okx-codex-trader/reports/eth-exploration/eth-focused-portfolio-conservative-horizon.csv

cost_model,scope,portfolio,horizon,horizon_start,horizon_end,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily
maker_taker,all_legs,all_legs-equal-2-c0009-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.32742590286130935,0.09891984812380228,0.049309925856614145,2.0060838949838686,1.5164373694807125
maker_taker,all_legs,all_legs-equal-2-c0009-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.18248119262415874,0.18248119262415874,0.049309925856614145,3.7006989861389497,2.446296137020604
maker_taker,all_legs,all_legs-equal-2-c0009-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.04570546108829299,0.09376846307812015,0.04897226912617797,1.9147257162318525,1.1496757845695933
maker_taker,all_legs,all_legs-equal-2-c0009-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.08891441550833834,0.4126357635860334,0.0019214999999999708,214.7466893500076,5.700149035182624
maker_taker,all_legs,all_legs-equal-2-c0011-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2761769141230257,0.08460453668136414,0.04776160216685555,1.771392349565609,1.3807952894956894
maker_taker,all_legs,all_legs-equal-2-c0011-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1473809189979418,0.1473809189979418,0.04776160216685555,3.0857616225491213,2.1437187097461194
maker_taker,all_legs,all_legs-equal-2-c0011-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.032216355611035974,0.0656562487260437,0.04776160216685555,1.3746659606742893,0.8912057116194932
maker_taker,all_legs,all_legs-equal-2-c0011-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.07011778016532078,0.31631978103013036,0.0022970000035001143,137.7099610570874,5.555131046233604
maker_taker,all_legs,all_legs-equal-2-c0015-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2174961568617515,0.06773432853213435,0.07044643040149924,0.9615012165427309,1.0959427151236674
maker_taker,all_legs,all_legs-equal-2-c0015-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.12380853778359602,0.12380853778359602,0.07044643040149924,1.7574849013352012,1.7101128856741488
maker_taker,all_legs,all_legs-equal-2-c0015-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.01879505310307583,0.038049558720042675,0.05373480201105635,0.7080989841967537,0.5069086000436789
maker_taker,all_legs,all_legs-equal-2-c0015-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06843741416786275,0.30795716683523033,0.002297000003500096,134.069293150185,4.805604766447976
maker_taker,all_legs,all_legs-equal-2-c0025-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.3834208208352168,0.11414547275820142,0.06384979496689215,1.787718704772489,1.627694659950605
maker_taker,all_legs,all_legs-equal-2-c0025-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.20979244999398516,0.20979244999398516,0.05264635664686035,3.984937673868387,2.7064987872341026
maker_taker,all_legs,all_legs-equal-2-c0025-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.04857111106076517,0.09978793745760983,0.05264635664686035,1.8954386174709936,1.189705472177446
maker_taker,all_legs,all_legs-equal-2-c0025-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.08496317262614195,0.3919623474916458,0.0019215000000000358,203.98769060194562,5.7439259201384205
maker_taker,all_legs,all_legs-equal-2-c0027-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.3300177009428278,0.09963394418254912,0.07359200927674807,1.3538690567323481,1.5020886150697377
maker_taker,all_legs,all_legs-equal-2-c0027-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.17386342459754012,0.17386342459754012,0.04869162619547684,3.570704825087378,2.41553469553381
maker_taker,all_legs,all_legs-equal-2-c0027-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.035029119639814255,0.07148795636525818,0.04869162619547684,1.4681776303437362,0.9343781505914667
maker_taker,all_legs,all_legs-equal-2-c0027-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06621780734988003,0.2969723649997724,0.0022970000034999143,129.28705465706523,5.52684629194984
maker_taker,all_legs,all_legs-equal-2-c0031-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2688829166533,0.0825361197737624,0.0664029255242098,1.2429590883562895,1.2374127461187618
maker_taker,all_legs,all_legs-equal-2-c0031-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.14976451992482387,0.14976451992482387,0.062345379883233125,2.402175112339011,1.9871042646730013
maker_taker,all_legs,all_legs-equal-2-c0031-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.02158537398102056,0.04375914286307658,0.057369136945942416,0.7627645314641877,0.5628432897243283
maker_taker,all_legs,all_legs-equal-2-c0031-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06453673516549552,0.2886991320994008,0.002297000003500113,125.685298937522,4.678602468933354
maker_taker,all_legs,all_legs-risk-2-c0010-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.3273158182656617,0.09888949687235904,0.04893447316632658,2.020855451661594,1.5145762157442761
maker_taker,all_legs,all_legs-risk-2-c0010-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1856176792795885,0.1856176792795885,0.04893447316632658,3.79318846753863,2.4707426366474032
maker_taker,all_legs,all_legs-risk-2-c0010-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.044978898831477654,0.09224490645111794,0.047666301587149455,1.9352226495371019,1.1340355672541538
maker_taker,all_legs,all_legs-risk-2-c0010-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.08778087731945483,0.40668144307247966,0.0020324744567603637,200.09178551778913,5.681149503697688
maker_taker,all_legs,all_legs-risk-2-c0016-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2248764609117826,0.0698855062357766,0.06697958088579714,1.0433852423611636,1.1247693113444963
maker_taker,all_legs,all_legs-risk-2-c0016-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1315716550192838,0.1315716550192838,0.06697958088579714,1.9643547074983752,1.798768878466855
maker_taker,all_legs,all_legs-risk-2-c0016-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.019807978379960067,0.0401204017207879,0.051797979280446056,0.7745553451721912,0.5317760500157321
maker_taker,all_legs,all_legs-risk-2-c0016-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06850695322102718,0.3083024431171073,0.002133699733587232,144.49195370089922,4.827277158469597
maker_taker,all_legs,all_legs-risk-2-c0026-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.38459070793122785,0.11445915607221901,0.06441213018311302,1.776981381407983,1.6292966344367297
maker_taker,all_legs,all_legs-risk-2-c0026-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.21155709060072625,0.21155709060072625,0.052247214591437316,4.049155390484642,2.720530284259395
maker_taker,all_legs,all_legs-risk-2-c0026-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.04836499616035139,0.09935442756921908,0.052247214591437316,1.9016215188914984,1.1851735684693991
maker_taker,all_legs,all_legs-risk-2-c0026-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.0844642779169047,0.389368367417227,0.0019622557658482845,198.42895823975465,5.736722359297377
maker_taker,all_legs,all_legs-risk-2-c0032-eth_btc_rsi_filter+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2744390059225761,0.08411242121790319,0.06722978580786983,1.2511183875891079,1.254959291682399
maker_taker,all_legs,all_legs-risk-2-c0032-eth_btc_rsi_filter+eth_robust_twap,1y,2025-04-29,2026-04-29,0.15453507384296916,0.15453507384296916,0.06032499655742378,2.5617087884268033,2.0383290866980337
maker_taker,all_legs,all_legs-risk-2-c0032-eth_btc_rsi_filter+eth_robust_twap,6m,2025-10-29,2026-04-29,0.022177234668067314,0.04497223300908115,0.05655816403412097,0.7951501569596541,0.5766906013653044
maker_taker,all_legs,all_legs-risk-2-c0032-eth_btc_rsi_filter+eth_robust_twap,3m,2026-01-29,2026-04-29,0.0644359790455713,0.288204536926864,0.0022175368328075287,129.96606534917416,4.686459302806561
maker_taker,all_legs,all_legs-risk-3-c0078-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.27308254454691694,0.08372800719344053,0.0513446766757382,1.6307047315190197,1.3383745813984869
maker_taker,all_legs,all_legs-risk-3-c0078-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.15443721257531107,0.15443721257531107,0.0513446766757382,3.0078524702890372,2.2056125514095988
maker_taker,all_legs,all_legs-risk-3-c0078-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.03570171964928459,0.07288482296648957,0.04735134073584303,1.5392346200520302,0.9622123452629605
maker_taker,all_legs,all_legs-risk-3-c0078-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.07860227725970881,0.35916117779954204,0.003095176102024899,116.03901230840299,5.3777126746109225
maker_taker,all_legs,all_legs-risk-3-c0080-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2293584764090164,0.07118768759269023,0.04714540611366062,1.5099602158706027,1.199562551595463
maker_taker,all_legs,all_legs-risk-3-c0080-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.12606020672039597,0.12606020672039597,0.04714540611366062,2.6738598118443058,1.9147209759367974
maker_taker,all_legs,all_legs-risk-3-c0080-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.02356089649632298,0.047810971833434524,0.046188774073351056,1.0351210395302395,0.6923918603188944
maker_taker,all_legs,all_legs-risk-3-c0080-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.061760180131682496,0.27512173261628714,0.0024675028841696896,111.49803892077927,5.060193095022037
maker_taker,all_legs,all_legs-risk-3-c0084-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.17983474276168354,0.05661932675925896,0.0722145603605266,0.7840430860008087,0.950210573795383
maker_taker,all_legs,all_legs-risk-3-c0084-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1045182451769886,0.1045182451769886,0.0722145603605266,1.4473292457253482,1.532182123073378
maker_taker,all_legs,all_legs-risk-3-c0084-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.012113300755501655,0.02444110498113994,0.051232888537123614,0.47705889086128317,0.3579473043630802
maker_taker,all_legs,all_legs-risk-3-c0084-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06050768760764047,0.26903242459946,0.00313188471134358,85.90112644473587,4.505310428754747
maker_taker,all_legs,all_legs-risk-3-c0090-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.3227033654082325,0.09761629292870033,0.050508328824440056,1.9326771485154661,1.5125180858686325
maker_taker,all_legs,all_legs-risk-3-c0090-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.16504805814988144,0.16504805814988144,0.050508328824440056,3.2677394400350406,2.3448818373911458
maker_taker,all_legs,all_legs-risk-3-c0090-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.03591287751617567,0.07332354723628964,0.049315851429055126,1.486814991763278,0.9660777542355167
maker_taker,all_legs,all_legs-risk-3-c0090-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.08073511934443434,0.37009395517006816,0.00191649493010988,193.10980131257077,5.5377227571169065
maker_taker,all_legs,all_legs-risk-3-c0092-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.27890636043257766,0.08537651996526718,0.04928380046818521,1.7323444854944043,1.394624416107736
maker_taker,all_legs,all_legs-risk-3-c0092-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.13671059923190843,0.13671059923190843,0.04825692938724029,2.8329734396249493,2.065337420240523
maker_taker,all_legs,all_legs-risk-3-c0092-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.02375285558642526,0.04820510262050526,0.04825692938724029,0.9989260243576804,0.696381735769476
maker_taker,all_legs,all_legs-risk-3-c0092-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06389830982936462,0.2855676248961221,0.001954012620772175,146.14420698228304,5.2512510830599455
maker_taker,all_legs,all_legs-risk-3-c0096-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2262575917337477,0.07028711104800345,0.06966497459633528,1.0089304052039503,1.1430043341316785
maker_taker,all_legs,all_legs-risk-3-c0096-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.11470181326192197,0.11470181326192197,0.06966497459633528,1.6464775007318506,1.6718627726808857
maker_taker,all_legs,all_legs-risk-3-c0096-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.012278150998270787,0.024775765509558623,0.05322000852473004,0.46553479032319073,0.3617883575770532
maker_taker,all_legs,all_legs-risk-3-c0096-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06259594293877435,0.2791972322111371,0.002010497226081879,138.86974256375652,4.674799805407613
maker_taker,all_legs,all_legs-risk-3-c0104-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.18207022413974872,0.057285637050705995,0.07848471020398698,0.7298955032364497,0.9120388341482855
maker_taker,all_legs,all_legs-risk-3-c0104-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.12038304345503392,0.12038304345503392,0.07848471020398698,1.5338407078544394,1.7137357536190705
maker_taker,all_legs,all_legs-risk-3-c0104-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.02068655163043487,0.04191824869795879,0.0536258616334915,0.7816797235716426,0.5705981610068047
maker_taker,all_legs,all_legs-risk-3-c0104-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.07315079950446846,0.3315159986852232,0.0042884710683569836,77.30400727927376,5.068831524586123
maker_taker,all_legs,all_legs-risk-3-c0118-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.32265713770357785,0.09760351743216367,0.0632328260845301,1.5435577290454578,1.456983084094133
maker_taker,all_legs,all_legs-risk-3-c0118-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.17700347175958608,0.17700347175958608,0.05163066398601212,3.4282625497038004,2.449360642837044
maker_taker,all_legs,all_legs-risk-3-c0118-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.038520799488558355,0.07874946021847995,0.05163066398601212,1.5252459321424747,1.0111948083826183
maker_taker,all_legs,all_legs-risk-3-c0118-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.0751793497550397,0.3417530712515031,0.0030679408564847975,111.39493466085877,5.404341739334743
maker_taker,all_legs,all_legs-risk-3-c0120-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.27728714763408857,0.08491868245343381,0.0739179949790246,1.1488228607598303,1.3293905335599208
maker_taker,all_legs,all_legs-risk-3-c0120-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1477749274329463,0.1477749274329463,0.046824392278141176,3.1559390361149737,2.1703964205996487
maker_taker,all_legs,all_legs-risk-3-c0120-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.025984422139918584,0.0527924131610078,0.046824392278141176,1.1274553836687518,0.7405280537837664
maker_taker,all_legs,all_legs-risk-3-c0120-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.05763332313443281,0.25514082158860196,0.0024156438727834305,105.620213502173,5.02686822527994
maker_taker,all_legs,all_legs-risk-3-c0124-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.22294323793119908,0.06932285665204252,0.06650656143862783,1.042346125743,1.0833638520060864
maker_taker,all_legs,all_legs-risk-3-c0124-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1245397675644877,0.1245397675644877,0.06489010083635141,1.9192413936691028,1.7657898368120712
maker_taker,all_legs,all_legs-risk-3-c0124-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.014041380756578459,0.02835870534910878,0.055669852916259,0.5094086631011433,0.40066409453248775
maker_taker,all_legs,all_legs-risk-3-c0124-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.056421810124248184,0.24932011569577184,0.0031056678920667762,80.27906536067286,4.343089100207276
maker_taker,all_legs,all_legs-risk-3-c0130-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.37620266210220743,0.1122061346085601,0.05479851737131944,2.0476125995935575,1.6242527823741773
maker_taker,all_legs,all_legs-risk-3-c0130-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.1882627152203422,0.1882627152203422,0.053666343847275526,3.508022006419946,2.5915636729176517
maker_taker,all_legs,all_legs-risk-3-c0130-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.03874540281397265,0.07921740032472036,0.053666343847275526,1.4761095063632135,1.0150593055793884
maker_taker,all_legs,all_legs-risk-3-c0130-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.07737647662338354,0.3529076410927747,0.0018461972934530038,191.15380698707443,5.579287950997877
maker_taker,all_legs,all_legs-risk-3-c0132-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.33082703185270934,0.09985674205721984,0.06685352582890193,1.4936645572408995,1.5162254012428342
maker_taker,all_legs,all_legs-risk-3-c0132-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.15908704557064568,0.15908704557064568,0.04897066166819319,3.248619482590612,2.3241573303606478
maker_taker,all_legs,all_legs-risk-3-c0132-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.02618859920070782,0.053212630388290716,0.04897066166819319,1.0866226547813365,0.7444964659054235
maker_taker,all_legs,all_legs-risk-3-c0132-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.05983539493046619,0.26577295456045347,0.002027830249849111,131.0627231151273,5.2378003666370345
maker_taker,all_legs,all_legs-risk-3-c0136-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.2729408027353839,0.08368782254726503,0.062384052177303896,1.341493853419668,1.2685275241381309
maker_taker,all_legs,all_legs-risk-3-c0136-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.13533267895559198,0.13533267895559198,0.062384052177303896,2.1693473609402325,1.9083204498494855
maker_taker,all_legs,all_legs-risk-3-c0136-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.014216113749605963,0.028714109883830385,0.05772975131084493,0.49738842159945773,0.4045360215847455
maker_taker,all_legs,all_legs-risk-3-c0136-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.0585709255886504,0.2596595327553579,0.0020847636305292047,124.55106610308859,4.5233543230252495
maker_taker,all_legs,all_legs-risk-3-c0144-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.22540391353011757,0.07003891438207188,0.07604588063362251,0.9210086568595177,1.0432567538907829
maker_taker,all_legs,all_legs-risk-3-c0144-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.14131247812787362,0.14131247812787362,0.07143517328317847,1.978191857499838,1.9460330121742155
maker_taker,all_legs,all_legs-risk-3-c0144-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.02294877075676305,0.046554650370959294,0.05814450509422443,0.800671538875711,0.6147252710688945
maker_taker,all_legs,all_legs-risk-3-c0144-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06947732238658388,0.3131277025112502,0.00430494423558392,72.73676158752328,4.927314768957925
maker_taker,all_legs,all_legs-risk-3-c0152-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,3y,2023-04-29,2026-04-29,0.21492503881566893,0.0669828682343816,0.07533173337131897,0.8891720027762425,1.0094815710154776
maker_taker,all_legs,all_legs-risk-3-c0152-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,1y,2025-04-29,2026-04-29,0.14126987654068213,0.14126987654068213,0.06499596842312415,2.173517526825885,1.9614534908615813
maker_taker,all_legs,all_legs-risk-3-c0152-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,6m,2025-10-29,2026-04-29,0.024218132764005862,0.049160719012382614,0.055334749899633544,0.8884239849561185,0.6509674213677699
maker_taker,all_legs,all_legs-risk-3-c0152-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,3m,2026-01-29,2026-04-29,0.06579368124732854,0.29488130638663046,0.004376964615263859,67.37118809649184,4.784117453006348