eth-robust-twap-validation-metrics.csv 286 B

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  1. section,return,annualized,max_dd,calmar,trades,win_rate,avg_return,payoff_ratio,profit_factor,max_consecutive_losses
  2. gross_10y,-1.0,-1.0,1.0,-1.0,,,,,,
  3. trades,,,,,339.0,0.799410029498525,0.007346321533923302,0.6764998357701192,2.696050816083857,3.0
  4. external_delta,0.0,,0.0,,0.0,0.0,,,,