| 123456789101112131415161718192021 |
- name,cost_model,trades,trend_sma,rsi_length,rsi_threshold,exit_rsi,stop_loss_pct,max_hold_bars,entry_offsets,entry_valid_bars,fill_buffer,annualized_return_1y,annualized_return_21d,annualized_return_30d,annualized_return_3m,annualized_return_3y,annualized_return_6m,annualized_return_full,calmar_1y,calmar_21d,calmar_30d,calmar_3m,calmar_3y,calmar_6m,calmar_full,max_drawdown_1y,max_drawdown_21d,max_drawdown_30d,max_drawdown_3m,max_drawdown_3y,max_drawdown_6m,max_drawdown_full,total_return_1y,total_return_21d,total_return_30d,total_return_3m,total_return_3y,total_return_6m,total_return_full,min_recent_calmar,max_recent_drawdown,min_recent_return
- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t50-r2-l3.0-x50.0-sl0.012-mh48,maker_taker,272,50,2,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.04183824917658763,0.06362983931374067,0.6420524344182659,0.35481957311867585,0.03892620581869477,0.14897788375804089,0.05049013269414693,0.3619118417807202,0.0,1100.1917336935935,608.002618433419,0.33672190205470337,2.2854307146129162,0.43675290612583983,0.11560342698578269,0.0,0.0005835823109329772,0.0005835823109329772,0.11560342698578269,0.0651859112619274,0.11560342698578269,0.04183824917658763,0.0035554457517399385,0.041604968475719595,0.07685541846001476,0.12150067838807987,0.071292287733554,0.37098463407455484,0.0,0.11560342698578269,0.0035554457517399385
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- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v3-t60-r2-l3.0-x50.0-sl0.012-mh48,maker_taker,314,60,2,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,3,0.0,0.026438165481850184,0.028204756860404023,0.33868366928498195,0.2455295838576783,0.07154859708051631,0.05158875274594554,0.06702652050594704,0.17794067731644803,38.78022406782225,465.67423530683345,321.02209156840144,0.48155405617265024,0.5605530783498769,0.4511184584717395,0.14857853685041786,0.0007272974186811576,0.0007272974186811576,0.0007648370324238647,0.14857853685041786,0.09203187840446703,0.14857853685041786,0.026438165481850184,0.0016015574748515782,0.024263950033786452,0.05499575684550284,0.23060263422867977,0.02525805121432012,0.5152230103172482,0.17794067731644803,0.14857853685041786,0.0016015574748515782
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- rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-r2-l3.0-x50.0-sl0.012-mh48,maker_taker,432,60,2,3.0,50.0,0.012,48,0.0020-0.0050-0.0080,4,0.0,0.08645408436087143,-0.04323037590230561,0.42494555661914135,0.4413962877675328,0.09137059927521607,0.12966295391851257,0.04197205902850576,0.5841877466522226,-9.758216529681063,74.19841382661465,34.755613229198524,0.617409633049217,1.2700405635363274,0.19956729999954145,0.14799023919332407,0.004430151326404165,0.005727151494264358,0.012699999993000024,0.14799023919332407,0.1020935532621701,0.21031531232121795,0.08645408436087143,-0.0025393608129413714,0.02953461683126779,0.09324386287029918,0.3002318005965958,0.06232363812457242,0.30129937219643943,-9.758216529681063,0.14799023919332407,-0.0025393608129413714
- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t80-r2-l3.0-x50.0-sl0.012-mh48,maker_taker,435,80,2,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,-0.022921465072197278,0.2784272384941815,0.14163092679911538,0.281608480168984,0.06151855621234237,0.08828487668834728,0.04908235596907873,-0.13859138072288527,104.21294661581513,3.5221273915952493,7.003138114851912,0.3719632064831907,1.3543551816527475,0.26072775107128754,0.1653888210986869,0.002671714480165442,0.04021175586581143,0.04021175586581143,0.1653888210986869,0.06518591126192719,0.1882513685919791,-0.022921465072197278,0.014232502864550467,0.010946427318706098,0.06236706307213136,0.19633774645369573,0.04284628908972987,0.35920220963437366,-0.13859138072288527,0.1653888210986869,-0.022921465072197278
- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-r2-l3.0-x50.0-sl0.01-mh48,maker_taker,341,60,2,3.0,50.0,0.01,48,0.0030-0.0060-0.0090,4,0.0,0.06733583782742669,-0.40940196925745187,0.06661943611780963,0.18179446222098994,0.06980422335032133,0.05192365128253651,0.0358583729278219,0.6113002076513004,-12.753955428581106,2.0753718416763207,5.663378885389117,0.5763094017895469,0.6190931604960761,0.17572615835376504,0.11015183208613695,0.03209999999999987,0.03209999999999987,0.03209999999999987,0.12112282592226736,0.08387049735928331,0.20405825327173674,0.06733583782742669,-0.029844260755220287,0.005314971173645988,0.04156963707950423,0.2245970529701562,0.025419952895623377,0.25316054143680056,-12.753955428581106,0.11015183208613695,-0.029844260755220287
- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-r3-l3.0-x50.0-sl0.012-mh48,maker_taker,13,60,3,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,-0.03409115356092618,0.0,0.0,0.0,-0.013706232355174097,-0.07534390874806407,-0.00491280949209727,-0.8947809333576409,0.0,0.0,0.0,-0.3296385545028697,-1.9775304133350113,-0.11815438244132635,0.03810000000000007,0.0,0.0,0.0,0.04157957911156529,0.03810000000000007,0.04157957911156529,-0.03409115356092618,0.0,0.0,0.0,-0.0405939663399556,-0.03810000000000002,-0.031054192891419197,-1.9775304133350113,0.03810000000000007,-0.03810000000000002
- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t50-r2-l3.0-x50.0-sl0.012-mh48,taker_taker,272,50,2,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.012828243786384919,0.04171171194039158,0.5954731074877808,0.3286902407265304,0.014277609641739852,0.11612911325270803,0.025288695371210812,0.10117134610312142,0.0,673.9305463016807,371.99730888167284,0.1126019282641643,1.7136062827707235,0.1752879362827239,0.12679720375875408,0.0,0.0008835823079329915,0.0008835823079329915,0.12679720375875408,0.06776884189811636,0.1442694569147211,0.012828243786384919,0.0023539167467445665,0.03914427279830757,0.07175398004116373,0.04348781823606118,0.055993224111632545,0.17348709316533584,0.0,0.12679720375875408,0.0023539167467445665
- rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-r2-l3.0-x50.0-sl0.012-mh36,taker_taker,341,60,2,3.0,50.0,0.012,36,0.0030-0.0060-0.0090,4,0.0,0.04409247576007602,-0.003454484906283861,0.5166419863021743,0.3161156167066721,0.064460296684689,0.08153080988042882,0.03185464870630472,0.3158713423739615,-2.1228356086764766,191.77652371626587,117.3415163144939,0.4617831068141733,0.9274209948171672,0.21742404674272028,0.13958998441800632,0.0016272974186812455,0.002693979306176955,0.002693979306176955,0.13958998441800632,0.08791132650226653,0.14650931754572022,0.04409247576007602,-0.00019907545237840552,0.03482545244229751,0.06927185681342074,0.2063205585096135,0.03963181655191206,0.2224569424788001,-2.1228356086764766,0.13958998441800632,-0.00019907545237840552
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- rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-r2-l3.0-x50.0-sl0.012-mh48,taker_taker,432,60,2,3.0,50.0,0.012,48,0.0020-0.0050-0.0080,4,0.0,0.03860256151202357,-0.07759164908942529,0.36928617760800786,0.39465070938591773,0.0509116220755812,0.0788886448156394,0.004584321638811506,0.23742496739200966,-12.463817423479826,45.50211736591222,29.163762332914903,0.31313181658694395,0.7464747281443135,0.018722841632121012,0.16258846715260286,0.006225351868782602,0.008115802054623892,0.013532228965551051,0.16258846715260286,0.105681601588511,0.2448518087631857,0.03860256151202357,-0.00463610319932406,0.026168557284711458,0.08449067619020889,0.16080072399308198,0.03837157442754546,0.029731207716682473,-12.463817423479826,0.16258846715260286,-0.00463610319932406
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