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bb-squeeze-15m-signal-3m-execution-exits.csv

bb-squeeze-15m-signal-3m-execution-exits.csv 4.1 KB
Permalink Cronologia Originale

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  1. name,exit_reason,trades,avg_return_pct,payoff_ratio,profit_factor
    2. 

  2. 15m_baseline,breakeven,171,0.2999999999999992,0.0,0.0
    3. 

  3. 15m_baseline,breakeven_gap,10,-0.33329,0.3297675616207486,0.21984504108049907
    4. 

  4. 15m_baseline,signal_middle,30,0.028576666666666754,1.3419159570251225,1.0261710259603878
    5. 

  5. 15m_baseline,stop,180,-3.0,0.0,0.0
    6. 

  6. 15m_baseline,take_profit,78,9.0,0.0,0.0
    7. 

  7. 15m_signal_3m_risk,3m_breakeven,180,0.29999999999999916,0.0,0.0
    8. 

  8. 15m_signal_3m_risk,3m_breakeven_gap,2,0.0888,0.0,0.0
    9. 

  9. 15m_signal_3m_risk,3m_stop,179,-3.0,0.0,0.0
    10. 

  10. 15m_signal_3m_risk,3m_take_profit,78,9.0,0.0,0.0
    11. 

  11. 15m_signal_3m_risk,signal_middle,30,0.028576666666666754,1.3419159570251225,1.0261710259603878
    12. 

  12. 15m_signal_3m_confirm_1,3m_breakeven,152,0.2999999999999995,0.0,0.0
    13. 

  13. 15m_signal_3m_confirm_1,3m_breakeven_gap,3,-0.10876666666666668,0.6243676222596964,0.3121838111298482
    14. 

  14. 15m_signal_3m_confirm_1,3m_stop,142,-3.0,0.0,0.0
    15. 

  15. 15m_signal_3m_confirm_1,3m_take_profit,59,9.0,0.0,0.0
    16. 

  16. 15m_signal_3m_confirm_1,signal_middle,16,-0.16845000000000004,1.4355420178300076,0.8613252106980045
    17. 

  17. 15m_signal_3m_pullback_0005,3m_breakeven,164,0.2999999999999993,0.0,0.0
    18. 

  18. 15m_signal_3m_pullback_0005,3m_breakeven_gap,5,-0.33946,0.4593481095176011,0.11483702737940027
    19. 

  19. 15m_signal_3m_pullback_0005,3m_stop,174,-3.0,0.0,0.0
    20. 

  20. 15m_signal_3m_pullback_0005,3m_stop_gap,1,-3.0117,0.0,0.0
    21. 

  21. 15m_signal_3m_pullback_0005,3m_take_profit,69,9.0,0.0,0.0
    22. 

  22. 15m_signal_3m_pullback_0005,signal_middle,33,-0.11330000000000016,1.5800632418253124,0.9028932810430356
    23. 

  23. 15m_signal_3m_pullback_001,3m_breakeven,166,0.2999999999999993,0.0,0.0
    24. 

  24. 15m_signal_3m_pullback_001,3m_breakeven_gap,5,-0.33946,0.4593481095176011,0.11483702737940027
    25. 

  25. 15m_signal_3m_pullback_001,3m_stop,163,-3.0,0.0,0.0
    26. 

  26. 15m_signal_3m_pullback_001,3m_take_profit,70,9.0,0.0,0.0
    27. 

  27. 15m_signal_3m_pullback_001,signal_middle,34,-0.42569411764705867,1.6383084162562551,0.6826285067734397
    28. 

  28. 15m_signal_3m_pullback_002,3m_breakeven,139,0.2999999999999997,0.0,0.0
    29. 

  29. 15m_signal_3m_pullback_002,3m_breakeven_gap,4,-0.26885,0.5098795924668108,0.1699598641556036
    30. 

  30. 15m_signal_3m_pullback_002,3m_stop,153,-3.0,0.0,0.0
    31. 

  31. 15m_signal_3m_pullback_002,3m_take_profit,60,9.0,0.0,0.0
    32. 

  32. 15m_signal_3m_pullback_002,signal_middle,32,-0.5952999999999999,1.2986956512388628,0.590316205108574
    33. 

  33. 15m_signal_3m_pullback_003,3m_breakeven,107,0.3000000000000005,0.0,0.0
    34. 

  34. 15m_signal_3m_pullback_003,3m_breakeven_gap,2,-0.13465,0.0,0.0
    35. 

  35. 15m_signal_3m_pullback_003,3m_stop,129,-3.0,0.0,0.0
    36. 

  36. 15m_signal_3m_pullback_003,3m_take_profit,53,9.0,0.0,0.0
    37. 

  37. 15m_signal_3m_pullback_003,signal_middle,20,-0.13512499999999997,1.6568511921152376,0.8921506419082049
    38. 

  38. 15m_signal_3m_twap_2x3m,3m_breakeven,180,0.29999999999999916,0.0,0.0
    39. 

  39. 15m_signal_3m_twap_2x3m,3m_breakeven_gap,3,-0.572,0.0,0.0
    40. 

  40. 15m_signal_3m_twap_2x3m,3m_stop,179,-3.0,0.0,0.0
    41. 

  41. 15m_signal_3m_twap_2x3m,3m_stop_gap,1,-3.0128,0.0,0.0
    42. 

  42. 15m_signal_3m_twap_2x3m,3m_take_profit,74,9.0,0.0,0.0
    43. 

  43. 15m_signal_3m_twap_2x3m,signal_middle,31,-0.1727129032258063,1.3530294427404668,0.8545449112045054
    44. 

  44. 15m_signal_3m_twap_3x3m,3m_breakeven,171,0.2999999999999992,0.0,0.0
    45. 

  45. 15m_signal_3m_twap_3x3m,3m_breakeven_gap,3,-0.3984666666666667,0.11107496095783448,0.22214992191566896
    46. 

  46. 15m_signal_3m_twap_3x3m,3m_stop,184,-3.0,0.0,0.0
    47. 

  47. 15m_signal_3m_twap_3x3m,3m_stop_gap,1,-3.0008,0.0,0.0
    48. 

  48. 15m_signal_3m_twap_3x3m,3m_take_profit,73,9.0,0.0,0.0
    49. 

  49. 15m_signal_3m_twap_3x3m,signal_middle,34,-0.0724970588235293,1.5146888693275489,0.9376645381551494
    50. 

  50. 15m_signal_3m_twap_4x3m,3m_breakeven,166,0.2999999999999993,0.0,0.0
    51. 

  51. 15m_signal_3m_twap_4x3m,3m_breakeven_gap,4,-0.44775,0.00885152814117909,0.00295050938039303
    52. 

  52. 15m_signal_3m_twap_4x3m,3m_stop,185,-3.0,0.0,0.0
    53. 

  53. 15m_signal_3m_twap_4x3m,3m_stop_gap,1,-3.9399,0.0,0.0
    54. 

  54. 15m_signal_3m_twap_4x3m,3m_take_profit,75,9.0,0.0,0.0
    55. 

  55. 15m_signal_3m_twap_4x3m,signal_middle,36,-0.12750277777777785,1.5741568646798276,0.8897408365581635
    56. 

  56. 15m_signal_3m_twap_5x3m,3m_breakeven,167,0.29999999999999927,0.0,0.0
    57. 

  57. 15m_signal_3m_twap_5x3m,3m_breakeven_gap,4,-0.479,0.0,0.0
    58. 

  58. 15m_signal_3m_twap_5x3m,3m_stop,188,-3.0,0.0,0.0
    59. 

  59. 15m_signal_3m_twap_5x3m,3m_stop_gap,1,-3.2769,0.0,0.0
    60. 

  60. 15m_signal_3m_twap_5x3m,3m_take_profit,75,9.0,0.0,0.0
    61. 

  61. 15m_signal_3m_twap_5x3m,signal_middle,33,-0.1980242424242426,1.6737029482477537,0.836851474123877
    62.