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trend-swing-best.json

trend-swing-best.json 2.7 KB
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  1. [
    2. 

  2.   {
    3. 

  3.     "name": "ETH-USDT-SWAP-1D-ema_cross-f30-s120-e20-x10-a14-sl2.0-tp4.0-mh60",
    4. 

  4.     "symbol": "ETH-USDT-SWAP",
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  5.     "bar": "1D",
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  6.     "family": "ema_cross",
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  11.     "atr": 14,
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  15.     "first_candle": "2020-04-23 00:00",
    16. 

  16.     "last_candle": "2026-05-03 00:00",
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  17.     "fee_single_side": 0.0004,
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  18.     "roundtrip_cost_on_margin": 0.0024000000000000002,
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  21.     "annualized_return": 0.5751827650554591,
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    23. 

  23.     "calmar": 1.9160157447114374,
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  24.     "trades": 12,
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  25.     "win_rate": 0.5833333333333334,
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  26.     "payoff_ratio": 5.069663612761027,
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  27.     "return_3y": 6.409455448113538,
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  30.     "return_3m": 0.0
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  31.   },
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  32.   {
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  33.     "name": "ETH-USDT-SWAP-1D-ema_cross-f30-s120-e20-x10-a14-sl3.0-tp6.0-mh60",
    34. 

  34.     "symbol": "ETH-USDT-SWAP",
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  57.     "return_3y": 3.1733288775937707,
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  59.     "return_6m": 0.18569000000000013,
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  60.     "return_3m": 0.0
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  61.   },
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  62.   {
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  63.     "name": "ETH-USDT-SWAP-1D-ema_cross-f30-s120-e55-x20-a14-sl2.0-tp4.0-mh60",
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  64.     "symbol": "ETH-USDT-SWAP",
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  76.     "last_candle": "2026-05-03 00:00",
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  77.     "fee_single_side": 0.0004,
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  79.     "worst_month_return": -0.4129019999999999,
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  80.     "total_return": 11.200270884764993,
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  81.     "annualized_return": 0.5141074011261888,
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  82.     "max_drawdown": 0.42083194546999997,
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  83.     "calmar": 1.2216453780665713,
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  84.     "trades": 12,
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  85.     "win_rate": 0.6666666666666666,
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  86.     "payoff_ratio": 2.243936427955074,
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  87.     "return_3y": 4.047611499951797,
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  89.     "return_6m": 0.07074500000000006,
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  90.     "return_3m": 0.0
    91. 

  91.   }
    92. 

  92. ]
    93.