mean-reversion-report.md 29 KB

Mean reversion strategy expansion

Run command: rtk .venv/bin/python /home/lxy/okx-codex-trader/scripts/search_expansion_mean_reversion.py --years 10.0

Output files:

  • reports/strategy-expansion/mean-reversion-totals.csv
  • reports/strategy-expansion/mean-reversion-horizons.csv
  • reports/strategy-expansion/mean-reversion-monthly-returns.csv
  • reports/strategy-expansion/mean-reversion-best.json
  • reports/strategy-expansion/mean-reversion-report.md

Scope: ETH/BTC 1H/4H/1D mean-reversion search from 15m OKX cache. Families: RSI2/RSI4 pullback, Bollinger/Keltner squeeze reversal, and range-band reversal. Cost: 0.04% single-side taker, roundtrip cost on margin at 3x = 0.002400.

Top candidates

name symbol bar family trades net_total_return net_annualized_return net_max_drawdown net_calmar win_rate payoff_ratio return_3y return_1y return_6m return_3m worst_month_return
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 ETH-USDT-SWAP 4H rsi 71 2.18849 0.204271 0.255921 0.798177 0.788732 0.61539 0.260487 0.0532755 -0.0878527 -0.0878527 -0.255921
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 ETH-USDT-SWAP 4H rsi 76 1.73517 0.175027 0.230136 0.760538 0.763158 0.61468 0.32603 0.0488439 -0.0587297 -0.0587297 -0.158953
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid0-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H rsi 40 0.818698 0.0991183 0.1374 0.721385 0.85 0.491217 0.174847 0.0284824 0.0405939 -0.0201669 -0.1374
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 ETH-USDT-SWAP 4H rsi 115 2.175 0.203452 0.446347 0.455817 0.713043 0.648561 0.0950134 0.317771 0.0477012 0.0477012 -0.255921
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 ETH-USDT-SWAP 4H rsi 32 0.454509 0.061899 0.1374 0.450502 0.75 0.655547 0.120293 0.058014 -0.025122 -0.025122 -0.1374
ETH-USDT-SWAP-1H-range_band-long-r4-20-55-bb20-1.8-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H range_band 169 1.21989 0.134288 0.335768 0.399944 0.733728 0.518736 0.138257 0.0285367 -0.0483529 -0.11728 -0.280224
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 ETH-USDT-SWAP 4H rsi 119 1.16082 0.131459 0.350698 0.37485 0.689076 0.636774 0.0225686 0.203876 0.0264778 0.0264778 -0.153458
ETH-USDT-SWAP-1H-bb_squeeze-long-r4-20-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H bb_squeeze 121 0.965036 0.112641 0.34592 0.325627 0.768595 0.44602 0.119917 0.0154194 -0.0481882 -0.117127 -0.171545
ETH-USDT-SWAP-1H-range_band-long-r4-20-55-bb20-2.2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H range_band 96 0.864295 0.103427 0.325305 0.317939 0.739583 0.539631 0.473111 -0.0332926 -0.0835359 -0.149915 -0.179064
BTC-USDT-SWAP-1H-range_band-long-r4-20-55-bb20-1.8-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid1-mh48-sl0.045-cd12 BTC-USDT-SWAP 1H range_band 108 0.424856 0.0573113 0.248438 0.230687 0.694444 0.614946 -0.0523015 0.0305818 -0.0260969 -0.0260969 -0.158096
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 ETH-USDT-SWAP 4H rsi 36 0.283308 0.0407952 0.227129 0.179613 0.694444 0.661237 0.0985145 0.0772319 0.0060039 0.0060039 -0.158953
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid0-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H rsi 41 0.244334 0.0352218 0.288696 0.122003 0.804878 0.347771 -0.045554 -0.0529502 -0.00876749 -0.0201669 -0.1374
ETH-USDT-SWAP-1H-range_band-long-r4-20-55-bb40-1.8-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H range_band 49 0.290498 0.0412106 0.375389 0.109781 0.714286 0.556705 -0.117689 0.109046 0 0 -0.255921
ETH-USDT-SWAP-1H-range_band-long-r4-20-55-bb20-1.8-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H range_band 165 0.261395 0.0374566 0.624458 0.0599825 0.715152 0.467425 0.0260721 0.125519 0.0257796 0.000701051 -0.280224
BTC-USDT-SWAP-1H-range_band-long-r4-20-55-bb20-1.8-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid1-mh48-sl0.045-cd12 BTC-USDT-SWAP 1H range_band 108 0.157234 0.0233019 0.399594 0.0583141 0.666667 0.594068 0.201582 -0.00927712 -0.00478631 -0.0260969 -0.168765
BTC-USDT-SWAP-1H-bb_squeeze-long-r4-20-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid1-mh48-sl0.045-cd12 BTC-USDT-SWAP 1H bb_squeeze 68 0.0954552 0.0144532 0.269592 0.0536114 0.647059 0.638723 -0.0998684 -0.0380454 -0.0352082 -0.0352082 -0.177054
ETH-USDT-SWAP-1H-range_band-long-r4-20-55-bb40-1.8-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H range_band 48 0.128126 0.0192318 0.419802 0.0458115 0.6875 0.55505 -0.09403 0.0906973 0 0 -0.255921
BTC-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid0-mh48-sl0.045-cd12 BTC-USDT-SWAP 1H rsi 23 0.0403226 0.0062549 0.265969 0.0235174 0.695652 0.525992 0.110123 0.0215843 0.0013881 -0.023339 -0.1374
ETH-USDT-SWAP-1H-range_band-long-r4-20-55-bb40-2.2-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H range_band 30 0.0424971 0.00661217 0.340785 0.0194028 0.733333 0.42287 -0.155089 0.0591936 0 0 -0.153769
ETH-USDT-SWAP-1H-bb_squeeze-long-r4-20-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt400-bm24-0-mid1-mh48-sl0.045-cd12 ETH-USDT-SWAP 1H bb_squeeze 117 0.0523263 0.00810914 0.590474 0.0137333 0.717949 0.435647 -0.0716823 0.050255 0.000701051 0.000701051 -0.171545

Horizon metrics for top five

name horizon horizon_start horizon_end net_total_return net_annualized_return net_max_drawdown net_calmar trades win_rate payoff_ratio
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid0-mh48-sl0.045-cd12 full 2020-01-05 2026-05-03 0.818698 0.0991183 0.1374 0.721385 40 0.85 0.491217
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid0-mh48-sl0.045-cd12 3y 2023-05-03 2026-05-03 0.174847 0.0551298 0.1374 0.401236 27 0.851852 0.280941
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid0-mh48-sl0.045-cd12 1y 2025-05-03 2026-05-03 0.0284824 0.0284824 0.1374 0.207296 11 0.818182 0.279365
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid0-mh48-sl0.045-cd12 6m 2025-11-03 2026-05-03 0.0405939 0.0835501 0.025852 3.23186 4 0.75 0.867347
ETH-USDT-SWAP-1H-rsi-long-r4-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm24-0-mid0-mh48-sl0.045-cd12 3m 2026-02-03 2026-05-03 -0.0201669 -0.0801569 0.025852 -3.10061 2 0.5 0.225747
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 full 2020-02-07 2026-05-03 2.175 0.203452 0.446347 0.455817 115 0.713043 0.648561
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 3y 2023-05-03 2026-05-03 0.0950134 0.0306894 0.29936 0.102517 56 0.678571 0.555907
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 1y 2025-05-03 2026-05-03 0.317771 0.317771 0.1374 2.31274 19 0.736842 0.733818
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 6m 2025-11-03 2026-05-03 0.0477012 0.0985258 0.072728 1.35472 5 0.6 1.06252
ETH-USDT-SWAP-4H-rsi-long-r2-12-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 3m 2026-02-03 2026-05-03 0.0477012 0.210587 0.072728 2.89555 5 0.6 1.06252
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 full 2020-02-07 2026-05-03 0.454509 0.061899 0.1374 0.450502 32 0.75 0.655547
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 3y 2023-05-03 2026-05-03 0.120293 0.0385536 0.1374 0.280594 17 0.705882 0.644555
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 1y 2025-05-03 2026-05-03 0.058014 0.058014 0.0474652 1.22224 6 0.666667 1.10996
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 6m 2025-11-03 2026-05-03 -0.025122 -0.0500136 0.025122 -1.99083 1 0 0
ETH-USDT-SWAP-4H-rsi-long-r2-5-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 3m 2026-02-03 2026-05-03 -0.025122 -0.0990853 0.025122 -3.94416 1 0 0
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 full 2020-02-07 2026-05-03 1.73517 0.175027 0.230136 0.760538 76 0.763158 0.61468
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 3y 2023-05-03 2026-05-03 0.32603 0.098535 0.1374 0.71714 35 0.714286 0.649009
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 1y 2025-05-03 2026-05-03 0.0488439 0.0488439 0.0925696 0.527645 11 0.545455 1.14475
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 6m 2025-11-03 2026-05-03 -0.0587297 -0.114899 0.0878527 -1.30785 3 0.333333 0.717169
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 3m 2026-02-03 2026-05-03 -0.0587297 -0.219812 0.0878527 -2.50205 3 0.333333 0.717169
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 full 2020-02-07 2026-05-03 2.18849 0.204271 0.255921 0.798177 71 0.788732 0.61539
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 3y 2023-05-03 2026-05-03 0.260487 0.0801453 0.1374 0.583299 31 0.741935 0.541526
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 1y 2025-05-03 2026-05-03 0.0532755 0.0532755 0.0878527 0.606418 10 0.6 0.958772
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 6m 2025-11-03 2026-05-03 -0.0878527 -0.169254 0.0878527 -1.92657 2 0 0
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 3m 2026-02-03 2026-05-03 -0.0878527 -0.314162 0.0878527 -3.57601 2 0 0

Monthly returns for top five

name month return start_equity end_equity
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2022-10 0.032426 19337.1 19964.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2022-11 -0.00366603 19964.2 19891
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2022-12 -0.025034 19891 19393
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-01 0.039397 19393 20157
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-02 -0.0163535 20157 19827.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-03 0 19827.4 19827.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-04 0.040315 19827.4 20626.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-05 0 20626.7 20626.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-06 0.019489 20626.7 21028.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-07 0 21028.7 21028.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-08 0 21028.7 21028.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-09 -0.041963 21028.7 20146.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-10 0.0263452 20146.3 20677.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-11 -0.04224 20677.1 19803.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2023-12 0 19803.7 19803.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-01 0 19803.7 19803.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-02 0.106422 19803.7 21911.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-03 0.0636581 21911.2 23306.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-04 0 23306.1 23306.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-05 0.0452133 23306.1 24359.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-06 0.0504907 24359.8 25589.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-07 0 25589.7 25589.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-08 0 25589.7 25589.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-09 -0.0999024 25589.7 23033.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-10 0.070957 23033.3 24667.6
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-11 0.038638 24667.6 25620.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2024-12 0.0355461 25620.7 26531.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-01 -0.1374 26531.5 22886
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-02 0 22886 22886
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-03 0.050311 22886 24037.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-04 0.084888 24037.5 26077.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-05 0.012673 26077.9 26408.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-06 0 26408.4 26408.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-07 0.0836356 26408.4 28617.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-08 0 28617.1 28617.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-09 0.0291427 28617.1 29451.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-10 -0.013338 29451.1 29058.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-11 0 29058.3 29058.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2025-12 0 29058.3 29058.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2026-01 0 29058.3 29058.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2026-02 0 29058.3 29058.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2026-03 0 29058.3 29058.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2026-04 -0.0587297 29058.3 27351.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt100-bm12-0-mid0-mh24-sl0.045-cd6 2026-05 0 27351.7 27351.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-02 0.058324 10000 10583.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-03 0 10583.2 10583.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-04 0.202837 10583.2 12729.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-05 0.167167 12729.9 14857.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-06 0 14857.9 14857.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-07 0 14857.9 14857.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-08 0.00122903 14857.9 14876.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-09 0 14876.2 14876.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-10 0.131183 14876.2 16827.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-11 0.014521 16827.7 17072
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2020-12 0.0939489 17072 18675.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-01 0.041042 18675.9 19442.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-02 -0.1374 19442.4 16771.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-03 0.0930911 16771.1 18332.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-04 0 18332.3 18332.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-05 0 18332.3 18332.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-06 0 18332.3 18332.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-07 0 18332.3 18332.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-08 0.14485 18332.3 20987.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-09 -0.255921 20987.7 15616.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-10 0.129442 15616.5 17637.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-11 0.0738888 17637.9 18941.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2021-12 0 18941.2 18941.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-01 0 18941.2 18941.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-02 0.061134 18941.2 20099.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-03 3.2e-05 20099.1 20099.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-04 0 20099.8 20099.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-05 0 20099.8 20099.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-06 0 20099.8 20099.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-07 0 20099.8 20099.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-08 0.0873844 20099.8 21856.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-09 0.052335 21856.2 23000
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-10 0.032426 23000 23745.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-11 -0.00366603 23745.8 23658.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2022-12 -0.025034 23658.8 23066.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-01 0.039397 23066.5 23975.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-02 -0.0163535 23975.3 23583.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-03 0 23583.2 23583.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-04 0.0726168 23583.2 25295.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-05 0 25295.7 25295.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-06 0 25295.7 25295.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-07 0 25295.7 25295.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-08 0 25295.7 25295.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-09 -0.041963 25295.7 24234.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-10 0.0263452 24234.2 24872.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-11 -0.04224 24872.7 23822.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2023-12 0 23822.1 23822.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-01 0.011475 23822.1 24095.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-02 0.067766 24095.4 25728.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-03 0.0636581 25728.3 27366.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-04 0 27366.1 27366.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-05 0.065696 27366.1 29163.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-06 0.0504907 29163.9 30636.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-07 0 30636.4 30636.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-08 0 30636.4 30636.4
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-09 -0.0999024 30636.4 27575.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-10 0.0906551 27575.8 30075.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-11 0.038638 30075.7 31237.7
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2024-12 0.0355461 31237.7 32348.1
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-01 -0.1374 32348.1 27903.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-02 0 27903.5 27903.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-03 0 27903.5 27903.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-04 0.084888 27903.5 30272.2
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-05 0.012673 30272.2 30655.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-06 0 30655.8 30655.8
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-07 0.0788023 30655.8 33071.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-08 0 33071.5 33071.5
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-09 0.0291427 33071.5 34035.3
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-10 0.027047 34035.3 34955.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-11 0 34955.9 34955.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2025-12 0 34955.9 34955.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2026-01 0 34955.9 34955.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2026-02 0 34955.9 34955.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2026-03 0 34955.9 34955.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2026-04 -0.0878527 34955.9 31884.9
ETH-USDT-SWAP-4H-rsi-long-r2-8-55-bb20-2-kc1.5-sq8-vw24-vq240-0.75-bt200-bm12-0-mid0-mh24-sl0.045-cd6 2026-05 0 31884.9 31884.9