okx-codex-trader/reports/ultrashort/ultrashort-rsi2-monthly.csv

period,window_count,avg_return,median_return,positive_window_rate,worst_return,best_return,trades,avg_trades_per_window,avg_window_win_rate,max_drawdown,net_avg_return
2019-12,6,0.0011799471842932083,0.0,0.3333333333333333,-0.005118976204759201,0.009189136024504115,3,0.5,0.3333333333333333,0.01299740051989611,0.0005799471842932083
2020-01,12,0.0005724448501271882,0.0016900938765460523,0.5833333333333334,-0.04059982954768966,0.02204313028012457,10,0.8333333333333334,0.625,0.06254989243529217,-0.0004275551498728118
2020-02,12,0.0036422611582205867,0.0030625058595121117,0.5833333333333334,-0.004720722856373868,0.010858901931599212,13,1.0833333333333333,0.5833333333333334,0.029711192446098607,0.002342261158220587
2020-03,12,0.004372812642901908,0.0,0.16666666666666666,-0.0048019756699899515,0.0554667322592546,4,0.3333333333333333,0.16666666666666666,0.024483608690991625,0.003972812642901908
2020-04,12,0.001739555651978723,0.0,0.16666666666666666,-0.008487195509049344,0.015437048917401807,5,0.4166666666666667,0.20833333333333334,0.06840038120541761,0.001239555651978723
2020-05,12,0.0017309547498533904,0.0015767700515419165,0.5,-0.024257704882791404,0.024777343921379178,10,0.8333333333333334,0.5416666666666666,0.04522943831494462,0.0007309547498533903
2020-06,12,-0.0024200742432677843,0.0,0.3333333333333333,-0.06462527846664706,0.01541817876696532,5,0.4166666666666667,0.3333333333333333,0.08136480181581282,-0.0029200742432677843
2020-07,13,0.002398183740058994,0.0,0.46153846153846156,0.0,0.010815847038807442,6,0.46153846153846156,0.46153846153846156,0.0006491047763296593,0.0018443375862128401
2020-08,12,0.0002653969471483682,0.0,0.4166666666666667,-0.025962718859103007,0.010850386665150109,8,0.6666666666666666,0.375,0.03082093385688295,-0.0005346030528516317
2020-09,12,0.003868955618899599,0.0,0.4166666666666667,-0.009499554557074408,0.0156221371469348,10,0.8333333333333334,0.4166666666666667,0.01801714815386961,0.002868955618899599
2020-10,13,0.002407863839919362,0.0,0.46153846153846156,-0.015212676450142135,0.017343409941998653,12,0.9230769230769231,0.48717948717948717,0.028108764817474912,0.0013001715322270545
2020-11,12,0.007770035228654055,0.006812810301760874,0.6666666666666666,-0.005946765198147477,0.028309681166934386,12,1.0,0.7083333333333334,0.016167743061616443,0.006570035228654055
2020-12,12,0.00543607855313891,0.004384134011478091,0.5833333333333334,-0.012417758897580825,0.025071272120432333,10,0.8333333333333334,0.5416666666666666,0.02402826547995719,0.00443607855313891
2021-01,12,0.00540385780852965,0.004643298432724259,0.5,-0.06535296054178616,0.07218347812718875,12,1.0,0.5416666666666666,0.13535282136180576,0.00420385780852965
2021-02,12,0.008860810695586602,0.01253272395215763,0.6666666666666666,-0.023276386227055447,0.023085423157811237,14,1.1666666666666667,0.6666666666666666,0.0667371113953617,0.007460810695586602
2021-03,12,0.0009137090687058848,0.0021232729451696286,0.5,-0.056127449308699395,0.031884566133929,16,1.3333333333333333,0.5277777777777778,0.06620599615274919,-0.0006862909312941151
2021-04,12,0.003269920295034126,0.0004489013460200113,0.5,-0.004446177847113904,0.019701171086283647,11,0.9166666666666666,0.4305555555555556,0.013867347213859984,0.002169920295034126
2021-05,12,-0.002019177185609759,0.0,0.3333333333333333,-0.06362406526736868,0.03922308894167909,12,1.0,0.34722222222222215,0.09278324960338405,-0.0032191771856097586
2021-06,12,-0.010224119960744548,0.002481793113200911,0.5,-0.11980996200543541,0.04297971916726037,14,1.1666666666666667,0.5416666666666666,0.1538682116486252,-0.011624119960744549
2021-07,13,0.004834727175751924,0.0,0.38461538461538464,-0.009292320917605321,0.028231129016259546,15,1.1538461538461537,0.5,0.024804299532489495,0.0034501117911365396
2021-08,12,-0.011229262586160305,0.0,0.25,-0.05701756826528708,0.003750782772056846,10,0.8333333333333334,0.23611111111111113,0.06899700536118653,-0.012229262586160305
2021-09,12,-0.002836094043685762,0.0,0.25,-0.029747731248393392,0.008202151192050769,8,0.6666666666666666,0.3333333333333333,0.0453965304226186,-0.003636094043685762
2021-10,13,-0.009888415331426866,0.0,0.0,-0.10389407906611232,0.0,6,0.46153846153846156,0.05128205128205128,0.13589270576448795,-0.01044226148527302
2021-11,12,0.0006832758587028666,0.006459104426584145,0.5833333333333334,-0.04800093597559517,0.010929806322463992,18,1.5,0.6666666666666666,0.06584255654485369,-0.0011167241412971332
2021-12,12,-0.004362099434654192,0.0,0.25,-0.04392191379016294,0.016100896482775535,8,0.6666666666666666,0.2916666666666667,0.08265991994562355,-0.005162099434654193
2022-01,12,0.004494065518224851,0.002604229114610098,0.5,-0.015367572818321424,0.022747028866892106,13,1.0833333333333333,0.4305555555555556,0.028179864962508145,0.0031940655182248513
2022-02,12,0.0052437719415919515,0.0,0.4166666666666667,-0.04452361420367961,0.09206988775277823,14,1.1666666666666667,0.4583333333333333,0.05583030587132307,0.0038437719415919513
2022-03,12,0.00318451866033206,0.0,0.3333333333333333,0.0,0.01570234385423628,7,0.5833333333333334,0.2916666666666667,0.01590898544447682,0.00248451866033206
2022-04,12,0.005318086993358656,0.002761424514933606,0.5833333333333334,-0.0397766922540126,0.03505892744986395,16,1.3333333333333333,0.5694444444444444,0.04414689462665756,0.0037180869933586564
2022-05,12,-0.0025206901474075795,0.0,0.3333333333333333,-0.023854105788625384,0.008865878769756273,15,1.25,0.5,0.04912619089368184,-0.00402069014740758
2022-06,12,-0.012376462348874672,-0.0032056900155060246,0.4166666666666667,-0.06352369851326621,0.02184746078045264,23,1.9166666666666667,0.5625,0.12552711247178563,-0.014676462348874672
2022-07,13,0.0006487698050974221,0.0034571662955582725,0.5384615384615384,-0.08729275762172983,0.04416974406414629,19,1.4615384615384615,0.5512820512820512,0.10834810852690033,-0.0011050763487487315
2022-08,12,0.001221821704836096,0.0004541502848171149,0.5,-0.004749345052426543,0.009121617238083673,14,1.1666666666666667,0.625,0.018207422893190474,-0.00017817829516390393
2022-09,12,0.012420507469429168,0.010604607203605792,0.6666666666666666,0.0,0.04777725889141839,16,1.3333333333333333,0.625,0.03662993789891316,0.01082050746942917
2022-10,13,-0.004780912075684416,0.0,0.46153846153846156,-0.08698728144133056,0.023936855002471565,12,0.9230769230769231,0.38461538461538464,0.09983350443899544,-0.005888604383376724
2022-11,12,0.007515370209176292,0.008825062765764231,0.5833333333333334,-0.012971283926992873,0.025823932378894278,16,1.3333333333333333,0.5138888888888888,0.03622835136909811,0.005915370209176292
2022-12,12,0.0008137528735413828,0.0,0.4166666666666667,-0.020537076804194112,0.011202552666657721,11,0.9166666666666666,0.375,0.039034127804901834,-0.000286247126458617
2023-01,12,0.0011992192707176855,0.0,0.3333333333333333,-0.0002500767779583839,0.007605115984606345,5,0.4166666666666667,0.3333333333333333,0.008989602070811089,0.0006992192707176855
2023-02,12,0.0050939245799607,0.005590031594146149,0.6666666666666666,-0.02295574164710779,0.021570696181323727,18,1.5,0.5833333333333334,0.03752134647293733,0.0032939245799607
2023-03,12,0.004828167225655292,0.0,0.25,-0.0014556238628874781,0.045536270345252705,6,0.5,0.2916666666666667,0.03575696584690857,0.004228167225655292
2023-04,12,0.006434958506956961,0.003871209986593749,0.6666666666666666,0.0,0.03107123123217625,11,0.9166666666666666,0.6666666666666666,0.00737080808524559,0.0053349585069569615
2023-05,12,0.003593378669530587,0.0029621570428725137,0.5833333333333334,-0.004414986611193671,0.012601680224029951,10,0.8333333333333334,0.5416666666666666,0.006021526121105672,0.002593378669530587
2023-06,12,0.004004058053802055,0.0021818091417490906,0.6666666666666666,0.0,0.013921456723796655,10,0.8333333333333334,0.625,0.005606863886596906,0.0030040580538020552
2023-07,13,-0.0037757029809925655,0.0,0.46153846153846156,-0.0654852416145106,0.009790205302305913,12,0.9230769230769231,0.46153846153846156,0.07794178194325996,-0.004883395288684873
2023-08,12,0.00026733956419037276,0.0,0.4166666666666667,-0.017235770643233082,0.023556695225819747,10,0.8333333333333334,0.2916666666666667,0.032163585842872655,-0.0007326604358096273
2023-09,12,0.002346365105055338,0.00031592962291533694,0.5,0.0,0.008172612350225426,7,0.5833333333333334,0.5,0.003735382682751112,0.001646365105055338
2023-10,13,0.0002479846020935628,0.0,0.07692307692307693,-0.0030157139090197234,0.007465265175161949,4,0.3076923076923077,0.07692307692307693,0.006084345910609045,-0.0001212461671372064
2023-11,12,0.0026271617443333222,0.0,0.4166666666666667,-0.005844338589971994,0.01574052642024217,13,1.0833333333333333,0.4444444444444444,0.023361324762671585,0.0013271617443333225
2023-12,12,0.001755933319945052,0.0,0.4166666666666667,-0.010576485707786742,0.026328911517202142,13,1.0833333333333333,0.4861111111111111,0.02400876547044151,0.00045593331994505217
2024-01,12,0.00297262252403672,0.0,0.4166666666666667,-0.010692603407348542,0.017389242972630926,11,0.9166666666666666,0.375,0.01834014672117371,0.0018726225240367203
2024-02,12,0.0021623862691508146,0.0022807585491869758,0.5833333333333334,-0.0203157752854946,0.01680355820480454,11,0.9166666666666666,0.625,0.03256519778947986,0.0010623862691508147
2024-03,12,0.004802548558918336,0.0,0.4166666666666667,-0.01733598492341971,0.05128685601501966,14,1.1666666666666667,0.34722222222222215,0.032180920448726044,0.003402548558918336
2024-04,12,0.002229936615539024,0.0019414269627327486,0.5,-0.0244121669642911,0.01655878604552272,14,1.1666666666666667,0.513888888888889,0.03349618065302184,0.0008299366155390239
2024-05,13,-0.0010653217080767022,0.0,0.3076923076923077,-0.030799886843751848,0.010470784927601562,14,1.0769230769230769,0.34615384615384615,0.04580810958854399,-0.0023576294003843945
2024-06,12,-0.003093613805174755,0.0,0.3333333333333333,-0.03362750231174432,0.01301854005953337,13,1.0833333333333333,0.4305555555555555,0.04284626271440239,-0.004393613805174754
2024-07,12,0.0021741104882033596,0.0,0.25,-0.024008349109567825,0.026606960412003354,10,0.8333333333333334,0.25,0.03645280873923166,0.0011741104882033596
2024-08,13,0.006770448058105173,0.0034944377681251355,0.6923076923076923,-0.009325520381392016,0.029833637962379544,18,1.3846153846153846,0.6923076923076923,0.03096256520718307,0.005108909596566711
2024-09,12,0.0006928449078133023,0.0,0.16666666666666666,-0.008101165242513525,0.009271148109975366,7,0.5833333333333334,0.15277777777777776,0.021724272821710962,-7.155092186697737e-06
2024-10,12,0.005453733138434973,0.005900960485663836,0.6666666666666666,-0.0012863177912042375,0.01366396339618168,13,1.0833333333333333,0.611111111111111,0.016780469464420474,0.004153733138434973
2024-11,12,0.0047127424588758,0.004269362381262272,0.6666666666666666,-0.012334458011408242,0.017055408491348317,16,1.3333333333333333,0.625,0.023701005341232304,0.0031127424588758
2024-12,12,0.0018113867873973354,0.0014826655124735226,0.5,-0.014487681225650521,0.012732127765605946,11,0.9166666666666666,0.4166666666666667,0.02772877195673837,0.0007113867873973355
2025-01,13,0.00822733420645218,0.00417910204762793,0.6153846153846154,-9.701839200060931e-05,0.039835149870960776,13,1.0,0.6538461538461539,0.024247249927728445,0.00702733420645218
2025-02,11,0.007351250716447612,0.0037139825320380623,0.7272727272727273,-0.01611945091895741,0.026384737218652844,18,1.6363636363636365,0.6818181818181818,0.02352077825551096,0.005387614352811249
2025-03,12,0.0026078249057939202,0.003460258159271143,0.6666666666666666,-0.010563182395995682,0.017359031553539718,19,1.5833333333333333,0.5833333333333334,0.02725706708913931,0.0007078249057939205
2025-04,12,0.00545883699452911,0.0013241714981031692,0.5,-0.0015854117385646531,0.020399960852119148,12,1.0,0.5,0.012490515450422209,0.00425883699452911
2025-05,13,0.00244717471797692,0.0,0.46153846153846156,-0.004523112244751974,0.011756718987254135,8,0.6153846153846154,0.4230769230769231,0.015095171434542316,0.0017087131795153815
2025-06,12,0.002470166784868616,0.0,0.4166666666666667,-0.02479711235615068,0.01510001725157108,12,1.0,0.4583333333333333,0.04512251318431881,0.0012701667848686162
2025-07,12,0.00203759463057169,0.0015056903522552602,0.5,-0.002300061362061024,0.005233237759981239,11,0.9166666666666666,0.4861111111111111,0.008132546011987688,0.0009375946305716903
2025-08,13,0.004636975112829196,0.002743024138612418,0.7692307692307693,-0.00302494388273808,0.014972531123174121,19,1.4615384615384615,0.7307692307692307,0.012646119993617321,0.0028831289589830427
2025-09,12,0.001107459435128491,0.0,0.3333333333333333,-0.003485933176433173,0.005545107604118857,7,0.5833333333333334,0.2916666666666667,0.013316467341306423,0.00040745943512849106
2025-10,12,-0.003798262109695982,0.0,0.4166666666666667,-0.03848634292177012,0.016204676265783747,16,1.3333333333333333,0.5,0.053725533335816464,-0.005398262109695982
2025-11,12,0.006918434427191642,0.005489379927509527,0.6666666666666666,-0.008444005107626072,0.02487380204298115,17,1.4166666666666667,0.611111111111111,0.02484637689182442,0.0052184344271916415
2025-12,12,0.0013703568435059277,0.0,0.3333333333333333,-0.03385149837213066,0.028496338957696026,12,1.0,0.3333333333333333,0.05021706682400018,0.00017035684350592785
2026-01,13,0.0009620773035348977,0.0009821558036688658,0.6153846153846154,-0.028108399141350673,0.01355363892788664,20,1.5384615384615385,0.6474358974358974,0.06651766181160422,-0.0008840765426189484
2026-02,11,0.020470645091550995,0.010392837295419304,0.7272727272727273,-0.011459410827005377,0.07070926123439131,21,1.9090909090909092,0.6818181818181818,0.018405387960542134,0.018179736000641905
2026-03,12,0.009768125088195741,0.009856705495425194,0.5833333333333334,-0.02383160748642531,0.04834895787479308,18,1.5,0.625,0.03983314338369485,0.007968125088195742
2026-04,11,0.003114468880578269,0.001645046837937116,0.7272727272727273,-0.003127528350686589,0.009705530207896482,16,1.4545454545454546,0.5757575757575757,0.013795208643428876,0.001369014335123724