
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,8887.67999324534,-0.11123200067546601
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2021,8887.67999324534,8731.769178140887,-0.017542352472517675
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2022,8731.769178140887,10680.236829677462,0.2231469490071234
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2023,10680.236829677462,9998.571468969096,-0.06382492931375872
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2024,9998.571468969096,12479.977463548868,0.24817605217714345
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2025,12479.977463548868,11299.246425271916,-0.09461002968359478
ma_rebound_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2026,11299.246425271916,12327.94462315329,0.09104131011609629
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,19543.19231048049,0.9543192310480488
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2021,19543.19231048049,16468.43456037831,-0.15733139710513244
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2022,16468.43456037831,34086.72382884366,1.069821737085654
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2023,34086.72382884366,33514.09379383437,-0.016799210093776606
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2024,33514.09379383437,35370.82933801194,0.05540163358136696
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2025,35370.82933801194,35083.94226403713,-0.008110838206061177
vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2026,35083.94226403713,41085.415514978544,0.1710604015299968
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,11640.100605465837,0.16401006054658374
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,11640.100605465837,7718.012649803225,-0.33694622483081627
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,7718.012649803225,14524.000794563659,0.8818316908218538
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,14524.000794563659,13331.665991309606,-0.08209410203973166
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,13331.665991309606,14436.669613237342,0.08288563654745351
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,14436.669613237342,14519.346203216743,0.005726846439956912
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,14519.346203216743,14063.376853357197,-0.03140426183642664
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,15506.278462206017,0.5506278462206018
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,15506.278462206017,10071.517935767739,-0.3504877420900576
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,10071.517935767739,21071.095790132986,1.0921469757107434
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,21071.095790132986,19237.31020149437,-0.08702848712297762
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,19237.31020149437,19112.943071601363,-0.00646489184768384
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,19112.943071601363,15710.636802101772,-0.17801058982668394
donchian_breakdown-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,15710.636802101772,16427.45442797582,0.045626261678848756
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,12176.66032345016,0.21766603234501591
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,12176.66032345016,10252.227346371805,-0.1580427576986957
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,10252.227346371805,17889.184629266274,0.7449071333359709
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,17889.184629266274,16644.330446425407,-0.06958697160541993
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,16644.330446425407,17525.773478525032,0.052957554221649605
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,17525.773478525032,14053.521726896273,-0.19812259675063326
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,14053.521726896273,15610.770265744264,0.1108084200608348
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,15902.5031082679,0.59025031082679
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2021,15902.5031082679,12746.271348431324,-0.19847389674117488
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2022,12746.271348431324,23289.619800715067,0.8271711910151125
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2023,23289.619800715067,21532.404280774386,-0.07545058850152331
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2024,21532.404280774386,16230.89437008825,-0.24621077337934294
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2025,16230.89437008825,11421.476591179444,-0.29631255488742714
donchian_breakdown-btc-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,BTC-USDT-SWAP,4H,donchian_breakdown,2026,11421.476591179444,12304.568132718412,0.07731850908147564
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2020,10000.0,10042.153645509186,0.004215364550918643
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2021,10042.153645509186,13856.905238020818,0.3798738524795997
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2022,13856.905238020818,15013.35081285986,0.08345626638666537
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2023,15013.35081285986,14473.888524481754,-0.035932170979181
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2024,14473.888524481754,18314.582895193453,0.2653533198224778
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2025,18314.582895193453,17189.81648147158,-0.061413706233902965
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2026,17189.81648147158,17664.37133967489,0.02760674372031957
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,8143.309375398803,-0.18566906246011972
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2021,8143.309375398803,12705.017917810777,0.5601787101682567
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2022,12705.017917810777,14545.789004421,0.14488535935314983
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2023,14545.789004421,14671.529761289104,0.008644478263082789
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2024,14671.529761289104,13685.856527352398,-0.06718271713815482
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2025,13685.856527352398,13188.69153231668,-0.03632691852658909
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2026,13188.69153231668,13403.27722257594,0.016270430598323893
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,13340.641596176054,0.3340641596176055
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2021,13340.641596176054,15384.65154490511,0.1532167650253753
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2022,15384.65154490511,22893.329141315677,0.48806289661446334
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2023,22893.329141315677,22132.019313435543,-0.03325465786040682
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2024,22132.019313435543,21684.121533000118,-0.020237546971754283
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2025,21684.121533000118,19567.055655787288,-0.09763207949148223
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2026,19567.055655787288,21890.617814983052,0.11874868657147863
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2020,10000.0,10591.466513668372,0.05914665136683728
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2021,10591.466513668372,13798.078482053596,0.302754294152473
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2022,13798.078482053596,15575.888678418487,0.12884476622431107
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2023,15575.888678418487,15687.525059755655,0.007167255984042109
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2024,15687.525059755655,18079.22583356807,0.15245876992719642
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2025,18079.22583356807,15526.880818121943,-0.14117557017884785
ema_death_cross-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ema_death_cross,2026,15526.880818121943,16209.056236914981,0.04393512301561864
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,8017.96832804181,-0.19820316719581899
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2021,8017.96832804181,12333.665485809252,0.5382532059491738
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2022,12333.665485809252,13747.389688097388,0.11462319972231505
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2023,13747.389688097388,14087.057197255835,0.02470778212190594
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2024,14087.057197255835,14869.431477968747,0.05553851807070953
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2025,14869.431477968747,11808.057164658276,-0.20588375001736603
ma_rebound_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,BTC-USDT-SWAP,4H,ma_rebound_short,2026,11808.057164658276,12098.186221899923,0.02457043129076375
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,19579.805834183007,0.9579805834183008
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2021,19579.805834183007,19692.876977603155,0.005774885837874111
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2022,19692.876977603155,38009.99987274277,0.9301395075981942
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2023,38009.99987274277,36044.91909731923,-0.05169904714555673
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2024,36044.91909731923,36258.25292556959,0.005918554780893537
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2025,36258.25292556959,35438.00363634246,-0.02262241622371952
vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,4H,vol_expansion_short,2026,35438.00363634246,41500.04276779668,0.17106040152999658
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,8921.721964565888,-0.10782780354341126
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,8921.721964565888,11498.649310416657,0.28883744148108037
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,11498.649310416657,14488.863088333697,0.26004913248447337
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,14488.863088333697,10863.163122778375,-0.25024047390403625
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,10863.163122778375,9067.871578442593,-0.16526416146429146
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,9067.871578442593,8491.943128832563,-0.06351307962710973
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,8491.943128832563,9315.595417916953,0.09699220503348127
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,9250.197917273808,-0.0749802082726192
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,9250.197917273808,8457.02927480054,-0.08574612668471737
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,8457.02927480054,15395.806395771859,0.8204745301812819
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,15395.806395771859,11305.870944857339,-0.2656525644566261
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,11305.870944857339,9191.47374642549,-0.1870176308171656
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,9191.47374642549,8680.70999237113,-0.05556929912931463
donchian_breakdown-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,8680.70999237113,9329.941233141622,0.07479010833688204
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,9396.292521915386,-0.06037074780846141
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,9396.292521915386,12334.425655144161,0.3126906837325507
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,12334.425655144161,10737.474292480329,-0.12947107610136777
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,10737.474292480329,9066.917145287609,-0.15558194615307663
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,9066.917145287609,7674.183679441152,-0.15360606516298747
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,7674.183679441152,8815.71772216393,0.14874989841341746
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,8815.71772216393,8800.742274345888,-0.0016987213395446288
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,9742.241000282773,-0.025775899971722693
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,9742.241000282773,10492.025505109748,0.07696222099260464
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,10492.025505109748,12566.449535085021,0.19771435257806047
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,12566.449535085021,10774.159235919538,-0.14262503455422948
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,10774.159235919538,9217.383604634872,-0.144491611567666
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,9217.383604634872,9597.002206197505,0.041185071365777315
donchian_breakdown-btc-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,9597.002206197505,11042.724464710003,0.1506431099472798
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2020,10000.0,7899.051582241242,-0.21009484177587578
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2021,7899.051582241242,9506.808315807335,0.2035379458947546
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2022,9506.808315807335,15267.125469109289,0.605914936112055
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2023,15267.125469109289,13804.120089539554,-0.09582716684485915
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2024,13804.120089539554,14071.90300712295,0.019398767603182154
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2025,14071.90300712295,12124.897772270067,-0.13836118923413154
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2026,12124.897772270067,12124.897772270067,0.0
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,7729.1531228588965,-0.2270846877141104
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2021,7729.1531228588965,10370.871256372238,0.34178623343616854
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2022,10370.871256372238,15776.609195702056,0.521242411143455
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2023,15776.609195702056,13277.412789173382,-0.15841150500257795
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2024,13277.412789173382,12743.071706231129,-0.04024436774142959
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2025,12743.071706231129,12544.284442317005,-0.015599634726760625
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2026,12544.284442317005,12456.052691885621,-0.007033621633589671
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,11269.125865274305,0.12691258652743054
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2022,11269.125865274305,9422.782862692016,-0.16384083598460608
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2023,9422.782862692016,9422.782862692016,0.0
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2024,9422.782862692016,7784.394343769984,-0.17387522802939315
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2025,7784.394343769984,8328.38475154596,0.06988217499686966
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2026,8328.38475154596,7286.840940202648,-0.12505952143360988
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2020,10000.0,7149.98673198856,-0.285001326801144
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2021,7149.98673198856,8605.28034459226,0.2035379458947546
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2022,8605.28034459226,14087.251919416854,0.637047412205412
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2023,14087.251919416854,12372.418790060898,-0.12172942878890058
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2024,12372.418790060898,9847.018845905568,-0.20411529766386927
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2025,9847.018845905568,8202.396638334823,-0.16701727023246082
ema_death_cross-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2026,8202.396638334823,8202.396638334823,0.0
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,7729.1531228588965,-0.2270846877141104
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2021,7729.1531228588965,9716.33631009628,0.2571023184105783
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2022,9716.33631009628,16226.523281662761,0.6700248698474673
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2023,16226.523281662761,13656.055307655191,-0.15841150500257806
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2024,13656.055307655191,10918.755549577798,-0.20044586056582114
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2025,10918.755549577798,11648.628018178695,0.06684575593682185
ma_rebound_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2026,11648.628018178695,12330.842549801031,0.058566084397036366
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,11269.125865274305,0.12691258652743054
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2022,11269.125865274305,9658.642590041392,-0.14291110903247617
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2023,9658.642590041392,9658.642590041392,0.0
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2024,9658.642590041392,7979.2439072435345,-0.17387522802939337
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2025,7979.2439072435345,8576.242505512577,0.07481894339977369
vol_expansion_short-btc-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2026,8576.242505512577,7967.4429177992015,-0.07098675058710802
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,9494.938502347988,-0.05050614976520118
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,9494.938502347988,9820.092166849272,0.03424494686520374
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,9820.092166849272,14273.512855329678,0.453500905369737
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,14273.512855329678,11225.695761263794,-0.2135295722193461
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,11225.695761263794,10992.585882773139,-0.02076573991030839
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,10992.585882773139,9791.665067339696,-0.1092482540723605
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,9791.665067339696,10741.380253170284,0.09699220503348127
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,9494.938502347988,-0.05050614976520118
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,9494.938502347988,7649.3911431215565,-0.19437170222535394
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,7649.3911431215565,12926.916073436307,0.6899274506390456
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,12926.916073436307,10024.714944858943,-0.22450839102615794
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,10024.714944858943,8411.397840831409,-0.16093396300060425
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,8411.397840831409,7522.460788056002,-0.10568244061174281
donchian_breakdown-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,7522.460788056002,7656.767064305974,0.017854034741293878
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,13927.486008376336,0.3927486008376335
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,13927.486008376336,14407.343494070865,0.03445399158225193
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,14407.343494070865,13032.653539882922,-0.09541592138437438
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,13032.653539882922,12130.482895013836,-0.06922386466487696
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,12130.482895013836,14861.905997107815,0.2251701870184173
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,14861.905997107815,14441.677514019935,-0.028275544413324805
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,11426.493372704332,0.14264933727043316
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,11426.493372704332,16663.327104601132,0.4583062853216697
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,16663.327104601132,15304.669217979115,-0.08153581083137107
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,15304.669217979115,13773.581158864474,-0.10004058482466249
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,13773.581158864474,15294.99257382406,0.11045866702432927
donchian_breakdown-btc-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,15294.99257382406,16222.955307817168,0.060671015661768246
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2021,10000.0,10126.776319339842,0.012677631933984301
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2022,10126.776319339842,12316.315547444727,0.21621285580519456
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2023,12316.315547444727,11548.864479257389,-0.06231174130209427
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2024,11548.864479257389,9424.810447171174,-0.18391886370310884
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2025,9424.810447171174,9995.867599551848,0.060590836874822696
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2026,9995.867599551848,9995.867599551848,0.0
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,9283.007725455258,-0.07169922745447421
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2021,9283.007725455258,11474.175102379964,0.23604067148584074
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2022,11474.175102379964,15934.822904844486,0.3887554236068176
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2023,15934.822904844486,15345.612044184496,-0.036976304297731466
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2024,15345.612044184496,14872.795986643985,-0.03081115671236412
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2025,14872.795986643985,16480.309061695414,0.10808412059810424
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2026,16480.309061695414,16453.118069666078,-0.0016499078947819212
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10862.142587417118,0.08621425874171185
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2022,10862.142587417118,8749.606410052156,-0.19448613939317627
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2023,8749.606410052156,8749.606410052156,0.0
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2024,8749.606410052156,7711.64553481332,-0.11862943618199262
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2025,7711.64553481332,8671.798175193186,0.12450684306551296
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2026,8671.798175193186,7587.307245434675,-0.12505952143360988
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2021,10000.0,10126.776319339842,0.012677631933984301
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2022,10126.776319339842,12316.315547444727,0.21621285580519456
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2023,12316.315547444727,11502.048573026883,-0.06611287046691328
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2024,11502.048573026883,8708.181242599434,-0.2429017155238994
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2025,8708.181242599434,9992.404116270058,0.14747314483859753
ema_death_cross-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2026,9992.404116270058,9992.404116270058,0.0
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,9283.007725455258,-0.07169922745447421
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2021,9283.007725455258,11474.175102379964,0.23604067148584074
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2022,11474.175102379964,21056.632380083905,0.8351325644068615
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2023,21056.632380083905,20278.035933712457,-0.036976304297731466
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2024,20278.035933712457,17213.623780981394,-0.15111977130075227
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2025,17213.623780981394,20671.638701627107,0.2008882594765622
ma_rebound_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2026,20671.638701627107,22000.93814058671,0.06430546983461793
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10862.142587417118,0.08621425874171185
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2022,10862.142587417118,8968.615996960927,-0.17432348868718428
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2023,8968.615996960927,8968.615996960927,0.0
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2024,8968.615996960927,7904.674137908652,-0.11862943618199273
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2025,7904.674137908652,8929.804369038093,0.12968658963602264
vol_expansion_short-btc-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2026,8929.804369038093,8295.906573501517,-0.07098675058710813
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,7151.484743526084,-0.2848515256473917
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,7151.484743526084,10394.689549453024,0.453500905369737
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,10394.689549453024,8016.443560076034,-0.2287943259933275
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,8016.443560076034,7079.629396309621,-0.11686156794416791
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,7079.629396309621,6305.801980057914,-0.10930337916488653
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,6305.801980057914,6917.415618608224,0.09699220503348127
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,6789.961003200679,-0.32100389967993204
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,6789.961003200679,11474.541488077459,0.6899274506390454
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,11474.541488077459,8615.354578323611,-0.24917657169348906
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,8615.354578323611,6533.843679330701,-0.2416047859748024
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,6533.843679330701,5788.995301004511,-0.1139984999461281
donchian_breakdown-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,5788.995301004511,5892.352224225832,0.017854034741293878
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,11023.002381388525,0.10230023813885247
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,11023.002381388525,13949.332080903334,0.2654748314720212
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,13949.332080903334,12256.271320719748,-0.121372173976802
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,12256.271320719748,11407.84485351823,-0.06922386466487707
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,11407.84485351823,11741.74615482453,0.029269446209493566
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,11741.74615482453,11217.73781268585,-0.0446278036698462
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,11023.002381388525,0.10230023813885247
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2022,11023.002381388525,14162.290490886453,0.2847942875162912
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2023,14162.290490886453,12944.481735352816,-0.08598953370694573
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2024,12944.481735352816,11649.508212295957,-0.1000405848246626
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2025,11649.508212295957,12382.59754509561,0.06292877943344277
donchian_breakdown-btc-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,BTC-USDT-SWAP,1D,donchian_breakdown,2026,12382.59754509561,12912.841337823731,0.042821693170358666
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2021,10000.0,8528.788228462421,-0.14712117715375794
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2022,8528.788228462421,7678.19236239995,-0.09973232342947003
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2023,7678.19236239995,7450.360764644452,-0.029672556638615677
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2024,7450.360764644452,7450.360764644452,0.0
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2025,7450.360764644452,7836.6841296307375,0.05185297426395463
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2026,7836.6841296307375,9269.967292849506,0.18289408371067073
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,10000.0,0.0
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2021,10000.0,10000.0,0.0
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2022,10000.0,11353.345560801341,0.135334556080134
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2023,11353.345560801341,10648.664830522122,-0.06206811256694289
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2024,10648.664830522122,10234.000185308862,-0.038940529335162566
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2025,10234.000185308862,9732.480111803536,-0.04900528282433192
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2026,9732.480111803536,10314.436607760004,0.059795292594605254
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10830.810497370947,0.08308104973709463
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2022,10830.810497370947,8209.428525734522,-0.2420300837386763
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2023,8209.428525734522,8209.428525734522,0.0
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2024,8209.428525734522,6963.748552486314,-0.15173772076135505
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2025,6963.748552486314,8035.637851498199,0.15392418191624402
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2026,8035.637851498199,7030.704827376033,-0.12505952143360988
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2021,10000.0,8525.381662961676,-0.14746183370383237
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2022,8525.381662961676,7606.786503722102,-0.1077482739840715
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2023,7606.786503722102,7381.07370035255,-0.029672556638615677
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2024,7381.07370035255,7381.07370035255,0.0
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2025,7381.07370035255,7763.804324977284,0.05185297426395463
ema_death_cross-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ema_death_cross,2026,7763.804324977284,10466.828599801713,0.348157187080103
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,10000.0,0.0
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2021,10000.0,10000.0,0.0
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2022,10000.0,11411.593751346267,0.14115937513462673
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2023,11411.593751346267,10703.297665819488,-0.06206811256694267
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2024,10703.297665819488,10286.505589080669,-0.038940529335162344
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2025,10286.505589080669,9782.412473413699,-0.04900528282433203
ma_rebound_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,BTC-USDT-SWAP,1D,ma_rebound_short,2026,9782.412473413699,11086.766123299738,0.13333660315704
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10830.810497370947,0.08308104973709463
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2022,10830.810497370947,8414.917031836076,-0.2230574956621484
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2023,8414.917031836076,8414.917031836076,0.0
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2024,8414.917031836076,7081.592270255726,-0.15844776086751589
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2025,7081.592270255726,8209.260999339867,0.15923943176178068
vol_expansion_short-btc-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,BTC-USDT-SWAP,1D,vol_expansion_short,2026,8209.260999339867,7626.512236275255,-0.07098675058710802
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,5171.3086673702255,-0.4828691332629774
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,5171.3086673702255,7428.6885373325185,0.43652004070185235
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,7428.6885373325185,15260.331241471848,1.0542429750260474
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,15260.331241471848,10197.886652258452,-0.33173884033759193
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,10197.886652258452,10841.08247220507,0.06307148156075781
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,10841.08247220507,14233.340297469938,0.31290766710447193
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,14233.340297469938,19617.65475613597,0.3782888869468768
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,11761.276078602463,0.17612760786024628
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,11761.276078602463,11177.90816318753,-0.049600733076597514
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,11177.90816318753,29859.09577976481,1.6712597154895654
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,29859.09577976481,21653.949296723473,-0.2747955444987681
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,21653.949296723473,25153.75077673546,0.16162416527601042
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,25153.75077673546,34328.06283813946,0.3647293854039957
donchian_breakdown-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,34328.06283813946,50174.333102739656,0.4616127143357047
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,7507.423918757362,-0.24925760812426379
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,7507.423918757362,9231.299504616012,0.22962278466139785
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,9231.299504616012,17324.099230727148,0.8766696088740722
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,17324.099230727148,12544.955111153771,-0.2758668174271812
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,12544.955111153771,16647.03515584339,0.3269904123485019
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,16647.03515584339,24626.396385983273,0.4793262677371708
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,24626.396385983273,28120.674491372036,0.14189157238521588
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,15014.139057139246,0.5014139057139246
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,15014.139057139246,17565.13899616475,0.16990650807996222
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,17565.13899616475,38467.327855980984,1.1899814094485737
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,38467.327855980984,27572.60748210155,-0.28322009822643557
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,27572.60748210155,32776.55210055448,0.18873603527816551
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,32776.55210055448,48719.17059844337,0.48640315945920354
donchian_breakdown-eth-1H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,48719.17059844337,51072.38977878516,0.04830170857664351
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2020,10000.0,14147.524486878949,0.41475244868789485
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2021,14147.524486878949,13943.617799956459,-0.014412888071803853
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2022,13943.617799956459,17168.80849829577,0.231302287871759
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2023,17168.80849829577,14837.89561199403,-0.13576439428124054
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2024,14837.89561199403,12342.025680939549,-0.168209158247277
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2025,12342.025680939549,8207.588304970435,-0.3349885572150564
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2026,8207.588304970435,8475.952085610332,0.032697032388598
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,10000.0,0.0
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2020,10000.0,9959.317869913433,-0.004068213008656674
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2021,9959.317869913433,23457.058911956174,1.3552877032691861
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2022,23457.058911956174,32295.67351808378,0.3767997786637489
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2023,32295.67351808378,19436.378807981928,-0.3981739133850657
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2024,19436.378807981928,13310.935905096938,-0.315153504847799
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2025,13310.935905096938,11592.543594764871,-0.12909628012513163
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2026,11592.543594764871,9736.75847378451,-0.16008437715243296
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,6853.832762007241,-0.31461672379927585
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2021,6853.832762007241,4885.418393441352,-0.28719906611631585
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2022,4885.418393441352,6637.957867241421,0.3587286354333221
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2023,6637.957867241421,5200.226067314993,-0.21659248652687146
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2024,5200.226067314993,6512.596843830772,0.2523680239142736
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2025,6512.596843830772,8900.078671331077,0.36659444531130614
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2026,8900.078671331077,9761.465645693996,0.09678419777766867
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2020,10000.0,9978.603270342523,-0.0021396729657476854
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2021,9978.603270342523,7392.698475931827,-0.2591449649167116
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2022,7392.698475931827,8642.736443533082,0.16909089037933356
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2023,8642.736443533082,7252.785533324095,-0.16082301239777086
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2024,7252.785533324095,8019.183197649167,0.1056694232586548
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2025,8019.183197649167,5340.082026473178,-0.3340865403799941
ema_death_cross-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2026,5340.082026473178,5726.61375499835,0.07238310696520389
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,10000.0,0.0
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2020,10000.0,8896.99500359468,-0.11030049964053201
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2021,8896.99500359468,20836.396123922474,1.3419588429018878
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2022,20836.396123922474,35871.974570576815,0.7216016799273577
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2023,35871.974570576815,26465.0497127697,-0.26223604834741754
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2024,26465.0497127697,18930.507086357436,-0.2846978452028661
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2025,18930.507086357436,16828.40591757324,-0.11104304597836723
ma_rebound_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2026,16828.40591757324,12385.765922049313,-0.2639964841164577
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,12213.221911842094,0.22132219118420937
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2021,12213.221911842094,5723.479922172105,-0.5313701852397731
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2022,5723.479922172105,8260.324449658672,0.44323463382113437
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2023,8260.324449658672,6564.388794851377,-0.20531102199955042
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2024,6564.388794851377,7388.70083153325,0.12557331115554926
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2025,7388.70083153325,9494.044728553119,0.2849410126384808
vol_expansion_short-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2026,9494.044728553119,10256.010327047516,0.08025721600013136
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,6382.651252425569,-0.36173487475744315
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,6382.651252425569,11407.370060340945,0.7872463352914443
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,11407.370060340945,21435.423476527507,0.8790854827310512
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,21435.423476527507,14305.476839348821,-0.33262448231947517
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,14305.476839348821,13231.884562962048,-0.07504764003627873
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,13231.884562962048,17143.513121512842,0.29562142413938575
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,17143.513121512842,23288.051468499627,0.35841768857027345
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,16892.320365658175,0.6892320365658176
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,16892.320365658175,18540.16432606542,0.09754988804008757
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,18540.16432606542,49886.83039509546,1.6907437020372087
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,49886.83039509546,34311.1530655421,-0.312220223377524
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,34311.1530655421,35543.79159589495,0.035925301839848656
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,35543.79159589495,40789.83377372333,0.14759376932747537
donchian_breakdown-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,40789.83377372333,59010.71043207741,0.4467014197565058
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,8009.05040790648,-0.19909495920935194
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,8009.05040790648,8381.142452881202,0.04645894656967009
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,8381.142452881202,12470.261661822393,0.487895204255294
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,12470.261661822393,8781.321213076842,-0.29581900915834125
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,8781.321213076842,10863.084158280855,0.2370671673077991
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,10863.084158280855,16382.649777568422,0.5081029971658684
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,16382.649777568422,18355.340743188808,0.1204134247148132
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2019,10000.0,10000.0,0.0
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,18743.93029579682,0.874393029579682
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,18743.93029579682,20962.783783438434,0.11837717344367071
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,20962.783783438434,37916.34169763532,0.8087455411141997
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,37916.34169763532,25906.481883451794,-0.31674627024823254
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,25906.481883451794,27454.067823212903,0.05973740265943461
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,27454.067823212903,46381.88432127575,0.6894357739605728
donchian_breakdown-eth-1H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,46381.88432127575,47918.35445027446,0.03312651375601661
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2020,10000.0,8532.002867784648,-0.1467997132215353
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2021,8532.002867784648,6575.049271343633,-0.22936626097843094
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2022,6575.049271343633,7243.370740077023,0.10164508905601188
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2023,7243.370740077023,5763.200259653874,-0.2043482977108264
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2024,5763.200259653874,5469.388745368814,-0.0509806185882401
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2025,5469.388745368814,4071.2540502823954,-0.2556290584154005
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2026,4071.2540502823954,4217.50394710738,0.0359225671055432
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,10000.0,0.0
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2020,10000.0,7555.635981761518,-0.24443640182384818
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2021,7555.635981761518,8677.05199973188,0.14842112837057497
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2022,8677.05199973188,9894.461099179063,0.14030215555753278
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2023,9894.461099179063,7004.253267754427,-0.29210361256202577
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2024,7004.253267754427,5875.367930988941,-0.16117140451824463
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2025,5875.367930988941,3936.8783499853203,-0.32993501067044406
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2026,3936.8783499853203,3274.1922572903304,-0.16832780537845693
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,7685.08913599162,-0.23149108640083793
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2021,7685.08913599162,5868.673837083906,-0.23635578804166202
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2022,5868.673837083906,7030.182813601653,0.1979167711073362
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2023,7030.182813601653,5748.012895485286,-0.1823807363352895
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2024,5748.012895485286,6447.022935190734,0.12160898947434107
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2025,6447.022935190734,8294.325724551436,0.28653578681677994
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2026,8294.325724551436,8779.843581193867,0.05853614540423524
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2019,10000.0,10000.0,0.0
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2020,10000.0,7823.681533164182,-0.21763184668358182
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2021,7823.681533164182,6186.564042347445,-0.20925155042125376
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2022,6186.564042347445,7686.606742046235,0.24246782049468774
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2023,7686.606742046235,6027.999441277776,-0.21577886789703582
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2024,6027.999441277776,7276.346570968721,0.20709144747802566
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2025,7276.346570968721,5485.9291620950535,-0.24605994112719998
ema_death_cross-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2026,5485.9291620950535,5762.931316473569,0.05049320656425116
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2019,10000.0,10000.0,0.0
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2020,10000.0,5681.339353495222,-0.43186606465047783
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2021,5681.339353495222,9096.87329267635,0.6011846374006604
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2022,9096.87329267635,16200.669038870801,0.7809052096958995
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2023,16200.669038870801,12275.987611549574,-0.24225428085127898
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2024,12275.987611549574,8903.667210273701,-0.2747086839761148
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2025,8903.667210273701,6025.639053031575,-0.3232407601579321
ma_rebound_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2026,6025.639053031575,5047.228111520455,-0.16237463493915538
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2019,10000.0,10000.0,0.0
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,12211.99669467959,0.221199669467959
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2021,12211.99669467959,5384.671668433528,-0.5590670548756804
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2022,5384.671668433528,6704.484086719684,0.24510545852280474
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2023,6704.484086719684,5461.133017704253,-0.18545067046669172
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2024,5461.133017704253,5548.453843949702,0.015989507298644234
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2025,5548.453843949702,6639.542948921052,0.19664741487597048
vol_expansion_short-eth-1H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2026,6639.542948921052,7496.268159988949,0.1290337629651328
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,5156.346103069495,-0.48436538969305043
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,5156.346103069495,7362.021890442357,0.4277594527760378
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,7362.021890442357,10702.770766966518,0.45378143752346634
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,10702.770766966518,7258.99202556319,-0.3217651593578321
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,7258.99202556319,7280.981880335789,0.0030293262060572257
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,7280.981880335789,9569.632842300021,0.3143327369273281
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,9569.632842300021,11936.369046451071,0.24731734677317196
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,11682.297148469514,0.16822971484695137
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,11682.297148469514,12174.535593209404,0.04213541553378297
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,12174.535593209404,29528.442390830893,1.4254265934629147
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,29528.442390830893,20145.176726380327,-0.31777042419833956
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,20145.176726380327,21240.43515645455,0.05436827112268383
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,21240.43515645455,24845.934839599897,0.16974697818512952
donchian_breakdown-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,24845.934839599897,33219.90266413917,0.33703573154320154
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,6737.372959834487,-0.32626270401655133
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,6737.372959834487,6687.495244324153,-0.0074031400380660806
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,6687.495244324153,8587.267431536395,0.2840782860854558
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,8587.267431536395,6097.110612705811,-0.28998244653305927
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,6097.110612705811,7384.633057472715,0.21116927780247696
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,7384.633057472715,10370.350217393478,0.4043148977997535
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,10370.350217393478,11567.165055589216,0.11540736938550089
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2020,10000.0,10789.918351655124,0.07899183516551234
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2021,10789.918351655124,10457.369168212545,-0.03082036143411293
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2022,10457.369168212545,18665.053424689224,0.7848708527404509
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2023,18665.053424689224,12627.757861441773,-0.3234545021586497
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2024,12627.757861441773,12783.60871348847,0.012341925918818886
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2025,12783.60871348847,22694.048418708026,0.775245857983957
donchian_breakdown-eth-1H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold240,ETH-USDT-SWAP,1H,donchian_breakdown,2026,22694.048418708026,22662.96219598096,-0.0013697962634749983
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2020,10000.0,10583.446390862688,0.058344639086268746
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2021,10583.446390862688,12189.168263730417,0.15172013100137627
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2022,12189.168263730417,12206.227251950804,0.0013995202831966758
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2023,12206.227251950804,13154.517297789538,0.07768903742859434
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2024,13154.517297789538,16659.854952053705,0.26647406171666965
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2025,16659.854952053705,17898.357535174255,0.07434053817904784
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2026,17898.357535174255,18392.47740171066,0.027606994975117205
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2020,10000.0,7410.3044772726,-0.25896955227274
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2021,7410.3044772726,9848.067515249619,0.32896934875667205
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2022,9848.067515249619,7951.063082710814,-0.19262707425607262
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2023,7951.063082710814,5190.052586830925,-0.34725048300567096
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2024,5190.052586830925,3872.820632966897,-0.2537993463122764
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2025,3872.820632966897,3018.518899443818,-0.220589026574312
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2026,3018.518899443818,3761.235002826671,0.24605315657281568
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,7175.00927740164,-0.28249907225983595
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2021,7175.00927740164,7345.9453431263,0.02382381110823628
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2022,7345.9453431263,11096.422815676495,0.510550691213564
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2023,11096.422815676495,9037.97750771714,-0.18550530582263702
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2024,9037.97750771714,10292.640055569922,0.138821162896398
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2025,10292.640055569922,12583.310192447634,0.22255418673055627
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2026,12583.310192447634,13412.140803876557,0.065867454489549
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2020,10000.0,11406.169357446572,0.14061693574465717
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2021,11406.169357446572,22757.958857924485,0.9952324171889351
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2022,22757.958857924485,26038.432107718738,0.1441461982717298
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2023,26038.432107718738,26655.026283574898,0.023680157595717066
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2024,26655.026283574898,37934.2074790394,0.4231540076332565
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2025,37934.2074790394,40997.95259670292,0.08076470608635722
ema_death_cross-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ema_death_cross,2026,40997.95259670292,39015.98288817701,-0.048343138693352716
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2020,10000.0,4846.311515845125,-0.5153688484154875
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2021,4846.311515845125,8476.232971848118,0.7490070426003124
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2022,8476.232971848118,9455.839301857655,0.11557095389698202
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2023,9455.839301857655,6180.1864311814,-0.3464158776506211
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2024,6180.1864311814,4008.369924998157,-0.35141601800644706
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2025,4008.369924998157,2381.000323506187,-0.4059928679094452
ma_rebound_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240,ETH-USDT-SWAP,1H,ma_rebound_short,2026,2381.000323506187,2531.450333655897,0.06318773192275828
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2020,10000.0,12617.772597875566,0.2617772597875565
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2021,12617.772597875566,6151.062973411292,-0.5125080179011201
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2022,6151.062973411292,7442.402142568116,0.20993756278204145
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2023,7442.402142568116,6057.696215677372,-0.18605631627598807
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2024,6057.696215677372,6316.504901511626,0.04272394597214291
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2025,6316.504901511626,7398.210882744071,0.17125071508668954
vol_expansion_short-eth-1H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold240-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1H,vol_expansion_short,2026,7398.210882744071,8296.161860935843,0.12137407170782266
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14715.502350097404,0.47155023500974047
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,14715.502350097404,10379.053236304242,-0.29468576815282543
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,10379.053236304242,21874.412063391108,1.1075537012256542
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,21874.412063391108,17749.204799430714,-0.18858597213976402
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,17749.204799430714,26009.52015258646,0.46539072857059427
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,26009.52015258646,26505.625874951187,0.019074005189418708
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,26505.625874951187,27512.49848857545,0.03798712840717311
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14244.444365181831,0.4244444365181832
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,14244.444365181831,15780.916875517089,0.10786468541313621
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,15780.916875517089,46822.6785014052,1.9670442389850669
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,46822.6785014052,41764.89408801559,-0.1080199718441528
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,41764.89408801559,51052.23328638849,0.22237190830175924
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,51052.23328638849,45621.2956702951,-0.10638002035341676
donchian_breakdown-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,45621.2956702951,51980.6382551096,0.13939416869642307
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,16612.016932986404,0.6612016932986404
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,16612.016932986404,20491.390684163518,0.23352816017625533
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,20491.390684163518,28410.811382031014,0.38647551159072413
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,28410.811382031014,25915.796007047902,-0.08781922281040988
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,25915.796007047902,34338.33618775878,0.32499639132906966
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,34338.33618775878,30609.932565715306,-0.10857845882971484
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,30609.932565715306,36355.56257479198,0.18770475879819704
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,12573.189888516183,0.2573189888516183
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,12573.189888516183,13889.580061798119,0.10469818597779001
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,13889.580061798119,30558.278967064776,1.2000865995302639
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,30558.278967064776,29716.2336360824,-0.027555391188421208
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,29716.2336360824,34106.78718938387,0.1477493280968929
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,34106.78718938387,32611.814369428223,-0.043832120910555106
donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,32611.814369428223,39538.99985183514,0.21241337277145722
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2020,10000.0,8651.732742394666,-0.13482672576053334
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2021,8651.732742394666,14799.596972468553,0.7105934051740315
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2022,14799.596972468553,20015.774385157732,0.3524540176595856
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2023,20015.774385157732,19685.99391092629,-0.016476028750403215
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2024,19685.99391092629,22882.27583977011,0.1623632488817237
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2025,22882.27583977011,32400.847734804614,0.41598012198117673
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2026,32400.847734804614,26946.32906674961,-0.16834493691953079
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,7230.605301672277,-0.2769394698327723
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2021,7230.605301672277,7307.754500191942,0.010669811903827986
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2022,7307.754500191942,7196.543755559273,-0.015218182908271927
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2023,7196.543755559273,5813.378765394521,-0.19219851044416547
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2024,5813.378765394521,7353.986089931583,0.26501065674713686
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2025,7353.986089931583,6610.974750222383,-0.10103518426917679
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2026,6610.974750222383,6002.5105054185215,-0.09203850684551373
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,19006.689586685796,0.9006689586685797
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2021,19006.689586685796,17589.02218240926,-0.07458781277038451
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2022,17589.02218240926,27888.170172727878,0.5855440901438382
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2023,27888.170172727878,27755.11251070486,-0.004771114820331102
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2024,27755.11251070486,30854.53292260177,0.11167025212747728
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2025,30854.53292260177,28926.958521373876,-0.062472972968451446
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2026,28926.958521373876,35063.241257253365,0.21213024284407367
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2020,10000.0,7955.369641810748,-0.2044630358189251
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2021,7955.369641810748,13694.671250246367,0.721437452544226
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2022,13694.671250246367,18325.16983388532,0.3381241140458666
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2023,18325.16983388532,16746.734526507586,-0.08613482558066277
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2024,16746.734526507586,17627.48871409181,0.05259259267471661
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2025,17627.48871409181,23756.9898404571,0.3477240136574433
ema_death_cross-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2026,23756.9898404571,19375.85022244773,-0.1844147616104328
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,6972.42717552756,-0.302757282447244
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2021,6972.42717552756,7025.843820297658,0.007661126237012983
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2022,7025.843820297658,10633.667212752469,0.5135074853260775
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2023,10633.667212752469,8866.993367775456,-0.16613965903111227
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2024,8866.993367775456,10784.079317896347,0.21620473486401703
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2025,10784.079317896347,11704.40708580222,0.08534133891046003
ma_rebound_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2026,11704.40708580222,11377.923638556818,-0.02789406117302906
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,15600.71959513569,0.560071959513569
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2021,15600.71959513569,15185.252201050653,-0.02663129681624299
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2022,15185.252201050653,36536.07252538736,1.406023425996143
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2023,36536.07252538736,36661.551379868535,0.0034343826746563444
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2024,36661.551379868535,37666.65352000629,0.027415701253975744
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2025,37666.65352000629,34866.58387264423,-0.07433815817682954
vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2026,34866.58387264423,54992.42004606102,0.5772242054721972
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14802.229763704925,0.4802229763704926
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,14802.229763704925,12984.821854919443,-0.12277933377589956
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,12984.821854919443,20425.46890307476,0.5730265021184213
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,20425.46890307476,17320.34971018325,-0.15202192946591686
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,17320.34971018325,21987.050040585284,0.2694345327022072
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,21987.050040585284,22662.86688798893,0.03073704049229775
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,22662.86688798893,21707.82398865161,-0.042141310014201405
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,11692.673246850509,0.1692673246850509
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,11692.673246850509,17146.263314700194,0.4664108842106438
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,17146.263314700194,37504.78740181129,1.187344654252271
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,37504.78740181129,32487.885080022243,-0.13376698467958148
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,32487.885080022243,37845.70426473893,0.16491745065951902
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,37845.70426473893,38526.76314080967,0.01799567188145268
donchian_breakdown-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,38526.76314080967,39996.31774154465,0.03814373388607728
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,15955.958352585938,0.5955958352585937
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,15955.958352585938,21248.533343334835,0.3316989724964494
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,21248.533343334835,24701.1432465933,0.1624869748641482
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,24701.1432465933,21574.196845138737,-0.12659116099356338
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,21574.196845138737,25441.79170888367,0.1792694713739209
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,25441.79170888367,19350.69529231858,-0.23941302901392048
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,19350.69529231858,21942.462465411354,0.1339366433061242
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,11074.442101939541,0.10744421019395411
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,11074.442101939541,12775.309075227718,0.15358489011291088
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,12775.309075227718,22739.633896567582,0.7799674170436657
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,22739.633896567582,21489.53506582715,-0.054974448420171296
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,21489.53506582715,22301.343615925176,0.037776924796710576
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,22301.343615925176,20997.31158435751,-0.05847324959543998
donchian_breakdown-eth-4H-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,20997.31158435751,23827.277103995268,0.134777517029657
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2020,10000.0,8847.61564182413,-0.11523843581758697
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2021,8847.61564182413,8326.317167707353,-0.05891965646117281
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2022,8326.317167707353,8338.236561956532,0.0014315325742582097
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2023,8338.236561956532,9094.099012782986,0.09065015668601939
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2024,9094.099012782986,7190.901867241061,-0.20927825206947104
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2025,7190.901867241061,8313.070812284794,0.15605399235885775
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2026,8313.070812284794,7517.651262308841,-0.09568299945196024
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,6046.368078368993,-0.3953631921631007
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2021,6046.368078368993,5470.0334425572055,-0.09531914503743777
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2022,5470.0334425572055,6105.171341771095,0.11611225157646698
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2023,6105.171341771095,5943.14426081916,-0.02653931755254091
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2024,5943.14426081916,7015.498382689321,0.18043548579827928
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2025,7015.498382689321,7788.1328449145185,0.1101325123431951
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2026,7788.1328449145185,6782.432732262633,-0.12913237776992792
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,18821.229512591006,0.8821229512591007
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2021,18821.229512591006,19748.206441137754,0.04925166700329653
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2022,19748.206441137754,28800.894612231492,0.45840558726568514
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2023,28800.894612231492,28108.008693491352,-0.024057791539776607
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2024,28108.008693491352,31418.300050854654,0.11777039752125273
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2025,31418.300050854654,27728.828076369235,-0.11743066838477967
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2026,27728.828076369235,32797.117528010065,0.18278051411628438
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2020,10000.0,8577.640141370714,-0.14223598586292863
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2021,8577.640141370714,7751.960835286493,-0.09625949474167095
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2022,7751.960835286493,8549.049349667326,0.10282411525514035
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2023,8549.049349667326,10172.097822367734,0.18985133975903024
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2024,10172.097822367734,6987.633207928652,-0.31305878787723274
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2025,6987.633207928652,6773.740653496092,-0.030610157698298
ema_death_cross-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2026,6773.740653496092,7012.150731976398,0.03519622180356974
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,6651.275711354236,-0.33487242886457647
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2021,6651.275711354236,6757.321867894293,0.015943731870718958
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2022,6757.321867894293,7737.812764226244,0.1451005169652353
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2023,7737.812764226244,7120.703876315242,-0.07975236758946191
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2024,7120.703876315242,7818.354074356459,0.09797489267342363
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2025,7818.354074356459,12293.470370182877,0.5723859847310344
ma_rebound_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2026,12293.470370182877,11460.090058450309,-0.06779048443097768
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,14807.647011734269,0.48076470117342684
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2021,14807.647011734269,15701.540755310643,0.06036703487515682
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2022,15701.540755310643,30697.394977741496,0.9550562238523561
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2023,30697.394977741496,30180.421216534076,-0.016840965221390114
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2024,30180.421216534076,31549.09820958243,0.04534983071404364
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2025,31549.09820958243,28546.916387670048,-0.09515903757276101
vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2026,28546.916387670048,45024.88751822413,0.577224205472197
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14681.799771405274,0.4681799771405275
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,14681.799771405274,11125.755276678237,-0.24220766868465937
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,11125.755276678237,17847.51180212158,0.6041618171786916
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,17847.51180212158,13630.081449052925,-0.236303547510041
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,13630.081449052925,13858.539208726625,0.016761290864448553
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,13858.539208726625,15711.075769708272,0.13367473534404817
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,15711.075769708272,15693.161720433074,-0.0011402178652678563
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,11165.527286466551,0.11655272864665522
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,11165.527286466551,13739.694464232205,0.23054595736698746
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,13739.694464232205,27957.417763828864,1.0347918097166482
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,27957.417763828864,23226.612877336072,-0.1692146580366044
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,23226.612877336072,28132.858386173746,0.21123379180375723
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,28132.858386173746,31750.995753678995,0.12860894964314862
donchian_breakdown-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,31750.995753678995,34730.43402505595,0.09383763251052435
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,14367.17735687268,0.436717735687268
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,14367.17735687268,13197.582032248753,-0.08140745364046342
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,13197.582032248753,18069.51656832586,0.3691535710232652
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,18069.51656832586,15300.65527866423,-0.15323383330106244
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,15300.65527866423,14748.718730901926,-0.03607273921999554
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,14748.718730901926,11926.111643718852,-0.19137981669343718
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,11926.111643718852,13927.290385881755,0.16779808892841186
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2020,10000.0,10567.91458793312,0.056791458793312044
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2021,10567.91458793312,14224.924985917174,0.3460484438585243
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2022,14224.924985917174,24294.358896698912,0.7078725491171718
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2023,24294.358896698912,21707.367691500618,-0.10648526335674624
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2024,21707.367691500618,22885.38610369351,0.054268137387018855
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2025,22885.38610369351,25160.486349854815,0.09941279713843776
donchian_breakdown-eth-4H-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120,ETH-USDT-SWAP,4H,donchian_breakdown,2026,25160.486349854815,28118.611717322627,0.1175702777098695
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2020,10000.0,10747.996749990032,0.0747996749990032
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2021,10747.996749990032,6666.68934941111,-0.379727264113911
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2022,6666.68934941111,7961.751580355931,0.1942586736937455
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2023,7961.751580355931,7080.925091490183,-0.11063224969729213
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2024,7080.925091490183,5666.403594237064,-0.19976507009699673
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2025,5666.403594237064,5306.772193666935,-0.06346731124762928
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2026,5306.772193666935,5840.4832166679225,0.10057168529636806
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,6273.051636384195,-0.3726948363615805
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2021,6273.051636384195,7131.518623593382,0.13684997939918264
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2022,7131.518623593382,8780.775501197528,0.23126306817006248
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2023,8780.775501197528,8835.378452183162,0.006218465667205297
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2024,8835.378452183162,11891.222524590243,0.34586453641405734
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2025,11891.222524590243,13640.07692322777,0.1470710345400581
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2026,13640.07692322777,13442.860845009644,-0.014458575221250158
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,17863.565658124175,0.7863565658124174
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2021,17863.565658124175,14367.538536769045,-0.1957071274717862
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2022,14367.538536769045,22559.004661907675,0.5701370561265755
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2023,22559.004661907675,21478.57105224399,-0.047893673761593925
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2024,21478.57105224399,21416.982061374325,-0.0028674622124469362
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2025,21416.982061374325,18264.8165255867,-0.1471806591028798
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2026,18264.8165255867,22343.03170617853,0.2232825703383754
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2020,10000.0,11977.328863867357,0.19773288638673558
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2021,11977.328863867357,6887.47300335916,-0.42495751084058775
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2022,6887.47300335916,7191.74370054031,0.04417740687081473
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2023,7191.74370054031,6670.062284368735,-0.07253893323984573
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2024,6670.062284368735,4677.209919629174,-0.29877567551502526
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2025,4677.209919629174,3321.2344647782543,-0.28991118169834595
ema_death_cross-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ema_death_cross,2026,3321.2344647782543,3895.9317358003345,0.17303724778143614
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2020,10000.0,6134.003504574708,-0.38659964954252923
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2021,6134.003504574708,7221.092329799223,0.17722337856732073
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2022,7221.092329799223,11179.591827713984,0.5481856922919062
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2023,11179.591827713984,10799.738176140974,-0.0339774168347865
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2024,10799.738176140974,11993.269541483443,0.11051484266343103
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2025,11993.269541483443,16487.035838582466,0.37469067809704115
ma_rebound_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120,ETH-USDT-SWAP,4H,ma_rebound_short,2026,16487.035838582466,15902.998530382298,-0.035424033399225174
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2020,10000.0,14227.426583579756,0.42274265835797564
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2021,14227.426583579756,13845.838778151883,-0.02682057807054672
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2022,13845.838778151883,26544.533777374876,0.917148841806606
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2023,26544.533777374876,25460.107091059177,-0.040853107287949664
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2024,25460.107091059177,24223.05088660386,-0.04858802046790023
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2025,24223.05088660386,22314.500514249317,-0.07879066849543859
vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,4H,vol_expansion_short,2026,22314.500514249317,35194.97034409581,0.577224205472197
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,8629.14941816962,-0.13708505818303807
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,8629.14941816962,4866.1515045153765,-0.4360798186818783
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,4866.1515045153765,8982.491419120082,0.8459128144253403
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,8982.491419120082,7041.1212008136,-0.21612825748701436
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,7041.1212008136,5690.718058650555,-0.19178808369425693
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,5690.718058650555,5714.711989524813,0.004216327469920067
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,5714.711989524813,7162.767564484851,0.2533908231271067
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,8629.14941816962,-0.13708505818303807
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,8629.14941816962,4866.1515045153765,-0.4360798186818783
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,4866.1515045153765,7638.287130347073,0.5696772127335923
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,7638.287130347073,5983.404409887049,-0.2166562597372309
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,5983.404409887049,5492.034002569098,-0.08212221231545114
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,5492.034002569098,5258.563567485384,-0.04251074100679286
donchian_breakdown-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,5258.563567485384,7718.537907832259,0.46780348069904987
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,10000.0,11924.372860430432,0.19243728604304322
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,11924.372860430432,10714.257527533995,-0.10148251376070738
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,10714.257527533995,11588.88551020157,0.08163215980387961
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,11588.88551020157,12629.96005738804,0.0898338797350291
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,12629.96005738804,16416.89343838939,0.29983732045028444
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,10000.0,19763.835381704823,0.9763835381704822
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,19763.835381704823,17665.841894573994,-0.10615315532697256
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,17665.841894573994,17179.147838488017,-0.02755000633371818
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,17179.147838488017,14490.065988103655,-0.15653173694446976
donchian_breakdown-eth-1D-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,14490.065988103655,16962.843047037586,0.1706532641717491
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2021,10000.0,9564.352705958258,-0.04356472940417422
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2022,9564.352705958258,10673.162300938975,0.11593148319279023
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2023,10673.162300938975,10547.307089827947,-0.011791745273090792
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2024,10547.307089827947,11383.745953944514,0.07930354705640896
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2025,11383.745953944514,9691.258796186796,-0.1486757667120342
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2026,9691.258796186796,9504.199950990296,-0.019301810954641008
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,8628.68513434843,-0.13713148656515695
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2021,8628.68513434843,8366.472286289474,-0.03038850577768315
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2022,8366.472286289474,9166.60445301187,0.09563554857327494
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2023,9166.60445301187,8541.66770216032,-0.06817538097721842
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2024,8541.66770216032,9794.866860815375,0.14671598127589336
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2025,9794.866860815375,16978.701639223815,0.7334285274614156
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2026,16978.701639223815,17217.530333587958,0.014066369704760273
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,8629.14941816962,-0.13708505818303807
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2021,8629.14941816962,7373.44880759127,-0.1455184688231651
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2022,7373.44880759127,6825.335473204396,-0.07433608731677488
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2023,6825.335473204396,6825.335473204396,0.0
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2024,6825.335473204396,6693.309129362483,-0.01934356843853846
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2025,6693.309129362483,7289.788987413072,0.08911583889558106
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2026,7289.788987413072,10209.326252199551,0.40049681408165627
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2021,10000.0,9564.352705958258,-0.04356472940417422
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2022,9564.352705958258,15638.110232449702,0.635041148441515
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2023,15638.110232449702,14306.159438350343,-0.08517338567773414
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2024,14306.159438350343,16790.35308727638,0.17364504146841053
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2025,16790.35308727638,14294.034468659795,-0.1486757667120342
ema_death_cross-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2026,14294.034468659795,14018.1337175666,-0.01930181095464112
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,8628.68513434843,-0.13713148656515695
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2021,8628.68513434843,8366.472286289474,-0.03038850577768315
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2022,8366.472286289474,12357.185594480137,0.47698876798174905
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2023,12357.185594480137,11991.782845497952,-0.029570062389077334
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2024,11991.782845497952,14366.522727038857,0.1980305941274152
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2025,14366.522727038857,25241.513524440536,0.7569675003495553
ma_rebound_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2026,25241.513524440536,28579.81426535693,0.13225438077174045
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,8629.14941816962,-0.13708505818303807
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2021,8629.14941816962,7373.44880759127,-0.1455184688231651
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2022,7373.44880759127,7267.468503764693,-0.014373233827495557
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2023,7267.468503764693,7267.468503764693,0.0
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2024,7267.468503764693,6687.93455622652,-0.07974357883188121
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2025,6687.93455622652,7283.935454683392,0.08911583889558106
vol_expansion_short-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2026,7283.935454683392,9043.308863668793,0.24154159793579266
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,5827.273543110449,-0.41727264568895506
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,5827.273543110449,7791.7268735401785,0.3371136288517451
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,7791.7268735401785,6090.182861732287,-0.2183782926973662
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,6090.182861732287,6518.13593062229,0.07026932993737334
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,6518.13593062229,7162.37899743769,0.09883854428207561
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,7162.37899743769,8977.260107146729,0.2533908231271069
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,5715.245302010682,-0.4284754697989318
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,5715.245302010682,10716.086078999017,0.8750001990691436
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,10716.086078999017,8310.983950355334,-0.22443848536800315
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,8310.983950355334,9745.525250054445,0.1726078775110349
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,9745.525250054445,11715.621337509547,0.20215391545407946
donchian_breakdown-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,11715.621337509547,17196.22977774857,0.46780348069904965
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,10000.0,10628.490361525495,0.06284903615254955
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,10628.490361525495,10788.852744019125,0.015087973648085784
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,10788.852744019125,13079.398666356508,0.21230671848841043
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,13079.398666356508,18787.238313535374,0.4363992407281583
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,18787.238313535374,24420.353508126744,0.29983732045028466
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,10000.0,17615.998452906795,0.7615998452906796
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,17615.998452906795,16474.13563677853,-0.06481964784345495
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,16474.13563677853,17955.543402174975,0.08992324684332442
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,17955.543402174975,30082.416430540095,0.6753832371843549
donchian_breakdown-eth-1D-fast30-slow120-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,30082.416430540095,35216.07898858562,0.1706532641717491
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2021,10000.0,9318.111199617653,-0.06818888003823464
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2022,9318.111199617653,12934.187246183033,0.38806963869606514
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2023,12934.187246183033,12139.487396714789,-0.0614418080040372
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2024,12139.487396714789,15523.529308756124,0.2787631636700847
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2025,15523.529308756124,27577.917949961877,0.7765237145142254
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2026,27577.917949961877,24631.641465936274,-0.10683462360615503
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,10000.0,0.0
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2021,10000.0,8513.53259407876,-0.1486467405921239
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2022,8513.53259407876,9752.375851716874,0.1455145961970874
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2023,9752.375851716874,9250.374282076891,-0.051474797246622406
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2024,9250.374282076891,11029.325403386149,0.19231125866507615
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2025,11029.325403386149,17160.256144349903,0.555875406403503
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2026,17160.256144349903,17625.618164605105,0.027118594054811096
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2022,10000.0,8797.433540743343,-0.12025664592566576
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2023,8797.433540743343,8797.433540743343,0.0
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2024,8797.433540743343,9351.88252106547,0.06302394644464449
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2025,9351.88252106547,10185.283377183143,0.08911583889558128
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2026,10185.283377183143,14264.456920263845,0.40049681408165627
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2021,10000.0,9318.111199617653,-0.06818888003823464
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2022,9318.111199617653,9219.395175873573,-0.010593995030680814
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2023,9219.395175873573,8871.423088241258,-0.03774348327566335
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2024,8871.423088241258,9368.606443801575,0.056043247020798104
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2025,9368.606443801575,16078.301009092633,0.7161891798465185
ema_death_cross-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2026,16078.301009092633,14360.581772559759,-0.10683462360615503
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,10000.0,0.0
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2021,10000.0,8513.53259407876,-0.1486467405921239
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2022,8513.53259407876,11370.224599536625,0.33554719781594766
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2023,11370.224599536625,10784.944593626919,-0.051474797246622406
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2024,10784.944593626919,13313.22664988806,0.23442698609273926
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2025,13313.22664988806,18488.932483920613,0.3887641944468865
ma_rebound_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2026,18488.932483920613,21203.62220005892,0.14682782353709212
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2022,10000.0,8999.011045058687,-0.10009889549413131
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2023,8999.011045058687,8999.011045058687,0.0
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2024,8999.011045058687,8976.97071072105,-0.0024491951645885246
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2025,8976.97071072105,9776.960986348018,0.08911583889558106
vol_expansion_short-eth-1D-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2026,9776.960986348018,12138.503765946421,0.24154159793579266
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,7059.718963747415,-0.29402810362525855
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,7059.718963747415,7754.217128945776,0.09837476091678732
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,7754.217128945776,5654.056935631715,-0.2708410350639212
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,5654.056935631715,5823.740346759078,0.030010913059262512
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,5823.740346759078,7194.154437998803,0.23531510844269743
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,7194.154437998803,8542.348919645361,0.18740138167253262
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,6942.01181709476,-0.305798818290524
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,6942.01181709476,15023.958766905977,1.1642081809641058
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,15023.958766905977,10391.391601937275,-0.3083453061102036
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,10391.391601937275,11726.685148418619,0.12849997359664544
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,11726.685148418619,15848.173181402752,0.35146232552682877
donchian_breakdown-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,15848.173181402752,21029.33612831774,0.32692493245813914
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,10000.0,9889.205576835568,-0.0110794423164432
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,9889.205576835568,10038.413649979366,0.015087973648085784
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,10038.413649979366,11479.67576424328,0.14357468864284928
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,11479.67576424328,12939.059875965157,0.1271276420774481
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr2.0-take_atr3.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,12939.059875965157,15933.191062694388,0.23140252966067143
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2020,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2021,10000.0,10000.0,0.0
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2022,10000.0,16116.401176340589,0.6116401176340589
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2023,16116.401176340589,14483.535398768763,-0.10131702231196171
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2024,14483.535398768763,14891.027089675179,0.028134822036687046
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2025,14891.027089675179,19070.9450193646,0.280700444940269
donchian_breakdown-eth-1D-fast50-slow200-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold80,ETH-USDT-SWAP,1D,donchian_breakdown,2026,19070.9450193646,20182.17519545069,0.058268228184694015
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2021,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2022,10000.0,8367.140387761683,-0.16328596122383165
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2023,8367.140387761683,7843.221966237326,-0.06261618632462218
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2024,7843.221966237326,8490.866253605123,0.08257375478543239
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2025,8490.866253605123,11839.341824907504,0.3943620675782824
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2026,11839.341824907504,11839.341824907504,0.0
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,10000.0,0.0
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2021,10000.0,10000.0,0.0
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2022,10000.0,12499.499400266073,0.24994994002660742
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2023,12499.499400266073,11755.86241915829,-0.05949334107667981
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2024,11755.86241915829,9426.282441920986,-0.19816325626955567
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2025,9426.282441920986,12391.490391644504,0.31456812035851067
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2026,12391.490391644504,13138.040569992861,0.06024700457757293
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2022,10000.0,8765.339337106929,-0.12346606628930712
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2023,8765.339337106929,8765.339337106929,0.0
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2024,8765.339337106929,9317.76561405789,0.06302394644464426
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2025,9317.76561405789,10148.126113387058,0.08911583889558106
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2026,10148.126113387058,14212.418290697435,0.40049681408165627
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2020,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2021,10000.0,10000.0,0.0
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2022,10000.0,7737.844863678911,-0.2262155136321089
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2023,7737.844863678911,7202.3982605529745,-0.06919841539332194
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2024,7202.3982605529745,7797.1273283869,0.08257375478543239
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2025,7797.1273283869,11408.895567074132,0.46321780914592914
ema_death_cross-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ema_death_cross,2026,11408.895567074132,10101.497491415043,-0.1145946220624735
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2020,10000.0,10000.0,0.0
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2021,10000.0,10000.0,0.0
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2022,10000.0,11259.14125720597,0.12591412572059713
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2023,11259.14125720597,10589.297326160498,-0.05949334107667981
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2024,10589.297326160498,8534.862107855723,-0.19401053299630788
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2025,8534.862107855723,13407.74732572406,0.5709389508921532
ma_rebound_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80,ETH-USDT-SWAP,1D,ma_rebound_short,2026,13407.74732572406,15760.173103023308,0.1754527229779974
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2020,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2021,10000.0,10000.0,0.0
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2022,10000.0,7358.032185587675,-0.2641967814412326
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2023,7358.032185587675,7358.032185587675,0.0
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2024,7358.032185587675,7340.010928737846,-0.0024491951645885246
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2025,7340.010928737846,7994.122160155053,0.08911583889558106
vol_expansion_short-eth-1D-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold80-vol_window120-vol_quantile0.8,ETH-USDT-SWAP,1D,vol_expansion_short,2026,7994.122160155053,9925.035200812836,0.24154159793579266
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2019,10000.0,10000.0,0.0
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2020,10000.0,8350.410208683505,-0.16495897913164959
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2021,8350.410208683505,14166.911875431791,0.6965528065555111
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2022,14166.911875431791,28554.219122665698,1.015557051087776
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2023,28554.219122665698,21197.242656960967,-0.2576493664246251
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2024,21197.242656960967,20444.86149162329,-0.03549429411709837
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2025,20444.86149162329,19498.81531224852,-0.04627305397800752
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2026,19498.81531224852,22820.965188337337,0.17037701126395866
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2019,10000.0,10000.0,0.0
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2020,10000.0,10849.552408777647,0.08495524087776474
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2021,10849.552408777647,11058.254618978326,0.01923602028336502
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2022,11058.254618978326,17669.530640199213,0.5978589071257705
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2023,17669.530640199213,14820.586630356747,-0.16123484363308171
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2024,14820.586630356747,14057.596681346286,-0.05148176438897789
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2025,14057.596681346286,14782.43631055087,0.05156213011619615
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2026,14782.43631055087,19144.610476335645,0.2950916935573944
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2019,10000.0,10000.0,0.0
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2020,10000.0,7642.282975034845,-0.23577170249651558
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2021,7642.282975034845,10189.923934765833,0.3333612440226832
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2022,10189.923934765833,13650.796030515987,0.3396366958091219
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2023,13650.796030515987,12728.929784462582,-0.06753205043812816
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2024,12728.929784462582,9835.659339741453,-0.22729879838388023
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2025,9835.659339741453,10315.963691346447,0.048832959236835505
btc_riskoff_eth-eth-1H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold240-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1H,btc_riskoff_eth,2026,10315.963691346447,13185.567567797954,0.2781711881032187
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2020,10000.0,21454.0444703423,1.1454044470342302
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2021,21454.0444703423,16890.297515902086,-0.21272198632519201
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2022,16890.297515902086,24050.231713064404,0.42390811591218536
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2023,24050.231713064404,20383.273427824774,-0.15247080897136178
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2024,20383.273427824774,22392.863506703045,0.09859015461839515
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2025,22392.863506703045,21072.410893644934,-0.05896756404837855
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2026,21072.410893644934,28255.113027083604,0.34085810919740767
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2020,10000.0,16231.83788633866,0.623183788633866
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2021,16231.83788633866,10992.307636964466,-0.3227934067641216
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2022,10992.307636964466,21644.807577317726,0.9690867734206678
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2023,21644.807577317726,18801.49721899135,-0.13136223771774114
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2024,18801.49721899135,19724.724362938883,0.049103916203810716
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2025,19724.724362938883,18533.96986126329,-0.060368625678385746
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2026,18533.96986126329,24732.656447631947,0.33445001976204525
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2020,10000.0,26560.163614474754,1.6560163614474752
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2021,26560.163614474754,21540.398392742638,-0.18899602030299412
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2022,21540.398392742638,45365.12283137444,1.106048458540061
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2023,45365.12283137444,39455.03375507509,-0.1302782557928388
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2024,39455.03375507509,46289.52802289156,0.17322236524350565
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2025,46289.52802289156,46184.95044613166,-0.002259205941961273
btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,4H,btc_riskoff_eth,2026,46184.95044613166,60170.781291772364,0.3028222550969981
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2020,10000.0,6455.42528367958,-0.354457471632042
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2021,6455.42528367958,12070.212433297756,0.8697780398470909
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2022,12070.212433297756,30585.242352257523,1.5339439981920178
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2023,30585.242352257523,26614.090808325753,-0.12983881239831518
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2024,26614.090808325753,31475.618919731503,0.18266745035246168
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2025,31475.618919731503,36898.135881272836,0.17227673823888034
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2026,36898.135881272836,58087.773439772434,0.574273931525471
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2020,10000.0,6555.633973695121,-0.3444366026304879
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2021,6555.633973695121,10206.404174921305,0.5568904877659613
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2022,10206.404174921305,18524.65036442981,0.8150026245235034
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2023,18524.65036442981,14130.741456877518,-0.2371925418894424
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2024,14130.741456877518,16903.73846744942,0.1962386063770396
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2025,16903.73846744942,25134.314340169094,0.48690861424346044
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback6-eth_lookback3-btc_drop0.025-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2026,25134.314340169094,35959.92611529621,0.43071044742310205
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2020,10000.0,7875.071564186281,-0.21249284358137188
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2021,7875.071564186281,9978.06841267832,0.2670447920823864
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2022,9978.06841267832,23126.355381761197,1.3177186631008082
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2023,23126.355381761197,20296.632171427646,-0.12235923748561084
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2024,20296.632171427646,23357.834351365167,0.15082315893997889
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2025,23357.834351365167,23895.999900124254,0.023040044751735822
btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01,ETH-USDT-SWAP,1D,btc_riskoff_eth,2026,23895.999900124254,39268.03703264693,0.6432891361220143