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long-short-fusion
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fusion-components.csv

fusion-components.csv 4.1 KB
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1234567891011 
  1. name,source,kind,long_weight,long_variant,btc_risk_short_weight,eth_4h_vol_short_weight,btc_4h_vol_short_weight,eth_4h_vol_short_gated_weight,btc_4h_vol_short_gated_weight,h3y_return,h1y_return,h6m_return,h3m_return,total_return,annualized_return,max_drawdown,calmar,trades,win_rate,profit_factor,payoff_ratio,short_trade_ratio
    2. 

  2. long_rotation,trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,component,1.0,long_rotation,0.0,0.0,0.0,0.0,0.0,0.5526941127275258,0.09958884073723362,-0.004100384212421426,-0.004100384212421426,1.5168737339471425,0.15585639058284695,0.07001885734424494,2.225920223413318,45,0.5777777777777777,7.227350240233545,,
    3. 

  3. long_rotation_riskoff70,trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff70,component,0.0,long_rotation_riskoff70,0.0,0.0,0.0,0.0,0.0,0.5698660886875746,0.10249381915035394,-0.004100384212421537,-0.004100384212421537,1.6108107042630775,0.16252185016293685,0.06756196159927517,2.4055229646363676,45,0.5777777777777777,7.227350240233545,,
    4. 

  4. long_rotation_riskoff50,trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff50,component,0.0,long_rotation_riskoff50,0.0,0.0,0.0,0.0,0.0,0.581393094682594,0.10443151451985888,-0.004100384212421759,-0.004100384212421759,1.6749667726856927,0.16695887586150882,0.06592314890211921,2.532628957233286,45,0.5777777777777777,7.227350240233545,,
    5. 

  5. long_rotation_riskoff25,trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff25,component,0.0,long_rotation_riskoff25,0.0,0.0,0.0,0.0,0.0,0.5958911565668521,0.10685480746581466,-0.004100384212421537,-0.004100384212421537,1.756914665951426,0.17249770278387433,0.06539856992588429,2.6376372293670136,45,0.5777777777777777,7.227350240233545,,
    6. 

  6. long_rotation_riskoff00,trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff00,component,0.0,long_rotation_riskoff00,0.0,0.0,0.0,0.0,0.0,0.6104888658904997,0.10927940482333987,-0.004100384212421648,-0.004100384212421648,1.8408414189692799,0.1780282282251069,0.06526625375402459,2.7277224903402537,45,0.5777777777777777,7.227350240233545,,
    7. 

  7. btc_risk_short,btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010,component,0.0,,1.0,0.0,0.0,0.0,0.0,0.4373107393539908,0.46058049474035023,0.430462477289272,0.045442445588281144,-0.04726392274176705,-0.007568946053782111,0.7218873674260508,-0.010484940442675726,407,0.32678132678132676,1.1314403752888713,,
    8. 

  8. eth_4h_vol_short,vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,component,0.0,,0.0,1.0,0.0,0.0,0.0,0.4989925724434823,0.3275949979515196,0.4105611411272925,0.0,4.499242004606102,0.30971608483750335,0.3326779686075145,0.9309786462081563,88,0.4318181818181818,1.9587333441396988,2.577280715973288,1.0
    9. 

  9. btc_4h_vol_short,vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8,component,0.0,,0.0,0.0,1.0,0.0,0.0,0.2143388668737496,0.21120822295394004,0.21257020067473653,0.0,3.1085415514978543,0.24956408226104076,0.29316084867528924,0.8512872144720214,70,0.5142857142857142,2.211122293892957,2.0882821664544595,1.0
    10. 

  10. eth_4h_vol_short_gated,vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8-btc_risk_gated,component,0.0,,0.0,0.0,0.0,1.0,0.0,0.5562718093927341,0.47544186453916093,0.5258374916094612,0.0,5.040172764019029,0.3293111067591401,0.285555207925541,1.1532309606659616,88,0.4318181818181818,1.9587333441396988,2.577280715973288,1.0
    11. 

  11. btc_4h_vol_short_gated,vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8-btc_risk_gated,component,0.0,,0.0,0.0,0.0,0.0,1.0,0.24417126423764435,0.24852835712970966,0.2635555804018581,0.0,3.690029837374489,0.27591723443034555,0.27687252484039215,0.9965497103383686,70,0.5142857142857142,2.211122293892957,2.0882821664544595,1.0
    12.