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eth-regime-router-top10.csv

eth-regime-router-top10.csv 5.0 KB
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  1. name,cost_model,symbol,signal_symbol,bar,first_candle,last_candle,years,trades,gross_total_return,gross_max_drawdown_mark_to_market,risk_return_ratio,min_horizon_total_return,trend_sma,vol_lookback,corr_lookback,ratio_lookback,lead_lookback,eth_trend_min,btc_trend_min,max_eth_vol,min_corr,ratio_z_entry,lead_return_min,lag_gap_min,min_volume_ratio,stop_loss_pct,take_profit_pct,max_hold_bars,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily,win_rate,profit_loss_ratio,profit_factor
    2. 

  2. router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2400,5.940775754794676,0.35156856808674697,-0.9851164194240394,-0.955162838922995,192,96,192,192,16,0.006,0.0036,0.018,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.955162838922995,-0.38700215542696736,0.9695938673740134,-0.39913841088444535,-1.2567960415186865,0.60375,0.5596782397494123,0.8527589583563601
    3. 

  3. router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,1863,1.1897247420572676,0.4373893656736209,-0.9872364731667305,-0.9563553603974775,96,96,192,192,16,0.006,0.0036,0.024,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9563553603974775,-0.3896013661105573,0.9687196395102822,-0.40218175643420717,-1.4469901589090093,0.5899087493290391,0.5591959495820652,0.8043931264276043
    4. 

  4. router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,1859,1.1350241107690668,0.437389365673621,-0.9860769074762272,-0.9570882848160445,96,96,192,192,16,0.006,0.0036,0.018,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9570882848160445,-0.391228678620991,0.9706020672014555,-0.40307834883251764,-1.4725090573507318,0.5901022054868209,0.5571565271453871,0.8021006696568106
    5. 

  5. router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2402,5.530575907686314,0.35156856808674664,-0.988037585880743,-0.9579951840049935,192,96,192,192,16,0.006,0.0036,0.024,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9579951840049935,-0.39327499546033917,0.9695938673740134,-0.4056079650394863,-1.2825827733205588,0.6032472939217319,0.5588779917722249,0.8497525814039391
    6. 

  6. router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,1896,1.2455274073312277,0.43738936567362224,-0.9878050192964664,-0.9582413078295806,96,96,192,192,16,0.006,0.0036,0.024,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9582413078295806,-0.3938367636689851,0.9700713087204784,-0.4059874363137848,-1.4536328966319583,0.5901898734177216,0.5599101130764245,0.8063570354343874
    7. 

  7. router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,1892,1.1894327921511485,0.4373893656736221,-0.986695956630533,-0.9589425615335374,96,96,192,192,16,0.006,0.0036,0.018,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9589425615335374,-0.3954527846806333,0.9718723940130751,-0.40689784699791876,-1.478859016133013,0.5903805496828752,0.5579202954051614,0.804125122538794
    8. 

  8. router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2459,6.125328174451027,0.35156856808674647,-0.9879088968612328,-0.9593390024631732,192,96,192,192,16,0.006,0.0036,0.018,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9593390024631732,-0.39637668763580813,0.9710804361729797,-0.4081811072190122,-1.2806141241474107,0.6034973566490444,0.5608251269679592,0.8536046035081553
    9. 

  9. router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2461,5.704221279341017,0.3515685680867463,-0.9905539285678906,-0.9619075410065655,192,96,192,192,16,0.006,0.0036,0.024,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9619075410065655,-0.4025535975750457,0.9710804361729795,-0.41454197055138536,-1.3060578150785584,0.6030069077610727,0.5600634538467908,0.8507002717590968
    10. 

  10. router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2754,3.99974636288396,0.36768560929458777,-0.9951802129568614,-0.9846662354163285,192,96,192,192,16,0.006,0.0036,0.018,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9846662354163285,-0.48238663956242045,0.989435101900495,-0.48753742275350653,-1.6162099913943275,0.5994916485112564,0.5469396154329887,0.8186738939980637
    11. 

  11. router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2756,3.704261352837546,0.367685609294588,-0.9961591833006935,-0.9856348630382354,192,96,192,192,16,0.006,0.0036,0.024,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9856348630382354,-0.4876834050207428,0.9894351019004949,-0.49289074552136514,-1.6397943009784532,0.5990566037735849,0.5462150412715202,0.816109532252742
    12.