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eth-btc-nextgen-top10.csv

eth-btc-nextgen-top10.csv 6.8 KB
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  1. name,cost_model,roundtrip_cost_on_margin,mode,leg_count,legs,weights,first_candle,last_candle,years,trades,win_rate,payoff_ratio,profit_factor,worst_month_return,min_horizon_total_return,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,risk_reward_ratio
    2. 

  2. equal-2-c0003,maker_taker,0.0021,equal,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,523,0.6919160707454166,0.9325671742666704,2.0944739098778467,-0.0644512632832106,0.02647513033939153,1.521939752888712,0.1572379055506259,0.10291260750887886,1.5278779671097156,1.6247459908200372
    3. 

  3. equal-2-c0037,maker_taker,0.0021,equal,2,btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05;btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01,btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05=0.50000000;btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,523,0.6921896116105529,0.9326650430007088,2.097409863655222,-0.0644512632832106,0.02647513033939153,1.5219397528887084,0.15723790555062567,0.10291260750887898,1.5278779671097116,1.6247459908200323
    4. 

  4. risk-2-c0038,maker_taker,0.0021,risk,2,btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05;btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01,btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05=0.47745135;btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01=0.52254865,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,523,0.6921896116105529,0.9326650430007088,2.097409863655222,-0.06445126328321071,0.025959813382814945,1.5196948881975452,0.15707522112415995,0.10290044011654144,1.5264776413615146,1.6240197603956317
    5. 

  5. risk-2-c0004,maker_taker,0.0021,risk,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.47745135;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05=0.52254865,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,523,0.6919160707454166,0.9325671742666704,2.0944739098778467,-0.06445126328321071,0.025959813382814723,1.514656894837628,0.1567096749950847,0.10290044011654144,1.5229252160399003,1.6211755245443888
    6. 

  6. equal-2-c0049,maker_taker,0.0021,equal,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.01-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01=0.50000000;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.01-sd0.05=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,521,0.6910768183701249,0.9341233699268304,2.0899825198117505,-0.06445126328321071,0.026475130339391306,1.502349505112801,0.15581407643994294,0.10291260750887887,1.5140426446439028,1.6163064459765035
    7. 

  7. risk-2-c0050,maker_taker,0.0021,risk,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.01-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01=0.52254865;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.01-sd0.05=0.47745135,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,521,0.6910768183701249,0.9341233699268304,2.0899825198117505,-0.06445126328321071,0.025959813382814945,1.5010049128714265,0.15571600694739507,0.10290044011654141,1.5132686193668037,1.6160009213962334
    8. 

  8. equal-2-c0007,maker_taker,0.0021,equal,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw240-sv0.01-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw240-sv0.01-sd0.05=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,522,0.6891843971631206,0.9331692107194662,2.06970372852983,-0.06445126328321071,0.02647513033939175,1.4857464161463838,0.154599987460885,0.10291260750887889,1.502245363354016,1.604214220964223
    9. 

  9. risk-2-c0008,maker_taker,0.0021,risk,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw240-sv0.01-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.47745135;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw240-sv0.01-sd0.05=0.52254865,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,522,0.6891843971631206,0.9331692107194662,2.06970372852983,-0.0644512632832106,0.025959813382814723,1.4769465107728563,0.1539537292683728,0.1029004401165414,1.4961425732874443,1.5996132144740094
    10. 

  10. risk-2-c0054,maker_taker,0.0021,risk,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.006-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01=0.52254865;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.006-sd0.05=0.47745135,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,517,0.6888023179006786,0.9318767932924485,2.063697320216524,-0.0644512632832106,0.025959813382814723,1.4447205992220775,0.1515704565355922,0.10290044011654147,1.4729816156658686,1.583959472112678
    11. 

  11. equal-2-c0053,maker_taker,0.0021,equal,2,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.006-sd0.05,btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01=0.50000000;btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.006-sd0.05=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,517,0.6888023179006786,0.9318767932924485,2.063697320216524,-0.0644512632832106,0.02647513033939153,1.4433954010916512,0.15147188619010676,0.10291260750887894,1.4718496582358804,1.582614198884839
    12.