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eth-robust-twap-fill-slippage-ranked.csv

eth-robust-twap-fill-slippage-ranked.csv 33 KB
Постоянная ссылка История Исходник

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  1. symbol,bar,scenario_id,name,first_candle,last_candle,actual_bars,trades,fill_attempts,missed_fills,actual_miss_ratio,gross_total_return,gross_annualized_return,gross_max_drawdown_mark_to_market,trend_sma,rsi_threshold,exit_rsi,stop_loss_pct,max_hold_bars,entry_offsets,entry_valid_bars,fill_buffer,price_slippage,maker_miss_ratio,cost_model,roundtrip_cost_on_margin,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily,net_annualized_return_3y,net_annualized_return_1y,net_annualized_return_6m,net_annualized_return_3m,net_calmar_3y,net_calmar_1y,net_calmar_6m,net_calmar_3m,net_max_drawdown_3y,net_max_drawdown_1y,net_max_drawdown_6m,net_max_drawdown_3m,net_total_return_3y,net_total_return_1y,net_total_return_6m,net_total_return_3m,worst_365_start,worst_365_end,worst_365_total_return,worst_365_max_drawdown,worst_month,worst_month_return,min_recent_calmar,min_recent_total_return
    2. 

  2. ETH-USDT-SWAP,15m,fb0.0000-ps0.0000-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,296,636,159,0.25,0.953933274802125,0.1112541076704483,0.09145351017811607,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0,0.25,maker_taker,0.0021,0.3995867676575491,0.05436871757165762,0.11720657762273039,0.4638708737547308,0.6194111111498473,0.0980112071730781,0.12714355148738665,0.11818698802836702,0.5172336681573884,1.1603630583688582,1.505263372537125,1.6477247138819815,327.9858375786163,0.08446598369897615,0.08446598369897615,0.07172738688243781,0.001577000007000029,0.3241328808882873,0.12714355148738665,0.05728180640356184,0.10826361454446998,2021-05-20,2022-05-20,-0.10801686172588731,0.11720657762273039,2022-04,-0.05702686768594101,1.505263372537125,0.05728180640356184
    3. 

  3. ETH-USDT-SWAP,15m,fb0.0002-ps0.0000-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,297,618,154,0.24919093851132687,0.7253140540224468,0.08968944200243101,0.10521923557248025,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0,0.25,maker_taker,0.0021,0.24689456596430603,0.035360441626068884,0.12657717220452885,0.2793587580620932,0.42877963724292745,0.06896818574698771,0.059498309425950247,0.05776813691389382,0.30701212056222293,0.9050703853023281,0.7807970769962427,0.9545211736651142,66.82893341193257,0.07620201353063795,0.07620201353063795,0.06052054004426023,0.0045940000070000325,0.2217256608861824,0.059498309425950247,0.028399433434151522,0.06824700996604816,2021-05-20,2022-05-20,-0.10097346442539168,0.11023574539366116,2022-04,-0.057026867685940785,0.7807970769962427,0.028399433434151522
    4. 

  4. ETH-USDT-SWAP,15m,fb0.0000-ps0.0000-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,339,636,0,0.0,1.3098616326379724,0.1409291117688778,0.10623278714737062,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0,0.0,maker_taker,0.0021,0.48001448999516017,0.06368741324364158,0.1272385124388937,0.5005356634786772,0.5981669634150294,0.09459326800117562,0.08807129207789965,0.06690434530658518,0.525157652093615,0.7434326776384158,0.692174801400605,0.6703814824698131,76.19815033279303,0.1272385124388937,0.1272385124388937,0.09980040776200563,0.006892000000000071,0.311794664817576,0.08807129207789965,0.0328189885466319,0.10968801187241373,2021-05-20,2022-05-20,-0.10098988574010825,0.1126805907559975,2025-12,-0.07553547207367417,0.6703814824698131,0.0328189885466319
    5. 

  5. ETH-USDT-SWAP,15m,fb0.0000-ps0.0002-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0002-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,296,636,159,0.25,0.6422665103163098,0.08125652602423084,0.1037825713619645,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0002,0.25,maker_taker,0.0021,0.17608250953947668,0.025871028126738915,0.1466031349198979,0.1764698151978436,0.32489425997628957,0.06822813545520856,0.09232807979083923,0.07988088971100749,0.47379196090323217,0.7164698953833312,0.969545616736277,1.0358805695325806,199.40739036506434,0.09522819576209078,0.09522819576209078,0.07711399562890929,0.0023760000069999376,0.2191876894527549,0.09232807979083923,0.03906378280205658,0.1003534502803074,2021-05-20,2022-05-20,-0.13909245795293879,0.1466031349198979,2022-04,-0.05893172338192221,0.969545616736277,0.03906378280205658
    6. 

  6. ETH-USDT-SWAP,15m,fb0.0002-ps0.0000-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,328,618,0,0.0,1.1227115605195086,0.12584815579914355,0.10623278714737107,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0,0.0,maker_taker,0.0021,0.37719592691330384,0.05169421442546662,0.12994698747298108,0.3978100256938624,0.4998877342322666,0.08064896201099137,0.06916061732211642,0.05315424847892736,0.48567066922986313,0.6206297166200956,0.5322217826442224,0.5326055240744556,70.4687564175657,0.12994698747298108,0.12994698747298108,0.09980040776200559,0.006892000000000004,0.2622524102253596,0.06916061732211642,0.0261602347759875,0.10253367087439202,2021-05-20,2022-05-20,-0.11007278668642273,0.12164537788582916,2025-12,-0.07553547207367406,0.5322217826442224,0.0261602347759875
    7. 

  7. ETH-USDT-SWAP,15m,fb0.0002-ps0.0000-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0000-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,312,621,62,0.0998389694041868,1.0526596494589961,0.1199139518257275,0.11209492209574333,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0,0.1,maker_taker,0.0021,0.38804934633051547,0.05299515419979017,0.13810724384079687,0.38372465285658974,0.5406362713775987,0.0783694278674143,0.037375013978735216,0.0010904782698502036,0.39623118274947955,0.5674534201678418,0.2706231254735578,0.010283046262800865,57.491465866146434,0.13810724384079687,0.13810724384079687,0.10604622812940476,0.006891999999999971,0.2542741595774254,0.037375013978735216,0.0005435967683986576,0.08578266595140516,2020-03-27,2021-03-27,-0.09188131845575409,0.1244281792455983,2025-12,-0.0779267522705166,0.010283046262800865,0.0005435967683986576
    8. 

  8. ETH-USDT-SWAP,15m,fb0.0002-ps0.0002-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,297,618,154,0.24919093851132687,0.4569784286641621,0.06106285637720932,0.11645352964449789,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0002,0.25,maker_taker,0.0021,0.05274529849013976,0.008127693735603847,0.1506927398865764,0.05393553625557151,0.13500668400939222,0.0407225459222762,0.028172094693990957,0.021050618552972855,0.269426182599219,0.46872362513045535,0.32426573666806274,0.3181782384637981,49.95849847014784,0.08687965303848784,0.08687965303848784,0.0661598312147547,0.005393000007000045,0.12733342107369716,0.028172094693990957,0.010441658126865594,0.06058881534809912,2021-05-20,2022-05-20,-0.1317795923387226,0.13935406776097312,2022-04,-0.05893172338192243,0.3181782384637981,0.010441658126865594
    9. 

  9. ETH-USDT-SWAP,15m,fb0.0000-ps0.0000-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0000-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,324,637,63,0.0989010989010989,0.9283903521625095,0.10895365838293758,0.10680885966817544,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0,0.1,maker_taker,0.0021,0.2902156615391369,0.04094419743046651,0.12857635102568932,0.3184426770851969,0.4236890372917797,0.04746446836171159,0.07415496532376786,0.036870696425457705,0.45830060456381716,0.399288254525161,0.6238183569835605,0.3722392126436002,66.49747599591127,0.11887268864985016,0.11887268864985016,0.09905108106049937,0.006891999999999949,0.14940498401954305,0.07415496532376786,0.018217975748332282,0.09749018228823303,2021-05-20,2022-05-20,-0.10069909061911597,0.11239357712747759,2025-12,-0.07918429658856696,0.3722392126436002,0.018217975748332282
    10. 

  10. ETH-USDT-SWAP,15m,fb0.0000-ps0.0002-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0002-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,339,636,0,0.0,0.7488214985250786,0.09201429223499424,0.11752639976319228,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0002,0.0,maker_taker,0.0021,0.11999854596776993,0.018007365584406854,0.1549988686987928,0.11617740010348283,0.21372496043096512,0.05514416132154243,0.04351544770397986,0.017952341432841745,0.4647466612819018,0.39112920553490976,0.3086484966143554,0.16801852906985218,57.44705331049413,0.14098707164075633,0.14098707164075633,0.10684739077425337,0.008090000000000075,0.17489557530383504,0.04351544770397986,0.008911650876965549,0.09868437783462469,2021-05-20,2022-05-20,-0.14335996019876807,0.15281159182245274,2025-12,-0.08000647558322693,0.16801852906985218,0.008911650876965549
    11. 

  11. ETH-USDT-SWAP,15m,fb0.0005-ps0.0000-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,304,584,0,0.0,0.8049511007900404,0.09746071847896975,0.12031316955460553,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0,0.0,maker_taker,0.0021,0.1990574607965805,0.02900141165707848,0.14489343543975222,0.20015683642988424,0.30939392309486374,0.05083238728376571,0.013479359436639582,-0.012170340501575283,0.3610699078211952,0.3508260200297494,0.09302946952516976,-0.1147567173526754,52.38971384521101,0.14489343543975222,0.14489343543975222,0.10605340395170818,0.006892000000000017,0.1605379440000474,0.013479359436639582,-0.006087126693428591,0.0789755745972287,2021-05-20,2022-05-20,-0.12029527870129375,0.13173493687049562,2025-12,-0.08195701816243317,-0.1147567173526754,-0.006087126693428591
    12. 

  12. ETH-USDT-SWAP,15m,fb0.0005-ps0.0000-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,297,585,58,0.09914529914529914,0.6024480017862377,0.07708510496551679,0.11450336303595611,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0,0.1,maker_taker,0.0021,0.10779162327618175,0.01625196374878124,0.17033859681004998,0.09540975476570542,0.2076226009657597,0.040272847025863756,0.008480911621070675,-0.01932971192073707,0.29909997482306183,0.3231628935004928,0.06805369228619547,-0.20011407394876887,43.39813912116355,0.12462088883296354,0.12462088883296354,0.09659346561344637,0.00689200000000006,0.1258713482646665,0.008480911621070675,-0.00968553861224597,0.06664881862550853,2021-05-20,2022-05-20,-0.153629579880453,0.15895786329050812,2025-12,-0.0843316879696594,-0.20011407394876887,-0.00968553861224597
    13. 

  13. ETH-USDT-SWAP,15m,fb0.0005-ps0.0000-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0000-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,270,584,146,0.25,0.46197763888459975,0.061635384200654286,0.10095127975709454,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0,0.25,maker_taker,0.0021,0.07586247070205854,0.011582142691124897,0.12038887520433542,0.09620608774246446,0.1720615194482377,0.03653586768911965,0.017834803108164987,0.007359430293074176,0.3010397812991219,0.30492026612638673,0.148845319791676,0.09088650545779306,56.21148175178966,0.11982105405213,0.11982105405213,0.08097385036430776,0.005355485603962706,0.11377047534158291,0.017834803108164987,0.0036628884548421947,0.06704132144805608,2020-03-08,2021-03-08,-0.08807779044852548,0.12038887520433542,2022-09,-0.0593383074231385,0.09088650545779306,0.0036628884548421947
    14. 

  14. ETH-USDT-SWAP,15m,fb0.0002-ps0.0002-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,328,618,0,0.0,0.6186887252732253,0.07879692804213634,0.1308288434153984,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0002,0.0,maker_taker,0.0021,0.04970133136794619,0.007668076945926083,0.17847165957525774,0.04296523584851082,0.12438785931598731,0.042813031259993695,0.027431877516877368,0.005640500778252955,0.42914304189510366,0.298745118120097,0.19141694124081907,0.05279025287730391,53.04611148270698,0.14330955943113569,0.14330955943113569,0.10684739077425356,0.008090000000000078,0.13414668949647712,0.027431877516877368,0.0028085579860424037,0.09203823314008952,2021-05-20,2022-05-20,-0.150662448717916,0.1600335092403068,2025-12,-0.08000647558322693,0.05279025287730391,0.0028085579860424037
    15. 

  15. ETH-USDT-SWAP,15m,fb0.0002-ps0.0002-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0002-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,312,621,62,0.0998389694041868,0.5987494477073692,0.0766932234451263,0.14518881866807415,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0002,0.1,maker_taker,0.0021,0.08065507968034669,0.012290474841033516,0.1699041337690665,0.07233770343538973,0.16840605098983627,0.04401869246225654,0.0012576068016798558,-0.03873754529380202,0.3495419949415055,0.29348304013565185,0.00838476217276894,-0.34483634019344783,43.206674282015,0.14998717623311555,0.14998717623311555,0.11233602952655994,0.008090000000000095,0.1380886154425558,0.0012576068016798558,-0.019507007716955238,0.07671498425170431,2020-03-27,2021-03-27,-0.1512303844684556,0.1699041337690665,2025-12,-0.0820209852750784,-0.34483634019344783,-0.019507007716955238
    16. 

  16. ETH-USDT-SWAP,15m,fb0.0000-ps0.0005-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0005-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,296,636,159,0.25,0.24147578409126144,0.03465054672969625,0.14839875230159036,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0005,0.25,maker_taker,0.0021,-0.11125527105032762,-0.018402944894011064,0.26324507159757193,-0.06990803201871151,-0.1574126340606596,0.01856632009872561,0.04209081481095822,0.024838937046813614,0.4109046337623594,0.16704989339941514,0.3787108102131515,0.2917496829858632,114.93835886930805,0.11114236424164406,0.11114236424164406,0.08513783731520692,0.0035750000070001275,0.056792746200725386,0.04209081481095822,0.012309265602021613,0.08858522794341783,2021-05-20,2022-05-20,-0.1837064298453548,0.18889134412218622,2022-04,-0.06178157461718914,0.2917496829858632,0.012309265602021613
    17. 

  17. ETH-USDT-SWAP,15m,fb0.0010-ps0.0000-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0000-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,253,532,133,0.25,0.16622006784399965,0.024511422624050594,0.11640073376367968,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0,0.25,maker_taker,0.0021,-0.11842868614507063,-0.019654925929646017,0.20743052128012904,-0.09475426185282829,-0.19831617726679265,0.014974095280571253,-0.04117719291328237,-0.11531604586336353,0.17522943904485322,0.11437894216471094,-0.31453010539103454,-1.086269566145816,25.425049193971653,0.13091653933123343,0.13091653933123343,0.10615785386726374,0.006892000000000023,0.045640892436419334,-0.04117719291328237,-0.05926572370126826,0.04061604850932077,2021-05-20,2022-05-20,-0.14004649026672789,0.14546028535030753,2025-12,-0.08221424203645455,-1.086269566145816,-0.05926572370126826
    18. 

  18. ETH-USDT-SWAP,15m,fb0.0005-ps0.0002-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0002-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,304,584,0,0.0,0.3951820005424885,0.05384544709739658,0.13790068048981646,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0002,0.0,maker_taker,0.0021,-0.07357773372188836,-0.011963532056446846,0.2091212249542939,-0.057208597831528714,-0.048980173438779966,0.017145964907559375,-0.02100810775616846,-0.05068096996140381,0.31991151195978773,0.10990557931394554,-0.13466190241725778,-0.4511249102949228,39.54406822741466,0.1560063193751237,0.1560063193751237,0.11234354123400354,0.008090000000000078,0.05237390305669565,-0.02100810775616846,-0.025600537727118677,0.07083702653888069,2021-05-20,2022-05-20,-0.15941091646652417,0.16868545185514838,2025-12,-0.08566779569802097,-0.4511249102949228,-0.025600537727118677
    19. 

  19. ETH-USDT-SWAP,15m,fb0.0000-ps0.0002-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0002-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,324,637,63,0.0989010989010989,0.5660684563400158,0.07319689763430581,0.11004109384478368,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0002,0.1,maker_taker,0.0021,0.047460527473782266,0.0073290138159591844,0.21301383198286783,0.03440628126228272,0.1218915359508258,0.013668887981147293,0.034506388948578604,-0.005933130991187641,0.4050875872854365,0.104194992558602,0.2630347797626472,-0.05648992367138624,50.07263130845903,0.1311856514933724,0.1311856514933724,0.10502989923834755,0.008090000000000059,0.04160847560982339,0.034506388948578604,-0.002962851255431942,0.08747683797544736,2021-05-20,2022-05-20,-0.1385983074265048,0.14810247615542887,2025-12,-0.0829060888636921,-0.05648992367138624,-0.002962851255431942
    20. 

  20. ETH-USDT-SWAP,15m,fb0.0005-ps0.0002-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0002-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,270,584,146,0.25,0.24851828118505984,0.03557265251541031,0.10974231768360056,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0002,0.25,maker_taker,0.0021,-0.0814100277772064,-0.013283730097057633,0.18976684518731932,-0.07000026840276145,-0.10201979184312114,0.011571509457442009,-0.007887486999696769,-0.021699555855115182,0.27194819302401285,0.09013934009210954,-0.061441670661255894,-0.25356205545235927,39.13171398462663,0.12837357634987762,0.12837357634987762,0.08557887660439881,0.006949559968951297,0.03515040548559978,-0.007887486999696769,-0.010879558898553188,0.06110798743120327,2021-05-20,2022-05-20,-0.11793760353506977,0.12208693820340392,2022-09,-0.061050305304441665,-0.25356205545235927,-0.010879558898553188
    21. 

  21. ETH-USDT-SWAP,15m,fb0.0005-ps0.0002-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0002-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,297,585,58,0.09914529914529914,0.32462684093702737,0.045268051682969546,0.140890270497708,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0002,0.1,maker_taker,0.0021,-0.0845409469512719,-0.013814126968795692,0.2463846467049564,-0.0560673205637606,-0.08312529275419114,0.010078318621863591,-0.022720845530251887,-0.05415274502961198,0.2638668294404982,0.07468568275010179,-0.16837350799817055,-0.5288173168965807,32.61641896668724,0.1349431142724588,0.1349431142724588,0.10240350173744872,0.008089999999999951,0.030569010136095365,-0.022720845530251887,-0.02737903684642895,0.059441636218859006,2021-05-20,2022-05-20,-0.1870652396565855,0.19088938905656613,2025-12,-0.08766990879800829,-0.5288173168965807,-0.02737903684642895
    22. 

  22. ETH-USDT-SWAP,15m,fb0.0010-ps0.0000-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0000-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,279,532,0,0.0,0.326064975705669,0.04544668779318317,0.13639156606290875,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0,0.0,maker_taker,0.0021,-0.08690171897067633,-0.01421506778070969,0.18649441750384382,-0.07622248414173954,-0.08081170127920476,0.0014237126107430331,-0.04447704570703748,-0.08577444734712392,0.25724999430846207,0.008966108325523527,-0.28010288509029463,-0.711352803378244,33.61985774328212,0.15878824558590232,0.15878824558590232,0.1205793341078822,0.007651727626951826,0.004281136078721159,-0.04447704570703748,-0.043731105226319955,0.058071278367233914,2021-05-20,2022-05-20,-0.15251303005995342,0.16353372939717417,2025-12,-0.08981206392145291,-0.711352803378244,-0.04447704570703748
    23. 

  23. ETH-USDT-SWAP,15m,fb0.0010-ps0.0000-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0000-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,265,532,53,0.09962406015037593,0.24168426190816025,0.034677906890867805,0.1265355205796517,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0,0.1,maker_taker,0.0021,-0.11256981667848287,-0.018631734726394455,0.187282094194721,-0.09948486963747138,-0.1407349923339398,-0.00023953218975059087,-0.05596324281975473,-0.09130624878652915,0.17355993142136383,-0.001625408850966933,-0.3797533446454731,-0.8502391471090321,22.682450275677258,0.147367346749771,0.147367346749771,0.10738890240115033,0.007651727626951962,-0.0007190803154298875,-0.05596324281975473,-0.04662066736563497,0.040251346250947506,2021-05-20,2022-05-20,-0.13758605090259401,0.15054457639514518,2022-01,-0.08492575729218654,-0.8502391471090321,-0.05596324281975473
    24. 

  24. ETH-USDT-SWAP,15m,fb0.0002-ps0.0005-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0005-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,297,618,154,0.24919093851132687,0.13054783846496848,0.01951145681528743,0.1422206155750983,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0005,0.25,maker_taker,0.0021,-0.18337459839932146,-0.031398611865819714,0.2771748988025839,-0.11328086346008981,-0.3117923762372922,-0.0002650132282643325,-0.01710771087709717,-0.03166291425606582,0.2150627206965645,-0.002581132526543933,-0.16662288629434416,-0.42466377003904515,32.63470720305289,0.10267323569750139,0.10267323569750139,0.07455996129162282,0.006590000007000092,-0.0007955545897997407,-0.01710771087709717,-0.015915425816797724,0.049204036064786516,2021-05-20,2022-05-20,-0.17603461570849477,0.18126825963370483,2022-04,-0.06178157461718936,-0.42466377003904515,-0.01710771087709717
    25. 

  25. ETH-USDT-SWAP,15m,fb0.0000-ps0.0005-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0005-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,339,636,0,0.0,0.23486557198154132,0.033781023616525685,0.1490545931467621,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0005,0.0,maker_taker,0.0021,-0.2095687143511732,-0.03635888706769985,0.31843966628629,-0.11417826017633041,-0.26882337377316323,-0.0013997354673191964,-0.01994901571868446,-0.051323498712580906,0.3785578939101426,-0.008682493265034168,-0.12374280616984631,-0.43746953892933227,38.29619564088419,0.1612135390828533,0.1612135390828533,0.11731902257284152,0.009885000000000062,-0.004197152844813035,-0.01994901571868446,-0.025929442097401556,0.08237753414064586,2021-05-20,2022-05-20,-0.20323548979677775,0.2096667976289237,2025-12,-0.08667536940281106,-0.43746953892933227,-0.025929442097401556
    26. 

  26. ETH-USDT-SWAP,15m,fb0.0002-ps0.0005-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0005-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,312,621,62,0.0998389694041868,0.17795274379254297,0.02612776858817001,0.1645335818149227,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0005,0.1,maker_taker,0.0021,-0.20412037669387528,-0.03531586922424601,0.28934025946949393,-0.12205653402329059,-0.28726389580509387,-0.00548589089431939,-0.05059637709458209,-0.09554923555226669,0.28239548172754314,-0.032749957658661524,-0.30205289158139836,-0.78517198445308,28.56808110546698,0.16750833547622962,0.16750833547622962,0.12169211006531587,0.00988500000000007,-0.01638237720898894,-0.05059637709458209,-0.04884299271116166,0.06325040427049955,2020-03-27,2021-03-27,-0.17767407950102942,0.18775561689423934,2025-12,-0.08813125880354122,-0.78517198445308,-0.05059637709458209
    27. 

  27. ETH-USDT-SWAP,15m,fb0.0010-ps0.0002-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0002-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,253,532,133,0.25,0.010605278616528813,0.001662739366337318,0.1535411966871489,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0002,0.25,maker_taker,0.0021,-0.2362030048219821,-0.04154660801868548,0.2830418534310481,-0.14678609369976678,-0.4725900046120191,-0.006309784517752992,-0.06263444355858527,-0.13745442858995993,0.15257578904405888,-0.04459979431207967,-0.44272245616388617,-1.2151393157948147,18.859800870711883,0.14147564164985427,0.14147564164985427,0.11311824644571876,0.008089999999999986,-0.0188271801247899,-0.06263444355858527,-0.07107854309145223,0.03563370504114638,2021-05-20,2022-05-20,-0.1673553895547799,0.17127225661811712,2025-12,-0.08425659590244328,-1.2151393157948147,-0.07107854309145223
    28. 

  28. ETH-USDT-SWAP,15m,fb0.0002-ps0.0005-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0002-ps0.0005-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,328,618,0,0.0,0.15534017883525994,0.023000270868697603,0.15663811679239867,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0002,0.0005,0.0,maker_taker,0.0021,-0.2511530620417539,-0.044525670080626356,0.3376015911265677,-0.1318882115811284,-0.3444284276216867,-0.011492603829138637,-0.03215573302464947,-0.06166806561305849,0.34832908415568387,-0.07051593610333624,-0.19730007655646026,-0.5256442157517113,35.23814710730223,0.16297881676415693,0.16297881676415693,0.11731902257284131,0.009885000000000036,-0.034113678658270974,-0.03215573302464947,-0.03124018341868129,0.07647629110527165,2021-05-20,2022-05-20,-0.20813217152782004,0.2145239544223401,2025-12,-0.08667536940281095,-0.5256442157517113,-0.03215573302464947
    29. 

  29. ETH-USDT-SWAP,15m,fb0.0010-ps0.0002-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0002-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,279,532,0,0.0,0.0459343540744725,0.007097733667052797,0.15057861692323604,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0002,0.0,maker_taker,0.0021,-0.28009112691511984,-0.050437367370374964,0.34685172023307564,-0.14541478224897464,-0.42908559245942895,-0.026819846927434443,-0.07333840083506282,-0.1172330101835235,0.22308362467966436,-0.15895022985545892,-0.4346466145576964,-0.9324438344414002,23.1358409042297,0.16873109873337722,0.16873109873337722,0.12572661843354282,0.009642339156943293,-0.07838956612036385,-0.07333840083506282,-0.06028269212495796,0.05090759453519467,2021-05-20,2022-05-20,-0.1876145073389076,0.19657786190594342,2025-12,-0.09276687577476128,-0.9324438344414002,-0.07333840083506282
    30. 

  30. ETH-USDT-SWAP,15m,fb0.0010-ps0.0002-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0002-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,265,532,53,0.09962406015037593,0.0457922637111551,0.007076186471509427,0.1361466058982722,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0002,0.1,maker_taker,0.0021,-0.2527697540042573,-0.044850819246351814,0.3014350899453211,-0.14879096940733588,-0.416584552355768,-0.025576170110328422,-0.08136185940333762,-0.11939042925887189,0.14533890244673908,-0.1632190044656909,-0.5192255774029082,-1.065334602943658,15.072992152747734,0.15669848124643235,0.15669848124643235,0.1120684796391487,0.009642339156943335,-0.07484849199983723,-0.08136185940333762,-0.06142854932043651,0.03402651249030786,2021-05-20,2022-05-20,-0.1694717954919711,0.1786353254197941,2022-01,-0.08715488741628585,-1.065334602943658,-0.08136185940333762
    31. 

  31. ETH-USDT-SWAP,15m,fb0.0005-ps0.0005-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0005-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,270,584,146,0.25,-0.014778808311320245,-0.002342035915739449,0.17079951923374934,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0005,0.25,maker_taker,0.0021,-0.27535384882189484,-0.04945605256056407,0.3290654468030612,-0.15029245106418748,-0.5174442893600635,-0.024768536881032754,-0.0452739943661602,-0.06375133854442583,0.22950047997131362,-0.17505433047830588,-0.3199788832870416,-0.6896101466908292,24.582879075393333,0.1414905693184338,0.1414905693184338,0.09244547640481177,0.009335785253934564,-0.07254409535557849,-0.0452739943661602,-0.03231324891239018,0.05226441912603241,2021-05-25,2022-05-25,-0.16182129218137575,0.163553866038338,2022-09,-0.0636136006880661,-0.6896101466908292,-0.0452739943661602
    32. 

  32. ETH-USDT-SWAP,15m,fb0.0005-ps0.0005-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0005-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,304,584,0,0.0,0.01629451136963071,0.0025486708765647403,0.17165505811024706,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0005,0.0,maker_taker,0.0021,-0.3254911276978749,-0.06012858837553703,0.38589323993342506,-0.15581664085618735,-0.4919357257355012,-0.03138832876190323,-0.07057539180711148,-0.1056737202456004,0.26046656112358213,-0.18205421058620178,-0.40934155302496267,-0.8683155103944771,26.34967740248664,0.17241199014752262,0.17241199014752262,0.12169968056610282,0.009885000000000064,-0.09131962785432324,-0.07057539180711148,-0.054167048445646904,0.058738111793789294,2021-05-20,2022-05-20,-0.21487491698740224,0.2212122739240275,2025-12,-0.09120810880219199,-0.8683155103944771,-0.07057539180711148
    33. 

  33. ETH-USDT-SWAP,15m,fb0.0000-ps0.0005-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0000-ps0.0005-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,324,637,63,0.0989010989010989,0.14593986642680484,0.021684937891600642,0.18738540460445086,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,0.0005,0.1,maker_taker,0.0021,-0.23388339277680126,-0.04108879560972145,0.3280030685317402,-0.12526954639067764,-0.3365515400673786,-0.03500435039721361,-0.022260058095047164,-0.06686709720134265,0.3288724579961162,-0.21272567328365483,-0.14905589029548014,-0.5869277108245938,33.269849063845854,0.16455160233780414,0.14934034509417948,0.11392731330984338,0.009884999999999998,-0.1014677484909523,-0.022260058095047164,-0.0339203703204457,0.0726250545931697,2021-05-25,2022-05-25,-0.19269920326000034,0.1990185162396104,2025-12,-0.08846330398426117,-0.5869277108245938,-0.0339203703204457
    34. 

  34. ETH-USDT-SWAP,15m,fb0.0005-ps0.0005-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0005-ps0.0005-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,297,585,58,0.09914529914529914,-0.004612112504860852,-0.0007277451779672539,0.22377561636063537,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0005,0.0005,0.1,maker_taker,0.0021,-0.3123602680611236,-0.05727051000654426,0.35897871432371636,-0.1595373422472604,-0.5231338329530516,-0.0335926118325337,-0.06774249264756038,-0.10410072191600905,0.2127838054189506,-0.22364391060194738,-0.4509978576584343,-0.9373960242396147,21.525928722200202,0.1502057969837753,0.1502057969837753,0.11105308666148034,0.009885000000000074,-0.09751484375013153,-0.06774249264756038,-0.05333789698667224,0.048718472425956394,2021-05-20,2022-05-20,-0.23477629871674055,0.2365459253957138,2025-12,-0.09265677276847462,-0.9373960242396147,-0.06774249264756038
    35. 

  35. ETH-USDT-SWAP,15m,fb0.0010-ps0.0005-mm25,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0005-mm25,2019-12-25 00:00,2026-04-29 17:00,222501,253,532,133,0.25,-0.2001885653474933,-0.03456690256215533,0.254772774797388,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0005,0.25,maker_taker,0.0021,-0.39569305607648,-0.07625573260765128,0.4272816477390756,-0.17846713756874882,-0.9114039067362422,-0.043499038308114635,-0.09393042567712051,-0.1696344002273119,0.11940643992975786,-0.27421786661281516,-0.5921372504092487,-1.3562803607288325,12.079558920562285,0.15862948262789006,0.15862948262789006,0.12507325560340227,0.009884999999999974,-0.12500954318967572,-0.09393042567712051,-0.08852394403062125,0.02820375085134863,2021-05-25,2022-05-25,-0.20691053288041616,0.20854990413161345,2025-12,-0.0873138326490358,-1.3562803607288325,-0.09393042567712051
    36. 

  36. ETH-USDT-SWAP,15m,fb0.0010-ps0.0005-mm00,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0005-mm00,2019-12-25 00:00,2026-04-29 17:00,222501,279,532,0,0.0,-0.21464835300520135,-0.03733679253658606,0.29157860125782714,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0005,0.0,maker_taker,0.0021,-0.45968245364338545,-0.09239530330761347,0.4984902841635221,-0.1853502590580173,-0.8500984833145148,-0.06771448620611398,-0.11502185732199832,-0.16242141820543798,0.17354674679028448,-0.3018366517977474,-0.6270524725346287,-1.2175921182504188,13.749895110616082,0.22434149664331565,0.18343258715983501,0.13339558935288148,0.012621677866930905,-0.18985383493676244,-0.11502185732199832,-0.08458457519122631,0.040248464526315475,2021-05-20,2022-05-20,-0.23758864910041855,0.24374266578862022,2025-12,-0.09718452330918448,-1.2175921182504188,-0.11502185732199832
    37. 

  37. ETH-USDT-SWAP,15m,fb0.0010-ps0.0005-mm10,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48-fb0.0010-ps0.0005-mm10,2019-12-25 00:00,2026-04-29 17:00,222501,265,532,53,0.09962406015037593,-0.19176788943729178,-0.03297323554899767,0.2485152501478107,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.001,0.0005,0.1,maker_taker,0.0021,-0.42272482691593516,-0.08288916307363214,0.44919331766769577,-0.18452893178378021,-0.8299711788596305,-0.062395457616116645,-0.118195480163784,-0.15991415875417625,0.10426304326334179,-0.31337743317112604,-0.6914709915103596,-1.3433000261078212,8.26063256902738,0.199106416134452,0.17093338927438317,0.11904574975519326,0.012621677866930945,-0.17589518855525876,-0.118195480163784,-0.08321922225896927,0.024756367929046785,2021-05-20,2022-05-20,-0.21512951721068074,0.22146481907031773,2022-01,-0.09049006194232967,-1.3433000261078212,-0.118195480163784
    38.