| 1234567891011 |
- portfolio,cost_model,mode,leg_count,legs,first_candle,last_candle,years,worst_month_return,avg_pair_corr,max_leg_drawdown,lower_dd_than_deep,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily
- risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05456209986656235,0.044178852426771005,0.8987286425288885,True,1.145927950155106,0.1281133421292051,0.12393049765232597,1.03375153457879,1.217064105052321
- risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05590541161814677,0.031005460084893407,0.883582371414534,True,1.0875942455738743,0.12321568335005528,0.12516717939317712,0.9844088837618385,1.2571892540210086
- risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05551748107795251,0.020134828682120045,0.8698662589471174,True,1.0481424206134777,0.11983758968057523,0.12405109531756346,0.9660341117811019,1.1968300523207558
- risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,maker_taker,risk,2,eth_price_twap_deep:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v2-t160-l5.0-x50.0-sl0.012-mh48;eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05653719080912156,0.1422758806535173,0.7185072810764586,True,1.1081564387662288,0.12495507540042539,0.1351793427411777,0.924365164577488,1.3191635470904777
- risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.04507919732709942,0.04068696972398124,0.883582371414534,True,0.7268826579747691,0.0900769354075468,0.10459472616724809,0.8611995911104812,1.0040183426237421
- risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,maker_taker,risk,2,eth_price_twap_mid:15m:rsi2-long-guarded-price-twap-o0.0010-0.0030-0.0050-v2-t160-l5.0-x55.0-sl0.008-mh48;eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.06403163431484227,0.16323978757495716,0.8954866000694434,True,1.096251575841634,0.12394977283446629,0.1454991386095489,0.8518935164770222,1.289955956313505
- risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh32-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.051096457848138876,0.05258885718397043,0.8987286425288885,True,0.7719053490877275,0.09451519393165131,0.11138637770857791,0.8485345863291562,0.9809883353476789
- risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;btc_lead_eth_lag_15m:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.056624480428019486,-0.0061659124378739836,0.9124574040291382,True,1.1990870259436797,0.13247985480488844,0.1612689498138176,0.8214839555775263,1.3344069669053331
- risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,maker_taker,risk,2,eth_price_twap_deep:15m:rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v2-t160-l5.0-x50.0-sl0.012-mh48;eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.05931406292731212,0.1380843420134436,0.7185072810764586,True,0.7509535949089214,0.09246176644452775,0.11944624351942004,0.7740868504541539,1.0686499311298303
- risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,maker_taker,risk,2,eth_btc_rsi_filter:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt120-bm240-br0.0;btc_lead_eth_lag_5m:5m:btc-lead-eth-lag-lb16-br0.012-gap0.006-mh8-sl0.006-tp0.018,2019-12-30 00:00,2026-04-29 02:00,6.33447488584475,-0.048699175300300546,0.028700120967954487,0.8698662589471174,True,0.6969708099254859,0.0870740936817842,0.11381047259938455,0.7650798005934567,0.9504548660833837
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