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-relmom-lb84-regime-gate-selected.csv

eth-relmom-lb84-regime-gate-selected.csv 13 KB
Постоянная ссылка История Исходник

1234567891011121314151617181920212223242526 
  1. name,base_name,gate,gate_description,segment_type,segment,start,end,bar,lookback,trend,rel_entry,vol_quantile,short_weight,long_weight,total_return,annualized_return,max_drawdown,win_rate,profit_factor,trades,return_3y,return_1y,return_6m,return_3m,min_year_return,min_market_return,min_vol_return,usable,score
    2. 

  2. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.00-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.00,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,1.0,0.0,0.644669080653941,0.08119135155654345,0.2800576412285777,0.5428571428571428,2.9335962593977802,35,0.3717043087076788,0.47596051074571877,0.47596051074571877,0.0,-0.07825500420807241,-0.030378871992167822,-0.12544060858716344,False,0.3980372340528421
    3. 

  3. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.00-gate-eth_bear90,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.00,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,1.0,0.0,0.618597796127474,0.07848410217834689,0.42632419319754644,0.45098039215686275,2.0760877818569146,51,0.6357409383543089,0.5586288499934677,0.5459676944221044,0.06909684785913517,-0.07825500420807241,-0.03763032704675895,-0.09979812865659698,False,0.39320508819439004
    4. 

  4. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.00-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.00,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,1.0,0.0,0.5123441461279423,0.06705560772466357,0.26431605426531196,0.5769230769230769,2.486382476404784,26,0.390063948745796,0.4549901114148742,0.4549901114148742,0.0,-0.05861300069229769,-0.02911498441288518,-0.12544060858716344,False,0.3786404237354898
    5. 

  5. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.25-gate-eth_bear90,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.25,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,1.0,0.25,0.6766905280526956,0.08446739104268985,0.42888218878548257,0.4788732394366197,2.0466001314223816,71,0.6188512425410573,0.5425353681071268,0.5228066797338495,0.053080104504295234,-0.07825500420807241,-0.031897915936267784,-0.09520556892734089,False,0.3701146918214921
    6. 

  6. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.25-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.25,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,1.0,0.25,0.5615141262076913,0.07242569995138615,0.26431605426531163,0.5405405405405406,2.489387475795462,37,0.3737340001358693,0.4378974346579567,0.44625279621536396,-0.0060050684406462995,-0.05861300069229769,-0.025957329281270924,-0.1301462789360739,False,0.3602739068867304
    7. 

  7. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.25-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.25,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,1.0,0.25,0.6828058168789917,0.08508702432475479,0.2827998321485069,0.5102040816326531,2.8172654611411327,49,0.34334807978665993,0.44544907044812243,0.45384831319333596,-0.014981564473707465,-0.07825500420807241,-0.027225327461743665,-0.1301462789360739,False,0.35310172279966645
    8. 

  8. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.25-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.25,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,1.0,0.25,0.9426960821425976,0.10981480097465557,0.2819355809907224,0.4489795918367347,2.53292299365862,49,0.3412643111972178,0.3870592000460471,0.35469665491140345,-0.026304179056431565,-0.04717568874223255,-0.017347114255724994,-0.19195918712347737,False,0.25746970766085664
    9. 

  9. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25-gate-eth_bear90,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,0.75,0.25,0.5433495872932392,0.07045869102101432,0.3348081584342737,0.4788732394366197,2.0838123022010464,71,0.45704855338943173,0.388636930463093,0.37365770160848855,0.03670978131854352,-0.05889554794060936,-0.022468068745047254,-0.04629985862269714,False,0.2564620215295369
    10. 

  10. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,0.75,0.25,0.4257218489297523,0.05722627584992113,0.20400126330399615,0.5405405405405406,2.4710463683551347,37,0.26916742825559004,0.312675181764158,0.32030289949055013,-0.0060050684406461885,-0.04394922119785516,-0.01865707166152919,-0.09845501131128565,False,0.2440197248598615
    11. 

  11. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.00-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.00,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,1.0,0.0,0.8679713511558005,0.10300577894877438,0.2742907311701854,0.4857142857142857,2.569280711996095,35,0.330105936825581,0.3610296855327475,0.3610296855327475,-0.021752277767271955,-0.03703147525373662,-0.02911498441288518,-0.19379025160052832,False,0.23485315100231724
    12. 

  12. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,0.75,0.25,0.5055737136810594,0.06630468571604298,0.21984315534377583,0.5102040816326531,2.7539832889224654,49,0.24539162554593275,0.3149526953660351,0.322593647311459,-0.014981564473707354,-0.05889554794060936,-0.01961526424289528,-0.09845501131128565,False,0.23048274652820971
    13. 

  13. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.25-gate-eth_bear90,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.25,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,1.0,0.25,0.4766613417131751,0.06306556430569166,0.38198507744888327,0.484375,1.7501388370640696,64,0.5223499152412063,0.4132341950249392,0.3963206605886951,0.031181955000054495,-0.059250265947167424,-0.030636008409520743,-0.1412514821655414,False,0.18470162266499396
    14. 

  14. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.00-gate-eth_bear90,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw1.00-lw0.00,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,1.0,0.0,0.41380174177616236,0.05583449750346303,0.37919910220824715,0.44680851063829785,1.7266088895868277,47,0.5256104002852096,0.416260982040477,0.4047563184232583,0.03741168315854715,-0.059250265947167424,-0.03637589163772137,-0.14489907287763415,False,0.18436484210569737
    15. 

  15. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25-gate-eth_bear90_low_vol,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25,eth_bear90_low_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,0.75,0.25,0.6901267073289432,0.08582632368420695,0.2203835450385243,0.4489795918367347,2.498396486534666,49,0.2529794051682366,0.28747833567760805,0.257439188288038,-0.020890063355725075,-0.03767156458341103,-0.009982324773327278,-0.1449859614113499,False,0.1800982672443343
    16. 

  16. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25-gate-eth_bear90,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,0.75,0.25,0.40409301807584797,0.054693588243103664,0.29064398524129725,0.484375,1.8099147870100893,64,0.3935845815823722,0.3024986851306424,0.28952121723806834,0.02270242054810878,-0.04394922119785516,-0.02151266439161903,-0.08375707280295441,False,0.14237502269229585
    17. 

  17. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25-gate-eth_bear90,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,0.75,0.25,0.30839755990700746,0.043077020109260955,0.3510298646100477,0.4326923076923077,1.4100951055551467,104,0.06735144562830286,0.220286458197813,0.17151233202187766,0.029981593808791063,-0.0702531647256821,-0.05029824308868158,-0.3100358148865291,False,-0.20970843319028354
    18. 

  18. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25-gate-eth_bear90_high_vol,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25,eth_bear90_high_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol above trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,0.75,0.25,0.04741279369878604,0.007294539763345487,0.2541541718969711,0.45714285714285713,1.229397540586146,35,0.16690393682357185,0.05518974203834759,0.03798507350417424,0.05247754146310357,-0.10240015424924565,-0.0026106658183778775,-0.004888875471045662,False,-0.2145078157467496
    19. 

  19. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25-gate-eth_bear90_high_vol,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25,eth_bear90_high_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol above trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,0.75,0.25,0.0062749521000071695,0.0009819410930627104,0.22916943742942256,0.45,1.1106133730153107,40,0.09516974328097816,-0.008547303106841264,-0.023900859334901492,0.028880920895360873,-0.08116987501376205,-0.0026106658183778775,-0.004888875471045662,False,-0.28579970703840446
    20. 

  20. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.25-gate-eth_bear90_high_vol,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.25,eth_bear90_high_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol above trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,1.0,0.25,0.025833689920638614,0.00400983392348464,0.33306244793006423,0.45714285714285713,1.1860066787022827,35,0.20097796440029492,0.06609802451322766,0.046592250065151886,0.06909684785913539,-0.145834711103225,-0.004405123615523587,-0.007223445443824472,False,-0.30111589257727867
    21. 

  21. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.25-gate-eth_bear90,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.25,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,1.0,0.25,0.318023392522496,0.0442773288527496,0.4449403804631095,0.4326923076923077,1.3716998763199844,104,0.04823320538602083,0.27668047217936453,0.2271735937168764,0.03998732787584203,-0.11967011985395892,-0.07132933834576216,-0.41971056901761816,False,-0.3057539642122663
    22. 

  22. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.00-gate-eth_bear90_high_vol,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw1.00-lw0.00,eth_bear90_high_vol,ETH trailing 90-day return <= 0 and ETH 30-day realized vol above trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,1.0,0.0,0.013457414530809064,0.002099578344153752,0.3343000852472274,0.39285714285714285,1.1686012283490483,28,0.18866017214066244,0.05516362406324471,0.046592250065153884,0.06909684785913583,-0.147395161137039,-0.007081480535344076,-0.00906284524304335,False,-0.3182362893001812
    23. 

  23. eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25-gate-btc_bear90,eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25,btc_bear90,BTC trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.025,0.7,0.75,0.25,0.02141234329352315,0.0033296491081091784,0.3725442543219922,0.4594594594594595,1.135511667235587,74,0.2946579909210132,0.24609470593967187,0.28952121723806656,0.02270242054810878,-0.14110073369081544,-0.28120282410864195,-0.3033521942158349,False,-0.3355115615257968
    24. 

  24. eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25-gate-btc_bear90,eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25,btc_bear90,BTC trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,180,0.015,0.7,0.75,0.25,-0.014985689123086954,-0.0023662352262717734,0.4131437989622897,0.43902439024390244,1.1206324462979338,82,0.2738511878661256,0.284824744023636,0.37365770160849143,0.03670978131854463,-0.199258585232151,-0.3645545928487015,-0.29235001391937454,False,-0.3627605900311571
    25. 

  25. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.00-gate-eth_bear90,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw1.00-lw0.00,eth_bear90,ETH trailing 90-day return <= 0,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,1.0,0.0,0.2588633583975919,0.03677989804569726,0.44819612695756783,0.45977011494252873,1.3445961173923195,87,0.02252320087634052,0.23224825250137404,0.23291047061735415,0.04484913333566265,-0.15426189368520393,-0.08491729310126261,-0.42323905925638206,False,-0.3827095807893281
    26. 

  26. eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25-gate-eth_bull90_low_vol,eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25,eth_bull90_low_vol,ETH trailing 90-day return > 0 and ETH 30-day realized vol at or below trailing 365-day median,horizon,full,2019-12-25,2026-05-08,4H,84,360,0.025,0.4,0.75,0.25,-0.10794997540278295,-0.017763421496703513,0.213764576702977,0.3372093023255814,0.8286625034210893,86,0.1032535957103502,0.03677588023296452,0.0,0.0,-0.16561397828503577,-0.1296135120506915,-0.08717280754575096,False,-0.3859522669074551
    27.