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eth-highfreq-short-bidir-revalidation-summary.csv

eth-highfreq-short-bidir-revalidation-summary.csv 1.1 KB
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  1. horizon,positive_candidates,non_disaster_candidates,best_total_return,median_total_return,worst_total_return,median_max_drawdown,max_trades,best_name
    2. 

  2. full,0,0,-0.9981760663135631,-1.0,-1.0,1.0,302331,breakdown_short-15m-lookback96-stop0.006-take0.012-hold12
    3. 

  3. 3y,0,0,-0.8812095554252265,-0.9999999999999664,-1.0,0.9999999999999676,142663,breakdown_short-15m-lookback96-stop0.006-take0.012-hold12
    4. 

  4. 1y,0,1,-0.20162951537149643,-0.9999842467625133,-1.0,0.9999850939757546,47411,breakdown_short-15m-lookback96-stop0.006-take0.012-hold12
    5. 

  5. 6m,1,3,0.054980391541674445,-0.9944089297769927,-1.0,0.9947366525771041,23886,breakdown_short-15m-lookback96-stop0.006-take0.012-hold12
    6. 

  6. 3m,2,4,0.16763960504587594,-0.9355920719731723,-0.9999999999994641,0.9417536945726727,11815,breakdown_short-15m-lookback96-stop0.006-take0.012-hold12
    7. 

  7. 30d,0,15,-0.06435643830011162,-0.48394617363606135,-0.9999407784217361,0.5132832313500065,3986,breakdown_short-15m-lookback96-stop0.006-take0.012-hold12
    8. 

  8. 14d,0,20,-0.0020648511622791688,-0.27875335050584155,-0.9895422960615857,0.28446035175308415,1947,vwap_short-15m-window48-entry_z1.5-exit_z0.2-stop0.006-take0.009-hold12
    9.