ultrashort-eth-btc-focused-timeframe-total.csv 3.1 KB

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  1. bar,variant,name,first_candle,last_candle,years,trades,gross_total_return,net_total_return,net_annualized_return,net_max_drawdown,net_calmar,net_sharpe_daily
  2. 15m,fixed-15m-bars,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,2019-12-25 00:00,2026-04-27 13:15,6.343978310502283,282,3.8458294410117393,2.4603680362108644,0.21613485651184106,0.1074355386404849,2.0117631395240663,2.0854171693681907
  3. 15m,time-scaled,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,2019-12-25 00:00,2026-04-27 13:15,6.343978310502283,282,3.8458294410117393,2.4603680362108644,0.21613485651184106,0.1074355386404849,2.0117631395240663,2.0854171693681907
  4. 15m,time-scaled-br001,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.01,2019-12-25 00:00,2026-04-27 13:15,6.343978310502283,244,3.1154529066437826,2.075418158289096,0.19373584513471576,0.099318041457396,1.950661151708491,1.9495683431494237
  5. 15m,time-scaled-shock,eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.0-sw96-sv0.01-sd0.05,2019-12-25 00:00,2026-04-27 13:15,6.343978310502283,279,3.6068107565382177,2.3013559860284345,0.20715036447820645,0.10743553864048488,1.928136323413434,2.023575060685715
  6. 3m,fixed-15m-bars,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,2019-12-25 00:00,2026-04-27 14:00,6.34406392694064,1711,2.860885729532023,-0.5044211655725878,-0.10475617549142413,0.6846022046598532,-0.1530175841947114,-0.6101585344113856
  7. 3m,time-scaled-shock,eth-btc-shock-filter-et250-l3.0-x55.0-bt2400-bm1200-br0.0-sw480-sv0.01-sd0.05,2019-12-25 00:00,2026-04-27 14:00,6.34406392694064,4133,40.35562719204688,-0.7094872924177913,-0.1770376401311089,0.8913974051932302,-0.1986068605312263,-0.6431504576486874
  8. 3m,time-scaled-br001,eth-btc-rsi-filter-et250-l3.0-x55.0-bt2400-bm1200-br0.01,2019-12-25 00:00,2026-04-27 14:00,6.34406392694064,3543,16.299749008186115,-0.7535317202054799,-0.19809169658304537,0.827478993691294,-0.2393918130771874,-0.5338516944595775
  9. 3m,time-scaled,eth-btc-rsi-filter-et250-l3.0-x55.0-bt2400-bm1200-br0.0,2019-12-25 00:00,2026-04-27 14:00,6.34406392694064,4170,24.75357317544002,-0.8271005527796274,-0.24167533193276658,0.8846547643011935,-0.2731860401200357,-0.6786486003078449
  10. 5m,time-scaled,eth-btc-rsi-filter-et150-l3.0-x55.0-bt1440-bm720-br0.0,2019-12-25 00:00,2026-04-27 15:20,6.344216133942161,2084,69.23154200147246,4.780131485047875,0.31855904997037765,0.21566791260179016,1.477081342918944,1.4256328218605931
  11. 5m,time-scaled-br001,eth-btc-rsi-filter-et150-l3.0-x55.0-bt1440-bm720-br0.01,2019-12-25 00:00,2026-04-27 15:20,6.344216133942161,1759,39.997083510753725,3.9815456091641366,0.28801594985969325,0.20749528729903885,1.3880601993847181,1.3992978354259036
  12. 5m,time-scaled-shock,eth-btc-shock-filter-et150-l3.0-x55.0-bt1440-bm720-br0.0-sw288-sv0.01-sd0.05,2019-12-25 00:00,2026-04-27 15:20,6.344216133942161,2068,57.702752384995904,3.923926323230453,0.2856561632982466,0.22705485080868518,1.2580931976605887,1.2923178620722933
  13. 5m,fixed-15m-bars,eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0,2019-12-25 00:00,2026-04-27 15:20,6.344216133942161,938,3.145302133469032,0.3462487386840092,0.04798057559034841,0.3176048309500386,0.15107004338323832,0.4101030339769482