Главная Обзор Помощь
Вход
ignatz
/
okx-codex-trader
1
0
Ответвить 0
Файлы Задачи 0 Запросы на слияние 0 Вики
Ветка: master
Ветки Метки
okx-codex-tr...
/
reports
/
eth-exploration
/
eth-regime-price-twap-top10.csv

eth-regime-price-twap-top10.csv 7.7 KB
Постоянная ссылка История Исходник

1234567891011 
  1. family,cost,symbol,signal_symbol,bar,actual_bars,first_candle,last_candle,eth_trend_sma,eth_rsi_threshold,eth_exit_rsi,stop_loss_pct,entry_offsets,entry_valid_bars,fill_buffer,btc_trend_sma,btc_momentum_lookback,btc_min_momentum,max_hold_bars,name,sample_count,avg_return,ci95_low,ci95_high,median_return,positive_window_rate,worst_return,p10_return,p90_return,best_return,trades,avg_trades_per_window,win_rate,trade_win_rate,avg_trade_return,avg_win_return,avg_loss_return_abs,payoff_ratio,profit_factor,expectancy_per_trade,max_drawdown,return_drawdown_ratio,roundtrip_cost_on_margin,net_avg_return,net_ci95_low,net_ci95_high,breakeven_roundtrip_cost_on_margin
    2. 

  2. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,55.0,0.012,0.0040-0.0070-0.0100,3,0.0,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v3-et50-l3.0-x55.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.0003712549244328488,-4.2106051929998855e-05,0.0007846159007956965,0.0,0.07838983050847458,-0.036000000000000185,0.0,0.0,0.033931792583374774,46,0.09745762711864407,0.07521186440677965,0.8043478260869565,0.004063630434782609,0.008924621621621623,0.015920444444444445,0.5605761605943064,2.3045908824432595,0.004063630434782609,0.04606298763819588,0.008059723076342546,0.0021,0.00016659390748369627,-0.00024676706887915136,0.000579954883846544,0.0038093983550501007
    3. 

  3. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,55.0,0.012,0.0040-0.0070-0.0100,1,0.0,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v1-et50-l3.0-x55.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.00018770502033814282,-0.00016125525387514385,0.0005366652945514294,0.0,0.04025423728813559,-0.036000000000000185,0.0,0.0,0.033931792583374774,23,0.048728813559322036,0.038135593220338986,0.782608695652174,0.004630521739130435,0.010936555555555559,0.018071200000000003,0.6051925470115741,2.178693169241667,0.004630521739130435,0.04606298763819588,0.004074964086404504,0.0021,8.537451186356656e-05,-0.0002635857623497201,0.00043433478607685317,0.003852033460852322
    4. 

  4. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,50.0,0.012,0.0040-0.0070-0.0100,1,0.0,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v1-et50-l3.0-x50.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.00018547966027857355,-0.00016395058981687202,0.0005349099103740191,0.0,0.038135593220338986,-0.036000000000000185,0.0,0.0,0.033931792583374774,23,0.048728813559322036,0.036016949152542374,0.7391304347826086,0.004584869565217392,0.011530588235294122,0.015094666666666666,0.7638849197483077,2.1643406059535386,0.004584869565217392,0.04606298763819588,0.004026652846216427,0.0021,8.314915180399728e-05,-0.00026628109829144827,0.0004325794018994428,0.0038063652022385526
    5. 

  5. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,55.0,0.012,0.0040-0.0070-0.0100,2,0.0,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v2-et50-l3.0-x55.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.00022754083360670605,-0.00012816734600425595,0.000583249013217668,0.0,0.05296610169491525,-0.036000000000000185,0.0,0.0,0.033931792583374774,32,0.06779661016949153,0.04978813559322034,0.75,0.003856343750000001,0.009598750000000001,0.013370875,0.7178849551730908,2.1536548655192727,0.003856343750000001,0.04606298763819588,0.004939775843328646,0.0021,8.516795225077385e-05,-0.0002705402273601882,0.0004408761318617358,0.0033562272956989144
    6. 

  6. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,55.0,0.012,0.0040-0.0070-0.0100,1,0.0002,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v1-fb0.0002-et50-l3.0-x55.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.00015655366877904191,-0.00017995116202346122,0.0004930584995815451,0.0,0.04025423728813559,-0.036000000000000185,0.0,0.0,0.033931792583374774,22,0.046610169491525424,0.038135593220338986,0.8181818181818182,0.004172636363636364,0.00993666666666667,0.0217655,0.4565328922683453,2.054398015207554,0.004172636363636364,0.04606298763819588,0.003398686815729384,0.0021,5.867231284683853e-05,-0.00027783251795566457,0.0003951771436493417,0.0033587878028958082
    7. 

  7. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,50.0,0.012,0.0040-0.0070-0.0100,1,0.0002,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v1-fb0.0002-et50-l3.0-x50.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.0001543283087194726,-0.0001826621911812346,0.0004913188086201798,0.0,0.038135593220338986,-0.036000000000000185,0.0,0.0,0.033931792583374774,22,0.046610169491525424,0.036016949152542374,0.7727272727272727,0.004124909090909091,0.010471882352941178,0.0174548,0.5999428439707805,2.0398056695006535,0.004124909090909091,0.04606298763819588,0.0033503755755413065,0.0021,5.644695278726923e-05,-0.00028054354711343796,0.00039343745268797647,0.003311043714345049
    8. 

  8. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,50.0,0.012,0.0040-0.0070-0.0100,2,0.0,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v2-et50-l3.0-x50.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.00021295921809561357,-0.00014101491526935948,0.0005669333514605866,0.0,0.05296610169491525,-0.036000000000000185,0.0,0.0,0.033931792583374774,32,0.06779661016949153,0.04978813559322034,0.75,0.0036413125000000013,0.00931204166666667,0.013370875,0.6964422049167814,2.089326614750344,0.0036413125000000013,0.04606298763819588,0.004623217663784919,0.0021,7.058633673968136e-05,-0.0002833877966252917,0.00042456047010465436,0.0031411484669103
    9. 

  9. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,50.0,0.012,0.0040-0.0070-0.0100,3,0.0,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v3-et50-l3.0-x50.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.0003207510461311848,-8.448035544071343e-05,0.000725982447703083,0.0,0.07838983050847458,-0.036000000000000185,0.0,0.0,0.033931792583374774,46,0.09745762711864407,0.07521186440677965,0.8043478260869565,0.0035454347826086967,0.008280378378378379,0.015920444444444445,0.5201097499051214,2.138228971832165,0.0035454347826086967,0.04606298763819588,0.006963313987588918,0.0021,0.00011609002918203226,-0.00028914137238986593,0.0005213214307539304,0.0032911846472591134
    10. 

  10. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,55.0,0.012,0.0040-0.0070-0.0100,3,0.0002,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v3-fb0.0002-et50-l3.0-x55.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.0003003182630256075,-9.540878709491995e-05,0.0006960453131461351,0.0,0.07627118644067797,-0.036000000000000185,0.0,0.0,0.033931792583374774,45,0.09533898305084745,0.07309322033898305,0.8,0.0034118666666666667,0.008236944444444444,0.015888444444444445,0.5184235922683151,2.0736943690732605,0.0034118666666666667,0.04606298763819588,0.006519730447891762,0.0021,0.0001001063986188279,-0.0002956206515016996,0.0004958334487393555,0.0031500048921797056
    11. 

  11. regime_price_twap,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,113880,2023-01-29 11:00,2026-04-29 16:45,50,3.0,55.0,0.012,0.0040-0.0070-0.0100,2,0.0002,480,240,0.0,48,eth-btc-price-twap-o0.0040-0.0070-0.0100-v2-fb0.0002-et50-l3.0-x55.0-sl0.012-mh48-bt480-bm240-br0.0,472,0.00018269374923549154,-0.00016091506635020018,0.0005263025648211833,0.0,0.05084745762711865,-0.036000000000000185,0.0,0.0,0.033931792583374774,31,0.06567796610169492,0.04766949152542373,0.7419354838709677,0.003297903225806452,0.009095739130434783,0.013370875,0.6802650634632949,1.9557620574569727,0.003297903225806452,0.04606298763819588,0.003966172378363059,0.0021,4.4770020421932205e-05,-0.00029883879516375954,0.00038837883600762395,0.002781659665779097
    12.