okx-codex-trader/reports/eth-exploration/eth-robust-twap-validation-monthly.csv

cost,period,return,end_equity
maker_maker,2019-12,-0.010405440549999923,9895.9455945
maker_maker,2020-01,0.052190254309999684,10412.417511714877
maker_maker,2020-02,0.0709225583781583,11150.892800547233
maker_maker,2020-03,0.07171341375552509,11950.561389696382
maker_maker,2020-04,-0.03720000000000001,11506.000505999677
maker_maker,2020-05,-0.03720000000000001,11077.977287176489
maker_maker,2020-06,0.03282343105613039,11441.594510903506
maker_maker,2020-07,0.009609047839999718,11551.537339924655
maker_maker,2020-08,0.0067709999999998605,11629.752799253283
maker_maker,2020-09,0.021119999999999806,11875.373178373511
maker_maker,2020-10,0.0197931542308436,12110.424271241882
maker_maker,2020-11,0.024334385714947393,12405.124006629943
maker_maker,2020-12,-0.022297712107021694,12128.518122878206
maker_maker,2021-01,0.04058813470881262,12620.79205026786
maker_maker,2021-02,0.023214999999999986,12913.78373771483
maker_maker,2021-03,0.024533860112490702,13230.608701458883
maker_maker,2021-04,0.06920390551051248,14146.218495881207
maker_maker,2021-05,0.0744971683090132,15200.071716104945
maker_maker,2021-06,0.026893015822900823,15608.847485275382
maker_maker,2021-07,0.009913788499431586,15763.590297964287
maker_maker,2021-08,-0.005262865288349405,15680.62864576537
maker_maker,2021-09,0.02483675457280654,16070.084570987563
maker_maker,2021-10,-0.004180005509979878,16002.911528934992
maker_maker,2021-11,0.07389945327347802,17185.517941707127
maker_maker,2021-12,0.01884166850399982,17509.321773834316
maker_maker,2022-01,-0.01601001135577984,17228.997333403226
maker_maker,2022-02,0.07105915152800968,18453.2752655932
maker_maker,2022-03,0.06403112208783956,19634.85918704491
maker_maker,2022-04,-0.059068538442718976,18475.056752337572
maker_maker,2022-05,0.02284590284230803,18897.136103907604
maker_maker,2022-06,0.08713128245862278,20543.667807436217
maker_maker,2022-07,0.01111796969115253,20772.0716834644
maker_maker,2022-08,0.02729049642399972,21338.951831461054
maker_maker,2022-09,-0.03761271672502231,20536.335881015413
maker_maker,2022-10,0.061068365490848375,21790.456346440085
maker_maker,2022-11,0.0726973890449285,23374.56562892377
maker_maker,2022-12,0.016787929639999755,23766.9761920677
maker_maker,2023-01,-0.02545262869650644,23162.044171812293
maker_maker,2023-02,0.04899705793599973,24296.916192014764
maker_maker,2023-03,0.009613431259999805,24530.492925656676
maker_maker,2023-04,0.020996366122568944,25045.544136290853
maker_maker,2023-05,0.006624999999999881,25211.470866193777
maker_maker,2023-06,0.005366352067041502,25346.764494989733
maker_maker,2023-07,0.00011899999999998023,25349.780759964637
maker_maker,2023-08,0.007345556050981639,25535.98899541705
maker_maker,2023-09,0.004278999999999922,25645.257492328437
maker_maker,2023-10,0.029714677135894707,26407.29803877986
maker_maker,2023-11,0.005929778193490387,26563.88745883922
maker_maker,2023-12,0.015057342073663937,26963.868999113274
maker_maker,2024-01,0.03260099497514002,27842.9179568637
maker_maker,2024-02,0.029463311920971735,28663.2625334168
maker_maker,2024-03,0.051465892277356096,30138.442915279207
maker_maker,2024-04,-0.019611385679483506,29547.38628748857
maker_maker,2024-05,-0.01230273225948364,29183.87270502606
maker_maker,2024-06,0.002565999999999846,29258.758522387154
maker_maker,2024-07,0.045054702692522985,30577.003188765633
maker_maker,2024-08,0.13637484724721305,34746.937327911095
maker_maker,2024-09,0.09025808917547273,37883.12949582826
maker_maker,2024-10,0.007830523523923105,38179.774232505166
maker_maker,2024-11,0.09481728426839231,41799.87673921165
maker_maker,2024-12,0.0837458029564444,45300.44098021733
maker_maker,2025-01,0.004512643713289188,45504.86573041594
maker_maker,2025-02,0.04932370328566349,47749.33422575693
maker_maker,2025-03,-0.011440591828302482,47203.05358280685
maker_maker,2025-04,0.11421638178869253,52594.41557241283
maker_maker,2025-05,0.01833324289714522,53558.64176813527
maker_maker,2025-06,0.07884367877634912,57781.40211539968
maker_maker,2025-07,0.05327913095449799,60859.94500544057
maker_maker,2025-08,-0.020145283333894426,59633.904169620735
maker_maker,2025-09,0.0,59633.904169620735
maker_maker,2025-10,0.054710198175579317,62896.48688472419
maker_maker,2025-11,0.007101720816062196,63343.16017489062
maker_maker,2025-12,-0.05318298964162149,59974.381543441836
maker_maker,2026-01,0.04049487728960233,62403.0367645633
maker_maker,2026-02,0.08720997676362496,67845.2041507805
maker_maker,2026-03,0.0694883883647246,72559.65804549395
maker_maker,2026-04,0.039793564664487135,75447.0654899604
maker_taker,2019-12,-0.012195312849999751,9878.046871500002
maker_taker,2020-01,0.050344679209999965,10375.353972467014
maker_taker,2020-02,0.06713748305755618,11071.929124009666
maker_taker,2020-03,0.06600322814778492,11802.71218801778
maker_taker,2020-04,-0.03810000000000002,11353.028853654303
maker_taker,2020-05,-0.03810000000000002,10920.478454330074
maker_taker,2020-06,0.0291400670455626,11238.701928658875
maker_taker,2020-07,0.007801221439999839,11326.377531102497
maker_taker,2020-08,0.00587099999999996,11392.874693587599
maker_taker,2020-09,0.020219999999999905,11623.23861989194
maker_taker,2020-10,0.01614469338971758,11810.89224360562
maker_taker,2020-11,0.01883639355102318,12033.366858094902
maker_taker,2020-12,-0.024955631615471763,11733.066587690459
maker_taker,2021-01,0.03315281626728539,12122.050788523986
maker_taker,2021-02,0.022315000000000085,12392.5543518699
maker_taker,2021-03,0.01903489532193614,12628.445326729146
maker_taker,2021-04,0.0644628100390372,13442.510398914455
maker_taker,2021-05,0.07069983561056037,14392.893674310957
maker_taker,2021-06,0.02046419311967207,14687.432630012961
maker_taker,2021-07,0.004480984320978099,14753.24678534347
maker_taker,2021-08,-0.008844658092251545,14622.759361776498
maker_taker,2021-09,0.022094584821633845,14945.84315882161
maker_taker,2021-10,-0.009549862156721378,14803.112416838887
maker_taker,2021-11,0.06818135411998605,15812.40866660934
maker_taker,2021-12,0.017025599004000025,16081.624395854407
maker_taker,2022-01,-0.021327959801177077,15738.636157201996
maker_taker,2022-02,0.06376324810566913,16742.18271933852
maker_taker,2022-03,0.05837201199811082,17719.457609906312
maker_taker,2022-04,-0.061933411784914516,16622.031145146648
maker_taker,2022-05,0.018271950358516253,16925.748073088478
maker_taker,2022-06,0.08135398516862535,18302.725130794406
maker_taker,2022-07,0.005679127980415144,18406.668649202547
maker_taker,2022-08,0.025466889423999994,18875.429244355997
maker_taker,2022-09,-0.04197024362069235,18083.222880525234
maker_taker,2022-10,0.05635819372720974,19102.360658838188
maker_taker,2022-11,0.06698270146672058,20381.888380158773
maker_taker,2022-12,0.014973692539999917,20687.080510147865
maker_taker,2023-01,-0.028104796769020557,20105.674316665794
maker_taker,2023-02,0.04715425123599992,21053.742334663042
maker_taker,2023-03,0.007805591359999919,21218.079243926153
maker_taker,2023-04,0.01734467855425237,21586.100007950707
maker_taker,2023-05,0.00572499999999998,21709.680430496224
maker_taker,2023-06,0.002659091367871902,21767.408454328215
maker_taker,2023-07,-0.0007809999999999206,21750.408108325388
maker_taker,2023-08,0.004634716360647939,21851.21508063581
maker_taker,2023-09,0.003379000000000021,21925.05033639328
maker_taker,2023-10,0.026963894475773964,22516.235080039824
maker_taker,2023-11,-0.00038600921819087475,22507.543605739975
maker_taker,2023-12,0.012332740961610966,22785.12331071173
maker_taker,2024-01,0.026142478745043052,23380.782912565195
maker_taker,2024-02,0.024865685477103883,23962.162106677486
maker_taker,2024-03,0.043964989698267454,25015.658316845776
maker_taker,2024-04,-0.023725795287723672,24422.141928632653
maker_taker,2024-05,-0.016751062715215315,24013.045097546237
maker_taker,2024-06,0.0016659999999999453,24053.05083067875
maker_taker,2024-07,0.04040150570272494,25024.83030098235
maker_taker,2024-08,0.13139702829791977,28313.018636191166
maker_taker,2024-09,0.08349140112469411,30676.91223219634
maker_taker,2024-10,0.005118877259139065,30833.943580602336
maker_taker,2024-11,0.0880246835519134,33548.09170694241
maker_taker,2024-12,0.0757298856634312,36088.68485613546
maker_taker,2025-01,0.0009043167518987261,36121.32045840486
maker_taker,2025-02,0.04559624639016335,37768.317085964336
maker_taker,2025-03,-0.015005650853380348,37201.578906452596
maker_taker,2025-04,0.10831990596446994,41231.25043532935
maker_taker,2025-05,0.014688565001347298,41836.87833743551
maker_taker,2025-06,0.0731036508510976,44895.30688411525
maker_taker,2025-07,0.04859665121452483,47077.06845393165
maker_taker,2025-08,-0.027197627093005772,45796.68390148971
maker_taker,2025-09,0.0,45796.68390148971
maker_taker,2025-10,0.04907764809626691,48044.27743798299
maker_taker,2025-11,0.0016809557842951683,48125.037744044654
maker_taker,2025-12,-0.05917976513427459,45277.00931327399
maker_taker,2026-01,0.03492536150057801,46858.325231205126
maker_taker,2026-02,0.07948725955606206,50582.9650912203
maker_taker,2026-03,0.0657072607421747,53906.63316758143
maker_taker,2026-04,0.03702437815029436,55902.492738787165
taker_taker,2019-12,-0.013983565149999766,9860.164348500002
taker_taker,2020-01,0.04850072411000017,10338.38945924586
taker_taker,2020-02,0.06336244965277094,10993.455140848064
taker_taker,2020-03,0.06031841504261859,11656.562930786147
taker_taker,2020-04,-0.039000000000000035,11201.956976485488
taker_taker,2020-05,-0.039000000000000146,10765.080654402553
taker_taker,2020-06,0.025466563767592598,11039.230267351173
taker_taker,2020-07,0.005995015039999885,11105.410618833967
taker_taker,2020-08,0.004971000000000059,11160.615615020191
taker_taker,2020-09,0.019320000000000004,11376.238708702382
taker_taker,2020-10,0.012506030897810216,11518.510301494278
taker_taker,2020-11,0.013363013033768523,11672.432304782742
taker_taker,2020-12,-0.027608730783141855,11350.171263695547
taker_taker,2021-01,0.025764019688185646,11642.597299597679
taker_taker,2021-02,0.021415000000000184,11891.923520768565
taker_taker,2021-03,0.013560545952429504,12053.184496134725
taker_taker,2021-04,0.05973854427397973,12773.224191799516
taker_taker,2021-05,0.0669125714274541,13627.913467892186
taker_taker,2021-06,0.014069896922989988,13819.656805660856
taker_taker,2021-07,-0.0009274440972304454,13806.839846530695
taker_taker,2021-08,-0.012416770904914554,13635.403479235478
taker_taker,2021-09,0.01935731077526137,13899.348221929118
taker_taker,2021-10,-0.014895568172392903,13692.309532937545
taker_taker,2021-11,0.062488649261640994,14547.923460923103
taker_taker,2021-12,0.015211149504000376,14769.214099659957
taker_taker,2022-01,-0.0266219398184796,14376.02897073257
taker_taker,2022-02,0.05651079752841226,15188.429833160228
taker_taker,2022-03,0.052738398500899564,15989.443298304384
taker_taker,2022-04,-0.06479200142442099,14953.455265344948
taker_taker,2022-05,0.013714375361178588,15158.53256380048
taker_taker,2022-06,0.07560229421941722,16304.55240262354
taker_taker,2022-07,0.0002646859674568791,16308.86798885018
taker_taker,2022-08,0.02364490242400019,16694.489581092443
taker_taker,2022-09,-0.04631197456166247,15921.33480429295
taker_taker,2022-10,0.05166476387343466,16743.906807506643
taker_taker,2022-11,0.06129340288793683,17770.197833377217
taker_taker,2022-12,0.013161075440000003,18004.07274764602
taker_taker,2023-01,-0.030752149744694757,17450.40880649603
taker_taker,2023-02,0.04531306453600026,18241.14030692437
taker_taker,2023-03,0.00599937146000018,18350.575683479594
taker_taker,2023-04,0.01370279510892769,18602.029862201187
taker_taker,2023-05,0.004825000000000079,18691.78465628631
taker_taker,2023-06,-4.3304949197908726e-05,18690.97520950135
taker_taker,2023-07,-0.0016809999999999325,18659.55568017418
taker_taker,2023-08,0.0019287442907942598,18695.545191661073
taker_taker,2023-09,0.00247900000000012,18741.891448191203
taker_taker,2023-10,0.02421801512959365,19195.7828588407
taker_taker,2023-11,-0.006667778458473328,19067.78963140099
taker_taker,2023-12,0.009613019759358243,19251.088669894933
taker_taker,2024-01,0.019718617758574197,19630.693528813008
taker_taker,2024-02,0.02028450009644911,20028.89233359158
taker_taker,2024-03,0.03651094767401886,20760.166173551897
taker_taker,2024-04,-0.027826268124025444,20182.48822330732
taker_taker,2024-05,-0.021183352717987214,19754.955456546377
taker_taker,2024-06,0.0007660000000000444,19770.08775242609
taker_taker,2024-07,0.03576489845548991,20477.162933347736
taker_taker,2024-08,0.12643666528340214,23066.227129105115
taker_taker,2024-09,0.07676074215632744,24836.807842281636
taker_taker,2024-10,0.0024120992822749265,24896.716688652003
taker_taker,2024-11,0.08126823419968354,26920.028891308542
taker_taker,2024-12,0.06776638661298451,28744.30197678967
taker_taker,2025-01,-0.0026942821727593547,28666.856716405193
taker_taker,2025-02,0.041878728847849045,29867.388235751667
taker_taker,2025-03,-0.018561060123330364,29313.01784698103
taker_taker,2025-04,0.10244945634640334,32316.120589276656
taker_taker,2025-05,0.011053678920460053,32673.33261022539
taker_taker,2025-06,0.06738909509150837,34875.15892845235
taker_taker,2025-07,0.043930839481509,36407.25393723031
taker_taker,2025-08,-0.03420552061537352,35161.924862131236
taker_taker,2025-09,0.0,35161.924862131236
taker_taker,2025-10,0.043470186927487164,36690.42030861834
taker_taker,2025-11,-0.0037154746913319325,36554.09798054734
taker_taker,2025-12,-0.06514395831660025,34172.819345401644
taker_taker,2026-01,0.029380710831434342,35176.84106888373
taker_taker,2026-02,0.07181258379886812,37702.98091592241
taker_taker,2026-03,0.06193616779067934,40038.15906813976
taker_taker,2026-04,0.034260111760781475,41409.870872510175