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eth-strategy-portfolio-10y-horizon.csv

eth-strategy-portfolio-10y-horizon.csv 7.4 KB
Permanentný odkaz História Raw

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  1. cost_model,portfolio,horizon,horizon_start,horizon_end,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily
    2. 

  2. maker_taker,risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,3y,2023-04-29,2026-04-29,0.26436648090925097,0.08125137986612874,0.07281253327372987,1.1158982693360502,1.0590068980436629
    3. 

  3. maker_taker,risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,1y,2025-04-29,2026-04-29,0.16827979340220622,0.16827979340220622,0.06511336963334675,2.5844123004198583,1.7489447068428252
    4. 

  4. maker_taker,risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,6m,2025-10-29,2026-04-29,0.012780658563542602,0.02579623831962463,0.062161610849709385,0.4149866447636505,0.3128955248169044
    5. 

  5. maker_taker,risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,3m,2026-01-29,2026-04-29,0.06163758842568079,0.27452475224981,0.01666715893392901,16.47099864698388,3.3635941196442274
    6. 

  6. maker_taker,risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,3y,2023-04-29,2026-04-29,0.3537556055472273,0.10613147360496944,0.07137842492276508,1.4868844993400854,1.2508935545345705
    7. 

  7. maker_taker,risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,1y,2025-04-29,2026-04-29,0.21076914927619894,0.21076914927619894,0.07004422029546674,3.0090869508877938,2.077933133363399
    8. 

  8. maker_taker,risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,6m,2025-10-29,2026-04-29,0.016296218192996204,0.032949743478753346,0.059815869033763965,0.550852875850627,0.3762896073263523
    9. 

  9. maker_taker,risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,3m,2026-01-29,2026-04-29,0.05444604210445214,0.23987120857034916,0.01750612707179193,13.702128836757947,3.051912656201998
    10. 

  10. maker_taker,risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,3y,2023-04-29,2026-04-29,0.33102415479000125,0.09991099365442246,0.09789179939213832,1.020626796880049,1.1466794107791565
    11. 

  11. maker_taker,risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,1y,2025-04-29,2026-04-29,0.24296408207032294,0.24296408207032294,0.06810194333069042,3.567652701047522,2.2835351352225177
    12. 

  12. maker_taker,risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,6m,2025-10-29,2026-04-29,0.023744641434993108,0.0481882357864174,0.05578535601101551,0.8638151520786572,0.5142642738179326
    13. 

  13. maker_taker,risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,3m,2026-01-29,2026-04-29,0.06022076428691525,0.26764056450295337,0.011653814009996042,22.965920365074048,3.340307549671486
    14. 

  14. maker_taker,risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,3y,2023-04-29,2026-04-29,0.22613191929915022,0.07025058053519984,0.07437399760660594,0.9445583509815282,0.9306079642208862
    15. 

  15. maker_taker,risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,1y,2025-04-29,2026-04-29,0.1730275776382575,0.1730275776382575,0.051475888518580745,3.3613325115466717,1.8650512532118078
    16. 

  16. maker_taker,risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,6m,2025-10-29,2026-04-29,0.01722844178015248,0.03485082473003276,0.051475888518580745,0.6770320189316014,0.4284843012099687
    17. 

  17. maker_taker,risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,3m,2026-01-29,2026-04-29,0.054845936956879004,0.2417793036321001,0.0055609854223907535,43.47778051325217,3.1842339927255776
    18. 

  18. maker_taker,risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3y,2023-04-29,2026-04-29,0.22969198265067936,0.07128445609565959,0.06857100171605984,1.0395714560337863,0.8706242422965424
    19. 

  19. maker_taker,risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,1y,2025-04-29,2026-04-29,0.2030557559336683,0.2030557559336683,0.05438332604985386,3.7337870020587673,2.0692364270472394
    20. 

  20. maker_taker,risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,6m,2025-10-29,2026-04-29,0.032512070618695654,0.06626860445979665,0.04789924145491793,1.3835000815653353,0.731091094726786
    21. 

  21. maker_taker,risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3m,2026-01-29,2026-04-29,0.07720836177583701,0.3520516809322536,0.007615495412623496,46.22833602508516,3.9219015064741773
    22. 

  22. maker_taker,risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3y,2023-04-29,2026-04-29,0.21210557301134414,0.06615760306282437,0.08074809034706705,0.8193085778062287,0.8324871099375013
    23. 

  23. maker_taker,risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,1y,2025-04-29,2026-04-29,0.20282431509238186,0.20282431509238186,0.04673195312486101,4.340163454124519,2.0982610753799604
    24. 

  24. maker_taker,risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,6m,2025-10-29,2026-04-29,0.03468347243845504,0.07077046558286892,0.04437665422045366,1.5947679433266082,0.7852540774063453
    25. 

  25. maker_taker,risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3m,2026-01-29,2026-04-29,0.07084869838004249,0.31996985894124697,0.007727145776554242,41.40854439579769,3.708492387527379
    26. 

  26. maker_taker,risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,3y,2023-04-29,2026-04-29,0.31265566270088274,0.09483247631568936,0.09643797621461737,0.9833519951169956,1.1400468688080512
    27. 

  27. maker_taker,risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,1y,2025-04-29,2026-04-29,0.2171818408412396,0.2171818408412396,0.048315308059998445,4.495093782110236,2.225403272369581
    28. 

  28. maker_taker,risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,6m,2025-10-29,2026-04-29,0.02117669297095426,0.04292191397326617,0.04403596135734238,0.9747014178926183,0.5042593917081513
    29. 

  29. maker_taker,risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,3m,2026-01-29,2026-04-29,0.04705991652230135,0.20502391708592138,0.0056767577617939545,36.11637587669942,2.8242456358389574
    30. 

  30. maker_taker,risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,3y,2023-04-29,2026-04-29,0.41255992485817816,0.12190651782164963,0.08384178749425959,1.4540066649938281,1.3906049414468922
    31. 

  31. maker_taker,risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,1y,2025-04-29,2026-04-29,0.23899512401441703,0.23899512401441703,0.051584311592810045,4.633097091630642,2.421295826004532
    32. 

  32. maker_taker,risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,6m,2025-10-29,2026-04-29,0.021522808059551757,0.0436309477187351,0.047880815074204795,0.9112407057214184,0.5102909536517798
    33. 

  33. maker_taker,risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,3m,2026-01-29,2026-04-29,0.05093357633208839,0.22320626338680105,0.003421731109540353,65.23197067252451,3.070853385620879
    34. 

  34. maker_taker,risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3y,2023-04-29,2026-04-29,0.3168891675166394,0.09600713774265324,0.10362370214963627,0.9264978547477057,1.0702158407861415
    35. 

  35. maker_taker,risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,1y,2025-04-29,2026-04-29,0.25053951067163127,0.25053951067163127,0.05448281077667213,4.598505603879465,2.42131808327246
    36. 

  36. maker_taker,risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,6m,2025-10-29,2026-04-29,0.037556460949329074,0.07674150694999526,0.041696013359163606,1.8404998647941397,0.8129804295442883
    37. 

  37. maker_taker,risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3m,2026-01-29,2026-04-29,0.07074471595568999,0.31945012417792373,0.007869947014447664,40.591140396685844,3.6245116590483817
    38. 

  38. maker_taker,risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3y,2023-04-29,2026-04-29,0.29649199946671434,0.09032419543993009,0.10702570427413863,0.8439486201237337,1.0356966915825327
    39. 

  39. maker_taker,risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,1y,2025-04-29,2026-04-29,0.25011211825869184,0.25011211825869184,0.04630476307126998,5.401433927514795,2.4562975014110697
    40. 

  40. maker_taker,risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,6m,2025-10-29,2026-04-29,0.039870457728089725,0.08156287873651236,0.04137528662732802,1.9712945911688446,0.8702476398582376
    41. 

  41. maker_taker,risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,3m,2026-01-29,2026-04-29,0.06402561453560818,0.28619160251928477,0.007988158125444176,35.82698264418386,3.395981657964456
    42.