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eth-exploration
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other-strategies-t-overlay-summary.csv

other-strategies-t-overlay-summary.csv 4.1 KB
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  1. family,cost,name,with_t,trades,win_rate,gross_total_return,gross_max_drawdown,take_exits,reentries,net_total_return,net_annualized_return,net_max_drawdown,net_calmar
    2. 

  2. short_bb_upper_rejection,maker_maker,short-bb-upper-rejection-eth-base,False,1178,0.3904923599320883,-0.45080608012554513,0.6253821952085705,0,0,-0.8666309248635105,-0.27012617505302383,0.9013983426907747,-0.29967458587361834
    3. 

  3. short_bb_upper_rejection,maker_maker,short-bb-upper-rejection-eth-t,True,1300,0.39384615384615385,-0.6000174515578376,0.7141347306784701,149,129,-0.9161357659258054,-0.32117612742302704,0.9348328748326011,-0.3435652896572978
    4. 

  4. btc_lead_eth_lag,maker_maker,btc-lead-eth-lag-lb6-br0.006-gap0.002-tp0.012-sl0.006-t,True,4399,0.37076608320072746,0.11592614530386054,0.7331475041703452,1233,1015,-0.9943361110635254,-0.5545323994918219,0.9964375916360799,-0.5565149329435866
    5. 

  5. btc_lead_eth_lag,maker_maker,btc-lead-eth-lag-lb6-br0.006-gap0.002-tp0.012-sl0.006-base,False,4729,0.3675195601607105,0.22292673126903848,0.7724324460901559,0,0,-0.9958237538453346,-0.5752499790702515,0.9972167813402225,-0.5768554940452735
    6. 

  6. range_momentum,maker_maker,range-momo-eth-l10-tp0.006-sl0.004-t,True,9526,0.3723493596472811,-0.9990788983086856,0.9993641215076338,3512,2934,-0.9999999901583693,-0.9439556712199092,0.9999999920105288,-0.9439556787616159
    7. 

  7. range_momentum,maker_maker,range-momo-eth-l10-tp0.006-sl0.004-base,False,12097,0.3732330329833843,-0.9999444275093132,0.999963408611,0,0,-0.9999999999730025,-0.9777086643646655,0.999999999978873,-0.9777086643853216
    8. 

  8. short_bb_upper_rejection,maker_taker,short-bb-upper-rejection-eth-base,False,1178,0.3904923599320883,-0.45080608012554513,0.6253821952085705,0,0,-0.9539143656306184,-0.38181587154729046,0.9641361389392862,-0.39601862862163106
    9. 

  9. short_bb_upper_rejection,maker_taker,short-bb-upper-rejection-eth-t,True,1300,0.39384615384615385,-0.6000174515578376,0.7141347306784701,149,129,-0.9740467785616327,-0.4348794190003066,0.9785598954102236,-0.4444075636453506
    10. 

  10. btc_lead_eth_lag,maker_taker,btc-lead-eth-lag-lb6-br0.006-gap0.002-tp0.012-sl0.006-t,True,4399,0.37076608320072746,0.11592614530386054,0.7331475041703452,1233,1015,-0.9998927454652725,-0.7603587654011791,0.9999256793883341,-0.7604152799299035
    11. 

  11. btc_lead_eth_lag,maker_taker,btc-lead-eth-lag-lb6-br0.006-gap0.002-tp0.012-sl0.006-base,False,4729,0.3675195601607105,0.22292673126903848,0.7724324460901559,0,0,-0.9999412671331566,-0.7818856641166304,0.9999572231296708,-0.7819191121690996
    12. 

  12. range_momentum,maker_taker,range-momo-eth-l10-tp0.006-sl0.004-t,True,9526,0.3723493596472811,-0.9990788983086856,0.9993641215076338,3512,2934,-0.9999999999981786,-0.9853740205267721,0.9999999999983678,-0.9853740205283805
    13. 

  13. range_momentum,maker_taker,range-momo-eth-l10-tp0.006-sl0.004-base,False,12097,0.3732330329833843,-0.9999444275093132,0.999963408611,0,0,-0.9999999999999996,-0.9960149946183047,0.9999999999999994,-0.9960149946183052
    14. 

  14. range_momentum,taker_taker,range-momo-eth-l10-tp0.006-sl0.004-base,False,12097,0.3732330329833843,-0.9999444275093132,0.999963408611,0,0,-1.0,0.0,1.0,0.0
    15. 

  15. short_bb_upper_rejection,taker_taker,short-bb-upper-rejection-eth-base,False,1178,0.3904923599320883,-0.45080608012554513,0.6253821952085705,0,0,-0.9840904008154365,-0.47649266264745926,0.9869699811320445,-0.4827833386593248
    16. 

  16. short_bb_upper_rejection,taker_taker,short-bb-upper-rejection-eth-t,True,1300,0.39384615384615385,-0.6000174515578376,0.7141347306784701,149,129,-0.9919768363782607,-0.5296152571471622,0.9929546759356388,-0.5333730430828755
    17. 

  17. btc_lead_eth_lag,taker_taker,btc-lead-eth-lag-lb6-br0.006-gap0.002-tp0.012-sl0.006-t,True,4399,0.37076608320072746,0.11592614530386054,0.7331475041703452,1233,1015,-0.999997976230998,-0.8711561102261146,0.999998454898647,-0.8711574562526789
    18. 

  18. btc_lead_eth_lag,taker_taker,btc-lead-eth-lag-lb6-br0.006-gap0.002-tp0.012-sl0.006-base,False,4729,0.3675195601607105,0.22292673126903848,0.7724324460901559,0,0,-0.9999991771816149,-0.8880630079867461,0.9999993603266907,-0.8880635760573127
    19. 

  19. range_momentum,taker_taker,range-momo-eth-l10-tp0.006-sl0.004-t,True,9526,0.3723493596472811,-0.9990788983086856,0.9993641215076338,3512,2934,-0.9999999999999997,-0.9961902083440973,0.9999999999999997,-0.9961902083440977
    20.