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eth-regime-router-total.csv

eth-regime-router-total.csv 15 KB
Постоянная ссылка История Исходник

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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. 

  12. router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2813,4.132687596189364,0.3676856092945879,-0.9965264925189486,-0.9860944326315363,192,96,192,192,16,0.006,0.0036,0.018,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9860944326315363,-0.49030246367519215,0.9895315779703528,-0.49548945641619735,-1.634841207215987,0.5993601137575542,0.5484547313016612,0.820492171228572
    13. 

  13. router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2815,3.8293457592545748,0.36768560929458755,-0.9974141943456908,-0.9869728416209196,192,96,192,192,16,0.006,0.0036,0.024,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9869728416209196,-0.4955182260780703,0.9895315779703528,-0.5007603972522405,-1.6581596859820293,0.5989342806394317,0.5477606117529361,0.8180021181713466
    14. 

  14. router-t96-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 13:30,6.344006849315068,2403,0.1644828996400498,0.6950622686155379,-0.9979873333650408,-0.9925521047467523,96,96,192,192,16,0.006,0.0036,0.024,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9925521047467523,-0.5380759275024638,0.9945538100168447,-0.5410224384876173,-2.1131028967160246,0.5855181023720349,0.5301414780476752,0.7489046783263845
    15. 

  15. router-t96-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 13:30,6.344006849315068,2399,0.13539342162885767,0.6950622686155384,-0.9979545540664644,-0.9926771772493035,96,96,192,192,16,0.006,0.0036,0.018,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9926771772493035,-0.5393074093248524,0.9947118064688851,-0.5421745331839711,-2.1405456234259534,0.5856606919549813,0.5283957322602144,0.7468772674301825
    16. 

  16. router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2436,0.19415843292411936,0.7030202701493902,-0.998074759137837,-0.9928739389755454,96,96,192,192,16,0.006,0.0036,0.024,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9928739389755454,-0.5412810986483567,0.9947891476919182,-0.5441164088935047,-2.1112124574967073,0.5857963875205254,0.5313566917157821,0.7514826551817851
    17. 

  17. router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,maker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2432,0.16432764237565442,0.7030202701493913,-0.9980433901996265,-0.9929936069159978,96,96,192,192,16,0.006,0.0036,0.018,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9929936069159978,-0.5425040355382793,0.9949403168908131,-0.545262892987997,-2.1382377031036466,0.5859375,0.5296474492043673,0.7495011073646708
    18. 

  18. router-t96-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,taker_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,-0.9980360740414672,-0.991870439655648,96,96,192,192,16,0.006,0.0036,0.024,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.991870439655648,-0.5316551153661824,0.9938222329370802,-0.5349599734702675,-2.282920992296777,0.5577026301663983,0.5569457346707425,0.7022653134986668
    19. 

  19. router-t96-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,taker_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,-0.9978449074588198,-0.9919782190838875,96,96,192,192,16,0.006,0.0036,0.018,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9919782190838875,-0.532639373726563,0.9941206410624746,-0.5357894723494528,-2.3139870413719184,0.5578267885960194,0.5547500158213508,0.6998488642417771
    20. 

  20. router-t96-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,taker_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,-0.9981768440389261,-0.9924498057977726,96,96,192,192,16,0.006,0.0036,0.024,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9924498057977726,-0.5370815622481447,0.9942625014040797,-0.5401808491114648,-2.296759846065283,0.5585443037974683,0.5569146194795918,0.7046267407752542
    21. 

  21. router-t96-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,taker_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,-0.9979993368208404,-0.9925499041523876,96,96,192,192,16,0.006,0.0036,0.018,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9925499041523876,-0.5380544165644416,0.9945396429963449,-0.5410085162049383,-2.327480946228485,0.5586680761099366,0.5547768708486582,0.7022744341162057
    22. 

  22. router-t192-et0.006-v0.018-c0.6-rz1.5-br0.016-liq0.9,taker_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,-0.9990148174056286,-0.994850623886783,192,96,192,192,16,0.006,0.0036,0.018,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.994850623886783,-0.5641811887995493,0.9958316999444916,-0.5665427088041053,-2.2331874031606285,0.5720833333333334,0.5581381972561369,0.7461769667309406
    23. 

  23. router-t192-et0.006-v0.024-c0.6-rz1.5-br0.016-liq0.9,taker_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,-0.9993504676494436,-0.995184875039668,192,96,192,192,16,0.006,0.0036,0.024,0.6,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.995184875039668,-0.5687674360473627,0.9958316999444916,-0.5711481529249031,-2.2569886425443695,0.5716069941715237,0.5572929599026112,0.7435988668088291
    24. 

  24. router-t192-et0.006-v0.018-c0.45-rz1.5-br0.016-liq0.9,taker_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,-0.9991533855115626,-0.9955722991252776,192,96,192,192,16,0.006,0.0036,0.018,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9955722991252776,-0.5744317366727474,0.9964158792451556,-0.5764979750301789,-2.267421773601621,0.5725904839365595,0.5584394410422661,0.7481281950404478
    25. 

  25. router-t192-et0.006-v0.024-c0.45-rz1.5-br0.016-liq0.9,taker_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,-0.9994418258078943,-0.9958597056167566,192,96,192,192,16,0.006,0.0036,0.024,0.45,1.5,0.016,0.006,0.9,0.01,0.022,48,-0.9958597056167566,-0.5789101144441549,0.9964158792451556,-0.5809924615841267,-2.2909135217949803,0.5721251523770825,0.5576354604408599,0.7456322206084812
    26. 

  26. router-t192-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,taker_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,-0.9998206580207195,-0.9987209098757682,192,96,192,192,16,0.006,0.0036,0.018,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9987209098757682,-0.6500842648358781,0.9989000545886615,-0.6508001094299442,-2.6623210234429657,0.5635439360929557,0.5513972335284044,0.7119538323095538
    27. 

  27. router-t192-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,taker_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,-0.9998676342002619,-0.9988039368948222,192,96,192,192,16,0.006,0.0036,0.024,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9988039368948222,-0.6537665291992301,0.9989361618787765,-0.6544627716446272,-2.6840908265265937,0.5631349782293179,0.5506217961611839,0.7097716176429879
    28. 

  28. router-t192-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,taker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2813,4.132687596189364,0.3676856092945879,-0.9998458162513811,-0.9989001719164825,192,96,192,192,16,0.006,0.0036,0.018,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9989001719164825,-0.6583143547326495,0.999054209839629,-0.6589375714039822,-2.690373805957118,0.5641663704230359,0.5521572718685901,0.7147419171741048
    29. 

  29. router-t192-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,taker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2815,3.8293457592545748,0.36768560929458755,-0.9998862019993419,-0.9989715628572118,192,96,192,192,16,0.006,0.0036,0.024,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9989715628572118,-0.6619100114825501,0.9990852567619183,-0.6625160435535113,-2.711909141059895,0.563765541740675,0.5514147397148036,0.7126182344685613
    30. 

  30. router-t96-et0.006-v0.024-c0.6-rz1.0-br0.016-liq0.9,taker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2403,0.1644828996400498,0.6950622686155379,-0.9998029932271323,-0.9991482920313467,96,96,192,192,16,0.006,0.0036,0.024,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9991482920313467,-0.671810614281692,0.9993451697982296,-0.6722508244246903,-3.0899947561096037,0.5464003329171868,0.5370250030312029,0.6468934210825408
    31. 

  31. router-t96-et0.006-v0.018-c0.6-rz1.0-br0.016-liq0.9,taker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2399,0.13539342162885767,0.6950622686155384,-0.9998039243562166,-0.9991595837364329,96,96,192,192,16,0.006,0.0036,0.018,0.6,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9991595837364329,-0.672500326408974,0.9993555330159375,-0.6729340101609754,-3.122837430993302,0.5464776990412672,0.5351004399543077,0.6447763573346484
    32. 

  32. router-t96-et0.006-v0.024-c0.45-rz1.0-br0.016-liq0.9,taker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2436,0.19415843292411936,0.7030202701493902,-0.9998170417742227,-0.9992089903642348,96,96,192,192,16,0.006,0.0036,0.024,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9992089903642348,-0.6756131587895013,0.9993918373216475,-0.6760242915332716,-3.091678545593487,0.5472085385878489,0.5376550954866104,0.6497681253704911
    33. 

  33. router-t96-et0.006-v0.018-c0.45-rz1.0-br0.016-liq0.9,taker_taker,ETH-USDT-SWAP,BTC-USDT-SWAP,15m,2019-12-27 00:00,2026-04-29 13:30,6.344006849315068,2432,0.16432764237565442,0.7030202701493913,-0.9998179063698658,-0.9992194773478678,96,96,192,192,16,0.006,0.0036,0.018,0.45,1.0,0.016,0.006,0.9,0.01,0.022,48,-0.9992194773478678,-0.6762948796130488,0.9994014619880426,-0.6766999102320108,-3.1240028176638965,0.5472861842105263,0.5357748572772701,0.6476987602507235
    34.