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okx-codex-trader
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ultrashort
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ultrashort-bbmr-variant-search.csv

ultrashort-bbmr-variant-search.csv 19 KB
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  1. name,sample_count,avg_return,ci95_low,ci95_high,median_return,positive_window_rate,worst_return,p10_return,p90_return,best_return,trades,avg_trades_per_window,win_rate,trade_win_rate,avg_trade_return,avg_win_return,avg_loss_return_abs,payoff_ratio,profit_factor,expectancy_per_trade,max_drawdown,return_drawdown_ratio,roundtrip_cost_on_margin,net_avg_return,net_ci95_low,net_ci95_high,breakeven_roundtrip_cost_on_margin
    2. 

  2. bbmr-l20-m2.5-sl0.005,929,0.006396480309658957,0.004223302097748816,0.008569658521569098,0.00381736998617871,0.5608180839612487,-0.07278349763437472,-0.029775,0.04590098429689495,0.23471970863690095,2677,2.881593110871905,0.49944640934953094,0.4986925663055659,0.002119184534927209,0.019015125093632925,0.014688625186289396,1.2945476416255726,1.287795157652861,0.002119184534927209,0.2587273778681116,0.024722858332061073,0.0012,0.002938568576612671,0.0007653903647025302,0.005111746788522812,0.0022197722105615136
    3. 

  3. bbmr-l20-m3.0-sl0.005,929,0.0026625199532418166,0.0013807156758700136,0.003944324230613619,0.0,0.33476856835306784,-0.05866344937499925,-0.015,0.026760409473853296,0.10903804166092977,835,0.898815931108719,0.30249372084678877,0.48383233532934133,0.002843402395209567,0.021814556930693053,0.01493930394431545,1.4602124042729383,1.3687373812674408,0.002843402395209567,0.26486901913664046,0.010052213588136849,0.0012,0.0015839408359113539,0.0003021365585395509,0.0028657451132831566,0.0029622527383971827
    4. 

  4. bbmr-l20-m2.5-sl0.008,929,0.005737447536654571,0.0032794201508128994,0.008195474922496244,0.005010345635002341,0.5608180839612487,-0.1143765890826242,-0.04450751778087695,0.051829095707209304,0.19020762740624997,2647,2.8493003229278795,0.5862832538828234,0.5919909331318474,0.0019325175670570373,0.018327179323548177,0.02185492222222222,0.8385835985686093,1.2167226842194545,0.0019325175670570373,0.27886143414930015,0.020574546473797407,0.0012,0.002318287149141116,-0.0001397402367005556,0.004776314534982789,0.0020136338351160166
    5. 

  5. bbmr-l20-m3.0-sl0.008,929,0.00208606285106311,0.0006004666688295525,0.003571659033296667,0.0,0.3595263724434876,-0.0925989642239998,-0.024000000000000035,0.029875938080931308,0.11613565198917804,825,0.8880516684607105,0.3516505202726947,0.5696969696969697,0.002233263030303025,0.020839557446808495,0.022400422535211295,0.930319837228549,1.231691052105403,0.002233263030303025,0.2715859519567117,0.007681041070178803,0.0012,0.0010204008489102573,-0.0004651953333233,0.0025059970311438143,0.0023490331983486413
    6. 

  6. bbmr-l40-m3.0-sl0.005,929,0.0027285710338696453,0.0007888247844080811,0.004668317283331209,0.0,0.34983853606027987,-0.07278349763437418,-0.029774999999999635,0.03812097424809563,0.1754205200301414,1170,1.2594187298170076,0.28200574094007896,0.3598290598290598,0.0017601794871794703,0.03154870783847978,0.014983439252336512,2.1055718455000303,1.1835056701675737,0.0017601794871794703,0.19604920862705386,0.01391778652399577,0.0012,0.0012172685580892364,-0.0007224776913723279,0.0031570148075508,0.0021665320431323936
    7. 

  7. bbmr-l20-m3.0-sl0.012,929,0.0019533318123051754,0.00017994498385509637,0.0037267186407552544,0.0,0.38536060279870826,-0.08067460713814562,-0.036,0.033031283342123276,0.18608447836367123,823,0.8858988159311088,0.3886975242195909,0.6306196840826246,0.0020719951397326765,0.020760123314065505,0.0298330657894735,0.6958762958043235,1.1880256497448813,0.0020719951397326765,0.28054186238347334,0.006962710647565181,0.0012,0.000890253233187845,-0.000883133595262234,0.002663640061637924,0.002204915253501225
    8. 

  8. bbmr-l20-m2.5-sl0.012,929,0.005323505609956321,0.0024241997844585946,0.008222811435454048,0.007668598947196005,0.5823466092572659,-0.13640894438400009,-0.047842346442920174,0.05616219415631954,0.31809284582587116,2624,2.8245425188374598,0.6463170844225743,0.6516768292682927,0.0018160316310975692,0.018212876023391805,0.028860777899343777,0.6310597755511614,1.1806479389414508,0.0018160316310975692,0.2873802759824504,0.018524255332963122,0.0012,0.0019340545873513695,-0.0009652512381463567,0.004833360412849097,0.001884731978524932
    9. 

  9. bbmr-l30-m3.0-sl0.005,929,0.002001686994139579,0.0002365643523555578,0.0037668096359236005,0.0,0.35522066738428415,-0.058663449374999434,-0.02977499999999927,0.029813609800718552,0.2533952133373266,1130,1.2163616792249732,0.3092393254395407,0.40353982300884955,0.0014210150442478266,0.025649760964912283,0.014971133531157274,1.7132811561349788,1.1591338385720331,0.0014210150442478266,0.309199583702192,0.006473770016674795,0.0012,0.0005420529790696115,-0.0012230696627144098,0.002307175620853633,0.001645634705801477
    10. 

  10. bbmr-l30-m2.5-sl0.005,929,0.004177102982834857,0.0017331493666844261,0.006621056598985289,0.00021896211955354375,0.5016146393972013,-0.10039136899230944,-0.03487103050219273,0.04657667625316227,0.2533952133373266,2524,2.7168998923573735,0.43889230611512603,0.43502377179080826,0.001368371236133083,0.02253498178506378,0.014929622019635642,1.509414086667798,1.162227676831166,0.001368371236133083,0.3058500696742556,0.013657355014774605,0.0012,0.0009168231120060093,-0.0015271305041444218,0.0033607767281564407,0.0015374519298944462
    11. 

  11. bbmr-l30-m2.0-sl0.005,929,0.0073629866932055825,0.004241491844908047,0.010484481541503117,0.0028379661508293793,0.5285252960172229,-0.12717721598056342,-0.0450212711438697,0.06338714509698766,0.3069899556556329,4623,4.976318622174381,0.47097920617834527,0.4600908500973394,0.0013461036123730223,0.020401606958157077,0.014892300080128616,1.3699433162362709,1.1674156384753798,0.0013461036123730223,0.32662756700908047,0.022542453353304643,0.0012,0.0013914043465963252,-0.0017300905017012102,0.00451289919489386,0.0014796051563893545
    12. 

  12. bbmr-l30-m3.0-sl0.008,929,0.0013869687977530773,-0.0006243538673711461,0.0033982914628773006,0.0,0.3993541442411195,-0.09259896422399998,-0.02400000000000018,0.03294687051248523,0.2533952133373266,1115,1.2002152852529602,0.38740581270183,0.5103139013452915,0.0009314152466367653,0.0243406748681898,0.02346394871794841,1.0373648170126946,1.0810633349454637,0.0009314152466367653,0.31551146567851696,0.004395937861625279,0.0012,-5.328954455047479e-05,-0.002064612209674698,0.0019580331205737486,0.0011556000117601873
    13. 

  13. bbmr-l40-m3.0-sl0.008,929,0.0015000469984721024,-0.0006852539271310228,0.0036853479240752276,0.0,0.3756727664155005,-0.09259896422400034,-0.0303164521633827,0.042197419639039585,0.1754205200301414,1137,1.223896663078579,0.3513275923932544,0.45822339489885666,0.0008025523306948022,0.029706783109404986,0.023644045454545085,1.256417103685379,1.0626514789287054,0.0008025523306948022,0.20339495189848192,0.007375045370943144,0.0012,3.1371002777807805e-05,-0.0021539299228253176,0.002216671928380933,0.0012256320682327028
    14. 

  14. bbmr-l40-m2.5-sl0.005,929,0.0030424339409782617,0.0006258850368364289,0.005458982845120095,3.854024439533532e-06,0.5005382131324004,-0.11388549845742528,-0.04432837499999896,0.048210276410108915,0.2533952133373266,2229,2.3993541442411197,0.391182274847506,0.3835800807537012,0.0009927267833108658,0.026680718128654978,0.01499215866084454,1.7796448618395289,1.1074209293106236,0.0009927267833108658,0.30585006967425554,0.009947468523445472,0.0012,0.00016320896788891807,-0.0022533399362529146,0.0025797578720307512,0.0012680220417984767
    15. 

  15. bbmr-l20-m2.0-sl0.005,929,0.007936093045406734,0.004897841736954657,0.01097434435385881,0.004464906830232212,0.5403659849300323,-0.12717721598056378,-0.045281317320005905,0.06051392132004014,0.23751172543033444,5691,6.1259418729817,0.5159477676969606,0.513793709365665,0.0011930001757161162,0.016116398768809877,0.014577154318757184,1.1055929309928527,1.1683244417141674,0.0011930001757161162,0.22031818709127748,0.03602105277908275,0.0012,0.0005849627978286942,-0.0024532885106233826,0.003623214106280771,0.0012954894463508796
    16. 

  16. bbmr-l60-m3.0-sl0.005,929,0.0005542202021163075,-0.0012541159956341486,0.002362556399866764,0.0,0.27341227125941875,-0.05866344937500016,-0.029774999999999635,0.03519792838293353,0.23162916254533483,952,1.0247578040904197,0.2228561176892716,0.29831932773109243,0.00010473634453784803,0.035632778169014105,0.015000000000000001,2.3755185446009404,1.0099509980039925,0.00010473634453784803,0.14620116044525222,0.00379080576671514,0.0012,-0.0006754891627921961,-0.0024838253605426524,0.0011328470349582602,0.0005408304283256825
    17. 

  17. bbmr-l40-m3.0-sl0.012,929,0.0012337146925133573,-0.0011851692923492037,0.0036525986773759183,0.0,0.41657696447793324,-0.13640894438400028,-0.036000000000000185,0.04560384357976203,0.1754205200301414,1088,1.171151776103337,0.4223179045568712,0.5597426470588235,0.0008182068014705777,0.02800354022988503,0.03374519206680558,0.8298527438944854,1.0550737391059324,0.0008182068014705777,0.21906749906581854,0.005631664659405681,0.0012,-0.00017166743881064702,-0.002590551423673208,0.002247216546051914,0.0010534199902067177
    18. 

  18. bbmr-l30-m3.0-sl0.012,929,0.0009883428202415831,-0.001385903029993898,0.003362588670477064,0.0,0.4294940796555436,-0.13640894438399992,-0.036000000000000185,0.0377300058957413,0.2533952133373266,1096,1.179763186221744,0.4447255113024761,0.5958029197080292,0.0007842509124087512,0.023750981623277174,0.03306964334085754,0.7182110002962396,1.058672196824931,0.0007842509124087512,0.3239273083136172,0.003051125344716839,0.0012,-0.0004273730032245094,-0.0028016188534599907,0.0019468728470109717,0.0008377467883252104
    19. 

  19. bbmr-l30-m2.5-sl0.008,929,0.0025030306182498474,-0.0002097729121639299,0.005215834148663625,0.0,0.48869752421959095,-0.11437658908262402,-0.04742399999999998,0.04988635507605412,0.2533952133373266,2439,2.6254036598493005,0.528392024193962,0.5350553505535055,0.0007845731857318495,0.021641415325670547,0.023237840247131606,0.9313006327402515,1.0726807817528934,0.0007845731857318495,0.31219255634728243,0.008017585837201963,0.0012,-0.0006474537735693129,-0.00336025730398309,0.0020653497568444644,0.000953388866073845
    20. 

  20. bbmr-l30-m2.5-sl0.012,929,0.0025150131694284287,-0.0006819263270619784,0.005711952665918836,0.0020655540409117747,0.5263724434876211,-0.13945539754874353,-0.05840946235719846,0.059720117303087655,0.3014264025064451,2375,2.5565123789020454,0.6040647906094626,0.616421052631579,0.0009494816842105175,0.02158913319672135,0.03225436483516523,0.6693398957645528,1.0768281399992365,0.0009494816842105175,0.32064920524465196,0.007843503518149999,0.0012,-0.0005528016852540253,-0.0037497411817444324,0.002644137811236382,0.0009837672565890568
    21. 

  21. bbmr-l40-m2.0-sl0.005,929,0.004833093265163419,0.0012825496282815882,0.00838363690204525,0.0017896495050536033,0.5177610333692142,-0.12717721598056378,-0.05023123018427201,0.06421789208252852,0.688427387740646,3918,4.217438105489774,0.4224696992996238,0.40148034711587544,0.0008397891781520647,0.024399862682771792,0.01496404690831597,1.630565770895309,1.093765440348964,0.0008397891781520647,0.3058500696742556,0.01580216499643399,0.0012,-0.0002278324614243092,-0.00377837609830614,0.0033227111754575225,0.001145978469458095
    22. 

  22. bbmr-l30-m2.0-sl0.008,929,0.005146252347152446,0.0017320993552313252,0.008560405339073568,0.0017975112234162225,0.5134553283100107,-0.17040758032796058,-0.05357730306682675,0.06764216140698714,0.29504791545167225,4353,4.685683530678149,0.5708403813624489,0.5671950379048932,0.000994260050539848,0.019445786553260472,0.023211282146652898,0.8377730463314619,1.0990763291139103,0.000994260050539848,0.3387000689210067,0.015194128432116384,0.0012,-0.0004765678896613314,-0.0038907208815824523,0.0029375851022597904,0.0010982927706190266
    23. 

  23. bbmr-l60-m2.5-sl0.005,929,0.0006125538648111306,-0.0017794135108110541,0.0030045212404333156,0.0,0.40365984930032295,-0.10039136899231126,-0.04101770165714772,0.04535869750816542,0.301341981076201,1761,1.8955866523143166,0.301794043774668,0.3077796706416809,-1.6507666098773008e-05,0.033682527675276755,0.015000000000000256,2.245501845018412,0.9984101722723373,-1.6507666098773008e-05,0.19604920862705386,0.003124490372090189,0.0012,-0.001662150117966049,-0.004054117493588234,0.0007298172576561358,0.0003231473824017833
    24. 

  24. bbmr-l60-m2.0-sl0.005,929,0.0026966965392822393,-0.00030022336878378743,0.005693616447348266,0.0,0.4951560818083961,-0.1138854984574271,-0.04616727301473364,0.05711246769288296,0.25128413163989716,3026,3.2572658772874057,0.36465861909887703,0.33807005948446794,0.0005006116986120225,0.030835749755620742,0.014992571642536574,2.0567351946569508,1.0504443854887973,0.0005006116986120225,0.35957953584366176,0.0074995829030012175,0.0012,-0.001212022513462647,-0.004208942421528673,0.00178489739460338,0.0008279018787155322
    25. 

  25. bbmr-l40-m2.5-sl0.008,929,0.001256614989421252,-0.001500139490460916,0.00401336946930342,0.0,0.4822389666307858,-0.15637639372196935,-0.04742400000000016,0.050483709605476546,0.2533952133373266,2112,2.273412271259419,0.4753062689015327,0.48295454545454547,0.0002746410984848399,0.025870749999999998,0.023633812271062354,1.0946498898815655,1.0224751718673963,0.0002746410984848399,0.3121925563472824,0.004025127966290766,0.0012,-0.0014714797360900504,-0.004228234215972218,0.0012852747437921176,0.0005527439986611472
    26. 

  26. bbmr-l20-m2.0-sl0.008,929,0.006229244673090169,0.0028240306572372303,0.009634458688943108,0.004840952935764108,0.5446716899892358,-0.17662336027264264,-0.05470995899603408,0.07275872170361673,0.3040623188638978,5525,5.947255113024758,0.6065735394852726,0.6070588235294118,0.0009941723076922965,0.01572980351818724,0.021771054352833198,0.7225099558001069,1.116212985607351,0.0009941723076922965,0.2274421833513577,0.027388255693391293,0.0012,-0.0009074614625395397,-0.004312675478392479,0.0024977525533133992,0.00104741507715851
    27. 

  27. bbmr-l30-m2.0-sl0.012,929,0.004720929083160161,0.0008031367842594979,0.008638721382060822,0.0035092039141869464,0.5220667384284177,-0.24858042428382288,-0.0665587940031837,0.07153692440219973,0.2949715356539775,4137,4.453175457481162,0.6435175218275327,0.6466038191926516,0.00105607735073726,0.019041295327102838,0.03189484452054863,0.597002293421912,1.093822695139462,0.00105607735073726,0.3706281092451002,0.012737644461926555,0.0012,-0.0006228814658172334,-0.004540673764717896,0.0032949108330834285,0.0010601264486961059
    28. 

  28. bbmr-l20-m2.0-sl0.012,929,0.006169033255287541,0.002351740651308169,0.009986325859266914,0.005405088866235747,0.5565123789020452,-0.2542104886600436,-0.06465366641413373,0.0751417529207983,0.3485083721255025,5400,5.8127018299246505,0.6666950917758235,0.6692592592592592,0.0010769561111111318,0.015537085224128394,0.028199138935574852,0.5509772925912805,1.115536098277248,0.0010769561111111318,0.2683446153813134,0.02298921946513234,0.0012,-0.0008062089406220387,-0.004623501544601411,0.003011083663357334,0.0010613022026226158
    29. 

  29. bbmr-l60-m3.0-sl0.008,929,-0.001381494603358526,-0.0034675893132730144,0.0007046001065559625,0.0,0.2938643702906351,-0.09259896422399998,-0.03446074971604055,0.03968165973736687,0.23162916254533483,898,0.9666307857911733,0.27457839971295306,0.38084632516703787,-0.001894329621380854,0.03384887426900585,0.023880257194244272,1.4174417801984254,0.8718796561652183,-0.001894329621380854,0.14620116044525222,-0.00944927248970676,0.0012,-0.002541451546307934,-0.004627546256222422,-0.00045535683639344546,-0.0014291853970156687
    30. 

  30. bbmr-l40-m2.5-sl0.012,929,0.0007811625058666849,-0.002388911728020136,0.003951236739753505,0.0012284567292799693,0.5059203444564048,-0.1674982223861767,-0.06728823405525466,0.05461726968610756,0.2533952133373266,2005,2.158234660925727,0.555130965195551,0.5760598503740648,0.00024182493765585123,0.025284896969696963,0.03378729058823569,0.748355269969497,1.016882749193846,0.00024182493765585123,0.320649205244652,0.0024361903696928423,0.0012,-0.0018087190872441872,-0.004978793321131008,0.0013613551466426332,0.0003619451211721447
    31. 

  31. bbmr-l40-m2.0-sl0.008,929,0.0022578343045544106,-0.0013620245597544428,0.0058776931688632635,-0.001184109139485554,0.48546824542518835,-0.1563763937219701,-0.057285565450302056,0.06321426344102397,0.5508747336906535,3556,3.827771797631862,0.516492388128556,0.5067491563554556,0.0003331017997750189,0.02357877192008883,0.023548709806157735,1.0012765928230698,1.0286775486129829,0.0003331017997750189,0.3121925563472824,0.007232184940510882,0.0012,-0.0023354918526038238,-0.005955350716912677,0.001284367011705029,0.0005898560373821843
    32. 

  32. bbmr-l60-m3.0-sl0.012,929,-0.002517531469843505,-0.004861301652904799,-0.0001737612867822114,0.0,0.3261571582346609,-0.13640894438400009,-0.036000000000000185,0.04152804459642376,0.23162916254533483,847,0.9117330462863293,0.32956584140653034,0.4722550177095632,-0.0032093719008264563,0.03233621999999998,0.03501750782997734,0.9234300783769084,0.8263356406057345,-0.0032093719008264563,0.15515190510876475,-0.016226236268762944,0.0012,-0.0036116111253871003,-0.0059553813084483945,-0.0012678409423258065,-0.0027612594279629475
    33. 

  33. bbmr-l60-m2.5-sl0.008,929,-0.0011595799450317304,-0.003917711887353532,0.0015985519972900705,0.0,0.426264800861141,-0.1143765890826242,-0.04742400000000016,0.04806434148038361,0.2894515467313424,1616,1.7395048439181917,0.3918191603875135,0.411509900990099,-0.001010379331683176,0.03154801654135335,0.023777291272344868,1.3268128896602505,0.9277923991840868,-0.001010379331683176,0.20339495189848192,-0.0057011245078024235,0.0012,-0.0032469857577335603,-0.006005117700055362,-0.0004888538154117594,-0.0006666149560238103
    34. 

  34. bbmr-l60-m2.0-sl0.012,929,0.00045679717662326256,-0.0032503901382875964,0.0041639844915341215,0.0,0.49730893433799783,-0.22635942807058382,-0.0707039999999999,0.06399808017040415,0.3236661346084169,2414,2.598493003229279,0.5525539494592244,0.5468102734051367,2.480198840098147e-05,0.02880192651515154,0.03469713985374835,0.8300951212853371,1.0015772944210648,2.480198840098147e-05,0.41247220846608357,0.0011074617083221589,0.0012,-0.002661394427251872,-0.0063685817421627305,0.001045792887658987,0.00017579311395319423
    35. 

  35. bbmr-l40-m2.0-sl0.012,929,0.0017809360338937694,-0.0022604699699853483,0.005822342037772887,-0.0008340770071887163,0.49623250807319697,-0.1974682863802742,-0.06943128718791448,0.06880863879494652,0.5508747336906535,3295,3.5468245425188374,0.600316520580245,0.5990895295902883,0.00039880971168436045,0.02292771479229994,0.03326663966691968,0.6892104228699493,1.029902630390068,0.00039880971168436045,0.3206492052446521,0.005554157018835999,0.0012,-0.002475253417128835,-0.006516659421007953,0.0015661525867502824,0.0005021212672192145
    36. 

  36. bbmr-l60-m2.0-sl0.008,929,-7.126216780046655e-05,-0.0033136053413200463,0.003171081005719113,-0.0006098912210180061,0.48546824542518835,-0.15637639372196974,-0.058289329245967296,0.062071862483052506,0.25128413163989716,2674,2.8783638320775027,0.4575546329044712,0.4394166043380703,-0.0002923799551234157,0.029670451914893668,0.02377892261507702,1.247762667602153,0.9780661337108272,-0.0002923799551234157,0.38266691958176413,-0.0001862250540975754,0.0012,-0.0035252987662934693,-0.006767641939813049,-0.00028295559277388953,-2.4757873555210705e-05
    37. 

  37. bbmr-l60-m2.5-sl0.012,929,-0.0022794798868453494,-0.0053383357627640035,0.0007793759890733047,0.0,0.4477933261571582,-0.16749822238617598,-0.0707039999999999,0.051128733178890724,0.2206593292195037,1500,1.6146393972012918,0.460853964836742,0.504,-0.001710962000000008,0.031027236772486748,0.03497719623655946,0.887070437625756,0.9013780253293973,-0.001710962000000008,0.21318927626038597,-0.010692282120519182,0.0012,-0.004217047163486899,-0.007275903039405554,-0.0011581912875682453,-0.0014117578765862197
    38.