Home Esplora Aiuto
Accedi
ignatz
/
okx-codex-trader
1
0
Forka 0
File Problemi 0 Pull Requests 0 Wiki
Ramo (Branch): master
Rami (Branch) Tag
okx-codex-tr...
/
reports
/
long-short-fusion
/
fusion-stress-worst.csv

fusion-stress-worst.csv 5.6 KB
Permalink Cronologia Originale

123456789101112131415161718192021 
  1. name,fee_single_side,slippage,funding_8h,long_variant,long_weight,short_exposure,h3y_return,h1y_return,h6m_return,h3m_return,total_return,annualized_return,max_drawdown,calmar
    2. 

  2. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,0.001,0.001,-5e-05,long_rotation_riskoff00,1.12,0.28,0.7561278699372653,0.2102445107312534,0.0899549087961451,-0.00728146233679261,3.023340788114739,0.24650968979291288,0.10298052087394355,2.3937506598423655
    3. 

  3. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,0.001,0.001,-5e-05,long_rotation_riskoff00,1.12,0.28,0.7570197266700136,0.2119220839105278,0.09263371733806136,-0.007281462336792832,3.0458788473257146,0.24761233892409806,0.10511944438286687,2.3555331782599844
    4. 

  4. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,0.001,0.001,-5e-05,long_rotation_riskoff00,1.18,0.25,0.7928285037063469,0.21068256572324096,0.08448843501560876,-0.007525598842382908,3.0734021473296327,0.24895189488072544,0.10417888100854436,2.389657985098797
    5. 

  5. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00,0.001,0.001,-5e-05,long_rotation_riskoff00,1.18,0.26,0.784726523045987,0.20691909971137146,0.07986472900856878,-0.007624810516245528,3.089776765395295,0.24974523535468918,0.10233314138313569,2.4405117636293605
    6. 

  6. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,0.0008,0.001,-5e-05,long_rotation_riskoff00,1.12,0.28,0.7741750676893002,0.21437233865850747,0.09179689339933694,-0.0064564344453600375,3.1108209538890748,0.2507608970878936,0.10214199534386101,2.4550225031702886
    7. 

  7. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06,0.001,0.001,-5e-05,long_rotation_riskoff00,1.18,0.26,0.7856357719355114,0.20858932808724817,0.08251873635670193,-0.00762481051624575,3.1126917997948462,0.25085097828443037,0.10447374524724336,2.401091084566525
    8. 

  8. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00,0.001,0.001,-5e-05,long_rotation_riskoff00,1.18,0.26,0.7944492160002581,0.211897870515231,0.08511952279112145,-0.007624810516246638,3.1211837013715913,0.25125943010581864,0.10373484830143968,2.422131368772933
    9. 

  9. fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,0.001,0.001,-5e-05,long_rotation_riskoff00,1.15,0.28,0.777210024927967,0.21311159436938887,0.08949742251656279,-0.007552204118294714,3.1307011788685424,0.25171637002227154,0.10398637261821339,2.420666897829485
    10. 

  10. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,0.0008,0.001,-5e-05,long_rotation_riskoff00,1.12,0.28,0.7750760798873007,0.21605561783823024,0.09448020382673339,-0.0064564344453601485,3.133848840060409,0.2518672961600661,0.10428289833369389,2.4152310703344497
    11. 

  11. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04,0.001,0.001,-5e-05,long_rotation_riskoff00,1.18,0.26,0.795033317554471,0.21300820550441957,0.0868963232404405,-0.007624810516245417,3.136424833144525,0.2519907396207046,0.10516071634075132,2.396244038545547
    12. 

  12. fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,0.001,0.001,-5e-05,long_rotation_riskoff00,1.2,0.25,0.8070863050804267,0.2125815566576139,0.08418450368895436,-0.007706463182654111,3.1452389676604815,0.2524126304439971,0.10484978038226504,2.4073739546591533
    13. 

  13. fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,0.001,0.001,-5e-05,long_rotation_riskoff00,1.15,0.28,0.7781140232416393,0.2147917713094829,0.09217511099512588,-0.007552204118295713,3.1538431422819357,0.2528237437906824,0.10612297025250342,2.382365883551194
    14. 

  14. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03,0.0008,0.001,-5e-05,long_rotation_riskoff00,1.18,0.25,0.811649406580851,0.21490052709923413,0.08636053852615433,-0.006683089038499568,3.1638892121644826,0.25330284583604046,0.10332351127145994,2.451550888263394
    15. 

  15. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,0.001,0.001,0.0,long_rotation_riskoff00,1.12,0.28,0.7875960472225148,0.21829737812998973,0.094399957710948,-0.00582117547519212,3.175108211789828,0.25383673686619024,0.10090329800795178,2.5156436100451978
    16. 

  16. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00,0.001,0.001,5e-05,long_rotation_riskoff00,1.12,0.28,0.7875960472225148,0.21829737812998973,0.094399957710948,-0.00582117547519212,3.175108211789828,0.25383673686619024,0.10090329800795178,2.5156436100451978
    17. 

  17. fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00,0.0008,0.001,-5e-05,long_rotation_riskoff00,1.18,0.26,0.8035941607659249,0.21115344146323234,0.08174194240415122,-0.006776490402819357,3.1812698035583225,0.2541294418768867,0.10147003005146533,2.5044778418612164
    18. 

  18. fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06,0.001,0.001,-5e-05,long_rotation_riskoff00,1.15,0.3,0.7947164796738555,0.2114300251052441,0.09040058195702882,-0.006697900984060423,3.184133495357665,0.25426535733780553,0.11271006409390946,2.2559241659729063
    19. 

  19. fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,0.001,0.001,-5e-05,long_rotation_riskoff00,1.15,0.3,0.7924605498914685,0.22463393607066307,0.1006133187907372,-0.006697900984059979,3.1888903490472273,0.25449095237969654,0.11430686404494189,2.2263838178575055
    20. 

  20. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,0.001,0.001,0.0,long_rotation_riskoff00,1.12,0.28,0.7885038404121727,0.21998604258044652,0.09708957726957279,-0.005821175475190676,3.198495432194653,0.25494581946706507,0.10304708464606566,2.4740711524515597
    21. 

  21. fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06,0.001,0.001,5e-05,long_rotation_riskoff00,1.12,0.28,0.7885038404121727,0.21998604258044652,0.09708957726957279,-0.005821175475190676,3.198495432194653,0.25494581946706507,0.10304708464606566,2.4740711524515597
    22.