swing-report.md 34 KB
Short-Bias Swing Search
Run command: rtk .venv/bin/python /home/lxy/okx-codex-trader/scripts/search_short_bias_swing.py --years 10.0
Output files:
reports/short-bias/swing-totals.csvreports/short-bias/swing-monthly-returns.csvreports/short-bias/swing-yearly-distribution.csvreports/short-bias/swing-trades.csvreports/short-bias/swing-qualified.csvreports/short-bias/swing-summary.jsonreports/short-bias/swing-report.md
Scope: BTC-USDT-SWAP and ETH-USDT-SWAP, resampled from local 15m cache to 1H/4H/1D. SOL was not included because no local SOL cache exists. Cost: 0.04% single-side taker fee; closed trades subtract 0.08% roundtrip. Candidate families: Donchian breakdown, EMA death cross, moving-average rebound short, BTC risk-off short ETH, and volatility-expansion breakdown.
Conclusion: Usable short-biased candidates found: 12 meet positive total return, positive 3y/1y/6m/3m returns, Calmar >= 0.5, profit_factor >= 1.1, and at least 20 trades.
Top candidates
| name | symbol | bar | family | total_return | annualized_return | max_drawdown | calmar | trades | win_rate | payoff_ratio | profit_factor | short_trade_ratio | return_3y | return_1y | return_6m | return_3m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2.85265 | 0.237528 | 0.249251 | 0.952967 | 75 | 0.466667 | 2.41505 | 2.11317 | 1 | 0.201816 | 0.130983 | 0.174978 | 0.0809061 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 4.49924 | 0.310484 | 0.332678 | 0.933287 | 88 | 0.431818 | 2.57728 | 1.95873 | 1 | 0.498993 | 0.327595 | 0.43043 | 0.33802 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 3.10854 | 0.250167 | 0.293161 | 0.853343 | 70 | 0.514286 | 2.08828 | 2.21112 | 1 | 0.214339 | 0.211208 | 0.187927 | 0.0809061 |
| btc_riskoff_eth-eth-1D-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold80-btc_fast20-btc_slow80-btc_lookback3-eth_lookback3-btc_drop0.015-eth_max_return0.01 | ETH-USDT-SWAP | 1D | btc_riskoff_eth | 4.80878 | 0.332173 | 0.401078 | 0.828199 | 105 | 0.409524 | 2.91718 | 2.02321 | 1 | 1.18124 | 0.749234 | 0.876392 | 0.148435 |
| vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 3.50249 | 0.269565 | 0.337105 | 0.799647 | 84 | 0.428571 | 2.4741 | 1.85557 | 1 | 0.496896 | 0.22543 | 0.401282 | 0.33802 |
| donchian_breakdown-eth-4H-fast20-slow80-entry55-exit20-atr14-stop_atr3.0-take_atr5.0-max_hold120 | ETH-USDT-SWAP | 4H | donchian_breakdown | 2.9539 | 0.242845 | 0.311855 | 0.778711 | 123 | 0.430894 | 2.13375 | 1.61556 | 1 | 0.293402 | 0.0895186 | 0.0801566 | 0.0135063 |
| vol_expansion_short-btc-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 3.15 | 0.253746 | 0.329939 | 0.769071 | 61 | 0.52459 | 2.22753 | 2.45796 | 1 | 0.144107 | 0.193488 | 0.170548 | 0.0809061 |
| vol_expansion_short-eth-4H-fast50-slow200-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2.5195 | 0.222303 | 0.304849 | 0.729224 | 73 | 0.438356 | 2.33472 | 1.82222 | 1 | 0.420608 | 0.278684 | 0.351903 | 0.33802 |
| btc_riskoff_eth-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-btc_fast20-btc_slow80-btc_lookback12-eth_lookback3-btc_drop0.04-eth_max_return0.01 | ETH-USDT-SWAP | 4H | btc_riskoff_eth | 5.01708 | 0.328178 | 0.474515 | 0.691608 | 263 | 0.365019 | 2.54368 | 1.46223 | 1 | 0.367549 | 0.0549427 | 0.184356 | 0.0618872 |
| vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2.27971 | 0.207328 | 0.341586 | 0.606957 | 95 | 0.4 | 2.41163 | 1.60775 | 1 | 0.138402 | 0.154898 | 0.188869 | 0.0973987 |
Monthly returns for top 3
| name | symbol | bar | family | month | start_equity | end_equity | return |
|---|---|---|---|---|---|---|---|
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2022-11 | 28190 | 33561.2 | 0.190535 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2022-12 | 33561.2 | 34086.7 | 0.0156593 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-01 | 34086.7 | 34086.7 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-02 | 34086.7 | 34590.4 | 0.0147776 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-03 | 34590.4 | 32584.6 | -0.0579889 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-04 | 32584.6 | 33833.6 | 0.0383306 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-05 | 33833.6 | 33511.9 | -0.00950826 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-06 | 33511.9 | 32906.3 | -0.0180704 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-07 | 32906.3 | 32801.7 | -0.00317844 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-08 | 32801.7 | 33514.1 | 0.0217181 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-09 | 33514.1 | 33514.1 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-10 | 33514.1 | 33514.1 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-11 | 33514.1 | 33514.1 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023-12 | 33514.1 | 33514.1 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-01 | 33514.1 | 34088.3 | 0.0171323 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-02 | 34088.3 | 34088.3 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-03 | 34088.3 | 32789.7 | -0.0380942 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-04 | 32789.7 | 33930.8 | 0.0347993 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-05 | 33930.8 | 33930.8 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-06 | 33930.8 | 33575.1 | -0.0104821 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-07 | 33575.1 | 34527.9 | 0.0283781 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-08 | 34527.9 | 35377 | 0.0245917 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-09 | 35377 | 35581 | 0.0057657 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-10 | 35581 | 34664.9 | -0.0257447 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-11 | 34664.9 | 34664.9 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024-12 | 34664.9 | 35370.8 | 0.020363 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-01 | 35370.8 | 35370.8 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-02 | 35370.8 | 38940.4 | 0.100918 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-03 | 38940.4 | 35798 | -0.080696 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-04 | 35798 | 33921 | -0.0524334 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-05 | 33921 | 33921 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-06 | 33921 | 32436.2 | -0.0437739 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-07 | 32436.2 | 32436.2 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-08 | 32436.2 | 31374.7 | -0.0327255 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-09 | 31374.7 | 31276.6 | -0.00312703 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-10 | 31276.6 | 34895.2 | 0.115699 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-11 | 34895.2 | 36559.1 | 0.0476827 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025-12 | 36559.1 | 35083.9 | -0.0403507 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026-01 | 35083.9 | 35456.9 | 0.0106306 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026-02 | 35456.9 | 41085.4 | 0.158742 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026-03 | 41085.4 | 41085.4 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026-04 | 41085.4 | 41085.4 | 0 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026-05 | 41085.4 | 41085.4 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-01 | 10000 | 10000 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-02 | 10000 | 9859.4 | -0.0140605 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-03 | 9859.4 | 15100.5 | 0.531589 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-04 | 15100.5 | 15100.5 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-05 | 15100.5 | 14714.8 | -0.0255431 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-06 | 14714.8 | 14714.8 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-07 | 14714.8 | 14714.8 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-08 | 14714.8 | 14714.8 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-09 | 14714.8 | 16835.6 | 0.144124 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-10 | 16835.6 | 16644.1 | -0.0113749 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-11 | 16644.1 | 16329.9 | -0.0188788 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020-12 | 16329.9 | 15600.7 | -0.0446511 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-01 | 15600.7 | 12078.6 | -0.225769 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-02 | 12078.6 | 15281 | 0.265134 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-03 | 15281 | 13708.2 | -0.102925 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-04 | 13708.2 | 12704 | -0.0732581 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-05 | 12704 | 15940 | 0.25473 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-06 | 15940 | 16131.1 | 0.0119881 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-07 | 16131.1 | 16131.1 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-08 | 16131.1 | 16131.1 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-09 | 16131.1 | 14528.9 | -0.0993279 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-10 | 14528.9 | 14528.9 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-11 | 14528.9 | 14093.7 | -0.0299537 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021-12 | 14093.7 | 15185.3 | 0.0774523 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-01 | 15185.3 | 18894 | 0.244235 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-02 | 18894 | 16809.2 | -0.110344 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-03 | 16809.2 | 16809.2 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-04 | 16809.2 | 17051.6 | 0.014419 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-05 | 17051.6 | 20615.7 | 0.209023 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-06 | 20615.7 | 29268.5 | 0.419717 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-07 | 29268.5 | 28131.3 | -0.0388539 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-08 | 28131.3 | 28552.1 | 0.0149593 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-09 | 28552.1 | 28739.4 | 0.00655751 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-10 | 28739.4 | 28739.4 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-11 | 28739.4 | 35687.1 | 0.24175 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022-12 | 35687.1 | 36536.1 | 0.0237893 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-01 | 36536.1 | 36536.1 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-02 | 36536.1 | 36852.2 | 0.00865146 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-03 | 36852.2 | 34442.7 | -0.0653827 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-04 | 34442.7 | 36686.3 | 0.0651397 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-05 | 36686.3 | 36686.3 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-06 | 36686.3 | 34718 | -0.0536508 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-07 | 34718 | 34718 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-08 | 34718 | 36867.6 | 0.0619163 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-09 | 36867.6 | 36661.6 | -0.00558929 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-10 | 36661.6 | 36661.6 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-11 | 36661.6 | 36661.6 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023-12 | 36661.6 | 36661.6 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-01 | 36661.6 | 36173.7 | -0.0133068 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-02 | 36173.7 | 36173.7 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-03 | 36173.7 | 36244.7 | 0.00196207 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-04 | 36244.7 | 34360.3 | -0.0519903 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-05 | 34360.3 | 34360.3 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-06 | 34360.3 | 33133.8 | -0.0356968 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-07 | 33133.8 | 33936.9 | 0.0242405 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-08 | 33936.9 | 36355.1 | 0.0712549 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-09 | 36355.1 | 37405.3 | 0.0288858 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-10 | 37405.3 | 35558.2 | -0.0493784 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-11 | 35558.2 | 35558.2 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024-12 | 35558.2 | 37666.7 | 0.0592947 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-01 | 37666.7 | 33884.2 | -0.100418 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-02 | 33884.2 | 42448.7 | 0.252756 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-03 | 42448.7 | 35654.7 | -0.160051 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-04 | 35654.7 | 41422.6 | 0.16177 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-05 | 41422.6 | 41422.6 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-06 | 41422.6 | 37876.4 | -0.0856109 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-07 | 37876.4 | 37876.4 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-08 | 37876.4 | 35527.1 | -0.0620247 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-09 | 35527.1 | 35450.6 | -0.00215343 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-10 | 35450.6 | 38444.7 | 0.0844578 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-11 | 38444.7 | 37588.6 | -0.0222675 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025-12 | 37588.6 | 34866.6 | -0.072416 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2026-01 | 34866.6 | 35200 | 0.00956199 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2026-02 | 35200 | 54992.4 | 0.562286 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2026-03 | 54992.4 | 54992.4 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2026-04 | 54992.4 | 54992.4 | 0 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2026-05 | 54992.4 | 54992.4 | 0 |
Year distribution for top 3
| name | symbol | bar | family | year | start_equity | end_equity | return |
|---|---|---|---|---|---|---|---|
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2020 | 10000 | 18900.2 | 0.890018 |
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2021 | 18900.2 | 17722 | -0.0623361 |
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2022 | 17722 | 33329.2 | 0.880666 |
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023 | 33329.2 | 31898.6 | -0.0429248 |
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024 | 31898.6 | 34724.9 | 0.0886049 |
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025 | 34724.9 | 32898.8 | -0.0525874 |
| vol_expansion_short-btc-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026 | 32898.8 | 38526.5 | 0.17106 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2020 | 10000 | 19543.2 | 0.954319 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2021 | 19543.2 | 16468.4 | -0.157331 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2022 | 16468.4 | 34086.7 | 1.06982 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2023 | 34086.7 | 33514.1 | -0.0167992 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2024 | 33514.1 | 35370.8 | 0.0554016 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2025 | 35370.8 | 35083.9 | -0.00811084 |
| vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | BTC-USDT-SWAP | 4H | vol_expansion_short | 2026 | 35083.9 | 41085.4 | 0.17106 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2020 | 10000 | 15600.7 | 0.560072 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2021 | 15600.7 | 15185.3 | -0.0266313 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2022 | 15185.3 | 36536.1 | 1.40602 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2023 | 36536.1 | 36661.6 | 0.00343438 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2024 | 36661.6 | 37666.7 | 0.0274157 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2025 | 37666.7 | 34866.6 | -0.0743382 |
| vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | ETH-USDT-SWAP | 4H | vol_expansion_short | 2026 | 34866.6 | 54992.4 | 0.577224 |