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ultrashort-overlay-horizons.csv

ultrashort-overlay-horizons.csv 2.4 KB
Bezpośredni odnośnik Historia Czysty

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  1. overlay,horizon,return,annualized,max_dd,calmar
    2. 

  2. Balanced 4 DD>3% x0.0,3y,-0.24%,-0.08%,11.39%,-0.01
    3. 

  3. Balanced 4 DD>3% x0.0,1y,2.55%,2.55%,4.99%,0.51
    4. 

  4. Balanced 4 DD>3% x0.0,6m,-0.35%,-0.71%,1.78%,-0.40
    5. 

  5. Balanced 4 DD>3% x0.0,3m,0.77%,3.17%,1.32%,2.40
    6. 

  6. Balanced 4 DD>3% x0.5,3y,11.69%,3.78%,10.58%,0.36
    7. 

  7. Balanced 4 DD>3% x0.5,1y,4.21%,4.21%,5.12%,0.82
    8. 

  8. Balanced 4 DD>3% x0.5,6m,1.79%,3.63%,2.31%,1.57
    9. 

  9. Balanced 4 DD>3% x0.5,3m,2.51%,10.57%,1.32%,8.00
    10. 

  10. Balanced 4 DD>5% x0.0,3y,0.46%,0.15%,17.47%,0.01
    11. 

  11. Balanced 4 DD>5% x0.0,1y,2.93%,2.93%,7.20%,0.41
    12. 

  12. Balanced 4 DD>5% x0.0,6m,1.08%,2.18%,3.88%,0.56
    13. 

  13. Balanced 4 DD>5% x0.0,3m,4.25%,18.38%,1.32%,13.92
    14. 

  14. Balanced 4 DD>5% x0.5,3y,11.99%,3.87%,13.62%,0.28
    15. 

  15. Balanced 4 DD>5% x0.5,1y,4.37%,4.37%,6.39%,0.68
    16. 

  16. Balanced 4 DD>5% x0.5,6m,2.50%,5.08%,3.50%,1.45
    17. 

  17. Balanced 4 DD>5% x0.5,3m,4.25%,18.38%,1.32%,13.92
    18. 

  18. Balanced 4 DD>7% x0.0,3y,10.08%,3.27%,12.27%,0.27
    19. 

  19. Balanced 4 DD>7% x0.0,1y,5.83%,5.83%,5.93%,0.98
    20. 

  20. Balanced 4 DD>7% x0.0,6m,3.93%,8.04%,3.50%,2.29
    21. 

  21. Balanced 4 DD>7% x0.0,3m,4.25%,18.38%,1.32%,13.92
    22. 

  22. Balanced 4 DD>7% x0.5,3y,17.16%,5.46%,11.10%,0.49
    23. 

  23. Balanced 4 DD>7% x0.5,1y,5.83%,5.83%,5.93%,0.98
    24. 

  24. Balanced 4 DD>7% x0.5,6m,3.93%,8.04%,3.50%,2.29
    25. 

  25. Balanced 4 DD>7% x0.5,3m,4.25%,18.38%,1.32%,13.92
    26. 

  26. Aggressive 5 DD>3% x0.0,3y,7.05%,2.31%,11.35%,0.20
    27. 

  27. Aggressive 5 DD>3% x0.0,1y,5.53%,5.53%,3.63%,1.52
    28. 

  28. Aggressive 5 DD>3% x0.0,6m,-0.88%,-1.75%,0.99%,-1.76
    29. 

  29. Aggressive 5 DD>3% x0.0,3m,0.00%,0.00%,0.00%,0.00
    30. 

  30. Aggressive 5 DD>3% x0.5,3y,23.05%,7.20%,10.47%,0.69
    31. 

  31. Aggressive 5 DD>3% x0.5,1y,5.15%,5.15%,6.46%,0.80
    32. 

  32. Aggressive 5 DD>3% x0.5,6m,-1.36%,-2.71%,4.02%,-0.67
    33. 

  33. Aggressive 5 DD>3% x0.5,3m,2.26%,9.49%,0.52%,18.17
    34. 

  34. Aggressive 5 DD>5% x0.0,3y,10.80%,3.50%,15.53%,0.23
    35. 

  35. Aggressive 5 DD>5% x0.0,1y,1.28%,1.28%,7.51%,0.17
    36. 

  36. Aggressive 5 DD>5% x0.0,6m,-5.11%,-9.98%,5.22%,-1.91
    37. 

  37. Aggressive 5 DD>5% x0.0,3m,-1.43%,-5.66%,1.43%,-3.97
    38. 

  38. Aggressive 5 DD>5% x0.5,3y,25.02%,7.77%,11.97%,0.65
    39. 

  39. Aggressive 5 DD>5% x0.5,1y,3.00%,3.00%,7.71%,0.39
    40. 

  40. Aggressive 5 DD>5% x0.5,6m,-3.50%,-6.89%,5.42%,-1.27
    41. 

  41. Aggressive 5 DD>5% x0.5,3m,1.53%,6.34%,1.05%,6.07
    42. 

  42. Aggressive 5 DD>7% x0.0,3y,12.77%,4.11%,11.85%,0.35
    43. 

  43. Aggressive 5 DD>7% x0.0,1y,0.51%,0.51%,10.04%,0.05
    44. 

  44. Aggressive 5 DD>7% x0.0,6m,-5.83%,-11.35%,7.81%,-1.45
    45. 

  45. Aggressive 5 DD>7% x0.0,3m,1.18%,4.87%,1.05%,4.66
    46. 

  46. Aggressive 5 DD>7% x0.5,3y,26.04%,8.07%,10.36%,0.78
    47. 

  47. Aggressive 5 DD>7% x0.5,1y,2.59%,2.59%,9.27%,0.28
    48. 

  48. Aggressive 5 DD>7% x0.5,6m,-3.88%,-7.64%,7.02%,-1.09
    49. 

  49. Aggressive 5 DD>7% x0.5,3m,2.86%,12.09%,1.05%,11.57
    50.