eth-btc-regime-top10.csv 6.7 KB

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  1. family,cost,symbol,signal_symbol,bar,actual_bars,first_candle,last_candle,name,sample_count,avg_return,ci95_low,ci95_high,median_return,positive_window_rate,worst_return,p10_return,p90_return,best_return,trades,avg_trades_per_window,win_rate,trade_win_rate,avg_trade_return,avg_win_return,avg_loss_return_abs,payoff_ratio,profit_factor,expectancy_per_trade,max_drawdown,return_drawdown_ratio,roundtrip_cost_on_margin,net_avg_return,net_ci95_low,net_ci95_high,breakeven_roundtrip_cost_on_margin
  2. btc_trend_momentum_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,472,0.0015247230850638067,0.0008375875228122532,0.00221185864731536,0.0,0.2266949152542373,-0.05556146966015931,0.0,0.00818596309233681,0.0416200839483583,155,0.3283898305084746,0.2274011299435028,0.8,0.004764090322580642,0.008629395161290318,0.010697129032258062,0.8067019791261445,3.226807916504578,0.004764090322580642,0.05769456173832004,0.026427500948518406,0.0021,0.00083510444099601,0.0001479688787444566,0.0015222400032475633,0.004643027717097527
  3. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05,472,0.0015247230850638067,0.0008375875228122532,0.00221185864731536,0.0,0.2266949152542373,-0.05556146966015931,0.0,0.00818596309233681,0.0416200839483583,155,0.3283898305084746,0.2274011299435028,0.8,0.004764090322580642,0.008629395161290318,0.010697129032258062,0.8067019791261445,3.226807916504578,0.004764090322580642,0.05769456173832004,0.026427500948518406,0.0021,0.00083510444099601,0.0001479688787444566,0.0015222400032475633,0.004643027717097527
  4. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.006-sd0.05,472,0.0015247230850638067,0.0008375875228122532,0.00221185864731536,0.0,0.2266949152542373,-0.05556146966015931,0.0,0.00818596309233681,0.0416200839483583,155,0.3283898305084746,0.2274011299435028,0.8,0.004764090322580642,0.008629395161290318,0.010697129032258062,0.8067019791261445,3.226807916504578,0.004764090322580642,0.05769456173832004,0.026427500948518406,0.0021,0.00083510444099601,0.0001479688787444566,0.0015222400032475633,0.004643027717097527
  5. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw240-sv0.01-sd0.05,472,0.0015247230850638067,0.0008375875228122532,0.00221185864731536,0.0,0.2266949152542373,-0.05556146966015931,0.0,0.00818596309233681,0.0416200839483583,155,0.3283898305084746,0.2274011299435028,0.8,0.004764090322580642,0.008629395161290318,0.010697129032258062,0.8067019791261445,3.226807916504578,0.004764090322580642,0.05769456173832004,0.026427500948518406,0.0021,0.00083510444099601,0.0001479688787444566,0.0015222400032475633,0.004643027717097527
  6. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.006-sd0.05,472,0.001465428650341328,0.0007813207449756715,0.0021495365557069844,0.0,0.22033898305084745,-0.05556146966015931,0.0,0.008079956415759508,0.0416200839483583,152,0.3220338983050847,0.221045197740113,0.7960526315789473,0.004673993421052628,0.008612049586776855,0.010697129032258062,0.8050804623190502,3.142410836793712,0.004673993421052628,0.05769456173832004,0.025399770900209607,0.0021,0.0007891574639006502,0.00010504955853499361,0.0014732653692663064,0.004550541598428335
  7. btc_trend_momentum_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.01,473,0.0011909339687457463,0.0005854709050684532,0.0017963970324230394,0.0,0.17547568710359407,-0.03950891850872285,0.0,0.007106681010776453,0.0416200839483583,125,0.2642706131078224,0.1733615221987315,0.752,0.004395511999999998,0.00911734042553191,0.009922290322580643,0.9188745873302185,2.7862648777109853,0.004395511999999998,0.05769456173832004,0.02064204897070467,0.0021,0.0006359656812193193,3.0502617542026156e-05,0.0012414287448966124,0.004506494137733904
  8. btc_trend_momentum_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01,472,0.001291023970354794,0.0006260910791288026,0.0019559568615807855,0.0,0.19279661016949154,-0.05556146966015931,0.0,0.00781323973358331,0.0416200839483583,135,0.2860169491525424,0.19350282485875706,0.7851851851851852,0.00467107407407407,0.008925905660377357,0.01088106896551724,0.8203151444645822,2.998393286663645,0.00467107407407407,0.05769456173832004,0.022376874552065645,0.0021,0.0006903883771344551,2.5455485908463713e-05,0.0013553212683604465,0.0045138023259812055
  9. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,472,0.001291023970354794,0.0006260910791288026,0.0019559568615807855,0.0,0.19279661016949154,-0.05556146966015931,0.0,0.00781323973358331,0.0416200839483583,135,0.2860169491525424,0.19350282485875706,0.7851851851851852,0.00467107407407407,0.008925905660377357,0.01088106896551724,0.8203151444645822,2.998393286663645,0.00467107407407407,0.05769456173832004,0.022376874552065645,0.0021,0.0006903883771344551,2.5455485908463713e-05,0.0013553212683604465,0.0045138023259812055
  10. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw240-sv0.006-sd0.05,472,0.001291023970354794,0.0006260910791288026,0.0019559568615807855,0.0,0.19279661016949154,-0.05556146966015931,0.0,0.00781323973358331,0.0416200839483583,135,0.2860169491525424,0.19350282485875706,0.7851851851851852,0.00467107407407407,0.008925905660377357,0.01088106896551724,0.8203151444645822,2.998393286663645,0.00467107407407407,0.05769456173832004,0.022376874552065645,0.0021,0.0006903883771344551,2.5455485908463713e-05,0.0013553212683604465,0.0045138023259812055
  11. btc_shock_guard_rsi2,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 10:45,2026-04-29 16:30,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw240-sv0.01-sd0.05,472,0.001291023970354794,0.0006260910791288026,0.0019559568615807855,0.0,0.19279661016949154,-0.05556146966015931,0.0,0.00781323973358331,0.0416200839483583,135,0.2860169491525424,0.19350282485875706,0.7851851851851852,0.00467107407407407,0.008925905660377357,0.01088106896551724,0.8203151444645822,2.998393286663645,0.00467107407407407,0.05769456173832004,0.022376874552065645,0.0021,0.0006903883771344551,2.5455485908463713e-05,0.0013553212683604465,0.0045138023259812055