홈 탐색 도움말
로그인
ignatz
/
okx-codex-trader
1
0
포크 0
파일 이슈 0 풀 리퀘스트 0 위키
브렌치: master
브랜치 태그
okx-codex-tr...
/
reports
/
eth-exploration
/
eth-bb-squeeze-risk-10y-top10-worst-month.csv

eth-bb-squeeze-risk-10y-top10-worst-month.csv 4.3 KB
고유링크 히스토리 Raw

1234567891011 
  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-l48-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-none-vcnone-dd0.25-cd24,48,960,0.25,0.01,,,,,both,none,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,60,1.9761729303178857,0.259411542687094,2020-02,0.13633317140426882,1.62820510535404,0.16303273892929604,0.193217034749307,0.8437803589151748
    3. 

  3. 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-dd0.25-cd24,96,480,0.15,0.01,,,,,both,none,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,35,1.2779547521012327,0.26179584623862256,2020-02,-0.019353722596905154,1.1188195004096442,0.12452175949337918,0.18744421261728345,0.6643137056870517
    4. 

  4. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l48-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-none-vc0.006-dd0.25-cd24,48,960,0.25,0.01,,,,,both,none,0.006,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,59,1.673095711922113,0.2661203332925545,2020-04,-0.03210000000000002,1.3650151551845195,0.1440092318103463,0.22786305564321527,0.6319990373333443
    5. 

  5. 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
    6. 

  6. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l96-bw960-q0.25-sl0.01-tpnone-xtp0.025-xbnone-tre96-both-none-vcnone-dd0.25-cd24,96,960,0.25,0.01,,0.025,,96.0,both,none,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,84,0.796969506255641,0.27184506016326465,2020-04,-0.06316959,0.5076274658430127,0.06626957724033034,0.27097008653684446,0.24456418081897574
    7. 

  7. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,,15m,bb-squeeze-l96-bw480-q0.15-sl0.01-tpnone-xtp0.035-xbnone-tre96-both-none-vcnone-dd0.25-cd24,96,480,0.15,0.01,,0.035,,96.0,both,none,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,62,0.07950929123875466,0.2600102891996792,2020-04,-0.06316959,-0.052431717888484886,-0.008382304497415283,0.27834021454273516,-0.03011531952429497
    8. 

  8. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l48-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-btc-up-vc0.006-dd0.25-cd24,48,960,0.25,0.01,,,,,both,btc-up,0.006,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,40,0.7308328184514957,0.2640602653723201,2020-04,-0.07105745196532198,0.5925822680210637,0.07544483288432424,0.22568961313053856,0.33428580003230834
    9. 

  9. bb_squeeze_breakout_risk,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,bb-squeeze-l48-bw960-q0.25-sl0.01-tpnone-xtpnone-xbnone-trenone-both-btc-up-vcnone-dd0.25-cd24,48,960,0.25,0.01,,,,,both,btc-up,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,45,1.1066811542225565,0.2709570683824584,2020-04,-0.0710574519653222,0.9188270932477878,0.10723029904071746,0.22568961313053876,0.4751228802837971
    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-vc0.006-dd0.25-cd24,48,960,0.25,0.01,,,0.75,,long,btc-up,0.006,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,140,1.939544368120377,0.2504001116490787,2020-09,-0.07237744016891712,1.1939451839502238,0.13066236518560315,0.2364418196771474,0.5526195212167535
    11. 

  11. 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-vcnone-dd0.25-cd24,48,960,0.25,0.01,,,0.75,,long,btc-up,,0.25,24,2019-12-25 00:00,2026-05-17 06:45,6.398030821917808,146,1.8843777439961829,0.2618558034432517,2020-09,-0.07237744016891723,1.1256776995418187,0.12508988649672137,0.23644181967714817,0.529051445584062
    12.