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eth-twap-10y-refine-top15.csv

eth-twap-10y-refine-top15.csv 5.7 KB
Постоянная ссылка История Исходник

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  1. symbol,bar,cost_model,roundtrip_cost_on_margin,name,first_candle,last_candle,actual_bars,trades,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,horizon,horizon_start,horizon_end,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily,eligible_recent_nonnegative
    2. 

  2. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,1002,-1.0,0.0,1.0,60,5.0,45.0,0.008,48,0.0015-0.0040-0.0070,3,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.9350252310277587,0.5781013645026336,0.11250668615026373,5.138373409474727,2.5282605123288797,True
    3. 

  3. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,1056,-1.0,0.0,1.0,60,5.0,45.0,0.008,48,0.0015-0.0040-0.0070,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.9769971173142586,0.5836872205821793,0.11545931240477984,5.055349875425168,2.4866477295797513,True
    4. 

  4. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,935,-1.0,0.0,1.0,60,5.0,55.0,0.008,48,0.0015-0.0040-0.0070,2,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,3.0546229245183323,0.5939153658756817,0.12083081234587152,4.915264197476649,2.507294087468855,True
    5. 

  5. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,1043,-1.0,0.0,1.0,60,5.0,55.0,0.01,48,0.0015-0.0040-0.0070,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,3.2036417600388045,0.6131901642286925,0.1258225395562799,4.873452454473908,2.3096656145156866,True
    6. 

  6. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,339,-1.0,0.0,1.0,60,3.0,50.0,0.012,48,0.0030-0.0060-0.0090,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,1.5794144229269746,0.3710350246237921,0.07891527996826082,4.701687997217014,2.5251365058885997,True
    7. 

  7. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,886,-1.0,0.0,1.0,60,5.0,55.0,0.008,48,0.0020-0.0050-0.0080,3,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.753129694692391,0.5534233547055407,0.1178468038699924,4.696125279019639,2.471114966087002,True
    8. 

  8. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,1056,-1.0,0.0,1.0,60,5.0,50.0,0.008,48,0.0015-0.0040-0.0070,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.658949694468569,0.540331306756809,0.1154593124047798,4.679841716556423,2.2898665486790497,True
    9. 

  9. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,1001,-1.0,0.0,1.0,60,5.0,55.0,0.008,48,0.0015-0.0040-0.0070,3,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,3.1180931931881197,0.6021817191052796,0.1295108871746321,4.649660984047616,2.4133997543175862,True
    10. 

  10. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,1044,-1.0,0.0,1.0,60,5.0,45.0,0.01,48,0.0015-0.0040-0.0070,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.5492860323966475,0.5248004642007722,0.11293813448496182,4.646795934730545,2.1952354434998096,True
    11. 

  11. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,936,-1.0,0.0,1.0,60,5.0,50.0,0.008,48,0.0015-0.0040-0.0070,2,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.621205028643377,0.5350212928111309,0.11634568463051104,4.598548665644487,2.4429358320887884,True
    12. 

  12. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,818,-1.0,0.0,1.0,60,5.0,55.0,0.008,48,0.0020-0.0050-0.0080,2,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.8013158022671862,0.5600371410370171,0.12214475414835647,4.585028190050622,2.635753825153517,True
    13. 

  13. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,949,-1.0,0.0,1.0,60,5.0,55.0,0.008,48,0.0020-0.0050-0.0080,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,3.1755352851959664,0.6095900236791016,0.1333309818370344,4.572005810503828,2.578072393356629,True
    14. 

  14. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,543,-1.0,0.0,1.0,60,4.0,50.0,0.015,48,0.0030-0.0060-0.0090,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.1011132926821596,0.45777239681161697,0.1002225757784529,4.5675576910290765,2.449931314323268,True
    15. 

  15. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,936,-1.0,0.0,1.0,60,5.0,45.0,0.008,48,0.0015-0.0040-0.0070,2,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,2.866848063293274,0.5689426395402812,0.12564231815093696,4.52827238396539,2.6282376654868758,True
    16. 

  16. ETH-USDT-SWAP,15m,maker_taker,0.0021,rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48,2019-12-25 00:00,2026-04-29 17:00,222501,377,-1.0,0.0,1.0,40,4.0,55.0,0.008,48,0.0030-0.0060-0.0090,4,0.0,3y,2023-04-29 17:00,2026-04-29 17:00,1.2415764171020949,0.30841214567251507,0.06833624604456894,4.513156099785881,2.068558579090757,True
    17.