strategy-summary.csv 1.6 KB

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  1. strategy,description,total_return,annualized_return,max_drawdown,calmar,trades,trades_per_30d,win_rate,profit_factor,avg_trade_return,first_candle,last_candle,min_recent_return
  2. eth-btc-relative-weakness-short,"Short ETH when BTC is rising over 6h while ETH/BTC keeps falling; fixed stop, take-profit, or 6h max hold.",-0.9877010680714006,-0.4968362121704051,0.9885040975577316,-0.5026142161655414,1381,17.725486001550927,0.36278059377262856,0.8033573396528738,-0.0028274552914042644,2019-12-25 00:15,2026-05-19 07:45,-0.05942917836744677
  3. eth-compression-breakout,"Trade ETH 15m close breakouts from a compressed 12h range; fixed stop, take-profit, or 6h max hold.",-0.9645635029666804,-0.40642041242750304,0.9835761563568581,-0.4132068572431384,2421,31.074150332914407,0.38909541511771994,0.9344153166059748,-0.0009412249684747143,2019-12-25 00:15,2026-05-19 07:45,-0.11800580482263134
  4. recent-style-router,"Use prior 30d ETH-vs-BTC relative return and prior 90d volatility: relative weakness routes short, trend/high-vol routes breakout, otherwise BTC lead momentum.",-0.984214298625294,-0.4768372453837778,0.9937262116517644,-0.4798477083453222,3106,39.866299435783624,0.40019317450096586,0.929744901395893,-0.0009528583405892506,2019-12-25 00:15,2026-05-19 07:45,-0.5343821055274585
  5. btc-lead-momentum,"Trade ETH in the direction of BTC 2h momentum when ETH confirms over 1h; fixed stop, take-profit, or 4h max hold.",-0.9999999998976633,-0.9724612683680345,0.9999999999151225,-0.9724612684505746,10024,128.6605877476803,0.3932561851556265,0.8527709738173547,-0.0019693092407505916,2019-12-25 00:15,2026-05-19 07:45,-0.6305812634798883