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eth-btc-wick-rejection-monthly.csv

eth-btc-wick-rejection-monthly.csv 9.6 KB
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  1. name,month,start_equity,end_equity,return
    2. 

  2. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2019-12,10000.0,10175.299389002037,0.017529938900203712
    3. 

  3. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-01,10175.299389002037,9793.7816480557,-0.037494497838432284
    4. 

  4. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-02,9793.7816480557,9547.417136815235,-0.025155197460357326
    5. 

  5. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-03,9547.417136815235,9931.05134332198,0.04018198859536959
    6. 

  6. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-04,9931.05134332198,9995.795120954475,0.006519327651651974
    7. 

  7. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-05,9995.795120954475,10042.278992337102,0.00465034255105734
    8. 

  8. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-06,10042.278992337102,10042.278992337102,0.0
    9. 

  9. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-07,10042.278992337102,9931.159082453813,-0.011065208402204374
    10. 

  10. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-08,9931.159082453813,9931.159082453813,0.0
    11. 

  11. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-09,9931.159082453813,9805.453375554009,-0.012657707509881488
    12. 

  12. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-10,9805.453375554009,9681.338814724468,-0.012657707509881266
    13. 

  13. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-11,9681.338814724468,9603.24693203667,-0.00806622763465581
    14. 

  14. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2020-12,9603.24693203667,9481.691841225784,-0.012657707509881488
    15. 

  15. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-01,9481.691841225784,9481.691841225784,0.0
    16. 

  16. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-02,9481.691841225784,9126.180566980265,-0.03749449783843195
    17. 

  17. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-03,9126.180566980265,8923.790730876006,-0.022176838888826378
    18. 

  18. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-04,8923.790730876006,9282.36638825153,0.04018198859536959
    19. 

  19. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-05,9282.36638825153,9282.36638825153,0.0
    20. 

  20. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-06,9282.36638825153,9325.53257164132,0.00465034255105734
    21. 

  21. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-07,9325.53257164132,9533.135728237407,0.022261801672046166
    22. 

  22. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-08,9533.135728237407,9700.251015080757,0.017529938900203712
    23. 

  23. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-09,9700.251015080757,9577.468074959434,-0.0126577075098816
    24. 

  24. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-10,9577.468074959434,9745.360505132125,0.017529938900203712
    25. 

  25. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-11,9745.360505132125,9410.74826371448,-0.03433554266580796
    26. 

  26. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2021-12,9410.74826371448,9620.248475146844,0.022261801672045944
    27. 

  27. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-01,9620.248475146844,9664.985925982566,0.0046503425510575624
    28. 

  28. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-02,9664.985925982566,9587.025949417844,-0.008066227634656031
    29. 

  29. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-03,9587.025949417844,9509.694815770485,-0.008066227634656142
    30. 

  30. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-04,9509.694815770485,9553.918154219831,0.00465034255105734
    31. 

  31. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-05,9553.918154219831,9313.58745653034,-0.025155197460357215
    32. 

  32. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-06,9313.58745653034,9520.924693342877,0.02226180167204639
    33. 

  33. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-07,9520.924693342877,9565.200254569741,0.00465034255105734
    34. 

  34. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-08,9565.200254569741,9609.681712322954,0.0046503425510575624
    35. 

  35. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-09,9609.681712322954,9488.045171945312,-0.0126577075098816
    36. 

  36. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-10,9488.045171945312,9458.472672855301,-0.003116816852585358
    37. 

  37. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-11,9458.472672855301,9624.2791208997,0.017529938900203712
    38. 

  38. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2022-12,9624.2791208997,9722.747624497833,0.010231260166208456
    39. 

  39. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-01,9722.747624497833,9382.49912383545,-0.034995097456307356
    40. 

  40. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-02,9382.49912383545,9534.233798017984,0.016172095747609916
    41. 

  41. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-03,9534.233798017984,9521.105449759316,-0.0013769694069593053
    42. 

  42. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-04,9521.105449759316,9565.381851565437,0.00465034255105734
    43. 

  43. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-05,9565.381851565437,9565.381851565437,0.0
    44. 

  44. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-06,9565.381851565437,9521.325930791016,-0.00460576707318916
    45. 

  45. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-07,9521.325930791016,9805.512038957315,0.02984732486126429
    46. 

  46. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-08,9805.512038957315,9743.851346835494,-0.006288370446830616
    47. 

  47. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-09,9743.851346835494,9763.176868951277,0.0019833555980981465
    48. 

  48. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-10,9763.176868951277,9922.932602314231,0.016363089136591125
    49. 

  49. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-11,9922.932602314231,9550.877227305851,-0.037494497838432284
    50. 

  50. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2023-12,9550.877227305851,9550.877227305851,0.0
    51. 

  51. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-01,9550.877227305851,9515.526510699914,-0.003701305729788884
    52. 

  52. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-02,9515.526510699914,9233.433674022128,-0.02964553105501644
    53. 

  53. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-03,9233.433674022128,9700.149862815162,0.050546330354450886
    54. 

  54. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-04,9700.149862815162,9700.149862815162,0.0
    55. 

  55. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-05,9700.149862815162,9700.149862815162,0.0
    56. 

  56. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-06,9700.149862815162,9700.149862815162,0.0
    57. 

  57. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-07,9700.149862815162,9577.368203049631,-0.012657707509881488
    58. 

  58. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-08,9577.368203049631,9666.651405969156,0.009322310787956978
    59. 

  59. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-09,9666.651405969156,9588.67799526374,-0.008066227634656031
    60. 

  60. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-10,9588.67799526374,9713.922682836646,0.013061726302079357
    61. 

  61. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-11,9713.922682836646,9759.095750826325,0.0046503425510575624
    62. 

  62. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2024-12,9759.095750826325,9635.56797125144,-0.012657707509881377
    63. 

  63. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-01,9635.56797125144,9557.845286606125,-0.00806622763465592
    64. 

  64. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-02,9557.845286606125,9557.845286606125,0.0
    65. 

  65. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-03,9557.845286606125,9725.39373049793,0.017529938900203712
    66. 

  66. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-04,9725.39373049793,9691.808096585159,-0.003453395805194992
    67. 

  67. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-05,9691.808096585159,9691.808096585159,0.0
    68. 

  68. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-06,9691.808096585159,9691.808096585159,0.0
    69. 

  69. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-07,9691.808096585159,9569.132024456683,-0.012657707509881377
    70. 

  70. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-08,9569.132024456683,9670.55815056037,0.010599302616419504
    71. 

  71. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-09,9670.55815056037,9760.710099132904,0.009322310787956978
    72. 

  72. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-10,9760.710099132904,9637.161885609334,-0.012657707509881488
    73. 

  73. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-11,9637.161885609334,9851.702472188173,0.02226180167204639
    74. 

  74. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2025-12,9851.702472188173,9983.539646869076,0.013382171767071238
    75. 

  75. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2026-01,9983.539646869076,9857.170922105703,-0.012657707509881377
    76. 

  76. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2026-02,9857.170922105703,9609.211841159644,-0.025155197460357104
    77. 

  77. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2026-03,9609.211841159644,9248.919268552247,-0.03749449783843217
    78. 

  78. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2026-04,9248.919268552247,9359.531665004602,0.011959494211226884
    79. 

  79. btc-upper-wick-1h-vw96-vr0.95-uw0.45-cp0.35-sl0.012-tp0.018-h16,2026-05,9359.531665004602,9359.531665004602,0.0
    80.