Главная Обзор Помощь
Вход
ignatz
/
okx-codex-trader
1
0
Ответвить 0
Файлы Задачи 0 Запросы на слияние 0 Вики
Ветка: master
Ветки Метки
okx-codex-tr...
/
reports
/
ultrashort
/
ultrashort-eth-btc-focused-timeframe-summary.csv

ultrashort-eth-btc-focused-timeframe-summary.csv 7.7 KB
Постоянная ссылка История Исходник

12345678910111213 
  1. bar,variant,window_size,actual_bars,first_candle,last_candle,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. 15m,fixed-15m-bars,240,222294,2019-12-25 00:00,2026-04-27 13:15,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,924,0.0017349368054842976,0.0012032979961770556,0.0022665756147915396,0.0,0.2002164502164502,-0.05861032116060542,0.0,0.009569291024196047,0.07063051315932298,279,0.30194805194805197,0.19642857142857142,0.7813620071684588,0.005727960573476704,0.0107482614678899,0.012213442622950824,0.8800353675623255,3.1450444283374908,0.005727960573476704,0.06365700314355577,0.02725445308148993,0.0012,0.0013725991431466353,0.0008409603338393934,0.0019042379524538773,0.005745812216012512
    3. 

  3. 15m,time-scaled,240,222294,2019-12-25 00:00,2026-04-27 13:15,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,924,0.0017349368054842976,0.0012032979961770556,0.0022665756147915396,0.0,0.2002164502164502,-0.05861032116060542,0.0,0.009569291024196047,0.07063051315932298,279,0.30194805194805197,0.19642857142857142,0.7813620071684588,0.005727960573476704,0.0107482614678899,0.012213442622950824,0.8800353675623255,3.1450444283374908,0.005727960573476704,0.06365700314355577,0.02725445308148993,0.0012,0.0013725991431466353,0.0008409603338393934,0.0019042379524538773,0.005745812216012512
    4. 

  4. 15m,time-scaled-shock,240,222294,2019-12-25 00:00,2026-04-27 13:15,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05,924,0.0016795873624689014,0.0011520492316548195,0.0022071254932829834,0.0,0.19696969696969696,-0.05861032116060542,0.0,0.00936033603646586,0.07063051315932298,276,0.2987012987012987,0.19318181818181818,0.7789855072463768,0.005604916666666669,0.010660358139534878,0.012213442622950824,0.8728381070462905,3.0763966068024993,0.005604916666666669,0.06365700314355577,0.026384958127563567,0.0012,0.001321145804027343,0.0007936076732132612,0.001848683934841425,0.005622966387395888
    5. 

  5. 15m,time-scaled-br001,240,222294,2019-12-25 00:00,2026-04-27 13:15,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01,924,0.0015551909412112844,0.0010450778739886808,0.0020653040084338877,0.0,0.17532467532467533,-0.05861032116060542,0.0,0.008551910887214203,0.07063051315932298,241,0.26082251082251084,0.17261904761904762,0.7842323651452282,0.005944634854771784,0.011109407407407403,0.012827326923076927,0.8660734597339286,3.1478439209560096,0.005944634854771784,0.06365700314355577,0.02443079102709412,0.0012,0.0012422039282242714,0.0007320908610016679,0.0017523169954468747,0.005962640787050733
    6. 

  6. 3m,fixed-15m-bars,1200,1111481,2019-12-25 00:00,2026-04-27 14:00,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,925,0.0015370642644470555,0.0006794233450504923,0.0023947051838436187,0.0007769680178282215,0.534054054054054,-0.13259389512532016,-0.008578331621953292,0.014166084907690137,0.048670759178690966,1700,1.837837837837838,0.540398970398971,0.6888235294117647,0.0008541088235294106,0.004714300597779677,0.007734716730038021,0.6094988041994529,1.3568880222767288,0.0008541088235294106,0.15046608749910576,0.010215353439400028,0.0012,-0.0006683411409583496,-0.0015259820603549129,0.0001892997784382136,0.000836343790949133
    7. 

  7. 3m,time-scaled-shock,1200,1111481,2019-12-25 00:00,2026-04-27 14:00,eth-btc-shock-filter-et250-l3.0-x55.0-bt2400-bm1200-br0.0-sw480-sv0.01-sd0.05,924,0.004334938455026245,0.002941043315247987,0.005728833594804503,0.0,0.4805194805194805,-0.10937266642924587,-0.015386406523579352,0.026114723050518044,0.1420723452192935,4115,4.453463203463204,0.4978301219115069,0.692588092345079,0.0009786204131227215,0.004977152280701755,0.008087468949044586,0.6154153186937096,1.3964439954435288,0.0009786204131227215,0.16181075780652815,0.02679017460760792,0.0012,-0.001009217389129599,-0.002403112528907857,0.0003846777506486595,0.0009733859374105103
    8. 

  8. 3m,time-scaled-br001,1200,1111481,2019-12-25 00:00,2026-04-27 14:00,eth-btc-rsi-filter-et250-l3.0-x55.0-bt2400-bm1200-br0.01,924,0.003525348675484694,0.0018947768167527795,0.005155920534216608,0.0,0.4523809523809524,-0.43663984981672693,-0.012832255951606529,0.02488328518913879,0.1420723452192935,3526,3.816017316017316,0.46023623147243536,0.6920022688598979,0.0009364713556437883,0.005236218032786886,0.00877256851851853,0.5968853958488265,1.3485188572880895,0.0009364713556437883,0.46831820134342433,0.007527678115802094,0.0012,-0.0010538721037360844,-0.002684443962467999,0.0005766997549958297,0.0009238293182495342
    9. 

  9. 3m,time-scaled,1200,1111481,2019-12-25 00:00,2026-04-27 14:00,eth-btc-rsi-filter-et250-l3.0-x55.0-bt2400-bm1200-br0.0,924,0.0039765815846626775,0.0022789092755561417,0.005674253893769214,0.0,0.48268398268398266,-0.43663984981672693,-0.015858492039753293,0.026109402722230283,0.1420723452192935,4152,4.4935064935064934,0.4980280180509615,0.6919556840077071,0.0008959954238921001,0.0050437211973546805,0.008480659842519684,0.5947321660122313,1.3454059157111342,0.0008959954238921001,0.46831820134342433,0.008491195886163294,0.0012,-0.0014156262075451145,-0.0031132985166516503,0.0002820461015614218,0.0008849617977428502
    10. 

  10. 5m,time-scaled,720,666905,2019-12-25 00:00,2026-04-27 15:20,eth-btc-rsi-filter-et150-l3.0-x55.0-bt1440-bm720-br0.0,924,0.004816500808456634,0.0036039035376617913,0.006029098079251476,0.0,0.47186147186147187,-0.09556600832305376,-0.00862678417224124,0.022986417822943705,0.12878937594345408,2076,2.2467532467532467,0.46303800216137925,0.7273603082851637,0.002132489884393062,0.006505470860927155,0.009550817699115048,0.6811428158166953,1.8203993838640884,0.002132489884393062,0.14879504844636865,0.032370034209792155,0.0012,0.0021203969123527377,0.0009077996415578953,0.00333299418314758,0.002143760475440236
    11. 

  11. 5m,time-scaled-br001,720,666905,2019-12-25 00:00,2026-04-27 15:20,eth-btc-rsi-filter-et150-l3.0-x55.0-bt1440-bm720-br0.01,924,0.004213531007820743,0.0030883111447872103,0.005338750870854276,0.0,0.4296536796536797,-0.09556600832305376,-0.007504919636929535,0.02075830182254671,0.12878937594345408,1752,1.896103896103896,0.4242912660932145,0.7300228310502284,0.002213496004566212,0.0066795691946833526,0.009883737288135594,0.6758141176720152,1.8312844417426004,0.002213496004566212,0.14879504844636865,0.02831768295931876,0.0012,0.0019382063324960676,0.0008129864694625352,0.0030634261955296005,0.0022222047096040905
    12. 

  12. 5m,time-scaled-shock,720,666905,2019-12-25 00:00,2026-04-27 15:20,eth-btc-shock-filter-et150-l3.0-x55.0-bt1440-bm720-br0.0-sw288-sv0.01-sd0.05,924,0.004623815596568492,0.0034040860483907955,0.005843545144746189,0.0,0.46645021645021645,-0.09556600832305376,-0.009124227998647212,0.02265369633321442,0.12878937594345408,2060,2.2294372294372296,0.4610203769294683,0.7276699029126213,0.002063381553398057,0.006477954636424286,0.009749800000000001,0.6644192328482927,1.7785079107849837,0.002063381553398057,0.11611019099760454,0.03982265085296333,0.0012,0.0019484909212438171,0.0007287613730661202,0.003168220469421514,0.002073983306421984
    13. 

  13. 5m,fixed-15m-bars,720,666905,2019-12-25 00:00,2026-04-27 15:20,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,925,0.0016217404903329912,0.0008605930255667591,0.0023828879550992234,0.0,0.42486486486486486,-0.07623827080858882,-0.0062806616874118105,0.011829513537947313,0.07149505985992746,932,1.0075675675675675,0.4225045045045046,0.703862660944206,0.001644512875536478,0.006236184451219513,0.009336682481751832,0.6679229440872476,1.5991147858439212,0.001644512875536478,0.09327181158712144,0.01738725197610415,0.0012,0.00041265940925191025,-0.00034848805551432186,0.0011738068740181425,0.001609560036006456
    14.