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eth-exploration
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eth-strategy-portfolio-10y-worst-months.csv

eth-strategy-portfolio-10y-worst-months.csv 6.4 KB
永久链接 文件历史 原始文件

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  1. portfolio,month,start_equity,end_equity,return,cost_model
    2. 

  2. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2024-04,15903.33120750359,14885.0149192369,-0.06403163431484227,maker_taker
    3. 

  3. risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,2025-12,17564.813562369018,16522.973105424157,-0.05931406292731212,maker_taker
    4. 

  4. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2022-01,13325.069892602582,12540.429321688209,-0.05888453698467777,maker_taker
    5. 

  5. risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,2022-01,12499.947773544973,11787.14584039564,-0.05702439290649797,maker_taker
    6. 

  6. risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2024-04,16871.322583451853,15915.99270803038,-0.056624480428019486,maker_taker
    7. 

  7. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2022-01,13050.538407521872,12312.697627414038,-0.05653719080912156,maker_taker
    8. 

  8. risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2024-04,17160.412841466616,16201.052898027094,-0.05590541161814677,maker_taker
    9. 

  9. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2024-04,16439.906499730358,15523.103538211788,-0.05576692066549205,maker_taker
    10. 

  10. risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2024-04,16521.742491055393,15604.496964933422,-0.05551748107795251,maker_taker
    11. 

  11. risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2024-04,16770.717422431488,15855.671863594884,-0.05456209986656235,maker_taker
    12. 

  12. risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2025-01,17189.52640878303,16258.843252681958,-0.05414245476975654,maker_taker
    13. 

  13. risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2021-03,11178.992909725572,10578.39133342867,-0.053725910835347834,maker_taker
    14. 

  14. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2021-03,12800.791793956747,12137.466787000682,-0.05181906069819997,maker_taker
    15. 

  15. risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,2022-04,13492.29210045823,12800.16530218037,-0.051297940566699785,maker_taker
    16. 

  16. risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2025-01,14787.43702539408,14031.851372744022,-0.051096457848138876,maker_taker
    17. 

  17. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2021-06,12758.488734744229,12107.278688549899,-0.051041315294729106,maker_taker
    18. 

  18. risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2022-01,11799.763733935346,11205.666612531946,-0.05034822177793408,maker_taker
    19. 

  19. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2021-06,12077.155375194932,11477.324528059036,-0.0496665670434181,maker_taker
    20. 

  20. risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2025-01,17111.625872264456,16266.11345498302,-0.049411576877209096,maker_taker
    21. 

  21. risk-2-c452-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2022-01,12286.010038489623,11679.15246759804,-0.049394194615698606,maker_taker
    22. 

  22. risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,2021-06,11966.73592395625,11377.217606048791,-0.0492630840735192,maker_taker
    23. 

  23. risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2022-01,12033.532712798551,11447.509593736073,-0.048699175300300546,maker_taker
    24. 

  24. risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2022-01,11789.619955171447,11219.572532536566,-0.04835163684685473,maker_taker
    25. 

  25. risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2022-01,12546.148987439854,11948.507414063524,-0.047635459611920616,maker_taker
    26. 

  26. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2025-12,20686.1443574071,19708.33119130237,-0.04726899074136082,maker_taker
    27. 

  27. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2022-04,15080.601304161017,14371.491865558253,-0.047021297380702376,maker_taker
    28. 

  28. risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2021-03,11118.022489058312,10605.316710805377,-0.04611483550761919,maker_taker
    29. 

  29. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2021-07,12107.278688549899,11550.862008418426,-0.04595720429378469,maker_taker
    30. 

  30. risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2025-01,14740.033456435312,14075.564579644617,-0.04507919732709942,maker_taker
    31. 

  31. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2022-04,15314.608000836544,14627.264914929461,-0.044881533100261994,maker_taker
    32. 

  32. risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2025-12,17222.72837534972,16457.429611723983,-0.04443539646837158,maker_taker
    33. 

  33. risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2022-01,11676.156132077222,11160.782645939986,-0.044138968364886844,maker_taker
    34. 

  34. risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2025-01,13964.38177977925,13363.315728638649,-0.043042797068965855,maker_taker
    35. 

  35. risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2025-01,17052.373544161434,16319.466590823244,-0.04297976181674312,maker_taker
    36. 

  36. risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2025-12,17276.58463774859,16536.1165683819,-0.042859632554272165,maker_taker
    37. 

  37. risk-2-c448-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2022-01,12150.804475585339,11631.131026913557,-0.04276864546013914,maker_taker
    38. 

  38. risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2020-03,10631.619485743862,10181.248675228167,-0.04236144936522657,maker_taker
    39. 

  39. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2025-12,20394.817750357208,19550.0307141578,-0.041421651644060864,maker_taker
    40. 

  40. risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,2025-01,14856.105895135468,14240.74758515013,-0.04142123880436488,maker_taker
    41. 

  41. risk-2-c440-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2020-03,10879.585263740992,10429.051453571328,-0.04141093610168978,maker_taker
    42. 

  42. risk-2-c454-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2025-01,16091.257449518644,15434.660664290504,-0.04080456653484099,maker_taker
    43. 

  43. risk-2-c444-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2020-03,10780.036889004607,10340.406744059606,-0.04078187760131069,maker_taker
    44. 

  44. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2021-03,13355.581614535355,12812.047354283784,-0.04069716137708468,maker_taker
    45. 

  45. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2020-10,12507.754040555055,11999.507326195331,-0.040634530604918284,maker_taker
    46. 

  46. risk-2-c418-eth_price_twap_mid+eth_btc_rsi_filter,2020-10,13026.18278305715,12504.837730526735,-0.04002285713421094,maker_taker
    47. 

  47. risk-2-c402-eth_price_twap_deep+eth_btc_rsi_filter,2020-10,12156.761805386506,11672.520375249462,-0.03983309353996578,maker_taker
    48. 

  48. risk-2-c446-eth_btc_rsi_filter+btc_lead_eth_lag_5m,2025-12,16582.693380106924,15930.53159370966,-0.03932785654588633,maker_taker
    49. 

  49. risk-2-c404-eth_price_twap_deep+eth_btc_rsi_filter,2025-01,17130.25403284254,16460.037760081406,-0.03912471300636744,maker_taker
    50. 

  50. risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2021-03,11153.80575533803,10724.226827166427,-0.03851411236617719,maker_taker
    51. 

  51. risk-2-c450-eth_btc_rsi_filter+btc_lead_eth_lag_15m,2021-06,10484.0259618371,10082.633676956155,-0.03828608268827771,maker_taker
    52.