okx-codex-trader/reports/eth-exploration/eth-bearish-price-proxy-totals.csv

name,family,bar,gate,short_ratio,full_total_return,full_annualized_return,full_max_drawdown,full_win_rate,full_profit_factor,full_trades,3y_total_return,3y_annualized_return,3y_max_drawdown,3y_win_rate,3y_profit_factor,3y_trades,1y_total_return,1y_annualized_return,1y_max_drawdown,1y_win_rate,1y_profit_factor,1y_trades,6m_total_return,6m_annualized_return,6m_max_drawdown,6m_win_rate,6m_profit_factor,6m_trades,3m_total_return,3m_annualized_return,3m_max_drawdown,3m_win_rate,3m_profit_factor,3m_trades
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crash_follow-4H-f20-s120-lb24-th0.035-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,4H,btc_riskoff,1.0,0.5567576558996572,0.07260166798476919,0.5325846013936112,0.2652027027027027,1.0938831217320044,592,0.9082917663728169,0.2401176954709694,0.24276439247114917,0.29515418502202645,1.258881969069855,227,0.371274460359045,0.371274460359045,0.24276439247114917,0.2967032967032967,1.3053526637155837,91,0.16490477125389935,0.36044060069110273,0.24276439247114917,0.2909090909090909,1.2690310102953115,55,-0.09130506283298334,-0.3247454440085731,0.1074814928743497,0.0,0.0,7
crash_follow-4H-f40-s240-lb24-th0.02-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,4H,btc_riskoff,1.0,0.5562777710577564,0.07287667234913764,0.4463325772736525,0.2615658362989324,1.0949900283885903,562,0.9029636127356466,0.23896349299758635,0.34138376881380933,0.2826086956521739,1.2440538817528817,230,0.2473782408139793,0.2473782408139793,0.34138376881380933,0.26881720430107525,1.202490055806776,93,-0.04760274601030934,-0.09367243572308304,0.34138376881380933,0.23809523809523808,1.0182675309196862,63,-0.16476944224401813,-0.5221206330492013,0.1796380721145373,0.0,0.0,10
crash_follow-1H-f40-s240-lb8-th0.02-sl0.02-tp0.035-h48-none,crash_follow,1H,none,1.0,0.4810625351135902,0.06359965816234925,0.7626732617785157,0.37004754358161646,1.0550005649142038,1262,1.4480625930968083,0.34737737644628264,0.2180117018188307,0.3951965065502183,1.2151988287522093,458,0.2910122800564723,0.2910122800564723,0.2180117018188307,0.38095238095238093,1.1726246583697728,168,-0.0013806979377768425,-0.002782326403159785,0.2180117018188307,0.367816091954023,1.0294676470120727,87,-0.14633405926827892,-0.4773590812316203,0.18078661195977314,0.2916666666666667,0.516553423545514,24
riskoff_bidir-1H-f20-s120-lb8-th0.035-sl0.02-tp0.035-h48-eth_riskoff,riskoff_bidir,1H,eth_riskoff,1.0,0.4718800930431968,0.06247863348982485,0.5426126997184,0.36887921653971706,1.0636696089055253,919,0.43480685400796437,0.12776027932525724,0.28910005024213514,0.39338235294117646,1.1499572099590982,272,0.2764635689561603,0.2764635689561603,0.14927858205037933,0.38738738738738737,1.2365413083906864,111,0.13286419203327293,0.286037625143887,0.1372375479109206,0.4074074074074074,1.2122082083812036,54,-0.05278054385103004,-0.19938994348073835,0.06596364967146881,0.2727272727272727,0.6047759942999477,11
crash_follow-15m-f40-s240-lb8-th0.02-sl0.02-tp0.035-h48-none,crash_follow,15m,none,1.0,0.4409425651114276,0.05881581082367782,0.6628243197075577,0.3606837606837607,1.0470609838461378,1755,0.8613162283050024,0.2298665580085908,0.22750411416269156,0.3812154696132597,1.1522947527332337,543,0.4140017585763671,0.4140017585763671,0.16028361985489784,0.3877551020408163,1.2321752884277446,196,0.21943018828463257,0.4919075099128787,0.08273939533009468,0.4065934065934066,1.273619851522321,91,0.012741640109459329,0.05329667334935251,0.050392066319365235,0.36363636363636365,1.1100178141243715,22
crash_follow-15m-f40-s240-lb8-th0.035-sl0.02-tp0.06-h96-eth_riskoff,crash_follow,15m,eth_riskoff,1.0,0.4032675690926062,0.054436097223823365,0.4557336445435085,0.2926829268292683,1.084425152346154,615,0.09706112747260032,0.031330923727596494,0.2168258559293402,0.3355263157894737,1.094954529919562,152,0.03595494329514093,0.03595494329514093,0.2168258559293402,0.32786885245901637,1.0972517627375917,61,-0.07935185425974911,-0.15356768928830733,0.2168258559293402,0.2857142857142857,0.7566829388503625,28,-0.043399456202395714,-0.16636890634562196,0.043399456202395714,0.0,0.0,4
crash_follow-4H-f40-s240-lb8-th0.02-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,4H,btc_riskoff,1.0,0.3920213738805649,0.05401221707122228,0.5040926344156664,0.26143790849673204,1.090786628482708,459,0.9188994168168636,0.24240917667730266,0.2961747052621487,0.29347826086956524,1.2962649959781438,184,0.49191378870070146,0.49191378870070146,0.22959777049098493,0.3235294117647059,1.4771125320947867,68,0.18644643322078336,0.41164957658148493,0.22959777049098493,0.2978723404255319,1.3102761303981292,47,-0.1310845764067139,-0.4379962534296882,0.1344003046460527,0.0,0.0,7
crash_follow-4H-f20-s120-lb8-th0.02-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,4H,btc_riskoff,1.0,0.3883675019833315,0.05333321452174511,0.5815830243462411,0.25775193798449614,1.085665933855847,516,0.7047194092627047,0.1943928124420533,0.292030254254311,0.28426395939086296,1.2403512003237855,197,0.34779942486217164,0.34779942486217164,0.21354798105334416,0.2916666666666667,1.3519550932029822,72,0.12947077917153926,0.2782811377046306,0.21354798105334416,0.2826086956521739,1.2382641894372992,46,-0.11298246162353287,-0.38840553657862975,0.11636726642837929,0.0,0.0,6
crash_follow-1H-f20-s120-lb24-th0.02-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,1H,btc_riskoff,1.0,0.3493945098401683,0.04810329474124053,0.6156788700209959,0.2839506172839506,1.0625868114670982,1134,0.2876784523178706,0.08785015938875307,0.2676087244352214,0.2972292191435768,1.1010835427770855,397,0.6333628943554981,0.6333628943554981,0.16681300005510924,0.34507042253521125,1.4274550816671505,142,0.20553540028929307,0.45782522308799645,0.16681300005510924,0.33783783783783783,1.2836019689809943,74,-0.036355833156589634,-0.14090659318585808,0.09449397827964455,0.32142857142857145,0.8803345495854411,28
crash_follow-1H-f20-s120-lb24-th0.035-sl0.02-tp0.06-h96-eth_riskoff,crash_follow,1H,eth_riskoff,1.0,0.28851530801659164,0.040544382418971514,0.5403430668037555,0.282435129740519,1.06102348744432,1002,0.322128377676963,0.09745736802956895,0.21902909288475914,0.2910662824207493,1.1143767252587191,347,0.18763172754176716,0.18763172754176716,0.18294406601733176,0.304,1.1691173122073721,125,0.0884786594384579,0.18645183504813456,0.18294406601733176,0.3333333333333333,1.1442862046892273,60,-0.07459299131394359,-0.2723432078190494,0.09634403754962141,0.3125,0.5230207561596893,16
crash_follow-1H-f20-s120-lb24-th0.02-sl0.02-tp0.06-h96-eth_riskoff,crash_follow,1H,eth_riskoff,1.0,0.26640877954680664,0.0377249295948483,0.5801101235880348,0.2817551963048499,1.0554237439597844,1299,0.12246159403936518,0.03922257202870716,0.3408587827662952,0.2892057026476578,1.0617695433596739,491,0.31932927708458925,0.31932927708458925,0.2500497270008018,0.3146067415730337,1.2134662261086708,178,0.11856177241297394,0.2535061376676844,0.2500497270008018,0.34444444444444444,1.1499768363467198,90,-0.12808163816678508,-0.4299880037743886,0.15946492103067778,0.29411764705882354,0.5572195500683945,34
rebound_exhaustion-1H-f20-s120-lb24-th0.02-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,1H,btc_riskoff,1.0,0.22601464173362418,0.03246410883099826,0.013690670744878662,0.8571428571428571,39.80740907311654,7,0.07219694057182746,0.023486959616033642,0.0,1.0,999.0,2,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
crash_follow-15m-f40-s240-lb8-th0.035-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,15m,btc_riskoff,1.0,0.22355251712581992,0.032068775152952034,0.488061913267187,0.29590017825311943,1.0687339350803748,561,0.06829263079876813,0.02224427058392564,0.22744913783012144,0.3357664233576642,1.0829132086185191,137,0.0005506469629295019,0.0005506469629295019,0.22744913783012144,0.32142857142857145,1.0379100574785751,56,-0.09479556533101441,-0.18195642143501267,0.22744913783012144,0.25925925925925924,0.7103692070637965,27,-0.0433994562023956,-0.16636890634562151,0.04339945620239565,0.0,0.0,4
riskoff_bidir-1H-f20-s120-lb8-th0.035-sl0.02-tp0.035-h48-btc_riskoff,riskoff_bidir,1H,btc_riskoff,1.0,0.21631348870539857,0.031178922684948596,0.5594414662538709,0.36621315192743764,1.046585585208205,882,0.4283025257267621,0.12605511660728186,0.29314118416175095,0.38866396761133604,1.161102199547409,247,0.4442431003245033,0.4442431003245033,0.1534168965705213,0.42857142857142855,1.402737288991375,98,0.17933023435350903,0.3946273981786581,0.1534168965705213,0.4230769230769231,1.3605634245020566,52,-0.001234215505707681,-0.0050519920455529554,0.07916631656334994,0.36363636363636365,1.0153009795955787,11
riskoff_bidir-1H-f40-s240-lb8-th0.035-sl0.02-tp0.035-h48-btc_riskoff,riskoff_bidir,1H,btc_riskoff,1.0,0.19551655918034472,0.028431557728481938,0.6569389310833421,0.3734793187347932,1.0457018277483183,822,0.8118929572576603,0.21889324858717152,0.294377304302247,0.4152542372881356,1.253264139112142,236,0.5867504569743205,0.5867504569743205,0.10940088931593829,0.4731182795698925,1.5070541321549602,93,0.22963520848629848,0.5171921420029804,0.10940088931593829,0.46,1.4399410313503513,50,-0.03301650997460259,-0.12863169409629194,0.07916631656334991,0.4,0.7476451558327719,10
crash_follow-4H-f20-s120-lb8-th0.035-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,4H,btc_riskoff,1.0,0.15563618780464994,0.023170040324832053,0.5709291390265853,0.25555555555555554,1.0632910749593376,450,0.4370923484969953,0.1283582161254968,0.2191376318868764,0.28125,1.2021597069364323,160,0.11618117926380456,0.11618117926380456,0.1459347837803536,0.26666666666666666,1.1684393840481786,60,0.014079260923225645,0.02859507658912097,0.1459347837803536,0.25,1.0295026738842445,36,-0.036723401487635976,-0.14224969138568888,0.0403992062129952,0.0,0.0,2
rebound_exhaustion-1H-f40-s240-lb24-th0.02-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,1H,btc_riskoff,1.0,0.1496062793715871,0.02212865072010639,0.010141698471918509,1.0,999.0,4,0.07219694057182746,0.023486959616033642,0.0,1.0,999.0,2,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
crash_follow-4H-f40-s240-lb8-th0.035-sl0.02-tp0.06-h96-btc_riskoff,crash_follow,4H,btc_riskoff,1.0,0.14473055060440876,0.02173024738352236,0.4640055462655132,0.2562814070351759,1.0642831696235853,398,0.530950325435011,0.1523846013813437,0.23073542472551467,0.2866666666666667,1.241176120851102,150,0.1700362780704865,0.1700362780704865,0.16336441274194977,0.2857142857142857,1.2354032086610933,56,-0.006615909562438627,-0.013296612244615424,0.16336441274194977,0.24324324324324326,0.9927347212455214,37,-0.05638179920786468,-0.21179978581499947,0.05998258868698557,0.0,0.0,3
rebound_exhaustion-1H-f20-s120-lb24-th0.035-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,1H,btc_riskoff,1.0,0.1102271549572087,0.016529494968851255,0.010141698471918507,1.0,999.0,3,0.035469430051813466,0.01167532322184961,0.0,1.0,999.0,1,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
rebound_exhaustion-1H-f40-s240-lb24-th0.035-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,1H,btc_riskoff,1.0,0.1102271549572087,0.016550998887292723,0.010141698471918509,1.0,999.0,3,0.035469430051813466,0.01167532322184961,0.0,1.0,999.0,1,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
rebound_exhaustion-4H-f20-s120-lb8-th0.035-sl0.035-tp0.035-h48-eth_riskoff,rebound_exhaustion,4H,eth_riskoff,1.0,0.10773268178209738,0.016333731989933264,0.13176595971025518,0.6,1.5369624359562513,15,-0.06803455335340369,-0.02319191953168087,0.06894975063219895,0.0,0.0,2,-0.0346164251207729,-0.0346164251207729,0.03461642512077291,0.0,0.0,1,-0.0346164251207729,-0.0685785866799582,0.03461642512077291,0.0,0.0,1,0.0,0.0,0.0,0.0,0.0,0
crash_follow-1H-f40-s240-lb24-th0.035-sl0.02-tp0.06-h96-eth_riskoff,crash_follow,1H,eth_riskoff,1.0,0.09739564602507822,0.01469750739863862,0.629916951545936,0.2722283205268935,1.048993671623658,911,0.3024357780487581,0.09198633675213963,0.24696570752298633,0.2824675324675325,1.112395928183499,308,0.17213122783138912,0.17213122783138912,0.24696570752298633,0.32142857142857145,1.166463485155796,112,-0.05214342861094312,-0.10236501782194529,0.24696570752298633,0.26785714285714285,0.9459925981230343,56,-0.13181691380136717,-0.43993628225766135,0.1318169138013672,0.2857142857142857,0.2067721298969296,14
rebound_exhaustion-15m-f20-s120-lb24-th0.035-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,15m,btc_riskoff,1.0,0.07219694057182768,0.010961120989944506,0.0,1.0,999.0,2,0.03546943005181369,0.01167532322184961,0.0,1.0,999.0,1,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
rebound_exhaustion-15m-f40-s240-lb8-th0.035-sl0.035-tp0.035-h48-eth_riskoff,rebound_exhaustion,15m,eth_riskoff,1.0,0.07219694057182768,0.010965844951166703,0.0,1.0,999.0,2,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
rebound_exhaustion-15m-f20-s120-lb24-th0.02-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,15m,btc_riskoff,1.0,0.03648789776647354,0.005620216719435689,0.06803455335340365,0.5555555555555556,1.3758649934422185,9,0.025465203099552136,0.00840963818243834,0.009661537716049095,0.5,3.671199253602665,2,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
rebound_exhaustion-15m-f40-s240-lb8-th0.035-sl0.035-tp0.035-h48-btc_riskoff,rebound_exhaustion,15m,btc_riskoff,1.0,0.035469430051813466,0.005467973110614199,0.0,1.0,999.0,1,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0
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riskoff_bidir-1H-f20-s120-lb8-th0.02-sl0.02-tp0.035-h48-btc_riskoff,riskoff_bidir,1H,btc_riskoff,1.0,-0.11091075525352367,-0.018262684676796148,0.6418828108585563,0.35294117647058826,1.0194116443954802,1258,0.6349543049597111,0.1778869356982331,0.23880801186404424,0.36455696202531646,1.1466673369724756,395,0.3024826863747223,0.3024826863747223,0.2222689590527856,0.37333333333333335,1.197267997687883,150,0.02171608643041245,0.04427554344314144,0.2222689590527856,0.3373493975903614,1.0374888208974795,83,-0.10580339579677134,-0.367849046959993,0.1276842322867169,0.20833333333333334,0.6254860998056121,24
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riskoff_bidir-15m-f40-s240-lb8-th0.02-sl0.02-tp0.035-h48-eth_riskoff,riskoff_bidir,15m,eth_riskoff,1.0,-0.13638526494236725,-0.022679041723370652,0.697399031683961,0.357429718875502,1.018668085859359,1743,0.7011650204691124,0.19356287809505957,0.24734408161030028,0.3769230769230769,1.1334421990790053,520,0.46952909565817835,0.46952909565817835,0.231536418569767,0.3917525773195876,1.2534722270345355,194,0.25708366924382053,0.5862633465985005,0.10348930681038719,0.4090909090909091,1.3152594512544618,88,0.010432491696556356,0.043482108005755915,0.05848092004794544,0.36363636363636365,1.081342337469414,22
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riskoff_bidir-1H-f40-s240-lb8-th0.02-sl0.02-tp0.035-h48-btc_riskoff,riskoff_bidir,1H,btc_riskoff,1.0,-0.20540272982928487,-0.035451292356476705,0.6961894301346075,0.3630901287553648,1.0120573346966102,1165,0.6853105784976528,0.18984678284748857,0.2531912812466884,0.3914209115281501,1.153666030594146,373,0.23083466238832395,0.23083466238832395,0.2531912812466884,0.4014084507042254,1.1599387427780476,142,-0.05348522780887732,-0.1049256450536683,0.2531912812466884,0.3625,0.9641980170028375,80,-0.18379302441532142,-0.5652074062072807,0.193617177222783,0.22727272727272727,0.39799693332261993,22
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