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- {
- "name": "lt-et50-l3.0-x55.0-bt720-bm240-br0.01-edge0.01-cd32-vw240-vc0.008-sus-mt4-aw4-ar0.015-mh96",
- "cost_model": "taker_taker",
- "roundtrip_cost_on_margin": 0.003,
- "first_candle": "2020-01-01 12:00",
- "last_candle": "2026-04-29 16:45",
- "years": 6.329309360730593,
- "trades_per_month": 0.9618777056277056,
- "gross_total_return": 0.6119984820768767,
- "gross_max_drawdown_mark_to_market": 0.04950948460767722,
- "worst_month_return": -0.03230399999999989,
- "eth_trend_sma": 50,
- "eth_rsi_threshold": 3.0,
- "eth_exit_rsi": 55.0,
- "btc_trend_sma": 720,
- "btc_momentum_lookback": 240,
- "btc_min_momentum": 0.01,
- "min_signal_edge": 0.01,
- "cooldown_bars": 32,
- "btc_vol_lookback": 240,
- "btc_max_realized_vol": 0.008,
- "session": "us",
- "max_trades_per_month": 4,
- "adverse_lookback": 4,
- "adverse_btc_return": 0.015,
- "max_hold_bars": 96,
- "trades": 73,
- "win_rate": 0.684931506849315,
- "payoff_ratio": 1.045010470953861,
- "profit_factor": 2.271761893377959,
- "net_total_return": 0.2963580177023304,
- "net_annualized_return": 0.041865169335523866,
- "net_max_drawdown": 0.035225674025531166,
- "net_calmar": 1.1884845497968461,
- "risk_reward_ratio": 0.9281060960518864
- }
|
