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executable-bidir-total.csv

executable-bidir-total.csv 22 KB
История Исходник

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  1. family,symbol,bar,name,first_candle,last_candle,years,directly_liveable,needs_synthetic_bookkeeping,supports_short,long_entries,short_entries,order_intent,params_json,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,win_rate,payoff_ratio,profit_factor,risk_reward_ratio,trades,trades_per_month,worst_month,worst_month_return,candidate_tier
    2. 

  2. BBMR risk-filtered,ETH-USDT-SWAP,15m,bbmr-risk-t192-l96-atr0.01-sl0.01-tp0.015,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,172,72,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":96,""stdev_mult"":2.0,""atr_length"":96,""max_atr_pct"":0.01,""stop_loss_pct"":0.01,""take_profit_pct"":0.015,""max_hold_bars"":96}",0.5307837585122177,0.06935231554835952,0.33904304936044405,0.20455312586169425,0.5327868852459017,1.012518952741183,1.154626875932928,1.565534994784482,244,3.202157303370786,2022-11,-0.12234878289923146,positive_sub10pm
    3. 

  3. BBMR risk-filtered,BTC-USDT-SWAP,15m,bbmr-risk-t192-l96-atr0.01-sl0.01-tp0.015,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,138,103,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":96,""stdev_mult"":2.0,""atr_length"":96,""max_atr_pct"":0.01,""stop_loss_pct"":0.01,""take_profit_pct"":0.015,""max_hold_bars"":96}",0.19046805249684806,0.027731040643869775,0.27052815261333985,0.10250704178468688,0.5809128630705395,0.7855668050547545,1.0889044822541154,0.7040600050564054,241,3.150905126287841,2024-01,-0.1378237075608011,positive_sub10pm
    4. 

  4. MA cross both,ETH-USDT-SWAP,15m,ma-cross-both-f21-s89-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,1618,1618,single_symbol_long_short_entry_exit,"{""fast"":21,""slow"":89,""stop_loss_pct"":0.01}",-0.5443478551734786,-0.1164309052061161,0.994124029246173,-0.11711909357467562,0.2388751545117429,3.5514682500004384,1.1146102140683471,-0.5475653330563272,3236,42.46795505617977,2021-01,-0.6885474755689496,nonpositive_10pm
    5. 

  5. MA cross both,BTC-USDT-SWAP,15m,ma-cross-both-f21-s89-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,1663,1663,single_symbol_long_short_entry_exit,"{""fast"":21,""slow"":89,""stop_loss_pct"":0.01}",-0.881902159384352,-0.28477512515829706,0.9860841118090515,-0.28879394946933473,0.24533974744437764,3.2886346302331835,1.069133808075808,-0.8943478034205731,3326,43.48510560179817,2022-01,-0.5610117828271657,nonpositive_10pm
    6. 

  6. BBMR risk-filtered,BTC-USDT-SWAP,15m,bbmr-risk-t192-l48-atr0.01-sl0.01-tp0.015,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,714,570,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":48,""stdev_mult"":2.0,""atr_length"":48,""max_atr_pct"":0.01,""stop_loss_pct"":0.01,""take_profit_pct"":0.015,""max_hold_bars"":48}",-0.9600824831133907,-0.3966985239074312,0.9634003826612205,-0.4117691159843873,0.544392523364486,0.7041742996742577,0.8413980093543695,-0.9965560533216058,1284,16.787394946695386,2025-12,-0.19072871016726123,nonpositive_10pm
    7. 

  7. BBMR risk-filtered,BTC-USDT-SWAP,15m,bbmr-risk-t192-l48-atr0.01-sl0.006-tp0.009,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,901,683,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":48,""stdev_mult"":2.0,""atr_length"":48,""max_atr_pct"":0.01,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":48}",-0.9727337073756209,-0.43171922261159335,0.9745262373680516,-0.44300420661588097,0.4621212121212121,0.9367097109219714,0.8047787657216938,-0.998160613923262,1584,20.709683485642906,2020-05,-0.21534435469933366,nonpositive_10pm
    8. 

  8. BBMR risk-filtered,ETH-USDT-SWAP,15m,bbmr-risk-t192-l48-atr0.01-sl0.01-tp0.015,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,795,544,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":48,""stdev_mult"":2.0,""atr_length"":48,""max_atr_pct"":0.01,""stop_loss_pct"":0.01,""take_profit_pct"":0.015,""max_hold_bars"":48}",-0.9894634747305636,-0.5117883170864241,0.9900404060207642,-0.5169367977044872,0.4764749813293503,0.9021549757423155,0.8210768538139762,-0.9994172649048544,1339,17.57249438202247,2022-08,-0.334308570397455,nonpositive_10pm
    9. 

  9. BBMR risk-filtered,ETH-USDT-SWAP,15m,bbmr-risk-t192-l48-atr0.01-sl0.006-tp0.009,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,1070,686,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":48,""stdev_mult"":2.0,""atr_length"":48,""max_atr_pct"":0.01,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":48}",-0.9937311588381679,-0.5501226581046461,0.9937970963459449,-0.5535563145911488,0.4151480637813212,1.0887947936092808,0.7728640745288858,-0.9999336509353675,1756,23.045033707865166,2022-08,-0.37972154382401724,nonpositive_10pm
    10. 

  10. MA cross both,ETH-USDT-SWAP,15m,ma-cross-both-f13-s55-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,2688,2688,single_symbol_long_short_entry_exit,"{""fast"":13,""slow"":55,""stop_loss_pct"":0.01}",-0.9999624333387679,-0.7990416800708078,0.999964842594045,-0.7990697732912138,0.25167410714285715,2.9389956401513535,0.9884317924744671,-0.9999975906600168,5376,70.55244943820225,2025-11,-0.5522329325712911,nonpositive_10pm
    11. 

  11. MA cross both,BTC-USDT-SWAP,15m,ma-cross-both-f13-s55-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,2787,2787,single_symbol_long_short_entry_exit,"{""fast"":13,""slow"":55,""stop_loss_pct"":0.01}",-0.9999831696216224,-0.8217561683212675,0.9999905486939551,-0.8217639350637145,0.25905992106207393,2.711937924886784,0.9481933083623525,-0.9999926208579247,5574,72.87612105364492,2022-01,-0.6330994016653446,nonpositive_10pm
    12. 

  12. MA cross both,ETH-USDT-SWAP,15m,ma-cross-both-f8-s34-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,4402,4402,single_symbol_long_short_entry_exit,"{""fast"":8,""slow"":34,""stop_loss_pct"":0.01}",-0.9999998456470421,-0.9154125552308765,0.9999999131297375,-0.9154126347530124,0.26351658337119493,2.6953995143090155,0.9644242555824979,-0.9999999325172988,8804,115.54013483146066,2022-09,-0.6467650097054145,nonpositive_10pm
    13. 

  13. Donchian false breakout,BTC-USDT-SWAP,15m,donchian-false-l96-r2-sl0.006-tp0.009,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,3506,3730,single_symbol_long_short_entry_exit,"{""lookback"":96,""reclaim_bars"":2,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":96}",-0.9999999966090639,-0.9530993581503862,0.9999999966827124,-0.9530993613120908,0.39441680486456604,1.2247168843179286,0.7976590570158302,-0.9999999999263515,7236,94.60559955941417,2024-08,-0.5563608272795834,nonpositive_10pm
    14. 

  14. Donchian false breakout,BTC-USDT-SWAP,15m,donchian-false-l96-r4-sl0.006-tp0.009,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,3506,3730,single_symbol_long_short_entry_exit,"{""lookback"":96,""reclaim_bars"":4,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":96}",-0.9999999966090639,-0.9530993581503862,0.9999999966827124,-0.9530993613120908,0.39441680486456604,1.2247168843179286,0.7976590570158302,-0.9999999999263515,7236,94.60559955941417,2024-08,-0.5563608272795834,nonpositive_10pm
    15. 

  15. MA cross both,BTC-USDT-SWAP,15m,ma-cross-both-f8-s34-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,4562,4563,single_symbol_long_short_entry_exit,"{""fast"":8,""slow"":34,""stop_loss_pct"":0.01}",-0.9999999986109543,-0.9592275188214064,0.9999999989462685,-0.9592275198321747,0.2631232876712329,2.488091668227145,0.8884455823041902,-0.9999999996646859,9125,119.30294305965373,2021-01,-0.6943508554922505,nonpositive_10pm
    16. 

  16. Donchian false breakout,ETH-USDT-SWAP,15m,donchian-false-l96-r2-sl0.006-tp0.009,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,3722,4482,single_symbol_long_short_entry_exit,"{""lookback"":96,""reclaim_bars"":2,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":96}",-0.9999999999227114,-0.9744407194762232,0.9999999999247124,-0.9744407195495864,0.3896879570941004,1.2346028169941978,0.7883014191992113,-0.9999999999979989,8204,107.66597752808987,2021-05,-0.7315056872336693,nonpositive_10pm
    17. 

  17. Donchian false breakout,ETH-USDT-SWAP,15m,donchian-false-l96-r4-sl0.006-tp0.009,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,3722,4482,single_symbol_long_short_entry_exit,"{""lookback"":96,""reclaim_bars"":4,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":96}",-0.9999999999227114,-0.9744407194762232,0.9999999999247124,-0.9744407195495864,0.3896879570941004,1.2346028169941978,0.7883014191992113,-0.9999999999979989,8204,107.66597752808987,2021-05,-0.7315056872336693,nonpositive_10pm
    18. 

  18. Donchian false breakout,BTC-USDT-SWAP,15m,donchian-false-l48-r2-sl0.006-tp0.009,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,5456,5578,single_symbol_long_short_entry_exit,"{""lookback"":48,""reclaim_bars"":2,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":48}",-0.999999999999931,-0.9913886297388445,0.9999999999999326,-0.9913886297389113,0.40275512053652346,1.165918535846566,0.7862430915481244,-0.9999999999999984,11034,144.26177246248977,2024-08,-0.616758081870902,nonpositive_10pm
    19. 

  19. Donchian false breakout,BTC-USDT-SWAP,15m,donchian-false-l48-r4-sl0.006-tp0.009,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,5456,5578,single_symbol_long_short_entry_exit,"{""lookback"":48,""reclaim_bars"":4,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":48}",-0.999999999999931,-0.9913886297388445,0.9999999999999326,-0.9913886297389113,0.40275512053652346,1.165918535846566,0.7862430915481244,-0.9999999999999984,11034,144.26177246248977,2024-08,-0.616758081870902,nonpositive_10pm
    20. 

  20. VWAP reversion,BTC-USDT-SWAP,15m,vwap-reversion-w96-z2-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,3672,3830,single_symbol_long_short_entry_exit,"{""window"":96,""entry_z"":2.0,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-0.9999999999999462,-0.9917161928916075,0.9999999999999541,-0.991716192891653,0.27366035723806986,2.0074096552503207,0.7563244672837051,-0.999999999999992,7502,98.08336206394765,2021-01,-0.7367179353337692,nonpositive_10pm
    21. 

  21. VWAP reversion,BTC-USDT-SWAP,15m,vwap-reversion-w48-z2-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,4836,5126,single_symbol_long_short_entry_exit,"{""window"":48,""entry_z"":2.0,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":48}",-0.9999999999999736,-0.9925915963258162,0.9999999999999749,-0.992591596325841,0.35896406344107606,1.398751800707077,0.7832659629390083,-0.9999999999999987,9962,130.2461280833173,2021-01,-0.6657587927725409,nonpositive_10pm
    22. 

  22. Donchian false breakout,ETH-USDT-SWAP,15m,donchian-false-l48-r2-sl0.006-tp0.009,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,5892,6509,single_symbol_long_short_entry_exit,"{""lookback"":48,""reclaim_bars"":2,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":48}",-0.9999999999999997,-0.9963477578438725,0.9999999999999997,-0.9963477578438729,0.3917426014031127,1.2147856166174233,0.7823715399081854,-1.0,12401,162.74570786516853,2021-05,-0.7644632298557853,nonpositive_10pm
    23. 

  23. Donchian false breakout,ETH-USDT-SWAP,15m,donchian-false-l48-r4-sl0.006-tp0.009,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,5892,6509,single_symbol_long_short_entry_exit,"{""lookback"":48,""reclaim_bars"":4,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":48}",-0.9999999999999997,-0.9963477578438725,0.9999999999999997,-0.9963477578438729,0.3917426014031127,1.2147856166174233,0.7823715399081854,-1.0,12401,162.74570786516853,2021-05,-0.7644632298557853,nonpositive_10pm
    24. 

  24. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t192-e10-x55-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,17938,16319,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5233674869369764,0.6810152582131297,0.747790455934787,-1.0,34257,449.575011235955,2021-03,-0.7872707532503879,nonpositive_10pm
    25. 

  25. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t96-e10-x55-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,16958,15736,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5217471095613874,0.6992235061058377,0.7628136714730993,-1.0,32694,429.0628314606741,2021-03,-0.7781393899140645,nonpositive_10pm
    26. 

  26. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t192-e5-x55-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,17004,15507,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5259450647473163,0.6780172174410011,0.7522330911642666,-1.0,32511,426.661213483146,2021-03,-0.7785073750404788,nonpositive_10pm
    27. 

  27. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t192-e10-x55-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,16709,15048,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5032906130931764,0.6579566146990428,0.6666743104307594,-1.0,31757,415.2003904378546,2022-05,-0.7936275744261018,nonpositive_10pm
    28. 

  28. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t96-e5-x55-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,16042,14948,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5251694094869312,0.6981945011707055,0.7722130823345724,-1.0,30990,406.7002247191011,2021-03,-0.7646142773662596,nonpositive_10pm
    29. 

  29. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t192-e10-x55-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,16096,14561,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5543595263724435,0.6116596654313629,0.7608809847757291,-1.0,30657,402.3300674157303,2021-03,-0.7564858862760676,nonpositive_10pm
    30. 

  30. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t96-e10-x55-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,15839,14536,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5003456790123457,0.6722613301925932,0.6731915198172913,-1.0,30375,397.1317145684364,2024-04,-0.7464477960005055,nonpositive_10pm
    31. 

  31. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t192-e5-x55-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,15849,14315,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5057353136188835,0.6524949567837527,0.6676377064683177,-1.0,30164,394.37303829604326,2022-05,-0.769752670034696,nonpositive_10pm
    32. 

  32. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t96-e10-x55-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,15341,14184,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5497036409822185,0.6376320093746091,0.7783954503309444,-1.0,29525,387.47415730337076,2021-03,-0.7409590023510295,nonpositive_10pm
    33. 

  33. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t192-e5-x55-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,15299,13880,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5573186195551595,0.6094336779515712,0.7672532686264962,-1.0,29179,382.9333932584269,2021-03,-0.7634768722429255,nonpositive_10pm
    34. 

  34. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t192-e10-x55-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,15409,13840,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5167356148928168,0.6351024539456328,0.6790900947247468,-1.0,29249,382.41005825225335,2022-05,-0.7936384699852795,nonpositive_10pm
    35. 

  35. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t96-e5-x55-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,15023,13808,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5030696125698033,0.6664835144678734,0.6747174491409251,-1.0,28831,376.94500288798645,2024-04,-0.7338178023350337,nonpositive_10pm
    36. 

  36. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t96-e10-x55-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,14766,13506,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":10.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5127688172043011,0.6486004374006368,0.6825960465333598,-1.0,28272,369.63647191041423,2024-04,-0.7319389969178521,nonpositive_10pm
    37. 

  37. RSI2 both,ETH-USDT-SWAP,15m,rsi2-both-t96-e5-x55-sl0.01,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,14564,13513,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5536560173807743,0.6354098400094029,0.7881779415054396,-1.0,28077,368.47119101123593,2021-03,-0.7472872685915312,nonpositive_10pm
    38. 

  38. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t192-e5-x55-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,14665,13204,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5198966593706269,0.6313160069278104,0.6836425728233965,-1.0,27869,364.36753097309474,2022-05,-0.7691949653096348,nonpositive_10pm
    39. 

  39. RSI2 both,BTC-USDT-SWAP,15m,rsi2-both-t96-e5-x55-sl0.01,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,14041,12869,single_symbol_long_short_entry_exit,"{""trend_sma"":96,""entry_rsi"":5.0,""exit_rsi"":55.0,""stop_loss_pct"":0.01,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.5157562244518766,0.6429913752178401,0.6848344176692811,-1.0,26910,351.8292819435925,2024-04,-0.7123335109662512,nonpositive_10pm
    40. 

  40. VWAP reversion,ETH-USDT-SWAP,15m,vwap-reversion-w48-z1.5-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,9005,9186,single_symbol_long_short_entry_exit,"{""window"":48,""entry_z"":1.5,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":48}",-1.0,-1.0,1.0,-1.0,0.3057555934253202,1.7603310487213417,0.7752760545560301,-1.0,18191,238.7313258426966,2021-05,-0.8734680824201303,nonpositive_10pm
    41. 

  41. VWAP reversion,BTC-USDT-SWAP,15m,vwap-reversion-w48-z1.5-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,7662,7679,single_symbol_long_short_entry_exit,"{""window"":48,""entry_z"":1.5,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":48}",-1.0,-1.0,1.0,-1.0,0.37305260413271624,1.313519889175563,0.781583939046761,-1.0,15341,200.57276158664632,2021-01,-0.8714999656351985,nonpositive_10pm
    42. 

  42. VWAP reversion,ETH-USDT-SWAP,15m,vwap-reversion-w96-z1.5-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,6743,6700,single_symbol_long_short_entry_exit,"{""window"":96,""entry_z"":1.5,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.22673510377147957,2.631114463800068,0.7714898398905826,-1.0,13443,176.42049438202244,2021-05,-0.9055011061344436,nonpositive_10pm
    43. 

  43. VWAP reversion,ETH-USDT-SWAP,15m,vwap-reversion-w48-z2-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,5691,5963,single_symbol_long_short_entry_exit,"{""window"":48,""entry_z"":2.0,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":48}",-1.0,-1.0,1.0,-1.0,0.2929466277672902,1.8273326380505852,0.7571011682408613,-1.0,11654,152.9423820224719,2022-06,-0.8222826995621771,nonpositive_10pm
    44. 

  44. VWAP reversion,BTC-USDT-SWAP,15m,vwap-reversion-w96-z1.5-sl0.006,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,5539,5563,single_symbol_long_short_entry_exit,"{""window"":96,""entry_z"":1.5,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.28562421185372006,1.915356858330902,0.7658046397386572,-1.0,11102,145.15082453131788,2021-01,-0.7824457070474309,nonpositive_10pm
    45. 

  45. VWAP reversion,ETH-USDT-SWAP,15m,vwap-reversion-w96-z2-sl0.006,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,4373,4575,single_symbol_long_short_entry_exit,"{""window"":96,""entry_z"":2.0,""exit_z"":0.25,""stop_loss_pct"":0.006,""max_hold_bars"":96}",-1.0,-1.0,1.0,-1.0,0.2127849798837729,2.7805884434719967,0.7515957405409827,-1.0,8948,117.42993258426965,2021-05,-0.8489376796192458,nonpositive_10pm
    46. 

  46. BBMR risk-filtered,BTC-USDT-SWAP,15m,bbmr-risk-t192-l96-atr0.01-sl0.006-tp0.009,2019-12-16 06:00,2026-04-29 16:45,6.373829908675798,True,False,True,166,127,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":96,""stdev_mult"":2.0,""atr_length"":96,""max_atr_pct"":0.01,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":96}",-0.12607703313859508,-0.020921231925947303,0.3459093706237499,-0.06048183051017603,0.4880546075085324,1.0235813142830186,0.9758141862831443,-0.3644799587569737,293,3.830768473038744,2024-01,-0.12876451748306117,other
    47. 

  47. BBMR risk-filtered,ETH-USDT-SWAP,15m,bbmr-risk-t192-l96-atr0.01-sl0.006-tp0.009,2019-12-25 00:00,2026-04-29 17:00,6.349885844748859,True,False,True,218,87,single_symbol_long_short_entry_exit,"{""trend_sma"":192,""band_length"":96,""stdev_mult"":2.0,""atr_length"":96,""max_atr_pct"":0.01,""stop_loss_pct"":0.006,""take_profit_pct"":0.009,""max_hold_bars"":96}",-0.3400096016156269,-0.06334379125039735,0.5368632068782602,-0.11798869886935887,0.4426229508196721,1.1322888182235562,0.8991705321187065,-0.6333263245822095,305,4.0026966292134825,2023-02,-0.10235315571160597,other
    48.