eth-regime-router-regime-contribution.csv 13 KB

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  1. cost_model,name,regime,trades,net_return_contribution,win_rate,profit_factor
  2. maker_taker,router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,trend_follow,1544,-0.6111404299999988,0.6217616580310881,0.9465107640364219
  3. maker_taker,router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,btc_lead,426,-0.7682896899999994,0.5845070422535211,0.8079602525829236
  4. maker_taker,router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,843,-2.406427259999999,0.5658362989323843,0.5751396300394391
  5. maker_taker,router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,trend_follow,1544,-0.6111404299999988,0.6217616580310881,0.9465107640364219
  6. maker_taker,router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,btc_lead,427,-0.8003896899999994,0.5831381733021077,0.8015290759966687
  7. maker_taker,router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.3413848499999999,0.5635245901639344,0.5991546969383137
  8. maker_taker,router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,trend_follow,1502,-0.5624474299999989,0.6231691078561917,0.9486797527547537
  9. maker_taker,router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,btc_lead,409,-0.7359232299999994,0.5819070904645477,0.806746939145004
  10. maker_taker,router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,843,-2.406427259999999,0.5658362989323843,0.5751396300394391
  11. maker_taker,router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,trend_follow,1502,-0.5624474299999989,0.6231691078561917,0.9486797527547537
  12. maker_taker,router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,btc_lead,410,-0.7680232299999994,0.5804878048780487,0.8000033560921677
  13. maker_taker,router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.3413848499999999,0.5635245901639344,0.5991546969383137
  14. maker_taker,router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,trend_follow,1544,-0.6111404299999988,0.6217616580310881,0.9465107640364219
  15. maker_taker,router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,btc_lead,428,-0.8324896899999994,0.5817757009345794,0.7951994722678927
  16. maker_taker,router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,843,-2.406427259999999,0.5658362989323843,0.5751396300394391
  17. maker_taker,router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,trend_follow,1544,-0.6111404299999988,0.6217616580310881,0.9465107640364219
  18. maker_taker,router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,btc_lead,429,-0.8645896899999994,0.5804195804195804,0.7889690539148979
  19. maker_taker,router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.3413848499999999,0.5635245901639344,0.5991546969383137
  20. maker_taker,router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,trend_follow,1502,-0.5624474299999989,0.6231691078561917,0.9486797527547537
  21. maker_taker,router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,btc_lead,411,-0.8001232299999995,0.5790754257907542,0.7933715774455281
  22. maker_taker,router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,843,-2.406427259999999,0.5658362989323843,0.5751396300394391
  23. maker_taker,router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,trend_follow,1502,-0.5624474299999989,0.6231691078561917,0.9486797527547537
  24. maker_taker,router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,btc_lead,412,-0.8322232299999994,0.5776699029126213,0.7868488455937132
  25. maker_taker,router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.3413848499999999,0.5635245901639344,0.5991546969383137
  26. maker_taker,router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,trend_follow,926,-0.23645001999999904,0.6360691144708424,0.964627662965478
  27. maker_taker,router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,btc_lead,427,-0.7526736399999996,0.585480093676815,0.8132411848402112
  28. maker_taker,router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,1079,-3.575545439999999,0.5430954587581094,0.5237380815287919
  29. maker_taker,router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,trend_follow,926,-0.23645001999999904,0.6360691144708424,0.964627662965478
  30. maker_taker,router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,btc_lead,428,-0.7847736399999996,0.5841121495327103,0.8068149972625053
  31. maker_taker,router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,538,-1.8385074299999995,0.516728624535316,0.5228239865718515
  32. maker_taker,router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,trend_follow,910,-0.23295112999999923,0.6373626373626373,0.9644165845278538
  33. maker_taker,router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,btc_lead,410,-0.7203071799999996,0.5829268292682926,0.8123022395275245
  34. maker_taker,router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,1079,-3.575545439999999,0.5430954587581094,0.5237380815287919
  35. maker_taker,router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,trend_follow,910,-0.23295112999999923,0.6373626373626373,0.9644165845278538
  36. maker_taker,router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,btc_lead,411,-0.7524071799999996,0.5815085158150851,0.8055640002442573
  37. maker_taker,router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,538,-1.8385074299999995,0.516728624535316,0.5228239865718515
  38. maker_taker,router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,trend_follow,928,-0.15209644999999927,0.6368534482758621,0.9772467479970849
  39. maker_taker,router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,btc_lead,429,-0.8168736399999995,0.5827505827505828,0.8004895722335439
  40. maker_taker,router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,1079,-3.575545439999999,0.5430954587581094,0.5237380815287919
  41. maker_taker,router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,trend_follow,928,-0.15209644999999927,0.6368534482758621,0.9772467479970849
  42. maker_taker,router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,btc_lead,430,-0.8489736399999996,0.5813953488372093,0.7942625582556142
  43. maker_taker,router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,538,-1.8385074299999995,0.516728624535316,0.5228239865718515
  44. maker_taker,router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,trend_follow,912,-0.14859755999999968,0.6381578947368421,0.9773016395514924
  45. maker_taker,router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,btc_lead,412,-0.7845071799999996,0.5800970873786407,0.7989366318393245
  46. maker_taker,router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,1079,-3.575545439999999,0.5430954587581094,0.5237380815287919
  47. maker_taker,router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,trend_follow,912,-0.14859755999999968,0.6381578947368421,0.9773016395514924
  48. maker_taker,router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,btc_lead,413,-0.8166071799999994,0.5786924939467313,0.7924174202399676
  49. maker_taker,router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,538,-1.8385074299999995,0.516728624535316,0.5228239865718515
  50. taker_taker,router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,btc_lead,426,-1.1516896900000002,0.5704225352112676,0.723360410307096
  51. taker_taker,router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,trend_follow,1544,-2.0007404300000005,0.5893782383419689,0.8329079877909459
  52. taker_taker,router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,843,-3.16512726,0.5148279952550415,0.47333788650615227
  53. taker_taker,router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,btc_lead,427,-1.1846896900000001,0.5690866510538641,0.7176716376798048
  54. taker_taker,router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.78058485,0.5225409836065574,0.49791948369148753
  55. taker_taker,router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,trend_follow,1544,-2.0007404300000005,0.5893782383419689,0.8329079877909459
  56. taker_taker,router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,btc_lead,409,-1.1040232300000001,0.5672371638141809,0.7215677430871655
  57. taker_taker,router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,trend_follow,1502,-1.9142474300000005,0.5898801597869507,0.833424374783037
  58. taker_taker,router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,843,-3.16512726,0.5148279952550415,0.47333788650615227
  59. taker_taker,router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,btc_lead,410,-1.1370232300000003,0.5658536585365853,0.7156120416815888
  60. taker_taker,router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.78058485,0.5225409836065574,0.49791948369148753
  61. taker_taker,router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,trend_follow,1502,-1.9142474300000005,0.5898801597869507,0.833424374783037
  62. taker_taker,router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,btc_lead,428,-1.2176896900000003,0.5677570093457944,0.712071644067051
  63. taker_taker,router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,trend_follow,1544,-2.0007404300000005,0.5893782383419689,0.8329079877909459
  64. taker_taker,router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,843,-3.16512726,0.5148279952550415,0.47333788650615227
  65. taker_taker,router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,btc_lead,429,-1.2506896900000002,0.5664335664335665,0.7065583673310725
  66. taker_taker,router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.78058485,0.5225409836065574,0.49791948369148753
  67. taker_taker,router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,trend_follow,1544,-2.0007404300000005,0.5893782383419689,0.8329079877909459
  68. taker_taker,router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,btc_lead,411,-1.1700232300000002,0.5644768856447688,0.7097538502037014
  69. taker_taker,router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,trend_follow,1502,-1.9142474300000005,0.5898801597869507,0.833424374783037
  70. taker_taker,router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,843,-3.16512726,0.5148279952550415,0.47333788650615227
  71. taker_taker,router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,btc_lead,412,-1.2030232300000003,0.5631067961165048,0.7039907933711931
  72. taker_taker,router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,488,-1.78058485,0.5225409836065574,0.49791948369148753
  73. taker_taker,router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,trend_follow,1502,-1.9142474300000005,0.5898801597869507,0.833424374783037
  74. taker_taker,router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,trend_follow,926,-1.06985002,0.6079913606911447,0.8471517097751439
  75. taker_taker,router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,btc_lead,427,-1.1369736400000003,0.5714285714285714,0.7288175095750925
  76. taker_taker,router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,1079,-4.54664544,0.4856348470806302,0.43006716542315193
  77. taker_taker,router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,trend_follow,926,-1.06985002,0.6079913606911447,0.8471517097751439
  78. taker_taker,router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,btc_lead,428,-1.1699736400000003,0.5700934579439252,0.7231258479328834
  79. taker_taker,router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,538,-2.3227074300000004,0.4646840148698885,0.43342300590392463
  80. taker_taker,router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,trend_follow,910,-1.0519511300000002,0.6087912087912087,0.8465456911285667
  81. taker_taker,router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,btc_lead,410,-1.08930718,0.5682926829268292,0.7273085736140222
  82. taker_taker,router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,1079,-4.54664544,0.4856348470806302,0.43006716542315193
  83. taker_taker,router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,trend_follow,910,-1.0519511300000002,0.6087912087912087,0.8465456911285667
  84. taker_taker,router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,btc_lead,411,-1.1223071800000002,0.5669099756690997,0.7213494722111461
  85. taker_taker,router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,538,-2.3227074300000004,0.4646840148698885,0.43342300590392463
  86. taker_taker,router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,trend_follow,928,-0.98729645,0.6088362068965517,0.8589460471033405
  87. taker_taker,router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,btc_lead,429,-1.2029736400000002,0.5687645687645687,0.7175223948890653
  88. taker_taker,router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,mean_reversion,1079,-4.54664544,0.4856348470806302,0.43006716542315193
  89. taker_taker,router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,trend_follow,928,-0.98729645,0.6088362068965517,0.8589460471033405
  90. taker_taker,router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,btc_lead,430,-1.2359736400000003,0.5674418604651162,0.7120051156438645
  91. taker_taker,router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,mean_reversion,538,-2.3227074300000004,0.4646840148698885,0.43342300590392463
  92. taker_taker,router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,trend_follow,912,-0.9693975600000002,0.6096491228070176,0.8585882667463329
  93. taker_taker,router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,btc_lead,412,-1.1553071800000003,0.5655339805825242,0.7154872273607671
  94. taker_taker,router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,mean_reversion,1079,-4.54664544,0.4856348470806302,0.43006716542315193
  95. taker_taker,router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,trend_follow,912,-0.9693975600000002,0.6096491228070176,0.8585882667463329
  96. taker_taker,router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,btc_lead,413,-1.1883071800000002,0.5641646489104116,0.7097194967044788
  97. taker_taker,router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,mean_reversion,538,-2.3227074300000004,0.4646840148698885,0.43342300590392463