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eth-bb-squeeze-risk-10y-top10-calmar.csv

eth-bb-squeeze-risk-10y-top10-calmar.csv 4.4 KB
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  1. family,cost,symbol,signal_symbol,bar,name,band_length,bandwidth_lookback,bandwidth_quantile,stop_loss_pct,take_profit_pct,extreme_take_profit_pct,extreme_band_extension,extreme_reentry_bars,side_mode,btc_filter,eth_vol_cap,dd_overlay,cooldown_bars,first_candle,last_candle,years,trades,gross_total_return,gross_max_drawdown_mark_to_market,worst_month,worst_month_return,net_total_return,net_annualized_return,net_max_drawdown,net_calmar
    2. 

  2. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l96-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-none-vc0.006-ddnone-cd24,96,960,0.25,0.01,,,,,both,none,0.006,,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,1119,3542.236740458933,0.8094062622968539,2023-03,-0.34785247029362176,339.81496700530306,1.4878708429666658,0.9168691466608165,1.6227733787153857
    3. 

  3. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l96-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-none-vcnone-ddnone-cd24,96,960,0.25,0.01,,,,,both,none,,,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,1162,3329.003709667577,0.8151240744279482,2023-03,-0.3478524702936219,291.4859145000546,1.4291117539913305,0.9195376470530044,1.5541633978461276
    4. 

  4. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l96-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-long-btc-up-momo-vc0.006-dd0.25-cd24,96,960,0.25,0.01,,,,,long,btc-up-momo,0.006,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,88,6.354948137106549,0.2994443524688548,2020-09,-0.10650826274141434,5.132970549912916,0.3277351547269334,0.22183952368155146,1.4773524090206491
    5. 

  5. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l96-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-btc-up-momo-vc0.006-dd0.25-cd24,96,960,0.25,0.01,,,,,both,btc-up-momo,0.006,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,102,5.590611918173529,0.29944435246885487,2020-06,-0.10444690087968911,4.334931386409938,0.29911874398413874,0.22183952368155155,1.3483564110673116
    6. 

  6. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l48-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-long-none-vcnone-ddnone-cd24,48,960,0.25,0.01,,,,,long,none,,,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,1020,534.7330745672464,0.6343556838558134,2022-04,-0.28682645453594646,62.60076026722315,0.9137169997556971,0.6977430201615159,1.30953226811812
    7. 

  7. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l96-bw480-q0.15-sl0.01-tpnone-xtpnone-xbnone-trenone-both-none-vcnone-ddnone-cd24,96,480,0.15,0.01,,,,,both,none,,,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,869,460.3386152924898,0.6915300396292619,2026-02,-0.24231958834018485,73.83255096173238,0.9629840657152184,0.7479021370240938,1.2875803103691301
    8. 

  8. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l96-bw480-q0.15-sl0.01-tpnone-xtpnone-xbnone-trenone-both-none-vc0.006-ddnone-cd24,96,480,0.15,0.01,,,,,both,none,0.006,,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,832,299.44857596939045,0.6915300396292619,2025-05,-0.23772759175934977,51.64922634789094,0.8580195594812068,0.7479021370240941,1.1472350686084016
    9. 

  9. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l96-bw960-q0.25-sl0.01-tpnone-xtp0.035-xbnone-trenone-both-btc-up-vc0.006-dd0.25-cd24,96,960,0.25,0.01,,0.035,,,both,btc-up,0.006,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,250,9.938542933829208,0.2682907745590846,2021-12,-0.21646047347320718,5.4941301103722795,0.3396627398482157,0.3095569637067503,1.0972543979659435
    10. 

  10. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l48-bw960-q0.25-sl0.01-tpnone-xtpnone-xb0.75-trenone-long-btc-up-momo-vcnone-dd0.25-cd24,48,960,0.25,0.01,,,0.75,,long,btc-up-momo,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,124,2.334471428827146,0.26185580344325204,2020-09,-0.053222058508176406,1.5745612325483673,0.1592901072984798,0.14921672824330426,1.067508376398325
    11. 

  11. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l48-bw960-q0.25-sl0.01-tpnone-xtp0.035-xbnone-trenone-long-btc-up-momo-vcnone-dd0.25-cd24,48,960,0.25,0.01,,0.035,,,long,btc-up-momo,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,182,4.497396167261316,0.2519901070338642,2020-06,-0.14931417731444718,2.7610562254357602,0.23004167837270617,0.2283118021406417,1.007576814758787
    12.