eth-focused-portfolio-conservative-qualified.csv 139 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162
  1. portfolio,cost_model,scope,mode,leg_count,legs,weights,first_candle,last_candle,years,worst_month_return,all_horizons_positive,min_horizon_total_return,max_horizon_drawdown,qualified,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily
  2. all_legs-risk-3-c0124-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.48537471;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06171009;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.45291520,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04435071071689678,True,0.014041380756578459,0.06650656143862783,True,0.5746697040909923,0.07431265319093083,0.07283403246423034,1.0203012338692994,1.0301609043884883
  3. all_legs-risk-3-c0084-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50367289;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05951591;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.43681120,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04837230936121273,True,0.012113300755501655,0.0722145603605266,True,0.4287615000245144,0.05794672777351906,0.07334852573326389,0.7900189839431218,0.844907342535493
  4. all_legs-equal-2-c0031-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04695779903485142,True,0.02158537398102056,0.0664029255242098,True,0.7324297133175954,0.09062898134525721,0.07351776870826471,1.2327493466905082,1.2403823150904763
  5. all_legs-risk-3-c0096-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50462330;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05774126;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.43763544,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05039573862947255,True,0.012278150998270787,0.06966497459633528,True,0.46756570250795604,0.06243185660505768,0.0735863391521857,0.8484163952760422,0.903289471708888
  6. all_legs-risk-2-c0032-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.51729716;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.48270284,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04756100694613419,True,0.022177234668067314,0.06722978580786983,True,0.7595948453552857,0.09331116703010656,0.07487705913467334,1.2461916654909986,1.272480601470848
  7. all_legs-risk-3-c0090-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.49869761;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05706321;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.44423917,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.050193949285089356,True,0.03591287751617567,0.050508328824440056,True,0.643862998343087,0.08163101333575029,0.0751576147750642,1.0861309739546687,1.1470315165931286
  8. all_legs-risk-3-c0092-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51565617;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05900369;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42534014,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05015222137222686,True,0.02375285558642526,0.04928380046818521,True,0.5735705419405754,0.07419423028879679,0.07551983553088903,0.9824469262575387,1.0620645861996592
  9. all_legs-equal-2-c0015-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05019591346475183,True,0.01879505310307583,0.07044643040149924,True,0.5430839656800823,0.07088153743262504,0.07585123296785566,0.9344810184254133,1.0230145967207445
  10. all_legs-risk-2-c0016-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.53554642;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.46445358,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04995549077103545,True,0.019807978379960067,0.06697958088579714,True,0.5802254201202575,0.0749101588549892,0.07730902589475214,0.9689704143597833,1.0776472180756829
  11. all_legs-risk-3-c0118-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.47947847;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06096045;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.45956108,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04662792331634513,True,0.038520799488558355,0.0632328260845301,True,0.7692426472732896,0.09425536721229655,0.07985151342401553,1.1803829779881043,1.2719775002722489
  12. all_legs-risk-3-c0130-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.48040523;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05914544;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.46044934,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.049682402901075284,True,0.03874540281397265,0.05479851737131944,True,0.8187969437359668,0.09903784260223514,0.08032314910178578,1.2329925271820958,1.3196570497450464
  13. all_legs-risk-3-c0136-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.48632442;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05987418;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.45380140,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04469853734419271,True,0.014216113749605963,0.062384052177303896,True,0.619220005178776,0.07905486980943954,0.08085975811816558,0.9776787817484139,1.0859383913768836
  14. all_legs-risk-3-c0078-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.49776937;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05881833;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.44341230,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.047246967966579345,True,0.03570171964928459,0.0513446766757382,True,0.600802395800142,0.07710787158887022,0.08103470847673765,0.9515412967889595,1.0954082808396846
  15. all_legs-risk-3-c0120-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.49636564;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06310747;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.44052689,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05355521636510485,True,0.025984422139918584,0.0739179949790246,True,0.6953594017908782,0.08691106310214725,0.08171052743703505,1.0636458462359046,1.1928149155698595
  16. all_legs-risk-3-c0080-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51466379;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06081464;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42452158,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0471067130741708,True,0.02356089649632298,0.04714540611366062,True,0.5310578320126111,0.06955959478473672,0.08175249499490012,0.8508559254255909,1.006682317016632
  17. all_legs-equal-2-c0025-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0578171404158222,True,0.04857111106076517,0.06384979496689215,True,0.9756815279531781,0.1134876806266476,0.0824000373394832,1.3772770533960461,1.5083915571175468
  18. all_legs-equal-2-c0009-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0578171404158222,True,0.04570546108829299,0.049309925856614145,True,0.7600528565610065,0.09335608960562602,0.08240003733948346,1.1329617390949018,1.310686756018013
  19. all_legs-equal-2-c0011-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05781714041582264,True,0.032216355611035974,0.04776160216685555,True,0.6629777029305679,0.08360693488339632,0.08240003733948366,1.0146468082161215,1.200579566387149
  20. all_legs-equal-2-c0027-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05781714041582231,True,0.035029119639814255,0.07359200927674807,True,0.8667987956978414,0.10356698383261587,0.0826085364397256,1.2537080100454554,1.4068746280169968
  21. all_legs-risk-2-c0026-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.51060520;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.48939480,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05795260988412754,True,0.04836499616035139,0.06441213018311302,True,0.9890682182588564,0.11467539237604463,0.08264777833351221,1.3875193585154821,1.5220063056929911
  22. all_legs-risk-3-c0144-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.48588002;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06073326;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.45338672,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04359126098689747,True,0.02294877075676305,0.07604588063362251,True,0.5999332510644741,0.0770155256246321,0.08273391539759063,0.9308821570274062,1.0259592116833205
  23. all_legs-risk-3-c0132-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.49735889;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06123270;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.44140841,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05390086280032569,True,0.02618859920070782,0.06685352582890193,True,0.7444422587945216,0.09181939265596206,0.08297665800451873,1.1065689419663272,1.244200828638998
  24. all_legs-risk-3-c0104-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50417859;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05857164;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.43724977,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04749165347605444,True,0.02068655163043487,0.07848471020398698,True,0.45078339245360266,0.06050450398997498,0.08325801270063704,0.7267108837623268,0.8476455302251562
  25. all_legs-risk-2-c0010-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.52887704;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.47112296,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.058186547970853986,True,0.044978898831477654,0.04893447316632658,True,0.7808264661615911,0.09538332785830739,0.08347764433528514,1.142621220541436,1.338756644745532
  26. all_legs-risk-3-c0152-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.48490287;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06262221;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.45247492,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04414209970013305,True,0.024218132764005862,0.07533173337131897,True,0.5594427720329094,0.07266587957444792,0.08390934514525297,0.8660046082907473,0.9970175325834161
  27. all_legs-equal-2-c0013-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05924717640834476,True,0.023355079564586267,0.049534109114821485,True,0.5290374215788041,0.06933664889431346,0.08395569919287843,0.8258718533809193,1.0085101188046985
  28. all_legs-risk-2-c0012-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.54798957;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.45201043,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.058431974820565946,True,0.03228578392367876,0.04766905842397775,True,0.7049067971813838,0.08787510231514406,0.08432773715314734,1.0420664099589718,1.2566047956330462
  29. all_legs-risk-2-c0028-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.52979997;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.47020003,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0581983824557073,True,0.03524250821223518,0.07360972071783882,True,0.9089474154851573,0.10746369266629041,0.08438554519457495,1.273484604721131,1.4507223232209114
  30. all_legs-risk-3-c0082-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.55217691;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06524733;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.38257576,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04790471972426402,True,0.016248054847380677,0.051784373873352295,True,0.4539354667413391,0.06086792870764035,0.08469350612619286,0.7186847196637186,0.8796374984818055
  31. all_legs-equal-2-c0029-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05924717640834476,True,0.02614119598968334,0.07517134545189813,True,0.7164751619769707,0.08903713403511238,0.0851078876459601,1.046167828832711,1.2235344678393858
  32. all_legs-risk-3-c0122-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.53401252;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06789386;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.39809362,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.054585534282164616,True,0.01854465211731271,0.07530474550265263,True,0.6190803009690717,0.07904017148011344,0.08589747549792795,0.9201687362979611,1.0784530433525328
  33. all_legs-risk-3-c0098-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.49826329;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05788444;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.44385227,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05073845674592192,True,0.044396108927251765,0.05765929909187983,True,0.6253852606096897,0.07970245748473248,0.0872339232120775,0.9136635674514488,1.0893837062371945
  34. all_legs-risk-2-c0014-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.59071980;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.40928020,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06015339156446253,True,0.02507364042636051,0.05005320855215927,True,0.6270437191750453,0.07987630597483264,0.08766592452991309,0.9111442832907956,1.1425348032629816
  35. all_legs-risk-3-c0100-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51519181;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05985107;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42495712,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05071514853258641,True,0.03243450589311814,0.05369743020031022,True,0.555182847196626,0.0722027504628131,0.08815642532178174,0.8190299254905611,1.0009503738889949
  36. all_legs-risk-3-c0112-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50320066;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06039768;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.43640166,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.045504113048425165,True,0.021911637514052895,0.07230888146894897,True,0.41558209774380495,0.05640005677873794,0.08856090228376663,0.63685052121557,0.8142494506964308
  37. all_legs-risk-3-c0094-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.55331939;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06331328;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.38336733,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.051166688866570165,True,0.01643774965981093,0.05312699263334875,True,0.49716554723030515,0.06578644609015427,0.0888704575694925,0.7402510112959909,0.9396722429364758
  38. all_legs-risk-2-c0030-eth_btc_rsi_filter+eth_robust_twap,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.57290956;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.42709044,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05997414763178921,True,0.027939243575354267,0.0750751857938391,True,0.8348914726622276,0.10056751808024589,0.08908204301261965,1.128931428593293,1.3521251297917027
  39. all_legs-risk-3-c0138-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.47997158;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05999472;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.46003370,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.050247284161223815,True,0.04755841364863955,0.07321551201097524,True,0.7975164890514848,0.09699768309876289,0.08980762279739515,1.0800606905895775,1.2598597840071637
  40. all_legs-risk-3-c0106-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.49730815;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05969042;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.44300143,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.049824868045309834,True,0.045591475258960124,0.051460094225927344,True,0.5860200488678955,0.07553147723747711,0.08981529780453228,0.8409645025267135,1.0616929258138235
  41. all_legs-risk-3-c0146-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.47901803;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06186222;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.45911976,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04930097604365258,True,0.04879571802139915,0.07144213124756665,True,0.7521200566766264,0.0925766308221927,0.09054089437375894,1.0224841654427457,1.2361133620286362
  42. all_legs-risk-3-c0108-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51417073;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06171439;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42411488,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04977038507391107,True,0.0336758942014217,0.04804620380933969,True,0.5164236722865199,0.06793912526899493,0.09082086594737278,0.7480563476279014,0.9707734167280785
  43. all_legs-risk-3-c0102-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.55278476;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06421833;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.38299691,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0517689039317194,True,0.025690115188169882,0.0587855297485567,True,0.47830881975959993,0.0636559207422569,0.091541633153313,0.6953767214929037,0.8772147532864807
  44. all_legs-risk-3-c0140-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.49689411;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06210998;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.44099592,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05279599173261795,True,0.03521613659396605,0.07505144982585493,True,0.7231906961168855,0.08970868108307628,0.0917445427199309,0.9778094524589924,1.1797893336138643
  45. all_legs-risk-3-c0148-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.49587220;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06403883;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.44008897,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05333488864631686,True,0.036502924892325206,0.07637629158980146,True,0.6783484154019814,0.0851820070069409,0.09291612512494034,0.9167623692055635,1.154136987866508
  46. all_legs-risk-3-c0110-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.55160940;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06620804;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.38218257,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05075369256250584,True,0.02702822250800674,0.051911959563868515,True,0.4390655355762365,0.05914761288925052,0.09438273814327143,0.6266782894078091,0.8431600273749649
  47. all_legs-risk-3-c0142-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.53462424;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06682611;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.39854965,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05377111550300118,True,0.028393479887412365,0.08213753133661959,True,0.64743537178925,0.08200176093738953,0.09669534029255043,0.8480425291362989,1.0672643979335708
  48. all_legs-risk-3-c0150-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.53344144;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06889066;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.39766790,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.054348200736689,True,0.02978454535936681,0.07900182167447105,True,0.6016358675820674,0.07719638767834236,0.09788523493295734,0.7886417980323079,1.0386366446550286
  49. all_legs-risk-3-c0134-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.53516233;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06588690;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.39895078,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05496341548551553,True,0.018747058864613253,0.06763923807062472,True,0.6694276000850425,0.08426935731769936,0.10090664609983874,0.8351219723854644,1.1344192240133182
  50. all_legs-risk-4-c0210-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47053284;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05384048;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05647666;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.41915003,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.042697396332933346,True,0.03698732445694031,0.054853710696683676,True,0.4782325328013117,0.06364725509983193,0.10390230401890863,0.6125682746000427,0.8712470119283722
  51. all_legs-risk-2-c0002-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89432334;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.10567666,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04507919732709942,True,0.01722844178015248,0.07437399760660594,True,0.7268826579747691,0.0900769354075468,0.10459472616724809,0.8611995911104812,1.0040183426237421
  52. all_legs-risk-4-c0194-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.46970640;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05550230;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05637746;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.41841384,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.047362347762709645,True,0.036793897017230126,0.05730515412082604,True,0.44143949861240905,0.05942325999803599,0.10534442641848502,0.5640854672460286,0.8150192066600032
  53. all_legs-risk-2-c0006-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89591895;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.10408105,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.051096457848138876,True,0.032512070618695654,0.06857100171605984,True,0.7719053490877275,0.09451519393165131,0.11138637770857791,0.8485345863291562,0.9809883353476789
  54. all_legs-risk-4-c0226-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45151962;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05740579;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05831097;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.43276362,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04484429954825131,True,0.03949162898351055,0.07183524124453572,True,0.5781636138612682,0.07468862263934883,0.11181588092258674,0.6679607764397784,0.9753101521208069
  55. all_legs-risk-4-c0242-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45234135;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05569033;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05841709;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.43355123,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.045181185504867605,True,0.039696588844456704,0.06163024702024875,True,0.6200174828879259,0.07913875227954414,0.11186531009888641,0.7074467697768618,1.0304805020348016
  56. all_legs-risk-2-c0008-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89283560;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.10716440,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.048699175300300546,True,0.03468347243845504,0.08074809034706705,True,0.6969708099254859,0.0870740936817842,0.11381047259938455,0.7650798005934567,0.9504548660833837
  57. all_legs-risk-4-c0196-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.48472085;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05727646;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05817960;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.39982308,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.046535903085280106,True,0.025365399094783747,0.05357062947432855,True,0.37744441386077776,0.05185505796264289,0.11711836935583622,0.4427576839384919,0.7220746351047997
  58. all_legs-risk-4-c0212-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.48560102;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05556464;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05828525;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.40054909,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04592573762141172,True,0.025541416651690296,0.054702350454603685,True,0.4136785045905087,0.05617565899469046,0.1176693924584295,0.47740247332828134,0.7807642596721012
  59. all_legs-risk-4-c0216-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47580456;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05444369;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05710941;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.41264234,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.046164129955302835,True,0.014671862438489613,0.07454479300801052,True,0.32664593302390355,0.04563371663205573,0.11881451098353317,0.3840752804880898,0.6453667257689946
  60. all_legs-risk-4-c0186-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47055837;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05560297;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05466589;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.41917277,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04656353759547094,True,0.035660883727334,0.06313650270392282,True,0.4743130513476008,0.06320152301378079,0.11943791776483285,0.5291579441147103,0.8363596434828684
  61. all_legs-risk-4-c0200-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47495952;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05612303;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05700798;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.41190948,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05332812274847809,True,0.014519721130770824,0.07693731381354299,True,0.2933293288180301,0.041443563147287144,0.11955406275602018,0.3466512320193003,0.5868109507279891
  62. all_legs-risk-2-c0022-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88889173;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.11110827,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05456209986656235,True,0.037556460949329074,0.10362370214963627,True,1.145927950155106,0.1281133421292051,0.12393049765232597,1.03375153457879,1.217064105052321
  63. all_legs-risk-4-c0228-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.46646410;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05930582;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06024095;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41398913,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05366388798391897,True,0.02771374460630538,0.07650090113326617,True,0.5102512032123359,0.06725168421569183,0.12404984184957053,0.5421343809308908,0.8892086848548084
  64. all_legs-risk-2-c0024-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88562678;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.11437322,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05551748107795251,True,0.039870457728089725,0.10702570427413863,True,1.0481424206134777,0.11983758968057523,0.12405109531756346,0.9660341117811019,1.1968300523207558
  65. all_legs-risk-2-c0018-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88720196;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.11279804,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05590541161814677,True,0.02117669297095426,0.09643797621461737,True,1.0875942455738743,0.12321568335005528,0.12516717939317712,0.9844088837618385,1.2571892540210086
  66. all_legs-risk-4-c0202-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47138781;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05393830;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05476225;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.41991163,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04408650470468056,True,0.03585091545414687,0.06070499732495131,True,0.5122189916887572,0.06747109752386993,0.12548301807650347,0.5376910641624406,0.8930226615212268
  67. all_legs-risk-4-c0244-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.46734118;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05753705;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06035422;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41476755,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05400399467663397,True,0.02790023149175469,0.07064978428864206,True,0.5515782217543341,0.07181002877666964,0.12625466147703718,0.5687713066319554,0.9471278018104384
  68. all_legs-risk-4-c0232-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45674452;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05807008;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05898573;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.42619966,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.050307379925187634,True,0.01642468342465575,0.07838646593456984,True,0.4123575606472767,0.05601979498048837,0.12644928714597925,0.4430218330595757,0.7525456118478527
  69. all_legs-risk-4-c0248-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45758541;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05633596;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05909433;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.42698431,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.045350599389881285,True,0.016585367500692616,0.06801290407908359,True,0.45017415262370775,0.06043418379435983,0.12724008768180597,0.4749618213521657,0.811274068878027
  70. all_legs-risk-4-c0198-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51785544;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06119177;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06215665;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.35879614,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05170265017179165,True,0.018613248853382558,0.05831543696091315,True,0.3024768640980522,0.04260299715332039,0.12744980420324345,0.33427275482810187,0.5915822717875194
  71. all_legs-risk-4-c0218-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45236674;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05751349;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05654422;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.43357556,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04433503725484356,True,0.03832095663472068,0.07441658735185969,True,0.6156139107264982,0.07867512887077366,0.12781154455704577,0.6155557320227736,0.9916584854456286
  72. all_legs-risk-4-c0188-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.48562821;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05738368;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05641659;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.40057151,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04571643223692301,True,0.02419132620915332,0.059604187832565034,True,0.4097079456674644,0.055706784754994354,0.13386681782412246,0.4161358704154999,0.7464388744624517
  73. all_legs-risk-4-c0234-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45319156;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05579501;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05664732;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.43436612,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04466840950684159,True,0.03852228443408778,0.06383856993673026,True,0.6587831048260262,0.08317497594952217,0.1340400134698792,0.6205234824764684,1.0476732740625652
  74. all_legs-risk-4-c0214-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51886018;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05937031;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06227725;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.35949227,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04793877177776473,True,0.01878665576070193,0.0604830056906296,True,0.3390288480064225,0.04716851736842931,0.13413018578792923,0.3516622085576365,0.6528582087988503
  75. all_legs-risk-4-c0192-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47583066;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05622597;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05527839;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.41266498,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05254110237921894,True,0.013360512508099331,0.08274760408844085,True,0.3228608565366149,0.04516216789874772,0.13479506646159825,0.33504318135867356,0.615346919989541
  76. all_legs-risk-4-c0230-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.49956061;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06351368;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06451517;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.37241055,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05463323808541953,True,0.02085944605107537,0.07890214827018131,True,0.434365331733249,0.0586007282778358,0.13686187553004128,0.42817423077745925,0.7672279199742393
  77. all_legs-risk-2-c0004-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89732415;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.10267585,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05552049329737885,True,0.017539022960420647,0.08450903764832353,True,0.8124130428614298,0.0984279373651622,0.13914377143312978,0.707382992076401,1.086628886706437
  78. all_legs-risk-4-c0204-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.48651168;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05566885;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05651923;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.40130025,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0503003952549651,True,0.024363721880908296,0.05707810267588441,True,0.44706951469976275,0.06007545075033738,0.14004186509756325,0.4289820812403812,0.8052930474322022
  79. all_legs-risk-4-c0208-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.47667881;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05454373;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05537692;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.41340054,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.048613190504545045,True,0.013509158270685884,0.08037505416910538,True,0.3571892178634022,0.04939792633757145,0.14080653893929918,0.35082125240551926,0.6737651192373934
  80. all_legs-risk-4-c0220-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.46736827;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05942077;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05841935;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41479160,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.053159786073293636,True,0.02649910148592749,0.07543942941298258,True,0.547101793068842,0.07132125370978226,0.14288429619475687,0.49915390010787897,0.9079675833005619
  81. all_legs-risk-4-c0224-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45761138;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05818029;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05719978;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.42700855,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0494924944324211,True,0.015225886386303955,0.0768950287905398,True,0.4459200630313298,0.05994247010535725,0.14363843115464875,0.41731498752461316,0.77563110956632
  82. all_legs-risk-4-c0246-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50056671;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06162763;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06464510;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.37316057,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.055003876002878926,True,0.021043661646407585,0.07307295018978474,True,0.4763529479994171,0.06343362892611948,0.14376665996887744,0.44122628250424384,0.8281371963164808
  83. all_legs-risk-4-c0236-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.46824877;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05764878;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05852941;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41557304,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05349614877730424,True,0.02668170532181935,0.06688406966950192,True,0.5897664223643773,0.07593215848679535,0.14925020606075934,0.5087574784043084,0.966481311040531
  84. all_legs-risk-4-c0240-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.45845546;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05644307;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05730528;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.42779618,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04766816713743616,True,0.015382827334431415,0.07379374725192406,True,0.4849300966313568,0.06440661865120889,0.1498307314863075,0.429862538961807,0.8345597466267161
  85. all_legs-risk-4-c0190-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51889122;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06131417;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06028084;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.35951378,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05084324182269129,True,0.017353208373384943,0.06473966569528473,True,0.3348306293085186,0.04664951325838218,0.15126463824877204,0.30839668675015575,0.6207409834647986
  86. all_legs-risk-4-c0206-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.51989999;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05948929;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06039803;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.36021270,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05260787738231398,True,0.017522468487212395,0.06206417251575627,True,0.37259172263685647,0.051269169888260135,0.15774084383133638,0.32502152672062185,0.6817784281857404
  87. all_legs-risk-2-c0020-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.89038020;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.10961980,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.056624480428019486,True,0.021522808059551757,0.08384178749425959,True,1.1990870259436797,0.13247985480488844,0.1612689498138176,0.8214839555775263,1.3344069669053331
  88. all_legs-risk-4-c0222-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50059779;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06364554;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06257293;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.37318374,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05409588444175417,True,0.019552516043771284,0.08051688551756511,True,0.47157988380742055,0.06289011023485047,0.16137907155694223,0.3897042511653058,0.7899341363455936
  89. all_legs-risk-4-c0238-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50160807;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06175584;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06269921;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.37393688,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05446226123501552,True,0.019732263531879513,0.07047358394039135,True,0.515015953586881,0.06778255233950325,0.1680646856636974,0.4033122846231851,0.8510550829518124
  90. all_legs-risk-3-c0088-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m,maker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.81007637;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.09269257;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.09723106,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06927282514499278,True,0.021100797874969324,0.09260808173858254,True,0.49033639279597496,0.06501747856652917,0.18857191024815192,0.3447887783550009,0.6883725847337812
  91. all_legs-risk-2-c0066-btc_lead_eth_lag_5m+eth_robust_twap,maker_taker,all_legs,risk,2,btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.11874157;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.88125843,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05420660824831358,True,0.05706435043048641,0.0844714764525849,True,0.15608854361197122,0.02316229833034167,0.19872909045611808,0.11655212770903411,0.28635081233782733
  92. no_maker_dependent-risk-2-c0250-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89432334;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.10567666,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04507919732709942,True,0.01722844178015248,0.07437399760660594,True,0.7268826579747691,0.0900769354075468,0.10459472616724809,0.8611995911104812,1.0040183426237421
  93. no_maker_dependent-risk-2-c0254-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89591895;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.10408105,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.051096457848138876,True,0.032512070618695654,0.06857100171605984,True,0.7719053490877275,0.09451519393165131,0.11138637770857791,0.8485345863291562,0.9809883353476789
  94. no_maker_dependent-risk-2-c0256-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89283560;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.10716440,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.048699175300300546,True,0.03468347243845504,0.08074809034706705,True,0.6969708099254859,0.0870740936817842,0.11381047259938455,0.7650798005934567,0.9504548660833837
  95. no_maker_dependent-risk-2-c0262-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88889173;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.11110827,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05456209986656235,True,0.037556460949329074,0.10362370214963627,True,1.145927950155106,0.1281133421292051,0.12393049765232597,1.03375153457879,1.217064105052321
  96. no_maker_dependent-risk-2-c0264-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88562678;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.11437322,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05551748107795251,True,0.039870457728089725,0.10702570427413863,True,1.0481424206134777,0.11983758968057523,0.12405109531756346,0.9660341117811019,1.1968300523207558
  97. no_maker_dependent-risk-2-c0258-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88720196;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.11279804,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05590541161814677,True,0.02117669297095426,0.09643797621461737,True,1.0875942455738743,0.12321568335005528,0.12516717939317712,0.9844088837618385,1.2571892540210086
  98. no_maker_dependent-risk-2-c0252-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89732415;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.10267585,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05552049329737885,True,0.017539022960420647,0.08450903764832353,True,0.8124130428614298,0.0984279373651622,0.13914377143312978,0.707382992076401,1.086628886706437
  99. no_maker_dependent-risk-2-c0260-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.89038020;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.10961980,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.056624480428019486,True,0.021522808059551757,0.08384178749425959,True,1.1990870259436797,0.13247985480488844,0.1612689498138176,0.8214839555775263,1.3344069669053331
  100. no_maker_dependent-risk-3-c0280-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m,maker_taker,no_maker_dependent,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.81007637;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.09269257;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.09723106,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06927282514499278,True,0.021100797874969324,0.09260808173858254,True,0.49033639279597496,0.06501747856652917,0.18857191024815192,0.3447887783550009,0.6883725847337812
  101. all_legs-equal-2-c0303-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.053635014629008215,True,0.0036257233445102788,0.08364040184039974,True,0.2837234501968964,0.040218577441057946,0.08364040184039974,0.48085107861870274,0.6050242208218947
  102. all_legs-equal-2-c0297-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.060549729645701045,True,0.029066354953205753,0.060562109570477675,True,0.45576567047913086,0.06107864134796315,0.08596771275468446,0.7104834988719054,0.885511110005632
  103. all_legs-equal-2-c0299-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.060549729645701156,True,0.015934871302965448,0.05832606696048685,True,0.3783148773674838,0.05195996917113965,0.0859677127546845,0.6044126045252761,0.7721003351991468
  104. all_legs-equal-2-c0313-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.060549729645701156,True,0.031421206824719494,0.07875087717860194,True,0.6210096910196536,0.07924306888159283,0.08612609870582133,0.9200819504464183,1.0853906360511678
  105. all_legs-equal-2-c0319-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.049568765562929995,True,0.0059228945137355105,0.08238796224733078,True,0.4296873742613485,0.058054931601236204,0.08733085472760266,0.6647699920299392,0.8219968067217908
  106. all_legs-equal-2-c0315-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.060549729645701045,True,0.018242713169750013,0.07820892586045668,True,0.5348370917273613,0.06997595979786175,0.08734292180996393,0.8011634869521735,0.9802617563205007
  107. all_legs-risk-2-c0320-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.60120051;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.39879949,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.053094212514967154,True,0.008604842600465235,0.08754311963158352,True,0.5460886690981481,0.07121046685349741,0.08754311963158352,0.8134330505147583,0.9775858618327334
  108. all_legs-risk-2-c0304-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.61953094;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.38046906,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0537332976066246,True,0.00622976176689205,0.07510895465521492,True,0.3724861647505313,0.051256406019315914,0.08832353855010094,0.5803255492333005,0.7515817843800595
  109. all_legs-equal-2-c0301-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06197641166146717,True,0.007210115778895743,0.06566491095567153,True,0.26725465184834984,0.03810032221634474,0.08837216202009097,0.4311348884695479,0.578633467406235
  110. all_legs-risk-2-c0300-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.56117396;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.43882604,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.061315565306962694,True,0.01576023950967187,0.05718594707446437,True,0.4141372658946856,0.05622976157497739,0.08873058254075027,0.6337134273761067,0.8304801063120414
  111. all_legs-risk-2-c0298-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.56748172;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.43251828,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.061394969537716504,True,0.027115840272526226,0.058280959768978846,True,0.48653671397228915,0.06458834641256539,0.08901541644620967,0.7255860725158199,0.9336425229665154
  112. all_legs-risk-2-c0314-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.54847127;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.45152873,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.061155907783764785,True,0.03024821682536727,0.08157687806792109,True,0.6627331873259485,0.0835817799104952,0.0891521474938586,0.9375184138582067,1.1359361660305203
  113. all_legs-equal-2-c0317-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,equal,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50000000;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.50000000,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06197641166146739,True,0.009495581266293351,0.08513073527485347,True,0.4111901086149341,0.0558819399282624,0.08983059232738513,0.6220813921008358,0.7949968640971279
  114. all_legs-risk-2-c0316-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.54210997;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.45789003,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0610760783651737,True,0.018320486243541767,0.07957144104527208,True,0.5763501697106628,0.07449357079078345,0.08986629027037839,0.8289378649842624,1.0343551093228966
  115. all_legs-risk-3-c0366-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.53235351;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06190193;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.40574456,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05015123385129927,True,0.018210179386039416,0.06486693808516471,True,0.2716430048511975,0.03866701758353974,0.09357218647728635,0.4132319553409789,0.5766515195509975
  116. all_legs-risk-2-c0302-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.67362021;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.32637979,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06367381662409466,True,0.009677700348069695,0.06233783593253291,True,0.40217902841985964,0.054814649960550854,0.09494553270198534,0.5773273202079223,0.7901246804731061
  117. all_legs-risk-3-c0394-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.53389020;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05919402;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.40691578,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05374521150424871,True,0.027494189136688885,0.07226575490244429,True,0.20330243869227793,0.02964834959050955,0.09665481096093005,0.30674468550245315,0.44904529644817426
  118. all_legs-risk-2-c0318-eth_btc_rsi_filter+eth_robust_twap,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.65645064;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.34354936,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06350316802711309,True,0.012456311131319175,0.09222080022543011,True,0.5985085023674868,0.0768640557366802,0.09840681435979104,0.7810846864288578,1.0294595211988382
  119. all_legs-risk-3-c0406-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.51312375;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06444735;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.42242889,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04946444985464249,True,0.020755341400621408,0.08029493839247165,True,0.4032131255242326,0.05493742334279483,0.09875954213697652,0.5562745852608174,0.7686078014261283
  120. all_legs-risk-3-c0434-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.51466602;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06163541;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.42369857,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05320563740280515,True,0.030453918692597837,0.09048332587069739,True,0.32514785690095405,0.04544722040271565,0.09883373960450662,0.4598350784314889,0.6400504879905948
  121. all_legs-risk-3-c0436-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50906071;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06096413;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42997516,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.056395304488451425,True,0.01923429711550262,0.08973762999282023,True,0.26357147445232476,0.0376234135519653,0.10048357910536272,0.37442350169986505,0.5450885829242643
  122. all_legs-risk-3-c0396-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.52830342;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05857460;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41312198,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.053750914663956095,True,0.01678214440681791,0.0704970582377952,True,0.15064341047242613,0.022399991341324643,0.10061991343057204,0.2226198629834907,0.35292947035370265
  123. all_legs-risk-3-c0368-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.52679868;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06125601;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41194531,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05019388342396358,True,0.007720848383716117,0.06378027909352749,True,0.2154865553864327,0.03128731246740468,0.10111381634600368,0.30942667973624804,0.4810174556877358
  124. all_legs-risk-3-c0386-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.53363891;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05963682;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.40672426,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05426670856982829,True,0.026299479938541204,0.07454127214865405,True,0.24454341122085044,0.03514079372084633,0.10506899985196819,0.3344544420367209,0.5106521745995364
  125. all_legs-risk-3-c0440-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.56082210;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06716297;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.37201493,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.049255543156213166,True,0.0102553114081676,0.102298496705875,True,0.21299204084172563,0.030952889425480024,0.10645606370613991,0.29075741059637544,0.4474678987461608
  126. all_legs-risk-3-c0408-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50755180;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06374753;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42870067,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05622025164162625,True,0.009778217487856233,0.08073752323035183,True,0.33741252972761737,0.046968862730102146,0.1067720752054247,0.4398983782954125,0.6744212493911702
  127. all_legs-risk-3-c0400-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.57971101;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06427431;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.35601467,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04839252602969424,True,0.0079547132463198,0.08828372678489714,True,0.09639225845175159,0.014634218952941591,0.10741932106448343,0.13623451356722616,0.23958084471871316
  128. all_legs-risk-3-c0388-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.52805736;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.05901306;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41292958,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.054266902491280744,True,0.015620619437248129,0.07210397406655791,True,0.1897020657248134,0.027802287428713823,0.11342899894643048,0.24510740363532707,0.41770096050023936
  129. all_legs-risk-3-c0426-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.51441380;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06209527;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.42349093,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.0537492988545053,True,0.029203928499694554,0.09750431450852927,True,0.3723549676672042,0.05124054075266016,0.11384879071504785,0.45007540643018434,0.6959018852479228
  130. all_legs-risk-3-c0378-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.53284349;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06103850;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.40611801,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05319409095020056,True,0.01815597512744982,0.06197145141592103,True,0.2999318701073095,0.042281113929275804,0.11647914729883732,0.36299298981645145,0.6213313791878557
  131. all_legs-risk-3-c0398-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.62680635;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.06949592;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.30369773,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05453295352218723,True,0.011300865660096138,0.10110472090239417,True,0.09802733137071673,0.0148729523386677,0.11699674850094113,0.12712278357503295,0.23960414300964678
  132. all_legs-risk-3-c0438-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.60860500;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.07288536;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.31850964,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05770041081403854,True,0.01396460702675606,0.10504669233720638,True,0.22525099820653094,0.0325908325586417,0.11784324905180345,0.27656087914136596,0.4590165897268772
  133. all_legs-risk-3-c0370-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.62468930;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.07263871;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.30267199,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05032760582856699,True,0.0006529116156224202,0.07508404209857689,True,0.17201506622443352,0.025374751679965835,0.11860328358202471,0.21394645167995655,0.3848466679267892
  134. all_legs-risk-3-c0380-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.52727848;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06040102;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.41232050,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05320545980478275,True,0.0076576288270548964,0.06091075710473612,True,0.24221406615301566,0.03483468848580884,0.11886933826812744,0.29305024317737877,0.5269172161883658
  135. all_legs-risk-3-c0428-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50881395;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06141931;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42976674,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05582446514808359,True,0.018020490500078257,0.09514570736837234,True,0.30813742988945503,0.0433170337705604,0.12237245666789458,0.3539769891857126,0.6040395124668976
  136. all_legs-risk-3-c0392-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.57941476;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06475250;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.35583274,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05040036876913656,True,0.006693467413942278,0.08822708053964154,True,0.13718937792837615,0.020503346874241046,0.12321103234725028,0.1664083685010908,0.311780902456888
  137. all_legs-risk-3-c0418-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.51361547;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06355083;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.42283370,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05263317491136521,True,0.020700900819154322,0.07628542557224864,True,0.43573175728889324,0.05875987191585996,0.1245655813133296,0.4717183614955132,0.8098535464951624
  138. all_legs-risk-3-c0420-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.50803289;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.06286008;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.42910703,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.056633243248988996,True,0.00971391050268311,0.0740719060577694,True,0.3680339227708609,0.05071729469346442,0.1276204237310942,0.39740735229283963,0.7171744074577684
  139. all_legs-risk-3-c0410-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.60644952;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.07616889;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.31738159,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05748511698135472,True,0.002766700282390122,0.09044980079999326,True,0.31149116530094245,0.04373885498650609,0.12935013407126703,0.33814309741965665,0.606248306612864
  140. all_legs-risk-3-c0432-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.56052262;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.06766110;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25=0.37181628,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04862552735207426,True,0.008932076585985715,0.10438644681240272,True,0.2600653472632477,0.0371683410102579,0.13337362783667783,0.27867833853760243,0.5125066091690617
  141. all_legs-risk-3-c0390-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.62646002;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.07001005;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.30352993,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.055145136647623993,True,0.009930736224724734,0.09094560154214872,True,0.14217506085261133,0.02120838243159362,0.13624122238670325,0.15566788127749137,0.31551212569486986
  142. all_legs-risk-3-c0382-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.62536410;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.07163696;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.30299894,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05388622144737154,True,0.0005713757937719777,0.07033448046991224,True,0.20264598520604182,0.02955964973593872,0.14271064361910374,0.20712995881956603,0.4386174109954239
  143. all_legs-risk-2-c0312-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.89305005;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.10694995,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05909715253733572,True,0.02010118832956076,0.1462986604403376,True,0.37071884928107535,0.05104258254218208,0.1462986604403376,0.3488930273766784,0.5641777912932889
  144. all_legs-risk-3-c0430-eth_btc_rsi_filter+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.60825233;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.07342259;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.31832508,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05701763052440334,True,0.012521064939778004,0.11005025808049244,True,0.27680620479122875,0.039331668860181246,0.14773593775383503,0.2662295272103503,0.5264946189185115
  145. all_legs-risk-2-c0290-eth_btc_rsi_filter+btc_lead_eth_lag_15m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89583279;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.10416721,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04911875566281643,True,0.000526285447919772,0.1259406470023442,True,0.276824699413865,0.03933404557479414,0.15104380988170266,0.2604148134610781,0.4786262353870855
  146. all_legs-risk-2-c0296-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.90019289;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.09980711,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05351146602202739,True,0.015804127147238,0.15400671228083845,True,0.1629103081863852,0.02411307542923491,0.15400671228083845,0.15657158751148187,0.3091728393606923
  147. all_legs-risk-3-c0422-eth_btc_rsi_filter+btc_lead_eth_lag_15m+eth_robust_twap,taker_taker,all_legs,risk,3,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.60713649;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.07512240;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25=0.31774111,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.057994609390300766,True,0.002682987475617127,0.08678455650912231,True,0.34746067686684445,0.04820677438640275,0.1582092524245975,0.30470262419941646,0.6565340275223849
  148. all_legs-risk-2-c0294-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89947874;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.10052126,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05504754379549848,True,0.01381383998044261,0.1403485410072012,True,0.22955080304754683,0.03316206932275012,0.16538072473890755,0.20051955495481266,0.3907905959665646
  149. all_legs-risk-2-c0306-eth_btc_rsi_filter+btc_lead_eth_lag_15m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88841659;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.11158341,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05876641141215255,True,0.003663862660903572,0.12812638296142098,True,0.5138645560075457,0.06765439750925406,0.17400397904332116,0.3888094851693615,0.7371188500916414
  150. all_legs-risk-2-c0310-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.89229090;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.10770910,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06251905797674151,True,0.017952263365952348,0.13204960573715158,True,0.4545692093105951,0.06094091720300798,0.18378451261051984,0.33158896980702235,0.6331142986488196
  151. all_legs-risk-4-c0482-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50268331;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05845189;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05573402;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.38313079,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.061527123708331355,True,0.019054927464338345,0.07327790745984071,True,0.049608386157551365,0.0076729953629692815,0.18736659216029175,0.04095177947413939,0.14007055267788293
  152. all_legs-risk-2-c0292-eth_btc_rsi_filter+btc_lead_eth_lag_15m,taker_taker,all_legs,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89722116;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.10277884,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.059710734605800675,True,0.0004097613508255993,0.11495924235816732,True,0.325354790565596,0.04547299224132262,0.18938761058077602,0.24010542242903402,0.5429591452948136
  153. all_legs-risk-4-c0484-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.49772753;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.05787563;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05518456;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25=0.38921229,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.058346202250809,True,0.009116641168067874,0.0806715260777812,True,0.007716958395612705,0.0012143514629570085,0.19448188288479165,0.006244033865490562,0.053288168904810404
  154. all_legs-risk-4-c0498-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.50312017;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.05763363;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05578245;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.38346375,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05093706047133395,True,0.018997370837382732,0.06928168165586415,True,0.07185658506154446,0.011015321482399587,0.1972056506730581,0.055857027650093,0.18492252214794458
  155. all_legs-risk-4-c0514-eth_btc_rsi_filter+btc_lead_eth_lag_15m+btc_lead_eth_lag_5m+eth_robust_twap,taker_taker,all_legs,risk,4,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.48341741;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.06071629;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.05789314;eth_robust_twap:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25=0.39797316,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05919462867577707,True,0.021490373556648068,0.09226611916547414,True,0.1430795401898679,0.02133600886085074,0.19886047318598526,0.10729135116205889,0.3120921616081765
  156. no_maker_dependent-risk-2-c0552-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.89305005;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.10694995,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05909715253733572,True,0.02010118832956076,0.1462986604403376,True,0.37071884928107535,0.05104258254218208,0.1462986604403376,0.3488930273766784,0.5641777912932889
  157. no_maker_dependent-risk-2-c0538-eth_btc_rsi_filter+btc_lead_eth_lag_15m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89583279;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.10416721,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04911875566281643,True,0.000526285447919772,0.1259406470023442,True,0.276824699413865,0.03933404557479414,0.15104380988170266,0.2604148134610781,0.4786262353870855
  158. no_maker_dependent-risk-2-c0544-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.90019289;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018=0.09980711,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05351146602202739,True,0.015804127147238,0.15400671228083845,True,0.1629103081863852,0.02411307542923491,0.15400671228083845,0.15657158751148187,0.3091728393606923
  159. no_maker_dependent-risk-2-c0542-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89947874;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.10052126,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05504754379549848,True,0.01381383998044261,0.1403485410072012,True,0.22955080304754683,0.03316206932275012,0.16538072473890755,0.20051955495481266,0.3907905959665646
  160. no_maker_dependent-risk-2-c0546-eth_btc_rsi_filter+btc_lead_eth_lag_15m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.88841659;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018=0.11158341,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05876641141215255,True,0.003663862660903572,0.12812638296142098,True,0.5138645560075457,0.06765439750925406,0.17400397904332116,0.3888094851693615,0.7371188500916414
  161. no_maker_dependent-risk-2-c0550-eth_btc_rsi_filter+btc_lead_eth_lag_5m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0=0.89229090;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018=0.10770910,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06251905797674151,True,0.017952263365952348,0.13204960573715158,True,0.4545692093105951,0.06094091720300798,0.18378451261051984,0.33158896980702235,0.6331142986488196
  162. no_maker_dependent-risk-2-c0540-eth_btc_rsi_filter+btc_lead_eth_lag_15m,taker_taker,no_maker_dependent,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0=0.89722116;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018=0.10277884,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.059710734605800675,True,0.0004097613508255993,0.11495924235816732,True,0.325354790565596,0.04547299224132262,0.18938761058077602,0.24010542242903402,0.5429591452948136