okx-codex-trader/reports/ultrashort/ultrashort-recent-summary.csv

strategy,bar,trades,3y_return,3y_annualized,3y_max_dd,3y_calmar
BTC RSI2 Guarded 15m,15m,873,5.82%,1.90%,30.60%,0.06
BTC RSI2 TWAP2 15m,15m,870,-16.23%,-5.73%,29.54%,-0.19
BTC RSI2 TWAP3 15m,15m,870,-21.35%,-7.70%,28.17%,-0.27
BTC RSI2 Price TWAP shallow 15m,15m,689,121.55%,30.37%,16.87%,1.80
BTC RSI2 Price TWAP mid 15m,15m,570,169.43%,39.16%,8.00%,4.89
BTC RSI2 Price TWAP deep 15m,15m,449,150.01%,35.73%,7.04%,5.07
BTC RSI2 Price TWAP 2slice 15m,15m,574,112.80%,28.63%,8.53%,3.36
BTC RSI2 Price TWAP mid fb2 15m,15m,537,138.65%,33.64%,8.00%,4.20
BTC RSI2 Price TWAP mid fb5 15m,15m,480,76.87%,20.94%,10.23%,2.05
BTC RSI2 Price TWAP deep fb2 15m,15m,422,111.52%,28.37%,7.55%,3.76
BTC RSI2 Price TWAP deep fb5 15m,15m,396,71.16%,19.62%,8.04%,2.44
BTC Trend RSI-BB 15m,15m,665,1.47%,0.49%,17.52%,0.03
ETH RSI2 15m,15m,536,36.82%,11.07%,20.83%,0.53
ETH RSI2 Price TWAP mid 15m,15m,372,58.87%,17.02%,15.65%,1.09
ETH RSI2 Price TWAP deep 15m,15m,321,89.59%,24.26%,7.88%,3.08
ETH RSI2 Price TWAP mid fb2 15m,15m,357,45.35%,13.54%,16.26%,0.83
ETH Robust Price TWAP 15m,15m,339,158.97%,37.33%,7.89%,4.73
ETH Trend RSI-BB 15m,15m,2019,-82.94%,-44.51%,82.95%,-0.54
ETH/BTC RSI Filter 15m,15m,282,41.55%,12.34%,9.42%,1.31
BTC Lead ETH Lag 15m,15m,947,69.32%,19.26%,33.85%,0.57
BTC Lead ETH Lag 5m,5m,1142,52.61%,15.19%,21.86%,0.69
BTC Lead ETH Lag 3m,3m,1076,-7.40%,-2.54%,32.81%,-0.08