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recent-market-adaptation
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strategy-horizons.csv

strategy-horizons.csv 6.0 KB
Постоянная ссылка История Исходник

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  1. strategy,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,trades,trades_per_30d,win_rate,profit_factor,avg_trade_return
    2. 

  2. btc-lead-momentum,full,2019-12-25 00:15,2026-05-19 07:45,-0.9999999998976633,-0.9724612683680345,0.9999999999151225,-0.9724612684505746,10024,128.6605877476803,0.3932561851556265,0.8527709738173547,-0.0019693092407505916
    3. 

  3. btc-lead-momentum,3y,2023-05-19 07:45,2026-05-19 07:45,-0.9989866385549565,-0.8993457506034671,0.999208758392449,-0.9000579138741298,3381,92.5456204379562,0.40343093759242826,0.8653637594368756,-0.0017278124278301342
    4. 

  4. btc-lead-momentum,1y,2025-05-19 07:45,2026-05-19 07:45,-0.7391299311855161,-0.7391299311855161,0.9099464907803403,-0.8122784566723945,1103,90.65753424657535,0.4170444242973708,0.9292911716595117,-0.0008965311075747598
    5. 

  5. btc-lead-momentum,6m,2025-11-19 07:45,2026-05-19 07:45,-0.8829881546991446,-0.9867865583224869,0.9099464907803403,-1.0844446001173662,666,110.38674033149171,0.3783783783783784,0.784271835414917,-0.002909498768671064
    6. 

  6. btc-lead-momentum,3m,2026-02-19 07:45,2026-05-19 07:45,-0.6305812634798883,-0.9831600176296197,0.7556341802577634,-1.3011058039939938,313,105.50561797752809,0.3801916932907348,0.7828752443990451,-0.0028765968978535514
    7. 

  7. btc-lead-momentum,30d,2026-04-19 07:45,2026-05-19 07:45,-0.2182774653437234,-0.9500187611214275,0.32527278606103865,-2.9206831983268127,65,65.0,0.35384615384615387,0.7161421423155861,-0.00352348448867505
    8. 

  8. btc-lead-momentum,14d,2026-05-05 07:45,2026-05-19 07:45,0.12344875673040501,19.796771243804347,0.06757218453333255,292.97219529788674,23,49.285714285714285,0.5217391304347826,1.714796960979869,0.00531623798279631
    9. 

  9. eth-btc-relative-weakness-short,full,2019-12-25 00:15,2026-05-19 07:45,-0.9877010680714006,-0.4968362121704051,0.9885040975577316,-0.5026142161655414,1381,17.725486001550927,0.36278059377262856,0.8033573396528738,-0.0028274552914042644
    10. 

  10. eth-btc-relative-weakness-short,3y,2023-05-19 07:45,2026-05-19 07:45,-0.8044202007602975,-0.419248688281496,0.817190118232154,-0.5130369040541829,502,13.74087591240876,0.3745019920318725,0.7929443412830687,-0.002907228111286119
    11. 

  11. eth-btc-relative-weakness-short,1y,2025-05-19 07:45,2026-05-19 07:45,-0.2300671043119069,-0.2300671043119069,0.3315200453813764,-0.6939764503447767,82,6.739726027397261,0.36585365853658536,0.8058696505167575,-0.0028258019356990497
    12. 

  12. eth-btc-relative-weakness-short,6m,2025-11-19 07:45,2026-05-19 07:45,-0.22786195375004148,-0.4063527024717568,0.27827686963513176,-1.4602460599925327,34,5.6353591160221,0.29411764705882354,0.5510674613138075,-0.007273981624138994
    13. 

  13. eth-btc-relative-weakness-short,3m,2026-02-19 07:45,2026-05-19 07:45,-0.05942917836744677,-0.22218688659383012,0.12084151141705392,-1.8386635849580553,10,3.3707865168539324,0.3,0.6411060807743519,-0.005766641203880327
    14. 

  14. eth-btc-relative-weakness-short,30d,2026-04-19 07:45,2026-05-19 07:45,0.03433724696356277,0.5079594504160714,0.0,0.0,1,1.0,1.0,0.0,0.034337246963562766
    15. 

  15. eth-btc-relative-weakness-short,14d,2026-05-05 07:45,2026-05-19 07:45,0.0,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0
    16. 

  16. eth-compression-breakout,full,2019-12-25 00:15,2026-05-19 07:45,-0.9645635029666804,-0.40642041242750304,0.9835761563568581,-0.4132068572431384,2421,31.074150332914407,0.38909541511771994,0.9344153166059748,-0.0009412249684747143
    17. 

  17. eth-compression-breakout,3y,2023-05-19 07:45,2026-05-19 07:45,-0.9354887291434024,-0.5986032065670557,0.9557442036017817,-0.626321566284349,1055,28.877737226277375,0.3706161137440758,0.8392360085704093,-0.0022113034187544556
    18. 

  18. eth-compression-breakout,1y,2025-05-19 07:45,2026-05-19 07:45,-0.2804020880170608,-0.2804020880170608,0.4827504560672699,-0.5808427200698233,330,27.123287671232877,0.4,0.9572883694475499,-0.0005815159901419307
    19. 

  19. eth-compression-breakout,6m,2025-11-19 07:45,2026-05-19 07:45,-0.004594220967091833,-0.009242955270943654,0.30304640084662576,-0.030500132141881426,162,26.85082872928177,0.41358024691358025,1.0292937735699408,0.0003771621711294148
    20. 

  20. eth-compression-breakout,3m,2026-02-19 07:45,2026-05-19 07:45,0.3024123769331648,1.9552746004097123,0.23169238454157426,8.439097401834816,86,28.988764044943817,0.45348837209302323,1.3237955538889141,0.0038226215892725123
    21. 

  21. eth-compression-breakout,30d,2026-04-19 07:45,2026-05-19 07:45,-0.10816396192595656,-0.7516098429014214,0.23169238454157426,-3.243998909970882,24,24.0,0.2916666666666667,0.5974342579511337,-0.004955583401641464
    22. 

  22. eth-compression-breakout,14d,2026-05-05 07:45,2026-05-19 07:45,-0.11800580482263134,-0.9621371245633811,0.19024360793860803,-5.057395278551827,13,27.857142857142858,0.23076923076923078,0.4175575774863744,-0.009340110043420818
    23. 

  23. recent-style-router,full,2019-12-25 00:15,2026-05-19 07:45,-0.984214298625294,-0.4768372453837778,0.9937262116517644,-0.4798477083453222,3106,39.866299435783624,0.40019317450096586,0.929744901395893,-0.0009528583405892506
    24. 

  24. recent-style-router,3y,2023-05-19 07:45,2026-05-19 07:45,-0.9758332283312269,-0.7105559666105619,0.9813254286486933,-0.7240778093246937,1449,39.66240875912409,0.38923395445134573,0.8291136067018477,-0.0022385528422652224
    25. 

  25. recent-style-router,1y,2025-05-19 07:45,2026-05-19 07:45,-0.7175347482203172,-0.7175347482203172,0.7625818732318109,-0.9409281460879936,541,44.465753424657535,0.3974121996303142,0.8465961290499245,-0.002006633927100187
    26. 

  26. recent-style-router,6m,2025-11-19 07:45,2026-05-19 07:45,-0.7531088899737602,-0.9404417492095117,0.7625818732318109,-1.2332338103237797,335,55.52486187845304,0.3611940298507463,0.7162647081189943,-0.0038694944993612093
    27. 

  27. recent-style-router,3m,2026-02-19 07:45,2026-05-19 07:45,-0.5343821055274585,-0.9564940540081195,0.5900755365456327,-1.6209688332574186,188,63.37078651685393,0.35638297872340424,0.7240719338341546,-0.003757436384965242
    28. 

  28. recent-style-router,30d,2026-04-19 07:45,2026-05-19 07:45,-0.18994640161628928,-0.9229243210044867,0.19593249830405818,-4.710419807806692,23,23.0,0.21739130434782608,0.37093028568590675,-0.00890175956307943
    29. 

  29. recent-style-router,14d,2026-05-05 07:45,2026-05-19 07:45,-0.051333285238095105,-0.746883474208278,0.05133328523809511,-14.549691700892852,2,4.285714285714286,0.0,0.0,-0.026004761904761874
    30.