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fusion-stress-robustness.csv

fusion-stress-robustness.csv 3.2 KB
Trvalý odkaz Historie Surový

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  1. name,stress_cases,positive_cases,worst_total_return,worst_annualized_return,worst_max_drawdown,worst_calmar,worst_return_3y,worst_return_1y,worst_return_6m,worst_return_3m,worst_fee_single_side,worst_slippage,worst_funding_8h
    2. 

  2. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00,27,27,3.089776765395295,0.24974523535468918,0.10233314138313569,2.4405117636293605,0.784726523045987,0.20691909971137146,0.07986472900856878,-0.007624810516245528,0.001,0.001,-5e-05
    3. 

  3. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00,27,27,3.1211837013715913,0.25125943010581864,0.10373484830143968,2.422131368772933,0.7944492160002581,0.211897870515231,0.08511952279112145,-0.007624810516246638,0.001,0.001,-5e-05
    4. 

  4. fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,27,27,3.1307011788685424,0.25171637002227154,0.10398637261821339,2.420666897829485,0.777210024927967,0.21311159436938887,0.08949742251656279,-0.007552204118294714,0.001,0.001,-5e-05
    5. 

  5. fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,27,27,3.1452389676604815,0.2524126304439971,0.10484978038226504,2.4073739546591533,0.8070863050804267,0.2125815566576139,0.08418450368895436,-0.007706463182654111,0.001,0.001,-5e-05
    6. 

  6. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06,27,27,3.1126917997948462,0.25085097828443037,0.10447374524724336,2.401091084566525,0.7856357719355114,0.20858932808724817,0.08251873635670193,-0.00762481051624575,0.001,0.001,-5e-05
    7. 

  7. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04,27,27,3.136424833144525,0.2519907396207046,0.10516071634075132,2.396244038545547,0.795033317554471,0.21300820550441957,0.0868963232404405,-0.007624810516245417,0.001,0.001,-5e-05
    8. 

  8. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,27,27,3.023340788114739,0.24650968979291288,0.10298052087394355,2.3937506598423655,0.7561278699372653,0.2102445107312534,0.0899549087961451,-0.00728146233679261,0.001,0.001,-5e-05
    9. 

  9. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,27,27,3.0734021473296327,0.24895189488072544,0.10417888100854436,2.389657985098797,0.7928285037063469,0.21068256572324096,0.08448843501560876,-0.007525598842382908,0.001,0.001,-5e-05
    10. 

  10. fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,27,27,3.1538431422819357,0.2528237437906824,0.10612297025250342,2.382365883551194,0.7781140232416393,0.2147917713094829,0.09217511099512588,-0.007552204118295713,0.001,0.001,-5e-05
    11. 

  11. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,27,27,3.0458788473257146,0.24761233892409806,0.10511944438286687,2.3555331782599844,0.7570197266700136,0.2119220839105278,0.09263371733806136,-0.007281462336792832,0.001,0.001,-5e-05
    12. 

  12. fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06,27,27,3.184133495357665,0.25426535733780553,0.11271006409390946,2.2559241659729063,0.7947164796738555,0.2114300251052441,0.09040058195702882,-0.006697900984060423,0.001,0.001,-5e-05
    13. 

  13. fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,27,27,3.1888903490472273,0.25449095237969654,0.11430686404494189,2.2263838178575055,0.7924605498914685,0.22463393607066307,0.1006133187907372,-0.006697900984059979,0.001,0.001,-5e-05
    14.