okx-codex-trader/reports/eth-exploration/bb-squeeze-15m-signal-3m-execution-horizons.csv

name,cost,horizon,trades,win_rate,avg_return_pct,payoff_ratio,profit_factor,net_total_return,net_annualized_return,net_max_drawdown,net_calmar
15m_baseline,maker_maker,full,469,0.5671641791044776,0.449518976545844,1.0419863593083474,1.3653614363350761,2.1789359750173323,0.19875307817095322,0.5201816035377987,0.38208401992538155
15m_baseline,maker_maker,3y,197,0.5482233502538071,0.38820558375634473,1.0737817655823265,1.3030160750886661,0.4445538769983697,0.1303059156960198,0.5201816035377987,0.25050081511879374
15m_baseline,maker_maker,1y,64,0.640625,0.8205531249999999,0.9953721118091741,1.7743589819207015,0.4832544222306969,0.4832544222306969,0.1717035344647112,2.8144698578119027
15m_baseline,maker_maker,6m,33,0.6363636363636364,1.0381757575757575,1.133697650592696,1.9839708885372176,0.311379815313217,0.7274611559001825,0.08907332942039076,8.166991855293233
15m_baseline,maker_maker,3m,18,0.7222222222222222,1.9381000000000002,1.3169186513567728,3.423988493527609,0.35813098021644896,2.509216495803806,0.08743366141334741,28.698517884792082
15m_baseline,maker_maker,30d,6,0.6666666666666666,1.0643,1.092166026818005,2.18433205363601,0.05327476697302269,0.8804297221252066,0.03120000000000001,28.21890135016687
15m_baseline,maker_maker,21d,4,0.75,0.09644999999999997,0.38709812283122197,1.161294368493666,-0.0014738619989380641,-0.025310209153155072,0.02511900000000002,-1.0076121323760918
15m_baseline,maker_taker,full,469,0.5671641791044776,0.449518976545844,1.0419863593083474,1.3653614363350761,1.0853994901297037,0.12209868288044623,0.5387165125309512,0.2266473739719111
15m_baseline,maker_taker,3y,197,0.5482233502538071,0.38820558375634473,1.0737817655823265,1.3030160750886661,0.20999026390889486,0.0655376054283403,0.5387165125309512,0.12165508927958642
15m_baseline,maker_taker,1y,64,0.640625,0.8205531249999999,0.9953721118091741,1.7743589819207015,0.4006282488645856,0.4006282488645856,0.17704966113189047,2.262801556937992
15m_baseline,maker_taker,6m,33,0.6363636363636364,1.0381757575757575,1.133697650592696,1.9839708885372176,0.2732632730161042,0.6277038853901278,0.092425763822545,6.791438441291137
15m_baseline,maker_taker,3m,18,0.7222222222222222,1.9381000000000002,1.3169186513567728,3.423988493527609,0.3366409931942098,2.2870186819108653,0.09160894700998565,24.96501440696151
15m_baseline,maker_taker,30d,6,0.6666666666666666,1.0643,1.092166026818005,2.18433205363601,0.04764453883877828,0.7617181698475293,0.03210000000000009,23.7295380014806
15m_baseline,maker_taker,21d,4,0.75,0.09644999999999997,0.38709812283122197,1.161294368493666,-0.005065508571274191,-0.08448370076822953,0.026019000000000066,-3.2470002985598723
15m_baseline,taker_taker,full,469,0.5671641791044776,0.449518976545844,1.0419863593083474,1.3653614363350761,0.3675139304721744,0.050283418990541895,0.5565514643964186,0.09034819276789503
15m_baseline,taker_taker,3y,197,0.5482233502538071,0.38820558375634473,1.0737817655823265,1.3030160750886661,0.013352693829543849,0.004427181080160381,0.5565514643964186,0.007954666124114272
15m_baseline,taker_taker,1y,64,0.640625,0.8205531249999999,0.9953721118091741,1.7743589819207015,0.3225367907868073,0.3225367907868073,0.18236618470589153,1.7686216954473986
15m_baseline,taker_taker,6m,33,0.6363636363636364,1.0381757575757575,1.133697650592696,1.9839708885372176,0.23622194503650085,0.5336256306332816,0.09576893700000036,5.57201162871088
15m_baseline,taker_taker,3m,18,0.7222222222222222,1.9381000000000002,1.3169186513567728,3.423988493527609,0.31547240214865035,2.078711110017527,0.0957689370000003,21.705483793952105
15m_baseline,taker_taker,30d,6,0.6666666666666666,1.0643,1.092166026818005,2.18433205363601,0.042039406053696826,0.6504045130655443,0.03299999999999999,19.709227668652865
15m_baseline,taker_taker,21d,4,0.75,0.09644999999999997,0.38709812283122197,1.161294368493666,-0.008647458063000157,-0.14011333968403172,0.02691900000000012,-5.204997945095698
15m_signal_3m_risk,maker_maker,full,469,0.582089552238806,0.4691575692963772,0.99521360104808,1.386190372888397,2.48820548761447,0.2163251975040028,0.5103491220557356,0.4238768877129131
15m_signal_3m_risk,maker_maker,3y,197,0.5583756345177665,0.3997583756345174,1.0393490677543398,1.314119510953763,0.477954556637185,0.13894327214013447,0.5103491220557356,0.2722514179714027
15m_signal_3m_risk,maker_maker,1y,64,0.640625,0.8205531249999999,0.9953721118091741,1.7743589819207015,0.48325442223069826,0.48325442223069826,0.17170353446471087,2.814469857811916
15m_signal_3m_risk,maker_maker,6m,33,0.6363636363636364,1.0381757575757575,1.133697650592696,1.9839708885372176,0.31137981531321746,0.7274611559001836,0.08907332942039073,8.166991855293249
15m_signal_3m_risk,maker_maker,3m,18,0.7222222222222222,1.9381000000000002,1.3169186513567728,3.423988493527609,0.35813098021644985,2.5092164958038152,0.0874336614133474,28.698517884792192
15m_signal_3m_risk,maker_maker,30d,6,0.6666666666666666,1.0643,1.092166026818005,2.18433205363601,0.053274766973023135,0.8804297221252162,0.031200000000000054,28.218901350167137
15m_signal_3m_risk,maker_maker,21d,4,0.75,0.09644999999999997,0.38709812283122197,1.161294368493666,-0.0014738619989379531,-0.025310209153153185,0.02511899999999993,-1.0076121323760203
15m_signal_3m_risk,maker_taker,full,469,0.582089552238806,0.4691575692963772,0.99521360104808,1.386190372888397,1.288474917829618,0.1385621966818804,0.528041049164097,0.2624080019938375
15m_signal_3m_risk,maker_taker,3y,197,0.5583756345177665,0.3997583756345174,1.0393490677543398,1.314119510953763,0.23799301511831628,0.07368742284472507,0.528041049164097,0.1395486638044035
15m_signal_3m_risk,maker_taker,1y,64,0.640625,0.8205531249999999,0.9953721118091741,1.7743589819207015,0.4006282488645867,0.4006282488645867,0.17704966113189055,2.262801556937997
15m_signal_3m_risk,maker_taker,6m,33,0.6363636363636364,1.0381757575757575,1.133697650592696,1.9839708885372176,0.27326327301610487,0.6277038853901296,0.09242576382254505,6.791438441291152
15m_signal_3m_risk,maker_taker,3m,18,0.7222222222222222,1.9381000000000002,1.3169186513567728,3.423988493527609,0.3366409931942109,2.2870186819108764,0.09160894700998533,24.965014406961718
15m_signal_3m_risk,maker_taker,30d,6,0.6666666666666666,1.0643,1.092166026818005,2.18433205363601,0.047644538838778505,0.7617181698475337,0.03210000000000001,23.729538001480794
15m_signal_3m_risk,maker_taker,21d,4,0.75,0.09644999999999997,0.38709812283122197,1.161294368493666,-0.005065508571274191,-0.08448370076822953,0.026019000000000053,-3.247000298559874
15m_signal_3m_risk,taker_taker,full,469,0.582089552238806,0.4691575692963772,0.99521360104808,1.386190372888397,0.5008086820657414,0.06570736239790831,0.5462793539276362,0.12028161402309256
15m_signal_3m_risk,taker_taker,3y,197,0.5583756345177665,0.3997583756345174,1.0393490677543398,1.314119510953763,0.03682615236895992,0.012116576034177706,0.5462793539276362,0.022180182990739112
15m_signal_3m_risk,taker_taker,1y,64,0.640625,0.8205531249999999,0.9953721118091741,1.7743589819207015,0.32253679078680797,0.32253679078680797,0.18236618470589142,1.7686216954474032
15m_signal_3m_risk,taker_taker,6m,33,0.6363636363636364,1.0381757575757575,1.133697650592696,1.9839708885372176,0.23622194503650107,0.5336256306332823,0.09576893700000029,5.57201162871089
15m_signal_3m_risk,taker_taker,3m,18,0.7222222222222222,1.9381000000000002,1.3169186513567728,3.423988493527609,0.3154724021486506,2.0787111100175286,0.09576893700000029,21.705483793952126
15m_signal_3m_risk,taker_taker,30d,6,0.6666666666666666,1.0643,1.092166026818005,2.18433205363601,0.042039406053696826,0.6504045130655443,0.033000000000000085,19.709227668652805
15m_signal_3m_risk,taker_taker,21d,4,0.75,0.09644999999999997,0.38709812283122197,1.161294368493666,-0.008647458063000268,-0.1401133396840334,0.026919000000000175,-5.20499794509575
15m_signal_3m_confirm_1,maker_maker,full,372,0.5860215053763441,0.3967163978494625,0.9402197546505899,1.330960431907978,1.0835289716310466,0.12194086381567115,0.42733529672528303,0.2853517243956146
15m_signal_3m_confirm_1,maker_maker,3y,158,0.569620253164557,0.3146221518987338,0.944427441897863,1.2499774966295245,0.20114023821645044,0.06293579239232416,0.42733529672528303,0.14727496856592
15m_signal_3m_confirm_1,maker_maker,1y,53,0.6037735849056604,0.44270566037735865,0.9006604166666664,1.3724349206349202,0.13794400891226477,0.13794400891226477,0.21978171674462854,0.6276409655701541
15m_signal_3m_confirm_1,maker_maker,6m,26,0.6538461538461539,0.9251346153846154,1.001049019607843,1.8908703703703702,0.20428193724196952,0.4547701490803113,0.11749424154247444,3.8705739371568337
15m_signal_3m_confirm_1,maker_maker,3m,16,0.75,1.8033437500000002,1.1348194444444444,3.404458333333333,0.2867236999521334,1.8119833712293159,0.06142655999999993,29.498369617789404
15m_signal_3m_confirm_1,maker_maker,30d,5,1.0,2.5307000000000004,0.0,0.0,0.1235187735191916,3.1247160813960217,0.0,0.0
15m_signal_3m_confirm_1,maker_maker,21d,4,1.0,0.9133749999999999,0.0,0.0,0.03188719096178505,0.7256034193531811,0.0,0.0
15m_signal_3m_confirm_1,maker_taker,full,372,0.5860215053763441,0.3967163978494625,0.9402197546505899,1.330960431907978,0.49110417458991296,0.06462427219584455,0.4655024939913962,0.1388269086202554
15m_signal_3m_confirm_1,maker_taker,3y,158,0.569620253164557,0.3146221518987338,0.944427441897863,1.2499774966295245,0.04191902772924827,0.013769526733486082,0.4655024939913962,0.029579920432693925
15m_signal_3m_confirm_1,maker_taker,1y,53,0.6037735849056604,0.44270566037735865,0.9006604166666664,1.3724349206349202,0.08500184175787528,0.08500184175787528,0.22764673532090987,0.3733936339480098
15m_signal_3m_confirm_1,maker_taker,6m,26,0.6538461538461539,0.9251346153846154,1.001049019607843,1.8908703703703702,0.1765896151504811,0.3880995136726073,0.1215588968038413,3.1926870338325024
15m_signal_3m_confirm_1,maker_taker,3m,16,0.75,1.8033437500000002,1.1348194444444444,3.404458333333333,0.26858866861046216,1.6529647830853627,0.06316958999999997,26.16709690668189
15m_signal_3m_confirm_1,maker_taker,30d,5,1.0,2.5307000000000004,0.0,0.0,0.11858548913869082,2.9096844219917313,0.0,0.0
15m_signal_3m_confirm_1,maker_taker,21d,4,1.0,0.9133749999999999,0.0,0.0,0.02820616705459189,0.6216811071940949,0.0,0.0
15m_signal_3m_confirm_1,taker_taker,full,372,0.5860215053763441,0.3967163978494625,0.9402197546505899,1.330960431907978,0.06680600960007221,0.010188059452087339,0.5343190236460659,0.019067371740887018
15m_signal_3m_confirm_1,taker_taker,3y,158,0.569620253164557,0.3146221518987338,0.944427441897863,1.2499774966295245,-0.09631202383556148,-0.0331638558770202,0.5035301072777691,-0.06586270691203291
15m_signal_3m_confirm_1,taker_taker,1y,53,0.6037735849056604,0.44270566037735865,0.9006604166666664,1.3724349206349202,0.034478369875092785,0.034478369875092785,0.23907649748083776,0.14421480253556193
15m_signal_3m_confirm_1,taker_taker,6m,26,0.6538461538461539,0.9251346153846154,1.001049019607843,1.8908703703703702,0.14951008671627863,0.32442859043985983,0.12560856207900034,2.5828541069980044
15m_signal_3m_confirm_1,taker_taker,3m,16,0.75,1.8033437500000002,1.1348194444444444,3.404458333333333,0.25069344008046235,1.5028091459777149,0.06491100000000058,23.151840920301666
15m_signal_3m_confirm_1,taker_taker,30d,5,1.0,2.5307000000000004,0.0,0.0,0.11366954499999982,2.7056879424326494,3.493827915837281e-16,7744193496674385.0
15m_signal_3m_confirm_1,taker_taker,21d,4,1.0,0.9133749999999999,0.0,0.0,0.02453499999999975,0.5239327318421463,3.493827915837281e-16,1499595127359293.5
15m_signal_3m_pullback_0005,maker_maker,full,446,0.5515695067264574,0.31334551569506647,1.013951043300488,1.2471597832596002,0.661966473635272,0.0828822882173248,0.5458033086998824,0.15185376654229626
15m_signal_3m_pullback_0005,maker_maker,3y,189,0.5608465608465608,0.4232301587301583,1.0501078290561532,1.3411015648187017,0.5246063641967711,0.15079209823662554,0.5103851375609134,0.2954476671425974
15m_signal_3m_pullback_0005,maker_maker,1y,64,0.65625,1.0175999999999998,1.047576423359644,1.999918626413866,0.6766224974384256,0.6766224974384256,0.14502842120634915,4.665447584757986
15m_signal_3m_pullback_0005,maker_maker,6m,33,0.6363636363636364,1.2977363636363635,1.267996058911386,2.2189931030949253,0.4231476748814509,1.0372296574227442,0.08907332942039059,11.644671465320824
15m_signal_3m_pullback_0005,maker_maker,3m,18,0.7777777777777778,2.629183333333333,1.5003997592461167,5.2513991573614085,0.5331179390088729,4.768572161970648,0.03120000000000006,152.8388513452128
15m_signal_3m_pullback_0005,maker_maker,30d,6,0.6666666666666666,1.13755,1.1650135432702613,2.3300270865405226,0.05794138733170029,0.9843406199764226,0.031200000000000016,31.549378845398145
15m_signal_3m_pullback_0005,maker_maker,21d,4,0.75,0.2063250000000001,0.4623852637175337,1.3871557911526011,0.002950190062670499,0.05253508697971765,0.02251700000000003,2.3331299453620633
15m_signal_3m_pullback_0005,maker_taker,full,446,0.5515695067264574,0.31334551569506647,1.013951043300488,1.2471597832596002,0.11245591911628217,0.016844538372218,0.6267308215121823,0.026876830999910506
15m_signal_3m_pullback_0005,maker_taker,3y,189,0.5608465608465608,0.4232301587301583,1.0501078290561532,1.3411015648187017,0.2863488775812031,0.08747595720353218,0.5410178543492116,0.1616877456082419
15m_signal_3m_pullback_0005,maker_taker,1y,64,0.65625,1.0175999999999998,1.047576423359644,1.999918626413866,0.5833945608702031,0.5833945608702031,0.14975685621643806,3.89561169758428
15m_signal_3m_pullback_0005,maker_taker,6m,33,0.6363636363636364,1.2977363636363635,1.267996058911386,2.2189931030949253,0.38187974008345726,0.919856353849303,0.09242576382254508,9.952380329962994
15m_signal_3m_pullback_0005,maker_taker,3m,18,0.7777777777777778,2.629183333333333,1.5003997592461167,5.2513991573614085,0.5090197748702641,4.405675826927267,0.03210000000000009,137.24846812857493
15m_signal_3m_pullback_0005,maker_taker,30d,6,0.6666666666666666,1.13755,1.1650135432702613,2.3300270865405226,0.05229043123742283,0.8591598218716903,0.03210000000000007,26.765103485099324
15m_signal_3m_pullback_0005,maker_taker,21d,4,0.75,0.2063250000000001,0.4623852637175337,1.3871557911526011,-0.0006533645476901606,-0.011295530536360787,0.02341700000000002,-0.48236454440623383
15m_signal_3m_pullback_0005,taker_taker,full,446,0.5515695067264574,0.31334551569506647,1.013951043300488,1.2471597832596002,-0.25563478311274834,-0.04522021465414905,0.6991050177930351,-0.06468300684910283
15m_signal_3m_pullback_0005,taker_taker,3y,189,0.5608465608465608,0.4232301587301583,1.0501078290561532,1.3411015648187017,0.08515881868756514,0.02759103469149915,0.5779117193197791,0.047742646098221875
15m_signal_3m_pullback_0005,taker_taker,1y,64,0.65625,1.0175999999999998,1.047576423359644,1.999918626413866,0.4952738614282619,0.4952738614282619,0.15446347953039413,3.2064139881738565
15m_signal_3m_pullback_0005,taker_taker,6m,33,0.6363636363636364,1.2977363636363635,1.267996058911386,2.2189931030949253,0.3417731702824114,0.8091494122668652,0.09661914843597996,8.374627859642224
15m_signal_3m_pullback_0005,taker_taker,3m,18,0.7777777777777778,2.629183333333333,1.5003997592461167,5.2513991573614085,0.4852796226081215,4.065318475407514,0.03300000000000033,123.19146895174161
15m_signal_3m_pullback_0005,taker_taker,30d,6,0.6666666666666666,1.13755,1.1650135432702613,2.3300270865405226,0.04666464418592109,0.7417744233742303,0.03299999999999999,22.47801282952214
15m_signal_3m_pullback_0005,taker_taker,21d,4,0.75,0.2063250000000001,0.4623852637175337,1.3871557911526011,-0.004247200690000064,-0.07130750669885588,0.024317000000000165,-2.932413813334515
15m_signal_3m_pullback_001,maker_maker,full,438,0.5639269406392694,0.39869657534246516,1.0249690353319172,1.325483516895202,1.3820583944977343,0.14573739371542604,0.45214197199175993,0.3223266202724529
15m_signal_3m_pullback_001,maker_maker,3y,183,0.5846994535519126,0.5481721311475405,1.046034033866607,1.4727058108385125,0.8895252767129478,0.23604283020297867,0.4519869505352331,0.5222337280389664
15m_signal_3m_pullback_001,maker_maker,1y,64,0.671875,1.0725296875,1.0312644446122499,2.1116367199203214,0.7375905758866421,0.7375905758866421,0.14502842120634912,5.085834691926934
15m_signal_3m_pullback_001,maker_maker,6m,33,0.6666666666666666,1.4234272727272728,1.23976880797518,2.47953761595036,0.48414373409303346,1.21714485767441,0.08907332942039053,13.664526358164657
15m_signal_3m_pullback_001,maker_maker,3m,18,0.7777777777777778,2.6634611111111113,1.5333165918722373,5.366608071552831,0.5424861091584585,4.914508462065827,0.031200000000000082,157.5162968610838
15m_signal_3m_pullback_001,maker_maker,30d,6,0.6666666666666666,1.2403833333333332,1.247323921033077,2.494647842066154,0.06440597474055876,1.1370049495655201,0.03119999999999995,36.442466332228264
15m_signal_3m_pullback_001,maker_maker,21d,4,0.75,0.36057500000000003,0.5762306539348927,1.7286919618046783,0.009078751860166934,0.17009548706899946,0.020992999999999994,8.102485927166175
15m_signal_3m_pullback_001,maker_taker,full,438,0.5639269406392694,0.39869657534246516,1.0249690353319172,1.325483516895202,0.6065078502004742,0.07713697569288214,0.5217879322665718,0.14783204233530314
15m_signal_3m_pullback_001,maker_taker,3y,183,0.5846994535519126,0.5481721311475405,1.046034033866607,1.4727058108385125,0.6031922228684659,0.17021642339569687,0.46736568500152426,0.3642039389244885
15m_signal_3m_pullback_001,maker_taker,1y,64,0.671875,1.0725296875,1.0312644446122499,2.1116367199203214,0.6410261906972337,0.6410261906972337,0.14975685621643817,4.280446364143634
15m_signal_3m_pullback_001,maker_taker,6m,33,0.6666666666666666,1.4234272727272728,1.23976880797518,2.47953761595036,0.441162194513254,1.0895670999685145,0.09242576382254504,11.78856473461722
15m_signal_3m_pullback_001,maker_taker,3m,18,0.7777777777777778,2.6634611111111113,1.5333165918722373,5.366608071552831,0.5182489218912738,4.542554597984499,0.03210000000000006,141.51260429858226
15m_signal_3m_pullback_001,maker_taker,30d,6,0.6666666666666666,1.2403833333333332,1.247323921033077,2.494647842066154,0.05872622701718799,1.002325470625618,0.03209999999999997,31.22509254285417
15m_signal_3m_pullback_001,maker_taker,21d,4,0.75,0.36057500000000003,0.5762306539348927,1.7286919618046783,0.005458627605847921,0.09923901757551334,0.02189299999999989,4.5329108653685575
15m_signal_3m_pullback_001,taker_taker,full,438,0.5639269406392694,0.39869657534246516,1.0249690353319172,1.325483516895202,0.08307637792657818,0.01258760974972506,0.6023439522565742,0.020897710855347387
15m_signal_3m_pullback_001,taker_taker,3y,183,0.5846994535519126,0.5481721311475405,1.046034033866607,1.4727058108385125,0.36004804142576075,0.10784107794422049,0.4916574708823338,0.2193418880642406
15m_signal_3m_pullback_001,taker_taker,1y,64,0.671875,1.0725296875,1.0312644446122499,2.1116367199203214,0.5497488824476722,0.5497488824476722,0.1544634795303938,3.5590864851616786
15m_signal_3m_pullback_001,taker_taker,6m,33,0.6666666666666666,1.4234272727272728,1.23976880797518,2.47953761595036,0.3993886952458898,0.969226131866487,0.09576893700000014,10.120464549653356
15m_signal_3m_pullback_001,taker_taker,3m,18,0.7777777777777778,2.6634611111111113,1.5333165918722373,5.366608071552831,0.49437168968495215,4.1936946133206074,0.03300000000000048,127.08165494910747
15m_signal_3m_pullback_001,taker_taker,30d,6,0.6666666666666666,1.2403833333333332,1.247323921033077,2.494647842066154,0.053071750973782805,0.8760246808758203,0.03300000000000008,26.54620245078237
15m_signal_3m_pullback_001,taker_taker,21d,4,0.75,0.36057500000000003,0.5762306539348927,1.7286919618046783,0.00184825171199976,0.032615314701253784,0.02279300000000009,1.430935581154462
15m_signal_3m_pullback_002,maker_maker,full,388,0.5412371134020618,0.2643685567010309,1.0191770000914908,1.2023998315686126,0.2843542653092588,0.04000568342987454,0.6135704747450357,0.06520144804310961
15m_signal_3m_pullback_002,maker_maker,3y,157,0.554140127388535,0.5547401273885348,1.15946898221366,1.4410543064655488,0.7266965423526095,0.1994989177433799,0.49696670590088454,0.40143316518907435
15m_signal_3m_pullback_002,maker_maker,1y,57,0.6491228070175439,1.4627087719298242,1.322052977410402,2.4457980082092434,1.018702992869628,1.018702992869628,0.11907989772656646,8.554785587814271
15m_signal_3m_pullback_002,maker_maker,6m,32,0.6875,1.85664375,1.4187257991749405,3.121196758184869,0.677651964614568,1.8387560965030407,0.08907332942039066,20.643172411630015
15m_signal_3m_pullback_002,maker_maker,3m,18,0.7777777777777778,2.6728388888888883,1.5572584854671716,5.4504046991351,0.5451456576113904,4.956442731822551,0.031200000000000068,158.86034396867117
15m_signal_3m_pullback_002,maker_maker,30d,6,0.6666666666666666,1.2685166666666665,1.2910924020372103,2.5821848040744206,0.06624121931527771,1.1822685324435245,0.031200000000000068,37.89322219370263
15m_signal_3m_pullback_002,maker_maker,21d,4,0.75,0.40277500000000005,0.6299548927552241,1.8898646782656723,0.010818601455869326,0.20566070781303236,0.019305000000000024,10.653235317950381
15m_signal_3m_pullback_002,maker_taker,full,388,0.5412371134020618,0.2643685567010309,1.0191770000914908,1.2023998315686126,-0.09438904919179036,-0.015420344688567678,0.69398421553518,-0.022220022218626352
15m_signal_3m_pullback_002,maker_taker,3y,157,0.554140127388535,0.5547401273885348,1.15946898221366,1.4410543064655488,0.49963247496480334,0.14447968676705947,0.5159419342137528,0.2800309050033566
15m_signal_3m_pullback_002,maker_taker,1y,57,0.6491228070175439,1.4627087719298242,1.322052977410402,2.4457980082092434,0.9188204530469628,0.9188204530469628,0.12234878289923186,7.509845470254624
15m_signal_3m_pullback_002,maker_taker,6m,32,0.6875,1.85664375,1.4187257991749405,3.121196758184869,0.6307096916121666,1.6808552146785027,0.09242576382254501,18.18600296239585
15m_signal_3m_pullback_002,maker_taker,3m,18,0.7777777777777778,2.6728388888888883,1.5572584854671716,5.4504046991351,0.5208690893986654,4.581887945135752,0.03210000000000008,142.73794221606667
15m_signal_3m_pullback_002,maker_taker,30d,6,0.6666666666666666,1.2685166666666665,1.2910924020372103,2.5821848040744206,0.06055335827297581,1.0447758285766175,0.03210000000000002,32.54753360051766
15m_signal_3m_pullback_002,maker_taker,21d,4,0.75,0.40277500000000005,0.6299548927552241,1.8898646782656723,0.007193830567690185,0.1326817252752024,0.02020500000000012,6.566776801544252
15m_signal_3m_pullback_002,taker_taker,full,388,0.5412371134020618,0.2643685567010309,1.0191770000914908,1.2023998315686126,-0.36164608938040366,-0.06793857907700396,0.7577155580858815,-0.08966237838461226
15m_signal_3m_pullback_002,taker_taker,3y,157,0.554140127388535,0.5547401273885348,1.15946898221366,1.4410543064655488,0.30226248010080337,0.09193794672242417,0.5357055027585627,0.1716203142379512
15m_signal_3m_pullback_002,taker_taker,1y,57,0.6491228070175439,1.4627087719298242,1.322052977410402,2.4457980082092434,0.823797331753122,0.823797331753122,0.12560856207900023,6.558448867800931
15m_signal_3m_pullback_002,taker_taker,6m,32,0.6875,1.85664375,1.4187257991749405,3.121196758184869,0.5850408963797584,1.5316084244045016,0.09576893700000012,15.992747464707682
15m_signal_3m_pullback_002,taker_taker,3m,18,0.7777777777777778,2.6728388888888883,1.5572584854671716,5.4504046991351,0.49695302548400866,4.23058627377332,0.033000000000000314,128.19958405373575
15m_signal_3m_pullback_002,taker_taker,30d,6,0.6666666666666666,1.2685166666666665,1.2910924020372103,2.5821848040744206,0.05489079761962534,0.9158343797180497,0.03299999999999996,27.752556961153054
15m_signal_3m_pullback_002,taker_taker,21d,4,0.75,0.40277500000000005,0.6299548927552241,1.8898646782656723,0.0035788163199999,0.0640604401027689,0.021105000000000214,3.0353205450257406
15m_signal_3m_pullback_003,maker_maker,full,311,0.5369774919614148,0.3830488745980704,1.11140107634774,1.2889165260421707,0.7321442316801692,0.08992510615754856,0.43012419301862304,0.20906777069769494
15m_signal_3m_pullback_003,maker_maker,3y,123,0.5447154471544715,0.5415813008130081,1.1937512907578696,1.428238151442451,0.5091438564190258,0.14689199519116758,0.4142686033114686,0.3545815299952301
15m_signal_3m_pullback_003,maker_maker,1y,44,0.6590909090909091,1.2137863636363635,1.1751633370704044,2.271982451669449,0.5519547088514336,0.5519547088514336,0.1111850242301495,4.96429004421409
15m_signal_3m_pullback_003,maker_maker,6m,25,0.68,1.220148,1.1266433329363426,2.394117082489728,0.28726359477180097,0.6639974919157396,0.09071005132799995,7.319999076119805
15m_signal_3m_pullback_003,maker_maker,3m,14,0.7857142857142857,1.7846285714285715,1.103788396207169,4.047224119426287,0.24624666691904218,1.466515564972478,0.031200000000000023,47.00370400552811
15m_signal_3m_pullback_003,maker_maker,30d,3,0.6666666666666666,0.7282666666666667,0.9967260822117135,1.993452164423427,0.017665961922922246,0.2374581701563936,0.023191999999999956,10.238796574525441
15m_signal_3m_pullback_003,maker_maker,21d,1,1.0,2.8345,0.0,0.0,0.027144999999999975,0.5928357854368389,0.0,0.0
15m_signal_3m_pullback_003,maker_taker,full,311,0.5369774919614148,0.3830488745980704,1.11140107634774,1.2889165260421707,0.3094343749629527,0.04316304168541696,0.46570662182788325,0.09268290306030744
15m_signal_3m_pullback_003,maker_taker,3y,123,0.5447154471544715,0.5415813008130081,1.1937512907578696,1.428238151442451,0.3513045095523004,0.10546409615736074,0.4347622832704414,0.24257876134981424
15m_signal_3m_pullback_003,maker_taker,1y,44,0.6590909090909091,1.2137863636363635,1.1751633370704044,2.271982451669449,0.4922085439822532,0.4922085439822532,0.11686477022609308,4.211778648347138
15m_signal_3m_pullback_003,maker_taker,6m,25,0.68,1.220148,1.1266433329363426,2.394117082489728,0.25887268800692786,0.590819038379325,0.09324184616099997,6.336415061528945
15m_signal_3m_pullback_003,maker_taker,3m,14,0.7857142857142857,1.7846285714285715,1.103788396207169,4.047224119426287,0.23086588549252784,1.344041918531227,0.03209999999999999,41.87046475175163
15m_signal_3m_pullback_003,maker_taker,30d,3,0.6666666666666666,0.7282666666666667,0.9967260822117135,1.993452164423427,0.014936075309637031,0.19767060124261326,0.024091999999999947,8.204823229396219
15m_signal_3m_pullback_003,maker_taker,21d,1,1.0,2.8345,0.0,0.0,0.026245000000000074,0.5687510776592075,0.0,0.0
15m_signal_3m_pullback_003,taker_taker,full,311,0.5369774919614148,0.3830488745980704,1.11140107634774,1.2889165260421707,-0.010367724188678262,-0.0016322295454523905,0.5455931617001388,-0.0029916605632778685
15m_signal_3m_pullback_003,taker_taker,3y,123,0.5447154471544715,0.5415813008130081,1.1937512907578696,1.428238151442451,0.2098530190471226,0.06549735395898582,0.45455669625279327,0.14409061509581345
15m_signal_3m_pullback_003,taker_taker,1y,44,0.6590909090909091,1.2137863636363635,1.1751633370704044,2.271982451669449,0.4347120641906621,0.4347120641906621,0.1225133791503517,3.548282377038771
15m_signal_3m_pullback_003,taker_taker,6m,25,0.68,1.220148,1.1266433329363426,2.394117082489728,0.23108339531926037,0.5207976219456423,0.09576893700000001,5.438064139164896
15m_signal_3m_pullback_003,taker_taker,3m,14,0.7857142857142857,1.7846285714285715,1.103788396207169,4.047224119426287,0.21566150538266893,1.227548766224106,0.03300000000000069,37.19844746133577
15m_signal_3m_pullback_003,taker_taker,30d,3,0.6666666666666666,0.7282666666666667,0.9967260822117135,1.993452164423427,0.012211073884111467,0.15912834409090237,0.024991999999999955,6.367171258438807
15m_signal_3m_pullback_003,taker_taker,21d,1,1.0,2.8345,0.0,0.0,0.025345000000000173,0.5450098928833214,0.0,0.0
15m_signal_3m_twap_2x3m,maker_maker,full,468,0.5683760683760684,0.36948098290598347,0.9863722871011938,1.2988862790540472,1.210763869716574,0.1324134062806428,0.5567545753279911,0.23783083632969948
15m_signal_3m_twap_2x3m,maker_maker,3y,196,0.5510204081632653,0.3470107142857138,1.0342321567171429,1.2692849196074025,0.3335674666594437,0.10061047638694354,0.5567545753279911,0.18070884523521452
15m_signal_3m_twap_2x3m,maker_maker,1y,64,0.640625,0.7021734374999999,0.9302852239823592,1.658334529707684,0.3797622152022502,0.3797622152022502,0.1717035344647112,2.2117320787027803
15m_signal_3m_twap_2x3m,maker_maker,6m,33,0.6363636363636364,1.0274424242424243,1.120879494847925,1.9615391159838689,0.3065429312657122,0.7146365267686174,0.08907332942039058,8.023013526257879
15m_signal_3m_twap_2x3m,maker_maker,3m,18,0.7222222222222222,1.9503111111111113,1.3313509892483093,3.4615125720456037,0.36113870979729557,2.5411981720051227,0.08743366141334742,29.064300075361928
15m_signal_3m_twap_2x3m,maker_maker,30d,6,0.6666666666666666,1.1009333333333333,1.1276939450378198,2.2553878900756397,0.05560735913057657,0.9317280181042027,0.03120000000000002,29.863077503339813
15m_signal_3m_twap_2x3m,maker_maker,21d,4,0.75,0.15139999999999998,0.42258378282783615,1.2677513484835086,0.0007374833324489405,0.012895882270386627,0.023818000000000044,0.5414343047437485
15m_signal_3m_twap_2x3m,maker_taker,full,468,0.5683760683760684,0.36948098290598347,0.9863722871011938,1.2988862790540472,0.45112293419873617,0.060098426204890476,0.5908398720405504,0.10171694404667024
15m_signal_3m_twap_2x3m,maker_taker,3y,196,0.5510204081632653,0.3470107142857138,1.0342321567171429,1.2692849196074025,0.11795461812376784,0.037831059655437205,0.5908398720405504,0.06402929363040819
15m_signal_3m_twap_2x3m,maker_taker,1y,64,0.640625,0.7021734374999999,0.9302852239823592,1.658334529707684,0.30282008427182205,0.30282008427182205,0.17704966113189022,1.7103680534369463
15m_signal_3m_twap_2x3m,maker_taker,6m,33,0.6363636363636364,1.0274424242424243,1.120879494847925,1.9615391159838689,0.26856257562635055,0.6156085459646821,0.09242576382254497,6.660572988573124
15m_signal_3m_twap_2x3m,maker_taker,3m,18,0.7222222222222222,1.9503111111111113,1.3313509892483093,3.4615125720456037,0.339603818878748,2.3170026273838866,0.09160894700998544,25.292318086914936
15m_signal_3m_twap_2x3m,maker_taker,30d,6,0.6666666666666666,1.1009333333333333,1.1276939450378198,2.2553878900756397,0.04996676908889164,0.8098221872779985,0.03210000000000002,25.228105522679066
15m_signal_3m_twap_2x3m,maker_taker,21d,4,0.75,0.15139999999999998,0.42258378282783615,1.2677513484835086,-0.002860116487201636,-0.048563921977202384,0.024717999999999962,-1.9647189083745635
15m_signal_3m_twap_2x3m,taker_taker,full,468,0.5683760683760684,0.36948098290598347,0.9863722871011938,1.2988862790540472,-0.04785918360277064,-0.007657629949512468,0.6223315649739308,-0.012304742970627308
15m_signal_3m_twap_2x3m,taker_taker,3y,196,0.5510204081632653,0.3470107142857138,1.0342321567171429,1.2692849196074025,-0.06294673978169296,-0.021419224853120977,0.6223315649739308,-0.034417706024630484
15m_signal_3m_twap_2x3m,taker_taker,1y,64,0.640625,0.7021734374999999,0.9302852239823592,1.658334529707684,0.23010518015094017,0.23010518015094017,0.1823661847058911,1.261775479494949
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