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high-frequency-portfolio-qualified.csv

high-frequency-portfolio-qualified.csv 29 KB
Постоянная ссылка История Исходник

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  1. portfolio,cost_model,horizon,horizon_start,horizon_end,worst_month,worst_month_return,total_return,annualized_return,max_drawdown,calmar,risk_reward_ratio,trades,trades_per_month,win_rate,payoff_ratio,profit_factor,months,positive_month_rate,negative_months,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,mode,leg_count,legs,weights_json,symbols,families,recent_positive
    2. 

  2. risk-3-hf00486,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.059346377504802206,1.1416618180241973,0.1277589853319887,0.10531119188100672,1.2131567694756147,1.4050679470112568,3527,46.432985510380625,0.6053303090445138,0.9870346121747589,1.5138785179548204,77,0.7272727272727273,21,0.2823541208325058,0.0990428163143575,0.8718461549759925,0.22935758715713694,0.06877397369284774,3.33494743493336,0.027843158228471943,0.05541756182819061,1.0217155189917508,0.07387449323871698,0.005752677899792276,58.26179495047214,2.5634401259807804,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.05370345233958788,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4518105660545476,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.49448598160586454}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    3. 

  3. risk-3-hf00596,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06334950487559143,1.0419254637181856,0.11930026902764856,0.10980600311208642,1.0864639969262035,1.2891718557430147,5043,66.39113862456747,0.6024191949236566,0.9220696230877354,1.397130930144908,77,0.6753246753246753,25,0.25227346071873424,0.09463277700709272,0.8220859378394452,0.20770645015126976,0.07197739678954054,2.8857177310621047,0.02946385640517435,0.058827051015515996,1.0193428830986762,0.07156335017164572,0.008220347240932305,39.35917348218486,2.286275484843604,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.05160499034376384,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4528124795715327,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4955825300847036}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    4. 

  4. risk-4-hf03342,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.05339446588735375,0.832678085095093,0.10035782239050484,0.10652959110913843,0.9420652172379909,1.120298511614161,6042,79.54298226643598,0.5544521681562397,1.0090524946605761,1.255693111854729,77,0.6233766233766234,29,0.20984421339241544,0.09463197214525976,0.6920998244976257,0.17732293955250045,0.07157381183634368,2.477483523693782,0.02193218279938325,0.05645553263728225,0.7876975338934147,0.06411784121066,0.008859438635938266,32.354622141075126,1.9666201355335986,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.04881352276915227,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.42831850436325813,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4687749955020992,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018"":0.054092977365490534}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    5. 

  5. risk-2-hf00026,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.05854487438191336,0.9368576093380669,0.11000434610572896,0.12027330360639392,0.9146198101095557,1.1847941633817345,3286,43.26021842560554,0.5992087644552647,0.8757299421198953,1.3092727836249611,77,0.6363636363636364,28,0.22799026692476532,0.11672427219498041,0.6064763573033259,0.23376609853678776,0.07700866045311325,3.035581935347601,0.04041242659704203,0.05356922609243328,1.5436786233207391,0.08756743916909993,0.007623354593260608,53.199991642565195,1.9358537119868404,risk,2,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.10623533746934938,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.8937646625306507}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_trend_eth_rsi,rsi",True
    6. 

  6. risk-4-hf02916,maker_taker,full,2019-12-30,2026-04-29,2021-03,-0.060986742629526636,0.9313250820091321,0.10950318364061573,0.11879120953951841,0.9218121784018638,1.1887481469925487,6737,88.69266327854672,0.6063529761021226,0.8374143802629928,1.2899086513477849,77,0.6103896103896104,30,0.19753667046407686,0.1143669426748046,0.5410017732330547,0.1954532147829342,0.07243633077130952,2.698276026708258,0.010136840905797806,0.05682873264576986,0.35955376247138565,0.06084449092975763,0.0069145949981842154,39.14440694222226,1.932062938296292,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.0510300426496738,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4293190000066532,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.46986999218320136,""ETH-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.049780965160471674}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    7. 

  7. risk-4-hf02918,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.057172467731280374,0.9176243430021702,0.10825688198750072,0.11927932001957696,0.9075913743449647,1.227914494123129,4526,59.584829152249135,0.5406539991162174,1.1160687916063599,1.313622093824321,77,0.6753246753246753,25,0.23739655821453343,0.0978869983516917,0.7510202772023331,0.19733516455521438,0.06800339741591697,2.901842732184228,0.02041516296467627,0.0534161685001497,0.7743485560601081,0.0663045769221231,0.006525309486837156,45.576455309661256,1.9028278929354603,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.05080455343287341,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4274219448594801,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4677937521678293,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018"":0.05397974953981726}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    8. 

  8. risk-4-hf03338,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05565444680733467,0.8792817169584586,0.1047287078048531,0.1174038763837046,0.8920379039493896,1.1643397861325742,6136,80.78049307958477,0.5444915254237288,1.04827246553301,1.253051272753412,77,0.6623376623376623,26,0.2529182395052245,0.09027066018515892,0.8638582626500357,0.18744667529038272,0.07312875284353129,2.5632417893335315,0.022153806348235605,0.05751246979374456,0.7811210431894606,0.06611073168880299,0.007789211344980699,38.058309044015466,1.8651239769651191,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.048891269272633486,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4290006978252632,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4695216250168768,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018"":0.052586407885226664}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    9. 

  9. risk-4-hf02544,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.05858158318801432,0.7671263370982124,0.09404862246495194,0.11379912084423245,0.8264441918992074,1.035670275333772,8047,105.93882461072666,0.5978625574748353,0.8367966216690512,1.2440755707199647,77,0.6233766233766234,29,0.1701623978686153,0.10552212680863624,0.5091503911380838,0.18474837183853698,0.08526357872093097,2.166791197484465,0.03111618815164241,0.05820798504944176,1.0888473654718902,0.08371151059110882,0.009810050790860295,39.292486067041644,1.7255120713384027,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.05107362992877809,""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.04896933616446826,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4296857025627637,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4702713313439898}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    10. 

  10. risk-4-hf02914,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.0574982434658986,0.966370322405324,0.11265755676273526,0.1412342556677469,0.7976645342172637,1.2722752448360886,4620,60.82233996539793,0.5277056277056277,1.1702413070669713,1.3075381790234994,77,0.7142857142857143,22,0.28144087811342255,0.0916558178666325,0.9393008457192452,0.20763679219464581,0.06955583717746361,2.9851814113729196,0.02063188232089308,0.05466426916659721,0.7647835177491692,0.06829961286249153,0.00545113693001737,56.36863660416561,1.6705707656268387,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.05088530145340058,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4281012831007438,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.46853725677421143,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018"":0.05247615867164422}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    11. 

  11. risk-3-hf00694,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06224387621599958,0.7831394348932457,0.09560781007210295,0.1215227255453147,0.7867484015280063,1.0529537487658254,6535,86.03333153114187,0.5753634276970161,0.9373564454783513,1.2700757603598563,77,0.6493506493506493,27,0.1591336113321995,0.10649551486116936,0.47334146113312214,0.17153668047980108,0.0800057243675552,2.144055089005163,0.00022342952832299368,0.05822169850376266,0.007697079197219008,0.053099662846798346,0.009988205966427745,23.373887818039645,1.6333502278227015,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l12.0-s88.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l12.0-s88.0-x50.0"":0.05094050160058037,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4531297406203411,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.49592975777907855}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    12. 

  12. risk-4-hf03340,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06207121666268889,0.8454244258210357,0.10156249773979331,0.13332399274777681,0.7617720985294064,1.0873701730615701,8253,108.65081639273357,0.6043862837755968,0.8110816583955789,1.2391042303452213,77,0.6233766233766234,29,0.17068183938409964,0.11058049029902275,0.4872684595909,0.17539633708920732,0.07526997231562368,2.33022986050442,0.011622178815738238,0.05971137740102022,0.3926288423257004,0.05863320753467316,0.0105276984373114,24.692968876404215,1.579480870595433,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.04903063153331781,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4302235441120039,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4708599742983743,""ETH-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.049885850056304096}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    13. 

  13. risk-2-hf00028,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.05831298004847385,0.7701244823347502,0.09434145321778442,0.1259179333570615,0.7492296824016588,1.0666456631747705,3245,42.720453070934255,0.5975346687211094,0.8709161985669039,1.2930371432015517,77,0.6623376623376623,26,0.16858482124465723,0.10309577923157494,0.516542169640154,0.17865660367988534,0.08968428190761729,1.9920614836824737,0.01952016088555597,0.06761202462654191,0.5846855220567366,0.08434999915549835,0.007328675749406283,53.048423288516766,1.5562111865039832,risk,2,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.09796513579816943,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.9020348642018305}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,rsi",True
    14. 

  14. risk-2-hf00038,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.062314763956754726,0.7592985734995923,0.09328210290010319,0.15854018645363266,0.5883814380865817,0.9609737643980005,4802,63.21837153979239,0.5980841316118284,0.81082643537413,1.20657695460855,77,0.5714285714285714,33,0.17101917255636434,0.11684795361348782,0.4619978971526833,0.1909978559289045,0.08372547266137426,2.2812395064210738,0.043714533084585616,0.055455227394412776,1.6156483645655435,0.08298316494567004,0.012510475095927363,30.509540087893203,1.2070037205840862,risk,2,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.10230611234069574,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.8976938876593044}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_trend_eth_rsi,rsi",True
    15. 

  15. risk-2-hf00040,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06247481991159276,0.6197431812561451,0.0791099038631502,0.14731398849982474,0.5370155588669322,0.8595404296854489,4761,62.67860618512111,0.5969334173492964,0.8058036941343586,1.1933788945960642,77,0.6103896103896104,30,0.11833750854088221,0.10480460064493105,0.36209689951328533,0.14075764136493074,0.09549214664847211,1.4740232187165194,0.02243574236168766,0.06998867362544671,0.6501380172107547,0.08012417645943737,0.011834529054495307,31.007196245228172,1.0762058537796553,risk,2,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.09430951623925064,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.9056904837607495}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,rsi",True
    16. 

  16. risk-3-hf00606,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.05148895233316797,0.45454646734231186,0.060938298460774254,0.12117575172959824,0.502891854112505,0.6576531106525044,5801,76.37021518166091,0.5488708843302879,0.9070478641742137,1.1035691247729065,77,0.5714285714285714,33,0.10452709470252763,0.11869714486982674,0.28360456980604726,0.13681502072395624,0.08178608044869093,1.6728399254905986,0.027966174905125873,0.05132666223569535,1.108091047188035,0.06770837810929553,0.013271818478834787,22.931407520541615,1.0139537653181643,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.09188860154519543,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.8062845324234933,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018"":0.10182686603131139}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_trend_eth_rsi,rsi",True
    17. 

  17. risk-4-hf02642,maker_taker,full,2019-12-30,2026-04-29,2021-03,-0.06613258515555986,0.5535052469846296,0.07202007243575403,0.14415903993781362,0.4995876253533707,0.8095362621050215,9539,125.58101751730105,0.580039836460845,0.8450270502061656,1.1671329677460596,77,0.6233766233766234,29,0.08730869921509199,0.11848646581054327,0.23858064797691625,0.15099624729008765,0.0941364262106435,1.6040150807532496,0.003273716080774758,0.06473577003146161,0.1015856516659382,0.06598369485166411,0.008595142826772461,34.41685815823758,1.0025344068497255,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l12.0-s88.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.051107585580325784,""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l12.0-s88.0-x50.0"":0.04833705555552399,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.42997137362259624,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.4705839852415541}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    18. 

  18. risk-3-hf00496,maker_taker,full,2019-12-30,2026-04-29,2021-03,-0.06217688026031576,0.5866562418810188,0.0755995753448735,0.1630129751871365,0.46376415900689066,0.8387398023954838,4285,56.412062067474054,0.5323220536756126,1.0077988932896438,1.1471004369229927,77,0.5844155844155844,32,0.1528964735655276,0.11889882481684795,0.40810360488493175,0.1736072806292408,0.07475824131314529,2.322249394578978,0.025066157170474668,0.05283356570739367,0.9634702639977919,0.07182812765882884,0.008882098484211768,36.576143312101486,0.9269185584861386,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.095460272478602,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.8031133542691253,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018"":0.10142637325227262}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_trend_eth_rsi,rsi",True
    19. 

  19. risk-3-hf00602,maker_taker,full,2019-12-30,2026-04-29,2025-01,-0.05792783756202169,0.5231760241987355,0.06868845547103741,0.15977244221412792,0.42991428633844603,0.7262668198792649,5895,77.6077259948097,0.5385920271416454,0.9499069378481334,1.1088068116425822,77,0.5714285714285714,33,0.17924774388408404,0.11310931893757475,0.49902365366570883,0.15520980565503106,0.08471420572749329,1.8321579518116053,0.028403932525782993,0.05331516587214003,1.083695728334029,0.07149275493183915,0.0112753080319966,28.663738457223506,0.8463494887613171,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.0921644907281827,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.8087053460735538,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018"":0.09913016319826357}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_trend_eth_rsi,rsi",True
    20. 

  20. risk-3-hf00618,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.05177334896853247,0.3680759583478084,0.05072239158559744,0.14288896832887873,0.35497765977883494,0.5769542294484935,5760,75.83044982698962,0.5475694444444444,0.9042553756043564,1.0944057769210054,77,0.5454545454545454,35,0.0638409379712801,0.10996723244070354,0.1893623665414787,0.09688951789244182,0.09260059036738293,1.0463164166453263,0.010041035321952663,0.06483506633757179,0.3121597469041645,0.06622676083674306,0.012606573908950843,23.56044851727866,0.6662335017606095,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.0853858715765909,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.8199932988559915,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018"":0.09462082956741756}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,rsi",True
    21. 

  21. risk-4-hf03066,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.061335726123754486,0.48339698139486376,0.06423305040723681,0.1813039403086657,0.3542838081614859,0.7138700680594146,11055,145.5391706314879,0.5821800090456807,0.8152029892064134,1.1358836195134179,77,0.5844155844155844,32,0.06261874779430832,0.12781520895875495,0.15986312732378904,0.13153815289778503,0.09688344981627645,1.3576947677567792,0.004751654013299467,0.061923574378728315,0.1542575820318939,0.06379127819176666,0.01145578958996372,24.882020481386803,0.6572658028704355,risk,4,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l12.0-s88.0-x50.0;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.049105293464912096,""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l12.0-s88.0-x50.0"":0.04843905332023405,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.4308786717294998,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.47157698148535415}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi,rsi",True
    22. 

  22. risk-3-hf00508,maker_taker,full,2019-12-30,2026-04-29,2024-04,-0.05838274998860804,0.483299386790228,0.06422199633683534,0.19321464943394653,0.33238678601743726,0.7469603571445741,4244,55.87229671280277,0.5303958529688972,1.0062652116185842,1.1365293483961028,77,0.5714285714285714,33,0.10719581073085283,0.10870234068960459,0.3173264038808793,0.12997663179587482,0.08642554044499816,1.5039145966184948,0.007445731278345136,0.06561631229409388,0.22842293433098934,0.07005461829168791,0.008526921373751406,37.0596496882805,0.6007692348357008,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t30-l8.0-s92.0-x50.0"":0.0887294805952791,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.8169956008059462,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb8-br0.018-gap0.006-mh8-sl0.006-tp0.018"":0.09427491859877472}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,rsi",True
    23. 

  23. risk-3-hf00614,maker_taker,full,2019-12-30,2026-04-29,2025-01,-0.05620626824069108,0.42776755491433316,0.05783050298982628,0.18335056390655724,0.31540946347620186,0.6441505391701244,5854,77.06796064013841,0.5372394943628288,0.9476500157457789,1.100169545780906,77,0.6103896103896104,30,0.13048030105824293,0.10317085816631581,0.4040785767570052,0.11325661348034544,0.0953190494876831,1.188184461438426,0.010391560352348783,0.0666935041327372,0.3141099821984944,0.06973299809023481,0.010748809868946533,29.249871250185485,0.5619271727758455,risk,3,BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05;ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018,"{""BTC-USDT-SWAP:rsi:15m:rsi2-both-t50-l8.0-s92.0-x50.0"":0.08562404382356287,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.8222805583625635,""ETH-USDT-SWAP:nextgen_btc_lead_eth_lag:15m:btc-lead-eth-lag-lb16-br0.024-gap0.006-mh32-sl0.006-tp0.018"":0.09209539781387369}","BTC-USDT-SWAP,ETH-USDT-SWAP","nextgen_btc_lead_eth_lag,nextgen_btc_shock_guard_eth_rsi,rsi",True
    24. 

  24. risk-3-hf00850,maker_taker,full,2019-12-30,2026-04-29,2022-01,-0.06270163354628278,0.3282520324182123,0.045833463842986255,0.1716697191091125,0.2669863041708288,0.5416385305465297,6986,91.97075043252596,0.491554537646722,1.122631409577566,1.0853367850476807,77,0.5324675324675324,36,0.05635581276132262,0.1520867933189836,0.12115484996366421,0.18038703912720133,0.07112255698231826,2.5362845035513453,0.003417486213761478,0.05915650575295066,0.11605698234062134,0.046258082015134816,0.011630488512886112,17.306737835223057,0.49832987263913203,risk,3,BTC-USDT-SWAP:bbmr:15m:bbmr-default;ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0;ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05,"{""BTC-USDT-SWAP:bbmr:15m:bbmr-default"":0.0509056233589157,""ETH-USDT-SWAP:nextgen_btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0"":0.45314639328397854,""ETH-USDT-SWAP:nextgen_btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05"":0.49594798335710566}","BTC-USDT-SWAP,ETH-USDT-SWAP","bbmr,nextgen_btc_shock_guard_eth_rsi,nextgen_btc_trend_eth_rsi",True
    25.