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bbmr-risk-portfolio-qualified.csv

bbmr-risk-portfolio-qualified.csv 28 KB
Lien permanent Historique Raw

123456789101112131415161718192021222324252627282930313233343536373839404142 
  1. label,symbol,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,win_rate,payoff_ratio,profit_factor,return_drawdown_ratio,trades,trades_per_month,worst_month,worst_month_return,months,positive_month_rate,negative_months,cost_model,roundtrip_cost_on_margin,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,score,ret_3y,dd_3y,calmar_3y,ret_1y,dd_1y,calmar_1y,ret_6m,dd_6m,calmar_6m,ret_3m,dd_3m,calmar_3m,risk_rank
    2. 

  2. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,3.823907173798312,0.28190836174304357,0.25605007090592546,1.100989196158507,0.47872848948374763,1.1771584783613194,1.0810859386326102,14.934216422081137,4184,55.06577365000293,2021-05,-0.16868135123582506,77,0.5974025974025974,31,gross,0.0,3.823907173798312,0.28190836174304357,0.25605007090592546,1.100989196158507,2.629537059516262,0.41061020171392193,0.24400502405330515,0.49749209602659467,0.37472025083388183,0.1375660118536537,2.723930466433228,0.25696623739185265,0.13756601185365377,4.230338175994018,0.22304967252284014,0.08242238881730718,15.320335059507142,2.415196808571073
    3. 

  3. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,3.1598801158174172,0.25229317888672864,0.3474442041333556,0.7261401280704449,0.4659135177249708,1.2904199767577151,1.1257055377113256,9.094640458024726,2567,33.78437881442579,2021-01,-0.1454511117185967,77,0.6363636363636364,28,gross,0.0,3.1598801158174172,0.25229317888672864,0.3474442041333556,0.7261401280704449,2.637807301499511,0.6737201628116356,0.22039549067142425,0.8489980697324716,0.3844763036247987,0.09176090583822821,4.189979382969684,0.31744343053983437,0.08605990250141601,8.578772830866553,0.3015124760705086,0.05090318349354579,37.55626072567485,1.5493673827066623
    4. 

  4. bbmr-l20-m2-sl0.005-vc0.006 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,2.599515384381662,0.2240209247886049,0.45991876144654126,0.48708803286043817,0.47287882557850214,1.162071253837549,1.042490638620846,5.65211859634871,8038,105.78840549682685,2022-02,-0.25221557820055707,77,0.5844155844155844,32,gross,0.0,2.599515384381662,0.2240209247886049,0.45991876144654126,0.48708803286043817,5.484262683317978,0.7151461032085067,0.45991876144654126,0.4279467972405241,1.1556836998710693,0.11359069258589152,10.174105585254706,0.6636041508221238,0.10988140770836258,16.156777846060873,0.38898796775390254,0.10988140770836267,25.397556989676982,1.3161200789984748
    5. 

  5. bbmr-l20-m2-sl0.005-vc0.006 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,3.2635424423625565,0.25716743205311876,0.5060280556705118,0.5082078536383905,0.4772656654583118,1.138231282566243,1.0392252328244995,6.4493310317314405,9655,127.069800332404,2025-03,-0.2472986310552615,77,0.5714285714285714,33,gross,0.0,3.2635424423625565,0.25716743205311876,0.5060280556705118,0.5082078536383905,3.284933303410508,0.4057247567474538,0.5060280556705117,0.23733005011884714,0.961034369632795,0.16367685089830106,5.87153506655577,0.4991974248443529,0.16367685089830103,7.652878981114618,0.2767237985097941,0.1094416919390144,15.472016145204327,1.2480722684757852
    6. 

  6. bbmr-l20-m2-sl0.005-vc0.009 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,3.14780180089957,0.25171861660455996,0.5251949003363044,0.47928610206110894,0.4683922349427576,1.1732837530147293,1.0337640557929404,5.99358790209863,10045,132.20260428161555,2025-03,-0.25230175580379577,77,0.5714285714285714,33,gross,0.0,3.14780180089957,0.25171861660455996,0.5251949003363044,0.47928610206110894,3.063722424301459,0.34807414764066036,0.5251949003363044,0.199132375346422,0.9105607461634182,0.1642290109606767,5.544457345489613,0.4708654094444429,0.16422901096067663,7.112242501178489,0.2532560664897978,0.108580850459871,13.796885507444696,1.1403762934721824
    7. 

  7. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2.5-sl0.008-lrbelow-srany-long,BTC+ETH,full,2019-12-30,2026-04-29,2.4036792148238106,0.21326155205612451,0.38249170662659987,0.5575586303216686,0.5467625899280576,0.9172777592160231,1.1065572968320279,6.284264921776084,2224,29.27014354627307,2021-02,-0.15484103382038528,77,0.6363636363636364,28,gross,0.0,2.4036792148238106,0.21326155205612451,0.38249170662659987,0.5575586303216686,1.9016558990871344,0.3609038413785375,0.33130180049893926,0.326207657019709,0.35662002420477057,0.10972023148610753,3.2502667864852692,0.31685648254714494,0.08255477928062457,8.924202408358449,0.2860409650574218,0.07819706072156585,22.684842426906055,1.1241971181752473
    8. 

  8. bbmr-l20-m2-sl0.005-vc0.009 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,2.483774742918675,0.21772350407807917,0.5116888167747345,0.42549982907664285,0.46250593260560036,1.2026704154162708,1.0348806356054359,4.854072751822774,8428,110.9212094460384,2022-02,-0.2537844614050456,77,0.6233766233766234,29,gross,0.0,2.483774742918675,0.21772350407807917,0.5116888167747345,0.42549982907664285,4.631313889884243,0.6260220643495529,0.48863673942448893,0.35965352905837034,1.0903030124941124,0.12465314794367623,8.746694571939404,0.6281029256363304,0.12465314794367638,13.299524222208229,0.35997474898159587,0.1246531479436762,19.892796052855072,1.1021858517036867
    9. 

  9. bbmr-l20-m2.5-sl0.008-lrbelow-srany-long + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,1.748520314138685,0.17300671401884404,0.3502993732079179,0.4938824538408667,0.4521469218830833,1.268144826304881,1.046608666846521,4.991502834065485,3866,50.880564276030434,2021-05,-0.19970537498235752,77,0.5844155844155844,32,gross,0.0,1.748520314138685,0.17300671401884404,0.3502993732079179,0.4938824538408667,1.4052439871111466,0.25205330895217326,0.350299373207918,0.22190496371665647,0.3727042837003909,0.2008094264858872,1.856009900643705,0.11512332692583582,0.20080942648588732,1.2163012259098536,0.044602719451186656,0.0719495102927605,2.6907238392127786,0.9968243903428551
    10. 

  10. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-cd8,BTC+ETH,full,2019-12-30,2026-04-29,2.10275124837798,0.19566532466611464,0.38193471646078236,0.5123004435921861,0.4493080625752106,1.2869842498368493,1.0500469692058643,5.505525310354692,6648,87.49456578040619,2021-01,-0.1821343804081741,77,0.5974025974025974,31,gross,0.0,2.10275124837798,0.19566532466611464,0.38193471646078236,0.5123004435921861,1.764588035068314,0.18932660476382468,0.3373658562710116,0.17619657428366176,0.3065424794147522,0.12510001017789085,2.450379332334603,0.3084830734491337,0.11120130783491652,6.426715318145436,0.3461877355189116,0.08546464034012669,27.366121566895963,0.9916027350970805
    11. 

  11. bbmr-l20-m2.5-sl0.005-lrbelow-srany-long + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,1.666551074827304,0.1674149718922031,0.34984532315587186,0.4785399741291159,0.42780475338614876,1.3994362543573726,1.0462957971390094,4.763679730784283,3913,51.49913295708926,2021-05,-0.1888109588664869,77,0.5844155844155844,32,gross,0.0,1.666551074827304,0.1674149718922031,0.34984532315587186,0.4785399741291159,1.5340512810013165,0.3320735705024662,0.34984532315587186,0.2864114909463784,0.3977801998540529,0.18670078609268115,2.130575924070232,0.13456112094199346,0.18670078609268123,1.543229413203087,0.04390121686594628,0.0726452316554335,2.6202522073647443,0.9735396969215895
    12. 

  12. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-cd32,BTC+ETH,full,2019-12-30,2026-04-29,2.0608788675186043,0.1931041111163292,0.39386989477541134,0.4902738535689282,0.46153846153846156,1.2679922461185358,1.0868504966730308,5.232384842953632,4862,63.98895590017071,2021-01,-0.19159737392666343,77,0.7012987012987013,23,gross,0.0,2.0608788675186043,0.1931041111163292,0.39386989477541134,0.4902738535689282,2.003053141913099,0.37323790268494195,0.3258120415728346,0.3419382905142009,0.3465455788422245,0.11523983653821385,3.0071682610145754,0.32268065640041543,0.11127016832506235,6.759893032669377,0.35055359087185756,0.08160941405165402,29.199675737321396,0.9530547128998867
    13. 

  13. bbmr-l20-m2-sl0.005-cd32 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,1.89067264872401,0.1823793731778356,0.3984659153702648,0.45770382394781234,0.46827469657397447,1.1798671680639896,1.0393743145257341,4.744879237580831,6509,85.66518180876412,2025-03,-0.19257987689484768,77,0.5454545454545454,35,gross,0.0,1.89067264872401,0.1823793731778356,0.3984659153702648,0.45770382394781234,1.965154036012113,0.37566177091197006,0.39503091661416995,0.2836753606470282,0.4609658164938133,0.1531296205309638,3.0102981702393956,0.21601370513473483,0.14876827343578258,3.228371080481148,0.09697873678808855,0.0955670110020736,4.766775209002526,0.929804013950102
    14. 

  14. bbmr-l20-m2.5-sl0.005-lrbelow-srany-long + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,1.0025240168464085,0.1158255557232819,0.2946351722043797,0.3931151697087174,0.37761324041811845,1.7664384944347802,1.0717300032714865,3.402594501348221,2296,30.217738121512124,2022-02,-0.18744884582936183,77,0.5714285714285714,33,gross,0.0,1.0025240168464085,0.1158255557232819,0.2946351722043797,0.3931151697087174,2.7335008475751077,0.8759298642328337,0.11943105227416903,1.9515351487162815,0.42695595966937105,0.08607424078688089,4.960322109915677,0.19904812159108842,0.06857565876317387,6.403891833892072,0.1085498667031426,0.06857565876317401,7.565710843103731,0.8208987027710226
    15. 

  15. bbmr-l20-m2-sl0.005 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,2.1649704355238644,0.1994178453499218,0.5187639789062545,0.38440958404700354,0.46409273995480893,1.193376189806747,1.0334572173505174,4.173324524359651,10179,133.96618307442156,2025-03,-0.243074916116377,77,0.5714285714285714,33,gross,0.0,2.1649704355238644,0.1994178453499218,0.5187639789062545,0.38440958404700354,2.267482830864841,0.4547892892647556,0.4770612861494908,0.2787205902183389,0.7355054307694466,0.17841514026110258,4.122438430354438,0.3677413451360596,0.17841514026110253,4.898340073001094,0.1815791470710315,0.09913911670045639,9.757288386220175,0.8172257499223977
    16. 

  16. bbmr-l20-m2-sl0.005-mh96 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,2.1649704355238644,0.1994178453499218,0.5187639789062545,0.38440958404700354,0.46409273995480893,1.193376189806747,1.0334572173505174,4.173324524359651,10179,133.96618307442156,2025-03,-0.243074916116377,77,0.5714285714285714,33,gross,0.0,2.1649704355238644,0.1994178453499218,0.5187639789062545,0.38440958404700354,2.267482830864841,0.4547892892647556,0.4770612861494908,0.2787205902183389,0.7355054307694466,0.17841514026110258,4.122438430354438,0.3677413451360596,0.17841514026110253,4.898340073001094,0.1815791470710315,0.09913911670045639,9.757288386220175,0.8172257499223977
    17. 

  17. bbmr-l20-m2-sl0.005-mh288 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,2.1649704355238644,0.1994178453499218,0.5187639789062545,0.38440958404700354,0.46409273995480893,1.193376189806747,1.0334572173505174,4.173324524359651,10179,133.96618307442156,2025-03,-0.243074916116377,77,0.5714285714285714,33,gross,0.0,2.1649704355238644,0.1994178453499218,0.5187639789062545,0.38440958404700354,2.267482830864841,0.4547892892647556,0.4770612861494908,0.2787205902183389,0.7355054307694466,0.17841514026110258,4.122438430354438,0.3677413451360596,0.17841514026110253,4.898340073001094,0.1815791470710315,0.09913911670045639,9.757288386220175,0.8172257499223977
    18. 

  18. bbmr-l20-m2.5-sl0.008-lrbelow-srany-long + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,1.0844932561577898,0.12291281825338696,0.31539450525328205,0.38971134945638974,0.41840818141396174,1.4873074667333996,1.069997191281444,3.4385293278551954,2249,29.5991694404533,2021-01,-0.16791663613615815,77,0.5714285714285714,33,gross,0.0,1.0844932561577898,0.12291281825338696,0.31539450525328205,0.38971134945638974,2.378898844264707,0.6531932360462951,0.15342825771285726,1.1878306028558765,0.3915950994804025,0.09038391463381089,4.332575116567415,0.16806485430007645,0.08981133489794213,4.070094063832247,0.10689508530167702,0.07781744399158559,6.549299360432981,0.7827385616530858
    19. 

  19. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-tp0.012,BTC+ETH,full,2019-12-30,2026-04-29,1.9796149088325357,0.18804805147914982,0.44645338689451325,0.42120422198427915,0.4361116987518511,1.388083498299138,1.0735449753305844,4.434090919552759,9454,124.42443214319496,2021-05,-0.1914038620047046,77,0.6623376623376623,26,gross,0.0,1.9796149088325357,0.18804805147914982,0.44645338689451325,0.42120422198427915,1.8058473414705554,0.40071562643047165,0.3279853609329767,0.36210412814607945,0.35069537400781825,0.12056995791901112,2.9086463996560923,0.316984186982352,0.12056995791901115,6.113242142056021,0.36147673389921664,0.0845102861740318,29.526721529213546,0.7593507955571042
    20. 

  20. bbmr-l20-m2-sl0.005 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,1.5009433775429692,0.15566104675086256,0.49276175390658206,0.3158951471310268,0.457486568558748,1.2275530535816956,1.0351615308674924,3.0459818880901186,8562,112.68478823884443,2022-02,-0.25941499094157483,77,0.5714285714285714,33,gross,0.0,1.5009433775429692,0.15566104675086256,0.49276175390658206,0.3158951471310268,4.069651107434069,1.0148891790167789,0.39772961993004396,0.6606768979369217,0.8956466781912711,0.11503596320546805,7.7857971823258305,0.530739183114749,0.1077484788121857,12.516651871450854,0.2954094746488587,0.10774847881218591,17.23231543049585,0.7425129262019696
    21. 

  21. bbmr-l20-m2-sl0.005-mh96 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,1.5009433775429692,0.15566104675086256,0.49276175390658206,0.3158951471310268,0.457486568558748,1.2275530535816956,1.0351615308674924,3.0459818880901186,8562,112.68478823884443,2022-02,-0.25941499094157483,77,0.5714285714285714,33,gross,0.0,1.5009433775429692,0.15566104675086256,0.49276175390658206,0.3158951471310268,4.069651107434069,1.0148891790167789,0.39772961993004396,0.6606768979369217,0.8956466781912711,0.11503596320546805,7.7857971823258305,0.530739183114749,0.1077484788121857,12.516651871450854,0.2954094746488587,0.10774847881218591,17.23231543049585,0.7425129262019696
    22. 

  22. bbmr-l20-m2-sl0.005-mh288 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,1.5009433775429692,0.15566104675086256,0.49276175390658206,0.3158951471310268,0.457486568558748,1.2275530535816956,1.0351615308674924,3.0459818880901186,8562,112.68478823884443,2022-02,-0.25941499094157483,77,0.5714285714285714,33,gross,0.0,1.5009433775429692,0.15566104675086256,0.49276175390658206,0.3158951471310268,4.069651107434069,1.0148891790167789,0.39772961993004396,0.6606768979369217,0.8956466781912711,0.11503596320546805,7.7857971823258305,0.530739183114749,0.1077484788121857,12.516651871450854,0.2954094746488587,0.10774847881218591,17.23231543049585,0.7425129262019696
    23. 

  23. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-tp0.006,BTC+ETH,full,2019-12-30,2026-04-29,1.9598102761725662,0.18679827193615006,0.46260997482539024,0.40379214046704487,0.4956395348837209,1.110332399274905,1.0911335681635232,4.236420273713914,9632,126.76709650975819,2021-01,-0.19164406562472558,77,0.6623376623376623,26,gross,0.0,1.9598102761725662,0.18679827193615006,0.46260997482539024,0.40379214046704487,1.775815878337587,0.469285116921049,0.31940359914621685,0.4280289457474955,0.35253466328054395,0.1202419525640536,2.931877400217255,0.318611301842435,0.12024195256405379,6.165735462410627,0.367393265298398,0.0824279782952102,31.02494710305294,0.7080399096851215
    24. 

  24. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-vc0.006,BTC+ETH,full,2019-12-30,2026-04-29,2.1546652579318732,0.19880064450091783,0.4823607359090853,0.4121410175026922,0.4513061273624654,1.2568537261710802,1.033774598379855,4.466916764837969,8307,109.32872411820611,2023-03,-0.17645993057568277,77,0.5714285714285714,33,gross,0.0,2.1546652579318732,0.19880064450091783,0.4823607359090853,0.4121410175026922,1.4923583518051866,-0.03545128643985518,0.48236073590908524,-0.024771314973495478,0.29842419912318485,0.12395518472037552,2.4075168763322448,0.30328149486721934,0.12395518472037549,5.655403109448937,0.33524708793393,0.09300747725905233,23.978140819170104,0.6899340431588095
    25. 

  25. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005,BTC+ETH,full,2019-12-30,2026-04-29,2.3050756666495666,0.20764547340619033,0.5087673538696692,0.4081344288835459,0.42435189120271993,1.400382993497858,1.0323236759007834,4.530706715195522,9412,123.87166864097217,2021-01,-0.2580899583109021,77,0.5844155844155844,32,gross,0.0,2.3050756666495666,0.20764547340619033,0.5087673538696692,0.4081344288835459,1.5050450014839243,0.03776958164891675,0.4431334266571884,0.028034862679744296,0.3150128318956491,0.12499898062302489,2.5201232068097643,0.3219370518682776,0.1083349359427458,6.924815595087249,0.30709675412239346,0.10221175575371143,19.20261310741205,0.6726533932514375
    26. 

  26. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-mh96,BTC+ETH,full,2019-12-30,2026-04-29,2.3050756666495666,0.20764547340619033,0.5087673538696692,0.4081344288835459,0.42435189120271993,1.400382993497858,1.0323236759007834,4.530706715195522,9412,123.87166864097217,2021-01,-0.2580899583109021,77,0.5844155844155844,32,gross,0.0,2.3050756666495666,0.20764547340619033,0.5087673538696692,0.4081344288835459,1.5050450014839243,0.03776958164891675,0.4431334266571884,0.028034862679744296,0.3150128318956491,0.12499898062302489,2.5201232068097643,0.3219370518682776,0.1083349359427458,6.924815595087249,0.30709675412239346,0.10221175575371143,19.20261310741205,0.6726533932514375
    27. 

  27. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-mh288,BTC+ETH,full,2019-12-30,2026-04-29,2.3050756666495666,0.20764547340619033,0.5087673538696692,0.4081344288835459,0.42435189120271993,1.400382993497858,1.0323236759007834,4.530706715195522,9412,123.87166864097217,2021-01,-0.2580899583109021,77,0.5844155844155844,32,gross,0.0,2.3050756666495666,0.20764547340619033,0.5087673538696692,0.4081344288835459,1.5050450014839243,0.03776958164891675,0.4431334266571884,0.028034862679744296,0.3150128318956491,0.12499898062302489,2.5201232068097643,0.3219370518682776,0.1083349359427458,6.924815595087249,0.30709675412239346,0.10221175575371143,19.20261310741205,0.6726533932514375
    28. 

  28. bbmr-l20-m2-sl0.005-cd32 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,1.2266455907431149,0.13466537311650195,0.40830765428061777,0.3298134916274443,0.4580948487326247,1.2383047221754995,1.0471852386397338,3.004218945893377,4892,64.38378697318699,2022-02,-0.2290601099113032,77,0.5584415584415584,34,gross,0.0,1.2266455907431149,0.13466537311650195,0.40830765428061777,0.3298134916274443,2.5389228990573915,0.9080494015621048,0.22796439768494833,1.05308215987644,0.5103546096769513,0.11486345365754604,4.443141777701747,0.31212797331884,0.07307496707207234,9.911075123135376,0.17989974053051627,0.06248453236612633,15.300000270486462,0.6411620069292484
    29. 

  29. bbmr-l20-m2-sl0.005-lrbelow-srany-long + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,1.4072882333552896,0.1487206170776907,0.4385168032026422,0.3391446256826005,0.43665607625099284,1.3397021329792447,1.0384226261619172,3.209200247464566,5036,66.2789761236651,2025-03,-0.19542569794607845,77,0.5714285714285714,33,gross,0.0,1.4072882333552896,0.1487206170776907,0.4385168032026422,0.3391446256826005,1.5668140975274343,0.4591773794953149,0.3923933998110353,0.34175841409947744,0.5049146291947144,0.19639687275808942,2.570889353297594,0.18047470455023884,0.19639687275808948,2.0101719381264695,0.06467680580689672,0.07834474091988196,3.69376361528483,0.6409503798376067
    30. 

  30. bbmr-l20-m2-sl0.005-cd8 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,1.3734017162053673,0.14615331934603515,0.44932893828253023,0.3252702127414204,0.4718162839248434,1.153963527442282,1.0308132695729473,3.056561906417423,8143,107.17031425238382,2025-03,-0.21313894853573234,77,0.5584415584415584,34,gross,0.0,1.3734017162053673,0.14615331934603515,0.44932893828253023,0.3252702127414204,1.5779603147354933,0.33433580443810484,0.43685260492119804,0.2307909232193892,0.5149667620110243,0.19408048654987242,2.653367018835737,0.2493721828723774,0.19408048654987245,2.900041737179057,0.10442414126902166,0.09087682926838828,5.458255669013681,0.6048481875518577
    31. 

  31. bbmr-l20-m2.5-sl0.008-lrabove-srbelow + bbmr-l20-m2-sl0.005-vc0.009,BTC+ETH,full,2019-12-30,2026-04-29,2.3966921538623653,0.2128681378672561,0.5675116413963035,0.375090345888793,0.43429328037073817,1.3363989527894156,1.0259540234404407,4.223159454430843,9063,119.2784671582162,2023-03,-0.18628249039298062,77,0.5974025974025974,31,gross,0.0,2.3966921538623653,0.2128681378672561,0.5675116413963035,0.375090345888793,1.2054800701874004,-0.1431644793532456,0.5675116413963036,-0.08837644528002815,0.2919199448453951,0.13494106474660567,2.163314372786125,0.31789295851637855,0.10820592447798068,6.833988719987902,0.2875388434744104,0.10348769821433516,17.26788857810042,0.5414971606712362
    32. 

  32. bbmr-l20-m2-sl0.005-lrbelow-srany-long + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,0.7432611753743943,0.09167375191561633,0.4363798391561657,0.21007788098755262,0.40713658964609534,1.5302842589211785,1.0508908181639272,1.703243616413741,3419,44.99758128808796,2022-02,-0.23852771386587335,77,0.5714285714285714,33,gross,0.0,0.7432611753743943,0.09167375191561633,0.4363798391561657,0.21007788098755262,2.906111166053713,1.4366421779112422,0.1280848223805147,2.6957199731394454,0.5916306218689034,0.10198322203597154,5.801254461839059,0.28269986971907457,0.0692226829341798,9.35489906788014,0.15212987282862755,0.0692226829341797,11.20898926342611,0.3712649856690076
    33. 

  33. bbmr-l20-m2-sl0.005-cd8 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,0.709374658224472,0.08829688179381634,0.433943572570107,0.20347549168861415,0.46506282562059453,1.1864310579810793,1.0314575368010814,1.6347163619064018,6526,85.88891941680667,2022-02,-0.21802952000601883,77,0.5714285714285714,33,gross,0.0,0.709374658224472,0.08829688179381634,0.433943572570107,0.20347549168861415,2.586781962002243,1.0243834763876989,0.2127443562673098,1.2444479458426707,0.6091476315460527,0.1251216352278908,4.868443658337578,0.40172736765408623,0.059842830299970534,16.183873646056625,0.22009205632949747,0.05984283029997042,20.731458917237827,0.365878108373964
    34. 

  34. bbmr-l20-m2-sl0.005-tp0.006 + bbmr-l20-m2-sl0.005-sasia,BTC+ETH,full,2019-12-30,2026-04-29,1.0178857045524792,0.11717213804349158,0.5279841747387505,0.2219235796252208,0.49781913346903167,1.0348278629327026,1.0258397807416253,1.9278716167130099,10317,135.78240601029643,2025-03,-0.21809422749757856,77,0.5714285714285714,33,gross,0.0,1.0178857045524792,0.11717213804349158,0.5279841747387505,0.2219235796252208,1.1192170676847255,0.2750664558418887,0.4512776362528625,0.186781125739112,0.44987772812547133,0.20650427869507923,2.1785395003352606,0.2001961019116536,0.20650427869507915,2.1399833415275,0.06232255224897032,0.09896593070353915,2.807663142618339,0.25797398661791837
    35. 

  35. bbmr-l20-m2-sl0.005-tp0.006 + bbmr-l30-m2.5-sl0.005-lrany-srabove-short,BTC+ETH,full,2019-12-30,2026-04-29,0.35385864657158406,0.048975806058636495,0.4490597217859239,0.10906301251837562,0.4975862068965517,1.0302706994607895,1.0203710496375562,0.7879990776377753,8700,114.5010111747193,2022-02,-0.2843122720033263,77,0.5584415584415584,34,gross,0.0,0.35385864657158406,0.048975806058636495,0.4490597217859239,0.10906301251837562,1.9067308655445872,1.088476731296422,0.16463041069800943,1.6883047879911257,0.5256252927318135,0.1404470819200127,3.742514871410195,0.3523731457542849,0.07362905990486934,11.299194038745545,0.17570413651274253,0.07362905990486925,12.603152630757252,0.0808547556753706
    36. 

  36. bbmr-l20-m2-sl0.005-cd32 + bbmr-l20-m2.5-sl0.008-lrbelow-srany-long,BTC+ETH,full,2019-12-30,2026-04-29,0.47044468974950804,0.06274110309872882,0.5701486287731037,0.1100434166328536,0.4970323147944603,1.0318203671136938,1.0200900087643472,0.8251264074103846,4549,59.86955170503426,2024-03,-0.18688074654687448,77,0.5324675324675324,36,gross,0.0,0.47044468974950804,0.06274110309872882,0.5701486287731037,0.1100434166328536,1.2161098428102926,0.2433910655803606,0.396089424559635,0.18996790701250338,0.5027008266271316,0.184464661198743,2.725187704573504,0.3080697451756784,0.18446466119874314,3.8683457042693035,0.09932185177278385,0.0953065586045119,4.912530844581709,-0.035970279095101865
    37. 

  37. bbmr-l20-m2.5-sl0.008-lrbelow-srany-long + bbmr-l20-m2.5-sl0.008-lrbelow-srany-long,BTC+ETH,full,2019-12-30,2026-04-29,0.3282923551641834,0.045824330920685385,0.452529037213682,0.10126274150899926,0.5041972717733473,1.008349157592628,1.0254217359222386,0.7254614138919121,1906,25.08493417230057,2021-02,-0.19271255063828685,77,0.5064935064935064,38,gross,0.0,0.3282923551641834,0.045824330920685385,0.452529037213682,0.10126274150899926,0.838745430080827,0.04055528253281415,0.3320207663722495,0.04014037165358251,0.325379778776433,0.13959681985681335,2.33085380533869,0.0961948480316801,0.1395968198568133,1.4488130776675199,-0.004005286048044732,0.1047305139957441,-0.15415311134941115,-0.041489333886781554
    38. 

  38. bbmr-l20-m2.5-sl0.005-lrbelow-srany-long + bbmr-l20-m2.5-sl0.008-lrbelow-srany-long,BTC+ETH,full,2019-12-30,2026-04-29,0.2463231158528021,0.03536348262762101,0.44373246050772885,0.07969550523114154,0.4541730670762929,1.2277788043285718,1.0216133202996653,0.5551162868971847,1953,25.7035028533594,2021-02,-0.2022176847286794,77,0.4675324675324675,41,gross,0.0,0.2463231158528021,0.03536348262762101,0.44373246050772885,0.07969550523114154,1.0790251413458178,0.15068191076607018,0.299932098705304,0.1595423206796287,0.3731548246087635,0.13252240956329173,2.8157865966853515,0.1358553351192462,0.1325224095632918,2.1963883469259597,-0.00839932341654348,0.13038004729566052,-0.2579329817680849,-0.062400555113443
    39. 

  39. bbmr-l20-m2-sl0.005-cd32 + bbmr-l20-m2-sl0.005-cd32,BTC+ETH,full,2019-12-30,2026-04-29,0.12764434244430167,0.019140437528592402,0.5753999904595558,0.033264577417364,0.4576318352581049,1.1910095484282037,1.0051912765666824,0.22183584386637845,7187,94.5883640589319,2024-03,-0.20105110172572416,77,0.5714285714285714,33,gross,0.0,0.12764434244430167,0.019140437528592402,0.5753999904595558,0.033264577417364,1.2009723392773193,0.23846814954148798,0.4415553067830001,0.16719227948300563,0.5182465316620155,0.18110278356742082,2.8616154950985777,0.32107463707084527,0.18110278356742077,4.129756048769642,0.17788435848272344,0.1160969956202005,8.118201736097506,-0.23060713226522767
    40. 

  40. bbmr-l20-m2-sl0.005-cd32 + bbmr-l20-m2-sl0.005-tp0.006,BTC+ETH,full,2019-12-30,2026-04-29,0.026575751098263822,0.004148114656840063,0.5691024372261623,0.007288871713602581,0.48666053357865685,1.0559018294487108,1.0011883241913067,0.04669765820683452,11957,157.36650466851938,2020-03,-0.2213072717463489,77,0.5324675324675324,36,gross,0.0,0.026575751098263822,0.004148114656840063,0.5691024372261623,0.007288871713602581,1.243541702707252,0.4749200713495416,0.4624570160089676,0.29876067408655876,0.5602943816594337,0.18803004974173124,2.9798129736657852,0.30928256116614605,0.18803004974173118,3.8119485511671307,0.1999394456405048,0.1051585201550526,10.406018659619813,-0.2702293883124002
    41. 

  41. bbmr-l20-m2.5-sl0.008-lrbelow-srany-long + bbmr-l20-m2-sl0.005-cd32,BTC+ETH,full,2019-12-30,2026-04-29,-0.014507992141023163,-0.002303828242783079,0.48675962858581157,-0.004732989565047575,0.4377200704225352,1.2832420099624033,0.9989700030587946,-0.029805249427059928,4544,59.80374652619821,2021-01,-0.2504648446120421,77,0.5584415584415584,34,gross,0.0,-0.014507992141023163,-0.002303828242783079,0.48675962858581157,-0.004732989565047575,0.7648005296699105,-0.018854133708438914,0.3437068029957138,-0.018384493389655112,0.2858866009816423,0.1585377915908887,1.8032709937033868,0.04708354522807623,0.15853779159088902,0.6097041300744479,0.033672886684452896,0.10246297165348786,1.4029575313444895,-0.35558613546786866
    42. 

  42. bbmr-l20-m2.5-sl0.005-lrbelow-srany-long + bbmr-l20-m2-sl0.005-cd32,BTC+ETH,full,2019-12-30,2026-04-29,-0.09647723145240439,-0.015884395615747615,0.45240952741548945,-0.03511065672398961,0.41712045306033546,1.3866623097828055,0.9923237381293245,-0.21325198875354462,4591,60.42231520725704,2021-01,-0.2239015600391724,77,0.4935064935064935,39,gross,0.0,-0.09647723145240439,-0.015884395615747615,0.45240952741548945,-0.03511065672398961,1.1364207713802414,0.1140518003544535,0.3049375119163338,0.120100189208552,0.3448714778534123,0.13793251160613804,2.500291438454931,0.09292305084146912,0.13793251160613804,1.4141996186400863,0.030671828587979455,0.1379325116061381,0.9449820026537477,-0.3660794975525101
    43.