eth-bb-squeeze-fast-fail-exit-summary.csv 15 KB

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  1. family,cost,symbol,signal_symbol,bar,name,fast_fail_rule,fast_fail_kind,fast_fail_bars,fast_fail_threshold_pct,band_length,bandwidth_lookback,bandwidth_quantile,stop_loss_pct,take_profit_pct,reward_risk,exit_mode,side_mode,btc_filter,eth_vol_cap,dd_overlay,cooldown_bars,middle_exit_buffer_pct,middle_exit_confirm_bars,first_candle,last_candle,trades,win_rate,gross_total_return,gross_max_drawdown_mark_to_market,avg_return_pct,payoff_ratio,profit_factor,stop_exits,take_profit_exits,signal_exits,fast_fail_exits,fast_fail_band_exits,fast_fail_price_exits,net_total_return,net_annualized_return,net_max_drawdown,net_calmar
  2. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n6-x0.002,entry-adverse-n6-x0.002,entry_adverse,6,0.002,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,352,0.25,10.937972514948532,0.25669874492616673,0.8007380681818188,5.00929058148233,1.6697635271607763,69,76,32,175,0,175,4.721757173332128,0.31289679311606866,0.2602438846688254,1.2023214052243607
  3. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n6-x0.003,entry-adverse-n6-x0.003,entry_adverse,6,0.003,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,345,0.26956521739130435,9.121164958407737,0.2628989156094788,0.7752498550724644,4.25487743469216,1.5702523866125828,81,79,41,144,0,144,3.920991024136308,0.2823641219560329,0.26872406119852743,1.050758613488758
  4. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n4-x0.001,entry-adverse-n4-x0.001,entry_adverse,4,0.001,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,352,0.23295454545454544,9.446940596090998,0.2644470901535151,0.7566656250000002,5.5336648021790795,1.6805944954766092,71,71,28,182,0,182,4.005935645707743,0.2857940382595492,0.3123755583033228,0.9149052499877008
  5. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-band-reclaim-n4,band-reclaim-n4,band_reclaim,4,,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,378,0.25132275132275134,8.624717752237885,0.26213843603617737,0.690762962962963,4.724959567734506,1.5861171693808411,92,76,29,181,181,0,3.3656154222558285,0.25861935811321235,0.28714802346697244,0.9006482266208549
  6. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-band-reclaim-n6,band-reclaim-n6,band_reclaim,6,,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,384,0.2552083333333333,9.346167455797461,0.2524598471432018,0.6912182291666668,4.870834156159483,1.6690270884742284,67,71,24,222,222,0,3.6350127734368103,0.2704371394866927,0.31305388383744315,0.863867702810933
  7. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n4-x0.002,entry-adverse-n4-x0.002,entry_adverse,4,0.002,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,350,0.25142857142857145,7.706041046831392,0.2670862449840922,0.7169468571428572,4.630995769867529,1.5554489608715365,85,76,35,154,0,154,3.1874686659131184,0.25046177498878075,0.29104498509052446,0.8605603525890645
  8. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n6-x0.001,entry-adverse-n6-x0.001,entry_adverse,6,0.001,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,362,0.21823204419889503,9.00320484884271,0.2708866095058384,0.7205436464088404,6.061172389369021,1.6919880521560164,61,69,25,207,0,207,3.693276414770909,0.2729164916832014,0.3675692382472906,0.7424900217019538
  9. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n4-x0,entry-adverse-n4-x0,entry_adverse,4,0.0,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,383,0.19321148825065274,6.986363503904278,0.25026440488012575,0.6143245430809398,7.043741792721889,1.6868507853120382,55,62,23,243,0,243,2.5837241723397186,0.22044207325175091,0.30947016295303315,0.7123209266710677
  10. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n3-x0,entry-adverse-n3-x0,entry_adverse,3,0.0,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,363,0.19834710743801653,5.77898313402474,0.2621869351825562,0.6027132231404958,6.563794183537072,1.6240315505658736,62,61,23,217,0,217,2.1714716910054217,0.19738481104119776,0.2927762404018348,0.6741831603899534
  11. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n6-x0,entry-adverse-n6-x0,entry_adverse,6,0.0,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,395,0.17468354430379746,5.223487948972802,0.25304787395893563,0.5289316455696201,7.639619686602705,1.6169747189435173,48,59,18,270,0,270,1.7217555209633781,0.16914561780057125,0.32776884003843415,0.5160515495638245
  12. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n1-x0.001,entry-adverse-n1-x0.001,entry_adverse,1,0.001,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,108,0.2777777777777778,1.2567815682910048,0.2650049286348631,0.8586888888888892,4.325634768071155,1.6637056800273675,29,25,9,45,0,45,0.801070899568481,0.0961795491775268,0.2972160134172232,0.3236015047497214
  13. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n2-x0,entry-adverse-n2-x0,entry_adverse,2,0.0,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,210,0.19047619047619047,1.72306378957273,0.2521533403696965,0.5590709523809524,6.416800525447281,1.5098354177523012,44,38,5,123,0,123,0.7542656174441607,0.09168393330868363,0.2918077837407824,0.3141928982611648
  14. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-baseline,baseline,none,0,,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,169,0.31952662721893493,1.4409751577004877,0.25561905320525635,0.6694526627218934,2.8481505460136307,1.3373924303020526,109,49,11,0,0,0,0.7134655005719477,0.0876817590315615,0.29852082441297995,0.2937207452913259
  15. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n1-x0.002,entry-adverse-n1-x0.002,entry_adverse,1,0.002,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,105,0.2857142857142857,1.0255179423290222,0.25436293459996956,0.7823180952380953,3.8661131482033393,1.5464452592813356,34,25,9,37,0,37,0.6263558610231703,0.07886037823341785,0.28401460782016874,0.27766310627004914
  16. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n1-x0,entry-adverse-n1-x0,entry_adverse,1,0.0,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,105,0.23809523809523808,0.9145316056280637,0.2547724166439899,0.7092809523809526,5.168069038132007,1.6150215744162524,24,21,7,53,0,53,0.5371229712125438,0.06940040773141809,0.26585032972491424,0.2610506739007223
  17. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n3-x0.003,entry-adverse-n3-x0.003,entry_adverse,3,0.003,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,104,0.28846153846153844,0.9509207683990794,0.2668358844728365,0.7539490384615384,3.722139907224153,1.508975638063846,32,25,10,37,0,37,0.5696356995365264,0.07289963381802811,0.29121543371119146,0.2503288815740625
  18. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n2-x0.001,entry-adverse-n2-x0.001,entry_adverse,2,0.001,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,116,0.2413793103448276,0.9940315927245694,0.2536738519698192,0.684764655172414,4.99161977632495,1.588242656103393,25,23,8,60,0,60,0.5644610968892976,0.07234682810546733,0.29826639089985796,0.24255776149367617
  19. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n3-x0.002,entry-adverse-n3-x0.002,entry_adverse,3,0.002,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,107,0.2616822429906542,0.9550710620522445,0.2689100162881832,0.7294850467289719,4.336067123656722,1.5368339172454206,29,24,7,47,0,47,0.563109287225606,0.07220215933369545,0.3009572448245004,0.23990836098928026
  20. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n3-x0.001,entry-adverse-n3-x0.001,entry_adverse,3,0.001,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,116,0.23275862068965517,0.9804317619867987,0.25367385196981956,0.6788844827586209,5.2091906494096865,1.5803162644276576,25,23,7,61,0,61,0.5537688547225879,0.07119966397801258,0.2982663908998581,0.2387116555881672
  21. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n4-x0.003,entry-adverse-n4-x0.003,entry_adverse,4,0.003,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,106,0.27358490566037735,0.9056619717903671,0.2694910605690835,0.7173556603773584,3.953327231584601,1.488915450856538,31,25,9,41,0,41,0.5267163049808641,0.0682671784435589,0.29674965908717615,0.23004972829136106
  22. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n2-x0.003,entry-adverse-n2-x0.003,entry_adverse,2,0.003,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,103,0.2912621359223301,0.8403684148165379,0.25856672690584814,0.7061737864077668,3.541390143952708,1.4553658125833047,38,25,10,30,0,30,0.4836168618470651,0.0635033419900144,0.2906300761250519,0.21850230656337946
  23. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n2-x0.002,entry-adverse-n2-x0.002,entry_adverse,2,0.002,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,107,0.27102803738317754,0.8748939636786955,0.26891001628818306,0.6913018691588784,4.020461216033495,1.4947868623714275,32,24,9,42,0,42,0.49887004988742456,0.06520249216450957,0.3009572448245003,0.2166503491302615
  24. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-band-reclaim-n1,band-reclaim-n1,band_reclaim,1,,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,115,0.2782608695652174,0.8393560110424638,0.2535839505976011,0.6413078260869567,3.6762206506817146,1.4173380821905406,46,27,8,34,34,0,0.4458259801118887,0.05922917861776811,0.28915976710245805,0.204832017992259
  25. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-entry-adverse-n1-x0.003,entry-adverse-n1-x0.003,entry_adverse,1,0.003,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,100,0.3,0.7661232841615976,0.2510522433724083,0.6875159999999998,3.3132093373647304,1.4199468588705988,42,25,11,22,0,22,0.4326430112686164,0.05771598471313544,0.28421135691044597,0.20307416755102278
  26. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-band-reclaim-n3,band-reclaim-n3,band_reclaim,3,,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,115,0.24347826086956523,0.6164606404296317,0.25088776439543986,0.5118799999999999,4.2814640503620724,1.3779424529900923,35,23,6,51,51,0,0.27032559996205663,0.03805037427451907,0.27199058466992493,0.13989592441479262
  27. bb_squeeze_fast_fail_exit,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-rr-l96-bw960-q0.25-sl0.01-rr3-hybrid_signal_rr-both-btc-up-vc0.006-dd0.25-cd24-mxbuf0.001-mxc1-band-reclaim-n2,band-reclaim-n2,band_reclaim,2,,96,960,0.25,0.01,0.03,3.0,hybrid_signal_rr,both,btc-up,0.006,0.25,24,0.001,1,2019-12-25 00:00,2026-05-20 15:15,115,0.25217391304347825,0.5318455787269896,0.2665746985392397,0.46596608695652203,3.952247273048679,1.3327345455629267,37,23,8,47,47,0,0.20369138011763943,0.02935769453778847,0.2920962506173665,0.10050692015299363