# Mean reversion regime review Run command: `rtk .venv/bin/python /home/lxy/okx-codex-trader/scripts/refine_expansion_mean_reversion_regime.py --years 10.0` Output files: - `reports/strategy-expansion/mean-reversion-regime-totals.csv` - `reports/strategy-expansion/mean-reversion-regime-horizons.csv` - `reports/strategy-expansion/mean-reversion-regime-monthly-returns.csv` - `reports/strategy-expansion/mean-reversion-regime-best.json` - `reports/strategy-expansion/mean-reversion-regime-report.md` Scope: ETH-USDT-SWAP 4H RSI2 long mean reversion from existing expansion best candidate. Cost: roundtrip taker cost on margin at 3x = 0.002400. ## Baseline | name | trades | net_total_return | net_annualized_return | net_max_drawdown | net_calmar | win_rate | payoff_ratio | return_3y | return_1y | return_6m | return_3m | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | baseline | 71 | 2.18849 | 0.204271 | 0.255921 | 0.798177 | 0.788732 | 0.61539 | 0.260487 | 0.0532755 | -0.0878527 | -0.0878527 | ## Conditions improving both 6m and 3m | name | category | trades | net_total_return | net_annualized_return | net_max_drawdown | net_calmar | win_rate | payoff_ratio | return_3y | return_1y | return_6m | return_3m | rule | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | eq_days30 | equity_momentum | 36 | 1.13957 | 0.129668 | 0.1374 | 0.943727 | 0.833333 | 0.654158 | 0.196181 | 0.0774257 | 0 | 0 | baseline only after previous 30 closed-trade net equity days are positive | | eq_days60 | equity_momentum | 39 | 0.836124 | 0.102308 | 0.255921 | 0.399765 | 0.794872 | 0.592474 | 0.30806 | 0.10887 | 0 | 0 | baseline only after previous 60 closed-trade net equity days are positive | | eth_daily_sma200 | eth_daily_trend | 44 | 0.821717 | 0.100917 | 0.255921 | 0.39433 | 0.795455 | 0.510726 | 0.303066 | 0.14027 | 0 | 0 | baseline plus ETH daily close>SMA200 | | btc_daily_sma200 | btc_trend | 47 | 0.793801 | 0.0981955 | 0.298408 | 0.329065 | 0.808511 | 0.462806 | 0.468955 | 0.154721 | 0 | 0 | baseline plus BTC daily close>SMA200 | | adx_gt25 | trend_strength | 54 | 1.57885 | 0.163995 | 0.148141 | 1.10701 | 0.796296 | 0.629952 | 0.220148 | 0.147982 | -0.016311 | -0.016311 | baseline plus ETH 4H ADX14>25 | | adx_lt25 | trend_strength | 18 | 0.347925 | 0.0490235 | 0.1374 | 0.356794 | 0.777778 | 0.627261 | 0.0330605 | -0.0824982 | -0.072728 | -0.072728 | baseline plus ETH 4H ADX14<25 | | eq_trades5 | equity_momentum | 49 | 0.584205 | 0.0765383 | 0.21655 | 0.353444 | 0.755102 | 0.541682 | -0.0664252 | -0.00747307 | -0.072728 | -0.072728 | baseline only after last 5 closed net trades have positive summed return | | eq_trades3 | equity_momentum | 50 | 0.424578 | 0.0583656 | 0.358158 | 0.162961 | 0.76 | 0.470417 | 0.0859118 | 0.082098 | -0.072728 | -0.072728 | baseline only after last 3 closed net trades have positive summed return | | adx_lt20 | trend_strength | 10 | 0.0383035 | 0.00604352 | 0.1374 | 0.0439849 | 0.7 | 0.529668 | 0.00916513 | -0.0609767 | -0.072728 | -0.072728 | baseline plus ETH 4H ADX14<20 | ## All regime tests | name | category | trades | net_total_return | net_annualized_return | net_max_drawdown | net_calmar | win_rate | payoff_ratio | return_3y | return_1y | return_6m | return_3m | worst_month_return | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | eq_days30 | equity_momentum | 36 | 1.13957 | 0.129668 | 0.1374 | 0.943727 | 0.833333 | 0.654158 | 0.196181 | 0.0774257 | 0 | 0 | -0.1374 | | eq_days60 | equity_momentum | 39 | 0.836124 | 0.102308 | 0.255921 | 0.399765 | 0.794872 | 0.592474 | 0.30806 | 0.10887 | 0 | 0 | -0.1374 | | eth_daily_sma200 | eth_daily_trend | 44 | 0.821717 | 0.100917 | 0.255921 | 0.39433 | 0.795455 | 0.510726 | 0.303066 | 0.14027 | 0 | 0 | -0.255921 | | btc_daily_sma200 | btc_trend | 47 | 0.793801 | 0.0981955 | 0.298408 | 0.329065 | 0.808511 | 0.462806 | 0.468955 | 0.154721 | 0 | 0 | -0.255921 | | adx_gt25 | trend_strength | 54 | 1.57885 | 0.163995 | 0.148141 | 1.10701 | 0.796296 | 0.629952 | 0.220148 | 0.147982 | -0.016311 | -0.016311 | -0.1374 | | adx_lt25 | trend_strength | 18 | 0.347925 | 0.0490235 | 0.1374 | 0.356794 | 0.777778 | 0.627261 | 0.0330605 | -0.0824982 | -0.072728 | -0.072728 | -0.1374 | | eq_trades5 | equity_momentum | 49 | 0.584205 | 0.0765383 | 0.21655 | 0.353444 | 0.755102 | 0.541682 | -0.0664252 | -0.00747307 | -0.072728 | -0.072728 | -0.1374 | | eq_trades3 | equity_momentum | 50 | 0.424578 | 0.0583656 | 0.358158 | 0.162961 | 0.76 | 0.470417 | 0.0859118 | 0.082098 | -0.072728 | -0.072728 | -0.255921 | | adx_lt20 | trend_strength | 10 | 0.0383035 | 0.00604352 | 0.1374 | 0.0439849 | 0.7 | 0.529668 | 0.00916513 | -0.0609767 | -0.072728 | -0.072728 | -0.1374 | | baseline | baseline | 71 | 2.18849 | 0.204271 | 0.255921 | 0.798177 | 0.788732 | 0.61539 | 0.260487 | 0.0532755 | -0.0878527 | -0.0878527 | -0.255921 | | btc_4h_mom24 | btc_trend | 61 | 1.80648 | 0.179885 | 0.255921 | 0.702892 | 0.786885 | 0.603357 | 0.168833 | 0.0579944 | -0.0878527 | -0.0878527 | -0.255921 | | eth_daily_mom20 | eth_daily_trend | 55 | 1.68224 | 0.171352 | 0.265187 | 0.646158 | 0.781818 | 0.725481 | 0.35879 | -0.0263416 | -0.0878527 | -0.0878527 | -0.255921 | | btc_4h_sma400 | btc_trend | 59 | 1.53254 | 0.160618 | 0.255921 | 0.627608 | 0.79661 | 0.588927 | 0.415068 | -0.00643609 | -0.0878527 | -0.0878527 | -0.255921 | | eth_daily_sma50 | eth_daily_trend | 57 | 1.30668 | 0.143369 | 0.255921 | 0.560208 | 0.789474 | 0.58213 | 0.224773 | 0.0255378 | -0.0878527 | -0.0878527 | -0.255921 | | eth_daily_sma100 | eth_daily_trend | 55 | 1.21913 | 0.136299 | 0.255921 | 0.532582 | 0.781818 | 0.59493 | 0.129451 | 0.0532755 | -0.0878527 | -0.0878527 | -0.255921 | | btc_daily_sma100 | btc_trend | 54 | 1.20706 | 0.135306 | 0.255921 | 0.528702 | 0.777778 | 0.606705 | 0.364548 | 0.0532755 | -0.0878527 | -0.0878527 | -0.255921 | | vol_q60 | volatility | 63 | 1.33953 | 0.145964 | 0.298408 | 0.489142 | 0.777778 | 0.565753 | 0.213596 | 0.0532755 | -0.0878527 | -0.0878527 | -0.255921 | | vol_q50 | volatility | 57 | 1.02794 | 0.120006 | 0.298408 | 0.402155 | 0.77193 | 0.546825 | 0.153067 | 0.0644479 | -0.0878527 | -0.0878527 | -0.255921 | ## Horizon metrics | name | horizon | horizon_start | horizon_end | net_total_return | net_annualized_return | net_max_drawdown | net_calmar | trades | win_rate | payoff_ratio | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | adx_gt25 | full | 2020-02-07 | 2026-05-03 | 1.57885 | 0.163995 | 0.148141 | 1.10701 | 54 | 0.796296 | 0.629952 | | adx_gt25 | 3y | 2023-05-03 | 2026-05-03 | 0.220148 | 0.0685083 | 0.1374 | 0.498605 | 22 | 0.772727 | 0.48817 | | adx_gt25 | 1y | 2025-05-03 | 2026-05-03 | 0.147982 | 0.147982 | 0.022879 | 6.46802 | 7 | 0.714286 | 1.8499 | | adx_gt25 | 6m | 2025-11-03 | 2026-05-03 | -0.016311 | -0.0326197 | 0.016311 | -1.99986 | 1 | 0 | 0 | | adx_gt25 | 3m | 2026-02-03 | 2026-05-03 | -0.016311 | -0.0652209 | 0.016311 | -3.99858 | 1 | 0 | 0 | | adx_lt20 | full | 2020-02-07 | 2026-05-03 | 0.0383035 | 0.00604352 | 0.1374 | 0.0439849 | 10 | 0.7 | 0.529668 | | adx_lt20 | 3y | 2023-05-03 | 2026-05-03 | 0.00916513 | 0.00304297 | 0.072728 | 0.0418405 | 5 | 0.6 | 0.763321 | | adx_lt20 | 1y | 2025-05-03 | 2026-05-03 | -0.0609767 | -0.0609767 | 0.072728 | -0.838421 | 2 | 0.5 | 0.174252 | | adx_lt20 | 6m | 2025-11-03 | 2026-05-03 | -0.072728 | -0.141242 | 0.072728 | -1.94206 | 1 | 0 | 0 | | adx_lt20 | 3m | 2026-02-03 | 2026-05-03 | -0.072728 | -0.26631 | 0.072728 | -3.66173 | 1 | 0 | 0 | | adx_lt25 | full | 2020-02-07 | 2026-05-03 | 0.347925 | 0.0490235 | 0.1374 | 0.356794 | 18 | 0.777778 | 0.627261 | | adx_lt25 | 3y | 2023-05-03 | 2026-05-03 | 0.0330605 | 0.0108909 | 0.0939801 | 0.115885 | 9 | 0.666667 | 0.645266 | | adx_lt25 | 1y | 2025-05-03 | 2026-05-03 | -0.0824982 | -0.0824982 | 0.0939801 | -0.877825 | 3 | 0.333333 | 0.264995 | | adx_lt25 | 6m | 2025-11-03 | 2026-05-03 | -0.072728 | -0.141242 | 0.072728 | -1.94206 | 1 | 0 | 0 | | adx_lt25 | 3m | 2026-02-03 | 2026-05-03 | -0.072728 | -0.26631 | 0.072728 | -3.66173 | 1 | 0 | 0 | | baseline | full | 2020-02-07 | 2026-05-03 | 2.18849 | 0.204271 | 0.255921 | 0.798177 | 71 | 0.788732 | 0.61539 | | baseline | 3y | 2023-05-03 | 2026-05-03 | 0.260487 | 0.0801453 | 0.1374 | 0.583299 | 31 | 0.741935 | 0.541526 | | baseline | 1y | 2025-05-03 | 2026-05-03 | 0.0532755 | 0.0532755 | 0.0878527 | 0.606418 | 10 | 0.6 | 0.958772 | | baseline | 6m | 2025-11-03 | 2026-05-03 | -0.0878527 | -0.169254 | 0.0878527 | -1.92657 | 2 | 0 | 0 | | baseline | 3m | 2026-02-03 | 2026-05-03 | -0.0878527 | -0.314162 | 0.0878527 | -3.57601 | 2 | 0 | 0 | | btc_daily_sma200 | full | 2020-02-07 | 2026-05-03 | 0.793801 | 0.0981955 | 0.298408 | 0.329065 | 47 | 0.808511 | 0.462806 | | btc_daily_sma200 | 3y | 2023-05-03 | 2026-05-03 | 0.468955 | 0.136629 | 0.146454 | 0.932915 | 23 | 0.826087 | 0.59344 | | btc_daily_sma200 | 1y | 2025-05-03 | 2026-05-03 | 0.154721 | 0.154721 | 0.022919 | 6.75077 | 8 | 0.75 | 1.41139 | | btc_daily_sma200 | 6m | 2025-11-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | btc_daily_sma200 | 3m | 2026-02-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | eq_days30 | full | 2020-02-07 | 2026-05-03 | 1.13957 | 0.129668 | 0.1374 | 0.943727 | 36 | 0.833333 | 0.654158 | | eq_days30 | 3y | 2023-05-03 | 2026-05-03 | 0.196181 | 0.0614721 | 0.1374 | 0.447395 | 13 | 0.846154 | 0.405393 | | eq_days30 | 1y | 2025-05-03 | 2026-05-03 | 0.0774257 | 0.0774257 | 0.022919 | 3.37823 | 4 | 0.75 | 1.45357 | | eq_days30 | 6m | 2025-11-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | eq_days30 | 3m | 2026-02-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | eq_days60 | full | 2020-02-07 | 2026-05-03 | 0.836124 | 0.102308 | 0.255921 | 0.399765 | 39 | 0.794872 | 0.592474 | | eq_days60 | 3y | 2023-05-03 | 2026-05-03 | 0.30806 | 0.0935543 | 0.146454 | 0.638798 | 17 | 0.823529 | 0.552782 | | eq_days60 | 1y | 2025-05-03 | 2026-05-03 | 0.10887 | 0.10887 | 0.022919 | 4.75022 | 7 | 0.714286 | 1.33253 | | eq_days60 | 6m | 2025-11-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | eq_days60 | 3m | 2026-02-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | eq_trades3 | full | 2020-02-07 | 2026-05-03 | 0.424578 | 0.0583656 | 0.358158 | 0.162961 | 50 | 0.76 | 0.470417 | | eq_trades3 | 3y | 2023-05-03 | 2026-05-03 | 0.0859118 | 0.0278284 | 0.142914 | 0.194722 | 21 | 0.761905 | 0.402079 | | eq_trades3 | 1y | 2025-05-03 | 2026-05-03 | 0.082098 | 0.082098 | 0.072728 | 1.12884 | 7 | 0.714286 | 0.75797 | | eq_trades3 | 6m | 2025-11-03 | 2026-05-03 | -0.072728 | -0.141242 | 0.072728 | -1.94206 | 1 | 0 | 0 | | eq_trades3 | 3m | 2026-02-03 | 2026-05-03 | -0.072728 | -0.26631 | 0.072728 | -3.66173 | 1 | 0 | 0 | | eq_trades5 | full | 2020-02-07 | 2026-05-03 | 0.584205 | 0.0765383 | 0.21655 | 0.353444 | 49 | 0.755102 | 0.541682 | | eq_trades5 | 3y | 2023-05-03 | 2026-05-03 | -0.0664252 | -0.0226305 | 0.21655 | -0.104505 | 20 | 0.7 | 0.396348 | | eq_trades5 | 1y | 2025-05-03 | 2026-05-03 | -0.00747307 | -0.00747307 | 0.072728 | -0.102754 | 6 | 0.666667 | 0.482739 | | eq_trades5 | 6m | 2025-11-03 | 2026-05-03 | -0.072728 | -0.141242 | 0.072728 | -1.94206 | 1 | 0 | 0 | | eq_trades5 | 3m | 2026-02-03 | 2026-05-03 | -0.072728 | -0.26631 | 0.072728 | -3.66173 | 1 | 0 | 0 | | eth_daily_sma200 | full | 2020-02-07 | 2026-05-03 | 0.821717 | 0.100917 | 0.255921 | 0.39433 | 44 | 0.795455 | 0.510726 | | eth_daily_sma200 | 3y | 2023-05-03 | 2026-05-03 | 0.303066 | 0.0921623 | 0.157135 | 0.586515 | 19 | 0.789474 | 0.606509 | | eth_daily_sma200 | 1y | 2025-05-03 | 2026-05-03 | 0.14027 | 0.14027 | 0.022919 | 6.12026 | 7 | 0.714286 | 1.58299 | | eth_daily_sma200 | 6m | 2025-11-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | eth_daily_sma200 | 3m | 2026-02-03 | 2026-05-03 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ## Monthly returns | name | month | return | start_equity | end_equity | | --- | --- | --- | --- | --- | | eq_trades3 | 2024-02 | 0 | 12899.3 | 12899.3 | | eq_trades3 | 2024-03 | 0.0636581 | 12899.3 | 13720.5 | | eq_trades3 | 2024-04 | 0 | 13720.5 | 13720.5 | | eq_trades3 | 2024-05 | 0.065696 | 13720.5 | 14621.9 | | eq_trades3 | 2024-06 | 0.0504907 | 14621.9 | 15360.1 | | eq_trades3 | 2024-07 | 0 | 15360.1 | 15360.1 | | eq_trades3 | 2024-08 | 0 | 15360.1 | 15360.1 | | eq_trades3 | 2024-09 | -0.1374 | 15360.1 | 13249.7 | | eq_trades3 | 2024-10 | 0.070957 | 13249.7 | 14189.8 | | eq_trades3 | 2024-11 | 0.038638 | 14189.8 | 14738.1 | | eq_trades3 | 2024-12 | 0.0355461 | 14738.1 | 15262 | | eq_trades3 | 2025-01 | -0.1374 | 15262 | 13165 | | eq_trades3 | 2025-02 | 0 | 13165 | 13165 | | eq_trades3 | 2025-03 | 0 | 13165 | 13165 | | eq_trades3 | 2025-04 | 0 | 13165 | 13165 | | eq_trades3 | 2025-05 | 0 | 13165 | 13165 | | eq_trades3 | 2025-06 | 0 | 13165 | 13165 | | eq_trades3 | 2025-07 | 0.104062 | 13165 | 14534.9 | | eq_trades3 | 2025-08 | 0 | 14534.9 | 14534.9 | | eq_trades3 | 2025-09 | 0.0291427 | 14534.9 | 14958.5 | | eq_trades3 | 2025-10 | 0.027047 | 14958.5 | 15363.1 | | eq_trades3 | 2025-11 | 0 | 15363.1 | 15363.1 | | eq_trades3 | 2025-12 | 0 | 15363.1 | 15363.1 | | eq_trades3 | 2026-01 | 0 | 15363.1 | 15363.1 | | eq_trades3 | 2026-02 | 0 | 15363.1 | 15363.1 | | eq_trades3 | 2026-03 | 0 | 15363.1 | 15363.1 | | eq_trades3 | 2026-04 | -0.072728 | 15363.1 | 14245.8 | | eq_trades3 | 2026-05 | 0 | 14245.8 | 14245.8 | | eq_trades5 | 2020-02 | 0 | 10000 | 10000 | | eq_trades5 | 2020-03 | 0 | 10000 | 10000 | | eq_trades5 | 2020-04 | 0 | 10000 | 10000 | | eq_trades5 | 2020-05 | 0 | 10000 | 10000 | | eq_trades5 | 2020-06 | 0 | 10000 | 10000 | | eq_trades5 | 2020-07 | 0 | 10000 | 10000 | | eq_trades5 | 2020-08 | 0.00122903 | 10000 | 10012.3 | | eq_trades5 | 2020-09 | 0 | 10012.3 | 10012.3 | | eq_trades5 | 2020-10 | 0.131183 | 10012.3 | 11325.7 | | eq_trades5 | 2020-11 | 0.014521 | 11325.7 | 11490.2 | | eq_trades5 | 2020-12 | 0.0939489 | 11490.2 | 12569.7 | | eq_trades5 | 2021-01 | 0.041042 | 12569.7 | 13085.6 | | eq_trades5 | 2021-02 | -0.1374 | 13085.6 | 11287.6 | | eq_trades5 | 2021-03 | 0.0930911 | 11287.6 | 12338.4 | | eq_trades5 | 2021-04 | 0 | 12338.4 | 12338.4 | | eq_trades5 | 2021-05 | 0 | 12338.4 | 12338.4 | | eq_trades5 | 2021-06 | 0 | 12338.4 | 12338.4 | | eq_trades5 | 2021-07 | 0 | 12338.4 | 12338.4 | | eq_trades5 | 2021-08 | 0.14485 | 12338.4 | 14125.6 | | eq_trades5 | 2021-09 | -0.1374 | 14125.6 | 12184.7 | | eq_trades5 | 2021-10 | 0 | 12184.7 | 12184.7 | | eq_trades5 | 2021-11 | 0.050961 | 12184.7 | 12805.7 | | eq_trades5 | 2021-12 | 0 | 12805.7 | 12805.7 | | eq_trades5 | 2022-01 | 0 | 12805.7 | 12805.7 | | eq_trades5 | 2022-02 | 0.061134 | 12805.7 | 13588.6 | | eq_trades5 | 2022-03 | 3.2e-05 | 13588.6 | 13589 | | eq_trades5 | 2022-04 | 0 | 13589 | 13589 | | eq_trades5 | 2022-05 | 0 | 13589 | 13589 | | eq_trades5 | 2022-06 | 0 | 13589 | 13589 | | eq_trades5 | 2022-07 | 0 | 13589 | 13589 | | eq_trades5 | 2022-08 | 0.0873844 | 13589 | 14776.5 | | eq_trades5 | 2022-09 | 0.052335 | 14776.5 | 15549.8 | | eq_trades5 | 2022-10 | 0.032426 | 15549.8 | 16054 | | eq_trades5 | 2022-11 | -0.00366603 | 16054 | 15995.2 | | eq_trades5 | 2022-12 | -0.025034 | 15995.2 | 15594.7 | | eq_trades5 | 2023-01 | 0.039397 | 15594.7 | 16209.1 | | eq_trades5 | 2023-02 | -0.0163535 | 16209.1 | 15944 | | eq_trades5 | 2023-03 | 0 | 15944 | 15944 | | eq_trades5 | 2023-04 | 0.0642993 | 15944 | 16969.2 | | eq_trades5 | 2023-05 | 0 | 16969.2 | 16969.2 | | eq_trades5 | 2023-06 | 0 | 16969.2 | 16969.2 | | eq_trades5 | 2023-07 | 0 | 16969.2 | 16969.2 | | eq_trades5 | 2023-08 | 0 | 16969.2 | 16969.2 | | eq_trades5 | 2023-09 | -0.041963 | 16969.2 | 16257.1 | | eq_trades5 | 2023-10 | 0.012847 | 16257.1 | 16466 | | eq_trades5 | 2023-11 | -0.04224 | 16466 | 15770.5 | | eq_trades5 | 2023-12 | 0 | 15770.5 | 15770.5 | | eq_trades5 | 2024-01 | 0 | 15770.5 | 15770.5 | | eq_trades5 | 2024-02 | 0 | 15770.5 | 15770.5 | | eq_trades5 | 2024-03 | 0.0636581 | 15770.5 | 16774.4 | | eq_trades5 | 2024-04 | 0 | 16774.4 | 16774.4 | | eq_trades5 | 2024-05 | 0.065696 | 16774.4 | 17876.4 | | eq_trades5 | 2024-06 | 0.0504907 | 17876.4 | 18779 | | eq_trades5 | 2024-07 | 0 | 18779 | 18779 | | eq_trades5 | 2024-08 | 0 | 18779 | 18779 | | eq_trades5 | 2024-09 | -0.122933 | 18779 | 16470.4 | | eq_trades5 | 2024-10 | 0 | 16470.4 | 16470.4 | | eq_trades5 | 2024-11 | 0 | 16470.4 | 16470.4 | | eq_trades5 | 2024-12 | 0.0355461 | 16470.4 | 17055.9 | | eq_trades5 | 2025-01 | -0.1374 | 17055.9 | 14712.4 | | eq_trades5 | 2025-02 | 0 | 14712.4 | 14712.4 | | eq_trades5 | 2025-03 | 0 | 14712.4 | 14712.4 | | eq_trades5 | 2025-04 | 0.084888 | 14712.4 | 15961.3 | | eq_trades5 | 2025-05 | 0.012673 | 15961.3 | 16163.6 | | eq_trades5 | 2025-06 | 0 | 16163.6 | 16163.6 | | eq_trades5 | 2025-07 | 0 | 16163.6 | 16163.6 | | eq_trades5 | 2025-08 | 0 | 16163.6 | 16163.6 | | eq_trades5 | 2025-09 | 0.0291427 | 16163.6 | 16634.7 | | eq_trades5 | 2025-10 | 0.027047 | 16634.7 | 17084.6 | | eq_trades5 | 2025-11 | 0 | 17084.6 | 17084.6 | | eq_trades5 | 2025-12 | 0 | 17084.6 | 17084.6 | | eq_trades5 | 2026-01 | 0 | 17084.6 | 17084.6 | | eq_trades5 | 2026-02 | 0 | 17084.6 | 17084.6 | | eq_trades5 | 2026-03 | 0 | 17084.6 | 17084.6 | | eq_trades5 | 2026-04 | -0.072728 | 17084.6 | 15842 | | eq_trades5 | 2026-05 | 0 | 15842 | 15842 | | eth_daily_sma200 | 2020-02 | 0 | 10000 | 10000 | | eth_daily_sma200 | 2020-03 | 0 | 10000 | 10000 | | eth_daily_sma200 | 2020-04 | 0 | 10000 | 10000 | | eth_daily_sma200 | 2020-05 | 0 | 10000 | 10000 | | eth_daily_sma200 | 2020-06 | 0 | 10000 | 10000 | | eth_daily_sma200 | 2020-07 | 0 | 10000 | 10000 | | eth_daily_sma200 | 2020-08 | 0.00122903 | 10000 | 10012.3 | | eth_daily_sma200 | 2020-09 | 0 | 10012.3 | 10012.3 | | eth_daily_sma200 | 2020-10 | 0.131183 | 10012.3 | 11325.7 | | eth_daily_sma200 | 2020-11 | 0.014521 | 11325.7 | 11490.2 | | eth_daily_sma200 | 2020-12 | 0.0939489 | 11490.2 | 12569.7 | | eth_daily_sma200 | 2021-01 | 0.041042 | 12569.7 | 13085.6 | | eth_daily_sma200 | 2021-02 | -0.1374 | 13085.6 | 11287.6 | | eth_daily_sma200 | 2021-03 | 0.0930911 | 11287.6 | 12338.4 | | eth_daily_sma200 | 2021-04 | 0 | 12338.4 | 12338.4 | | eth_daily_sma200 | 2021-05 | 0 | 12338.4 | 12338.4 | | eth_daily_sma200 | 2021-06 | 0 | 12338.4 | 12338.4 | | eth_daily_sma200 | 2021-07 | 0 | 12338.4 | 12338.4 | | eth_daily_sma200 | 2021-08 | 0.14485 | 12338.4 | 14125.6 | | eth_daily_sma200 | 2021-09 | -0.255921 | 14125.6 | 10510.6 | | eth_daily_sma200 | 2021-10 | 0.129442 | 10510.6 | 11871.1 | | eth_daily_sma200 | 2021-11 | 0.0738888 | 11871.1 | 12748.2 | | eth_daily_sma200 | 2021-12 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-01 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-02 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-03 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-04 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-05 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-06 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-07 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-08 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-09 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-10 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-11 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2022-12 | 0 | 12748.2 | 12748.2 | | eth_daily_sma200 | 2023-01 | 0.039397 | 12748.2 | 13250.5 | | eth_daily_sma200 | 2023-02 | -0.0163535 | 13250.5 | 13033.8 | | eth_daily_sma200 | 2023-03 | 0 | 13033.8 | 13033.8 | | eth_daily_sma200 | 2023-04 | 0.0726168 | 13033.8 | 13980.2 | | eth_daily_sma200 | 2023-05 | 0 | 13980.2 | 13980.2 | | eth_daily_sma200 | 2023-06 | 0 | 13980.2 | 13980.2 | | eth_daily_sma200 | 2023-07 | 0 | 13980.2 | 13980.2 | | eth_daily_sma200 | 2023-08 | 0 | 13980.2 | 13980.2 | | eth_daily_sma200 | 2023-09 | 0 | 13980.2 | 13980.2 | | eth_daily_sma200 | 2023-10 | 0 | 13980.2 | 13980.2 | | eth_daily_sma200 | 2023-11 | -0.04224 | 13980.2 | 13389.7 | | eth_daily_sma200 | 2023-12 | 0 | 13389.7 | 13389.7 | | eth_daily_sma200 | 2024-01 | 0.011475 | 13389.7 | 13543.4 | | eth_daily_sma200 | 2024-02 | 0.067766 | 13543.4 | 14461.1 | | eth_daily_sma200 | 2024-03 | 0.0636581 | 14461.1 | 15381.7 | | eth_daily_sma200 | 2024-04 | 0 | 15381.7 | 15381.7 | | eth_daily_sma200 | 2024-05 | 0.065696 | 15381.7 | 16392.2 | | eth_daily_sma200 | 2024-06 | 0.0504907 | 16392.2 | 17219.9 | | eth_daily_sma200 | 2024-07 | 0 | 17219.9 | 17219.9 | | eth_daily_sma200 | 2024-08 | 0 | 17219.9 | 17219.9 | | eth_daily_sma200 | 2024-09 | 0 | 17219.9 | 17219.9 | | eth_daily_sma200 | 2024-10 | 0 | 17219.9 | 17219.9 | | eth_daily_sma200 | 2024-11 | 0.038638 | 17219.9 | 17885.2 | | eth_daily_sma200 | 2024-12 | 0.0355461 | 17885.2 | 18521 | | eth_daily_sma200 | 2025-01 | -0.1374 | 18521 | 15976.2 | | eth_daily_sma200 | 2025-02 | 0 | 15976.2 | 15976.2 | | eth_daily_sma200 | 2025-03 | 0 | 15976.2 | 15976.2 | | eth_daily_sma200 | 2025-04 | 0 | 15976.2 | 15976.2 | | eth_daily_sma200 | 2025-05 | 0 | 15976.2 | 15976.2 | | eth_daily_sma200 | 2025-06 | 0 | 15976.2 | 15976.2 | | eth_daily_sma200 | 2025-07 | 0.0788023 | 15976.2 | 17235.1 | | eth_daily_sma200 | 2025-08 | 0 | 17235.1 | 17235.1 | | eth_daily_sma200 | 2025-09 | 0.0291427 | 17235.1 | 17737.4 | | eth_daily_sma200 | 2025-10 | 0.027047 | 17737.4 | 18217.2 | | eth_daily_sma200 | 2025-11 | 0 | 18217.2 | 18217.2 | | eth_daily_sma200 | 2025-12 | 0 | 18217.2 | 18217.2 | | eth_daily_sma200 | 2026-01 | 0 | 18217.2 | 18217.2 | | eth_daily_sma200 | 2026-02 | 0 | 18217.2 | 18217.2 | | eth_daily_sma200 | 2026-03 | 0 | 18217.2 | 18217.2 | | eth_daily_sma200 | 2026-04 | 0 | 18217.2 | 18217.2 | | eth_daily_sma200 | 2026-05 | 0 | 18217.2 | 18217.2 |