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okx-codex-trader
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recent-strategy-snapshot.csv

recent-strategy-snapshot.csv 5.6 KB
Историја Датотека

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  1. name,kind,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,trades,win_rate,profit_factor
    2. 

  2. ETH buy_hold_unlevered,benchmark,7d,2026-05-10T06:45:00+00:00,2026-05-17T06:45:00+00:00,-0.062058214736625095,-0.9645863167137481,0.08934202228295146,-10.796557902605407,1,0.0,0.0
    3. 

  3. ETH buy_hold_unlevered,benchmark,14d,2026-05-03T06:45:00+00:00,2026-05-17T06:45:00+00:00,-0.05173514177669136,-0.7496640725202096,0.10372166543907708,-7.227651709473747,1,0.0,0.0
    4. 

  4. ETH buy_hold_unlevered,benchmark,30d,2026-04-17T06:45:00+00:00,2026-05-17T06:45:00+00:00,-0.0626217800705573,-0.5447002160623965,0.11882086352300787,-4.58421357926694,1,0.0,0.0
    5. 

  5. ETH buy_hold_unlevered,benchmark,90d,2026-02-16T06:45:00+00:00,2026-05-17T06:45:00+00:00,0.1108449421972666,0.5316166195932679,0.17256447172337158,3.0806840729386793,1,1.0,0.0
    6. 

  6. ETH buy_hold_3x_continuous,benchmark,7d,2026-05-10T06:45:00+00:00,2026-05-17T06:45:00+00:00,-0.18092486699251853,-0.9999697690210867,0.2494937632701097,-4.007995053321186,1,0.0,0.0
    7. 

  7. ETH buy_hold_3x_continuous,benchmark,14d,2026-05-03T06:45:00+00:00,2026-05-17T06:45:00+00:00,-0.16074631015209961,-0.989629766219861,0.2872378030431389,-3.4453325980606846,1,0.0,0.0
    8. 

  8. ETH buy_hold_3x_continuous,benchmark,30d,2026-04-17T06:45:00+00:00,2026-05-17T06:45:00+00:00,-0.2084574127068799,-0.9418204334569411,0.34107441798900995,-2.7613341364326196,1,0.0,0.0
    9. 

  9. ETH buy_hold_3x_continuous,benchmark,90d,2026-02-16T06:45:00+00:00,2026-05-17T06:45:00+00:00,0.07514398167535519,0.34157408004611134,0.45730828371078835,0.7469230106099066,1,1.0,0.0
    10. 

  10. BB squeeze live l48-bw960-q25 both vc006,live_bb_squeeze,7d,2026-05-10T13:15:00+00:00,2026-05-17T03:45:00+00:00,-0.026480022960002847,-0.7730957979065899,0.05467840927000001,-14.138959202142672,5,0.0,0.0
    11. 

  11. BB squeeze live l48-bw960-q25 both vc006,live_bb_squeeze,14d,2026-05-03T21:45:00+00:00,2026-05-17T03:45:00+00:00,-0.08727625068451006,-0.9191906951364033,0.11371365051657308,-8.083380411768918,10,0.0,0.0
    12. 

  12. BB squeeze live l48-bw960-q25 both vc006,live_bb_squeeze,30d,2026-04-18T23:00:00+00:00,2026-05-17T03:45:00+00:00,0.024920335114997805,0.3752293124081276,0.1309232101344398,2.866025909560418,21,0.0,0.0
    13. 

  13. BB squeeze live l48-bw960-q25 both vc006,live_bb_squeeze,90d,2026-02-16T11:00:00+00:00,2026-05-17T03:45:00+00:00,0.690790619323179,7.475128303342137,0.18215078728943404,41.03813337608201,68,0.0,0.0
    14. 

  14. BB squeeze long_only l48-bw960-q25 vc006,bb_squeeze,7d,2026-05-08T13:15:00+00:00,2026-05-14T09:45:00+00:00,-0.024972592123551185,-0.7933608315334095,0.026667164590000028,-29.75047567790216,4,0.0,0.0
    15. 

  15. BB squeeze long_only l48-bw960-q25 vc006,bb_squeeze,14d,2026-05-01T20:45:00+00:00,2026-05-14T09:45:00+00:00,-0.06013069811272642,-0.835493637984324,0.06013069811272645,-13.89462727371021,8,0.0,0.0
    16. 

  16. BB squeeze long_only l48-bw960-q25 vc006,bb_squeeze,30d,2026-04-14T11:30:00+00:00,2026-05-14T09:45:00+00:00,0.036072299260995866,0.5406428745206349,0.06410501593676513,8.4337062649503,15,0.0,0.0
    17. 

  17. BB squeeze long_only l48-bw960-q25 vc006,bb_squeeze,90d,2026-02-14T03:00:00+00:00,2026-05-14T09:45:00+00:00,0.4881405379258348,4.079298624326656,0.15251110618812874,26.747551219611985,42,0.0,0.0
    18. 

  18. BTC risk ETH short overlay 5pct,short_overlay,7d,2026-05-10T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    19. 

  19. BTC risk ETH short overlay 5pct,short_overlay,14d,2026-05-03T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    20. 

  20. BTC risk ETH short overlay 5pct,short_overlay,30d,2026-04-17T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    21. 

  21. BTC risk ETH short overlay 5pct,short_overlay,90d,2026-02-16T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.00012800248984867757,0.0005192227367458724,0.006438167332154946,0.08064759891415887,19,0.5263157894736842,1.1170960619299255
    22. 

  22. eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,7d,2026-05-10T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    23. 

  23. eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,14d,2026-05-03T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    24. 

  24. eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,30d,2026-04-17T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    25. 

  25. eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,90d,2026-02-16T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.01056373872446037,0.043538274070507255,0.0035543217770098714,12.249390123348514,2,0.5,7.55877345796039
    26. 

  26. eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25,relative_momentum,7d,2026-05-10T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    27. 

  27. eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25,relative_momentum,14d,2026-05-03T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    28. 

  28. eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25,relative_momentum,30d,2026-04-17T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    29. 

  29. eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25,relative_momentum,90d,2026-02-16T06:00:00+00:00,2026-05-17T06:00:00+00:00,0.006562138562029363,0.026881128758773354,0.004412806527306049,6.091617339766734,2,0.5,5.121049702855825
    30. 

  30. eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,7d,2026-05-10T04:00:00+00:00,2026-05-17T04:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    31. 

  31. eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,14d,2026-05-03T04:00:00+00:00,2026-05-17T04:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    32. 

  32. eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,30d,2026-04-17T04:00:00+00:00,2026-05-17T04:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    33. 

  33. eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25,relative_momentum,90d,2026-02-16T04:00:00+00:00,2026-05-17T04:00:00+00:00,0.0,0.0,0.0,0.0,0,0.0,0.0
    34.