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ultrashort
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ultrashort-strategy-horizons.csv

ultrashort-strategy-horizons.csv 4.7 KB
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  1. strategy,horizon,return,annualized,max_dd,calmar
    2. 

  2. BTC RSI2 Guarded 15m,3y,5.92%,1.93%,30.60%,0.06
    3. 

  3. BTC RSI2 Guarded 15m,1y,0.59%,0.59%,12.84%,0.05
    4. 

  4. BTC RSI2 Guarded 15m,6m,7.11%,14.77%,7.14%,2.07
    5. 

  5. BTC RSI2 Guarded 15m,3m,6.87%,30.95%,4.80%,6.45
    6. 

  6. BTC RSI2 TWAP2 15m,3y,-16.42%,-5.80%,29.54%,-0.20
    7. 

  7. BTC RSI2 TWAP2 15m,1y,-4.17%,-4.17%,12.47%,-0.33
    8. 

  8. BTC RSI2 TWAP2 15m,6m,1.58%,3.19%,7.17%,0.44
    9. 

  9. BTC RSI2 TWAP2 15m,3m,3.17%,13.49%,4.98%,2.71
    10. 

  10. BTC RSI2 TWAP3 15m,3y,-21.64%,-7.80%,28.17%,-0.28
    11. 

  11. BTC RSI2 TWAP3 15m,1y,-3.94%,-3.94%,11.69%,-0.34
    12. 

  12. BTC RSI2 TWAP3 15m,6m,1.80%,3.65%,6.47%,0.56
    13. 

  13. BTC RSI2 TWAP3 15m,3m,3.69%,15.83%,3.34%,4.74
    14. 

  14. BTC RSI2 Price TWAP shallow 15m,3y,121.76%,30.37%,16.87%,1.80
    15. 

  15. BTC RSI2 Price TWAP shallow 15m,1y,32.25%,32.25%,6.54%,4.93
    16. 

  16. BTC RSI2 Price TWAP shallow 15m,6m,27.76%,63.44%,6.15%,10.31
    17. 

  17. BTC RSI2 Price TWAP shallow 15m,3m,21.57%,120.83%,2.61%,46.29
    18. 

  18. BTC RSI2 Price TWAP mid 15m,3y,170.78%,39.34%,8.00%,4.92
    19. 

  19. BTC RSI2 Price TWAP mid 15m,1y,29.93%,29.93%,8.00%,3.74
    20. 

  20. BTC RSI2 Price TWAP mid 15m,6m,26.10%,59.21%,6.69%,8.85
    21. 

  21. BTC RSI2 Price TWAP mid 15m,3m,20.72%,114.61%,2.61%,43.91
    22. 

  22. BTC RSI2 Price TWAP deep 15m,3y,152.40%,36.11%,7.04%,5.13
    23. 

  23. BTC RSI2 Price TWAP deep 15m,1y,25.18%,25.18%,5.84%,4.31
    24. 

  24. BTC RSI2 Price TWAP deep 15m,6m,22.24%,49.60%,5.84%,8.49
    25. 

  25. BTC RSI2 Price TWAP deep 15m,3m,19.43%,105.49%,2.61%,40.42
    26. 

  26. BTC RSI2 Price TWAP 2slice 15m,3y,113.54%,28.74%,8.53%,3.37
    27. 

  27. BTC RSI2 Price TWAP 2slice 15m,1y,23.14%,23.14%,8.00%,2.89
    28. 

  28. BTC RSI2 Price TWAP 2slice 15m,6m,22.93%,51.30%,6.55%,7.83
    29. 

  29. BTC RSI2 Price TWAP 2slice 15m,3m,18.40%,98.38%,2.61%,37.69
    30. 

  30. BTC RSI2 Price TWAP mid fb2 15m,3y,139.84%,33.82%,8.00%,4.23
    31. 

  31. BTC RSI2 Price TWAP mid fb2 15m,1y,22.16%,22.16%,8.00%,2.77
    32. 

  32. BTC RSI2 Price TWAP mid fb2 15m,6m,20.48%,45.30%,6.69%,6.77
    33. 

  33. BTC RSI2 Price TWAP mid fb2 15m,3m,16.27%,84.26%,2.72%,30.99
    34. 

  34. BTC RSI2 Price TWAP mid fb5 15m,3y,77.75%,21.11%,10.23%,2.06
    35. 

  35. BTC RSI2 Price TWAP mid fb5 15m,1y,8.62%,8.62%,10.23%,0.84
    36. 

  36. BTC RSI2 Price TWAP mid fb5 15m,6m,14.32%,30.79%,5.86%,5.26
    37. 

  37. BTC RSI2 Price TWAP mid fb5 15m,3m,13.25%,65.66%,2.72%,24.15
    38. 

  38. BTC RSI2 Price TWAP deep fb2 15m,3y,113.54%,28.74%,7.55%,3.80
    39. 

  39. BTC RSI2 Price TWAP deep fb2 15m,1y,18.42%,18.42%,5.84%,3.15
    40. 

  40. BTC RSI2 Price TWAP deep fb2 15m,6m,18.46%,40.47%,5.84%,6.93
    41. 

  41. BTC RSI2 Price TWAP deep fb2 15m,3m,15.82%,81.44%,2.61%,31.20
    42. 

  42. BTC RSI2 Price TWAP deep fb5 15m,3y,72.79%,19.98%,8.04%,2.48
    43. 

  43. BTC RSI2 Price TWAP deep fb5 15m,1y,12.01%,12.01%,8.04%,1.49
    44. 

  44. BTC RSI2 Price TWAP deep fb5 15m,6m,13.95%,29.94%,8.04%,3.72
    45. 

  45. BTC RSI2 Price TWAP deep fb5 15m,3m,11.16%,53.58%,3.46%,15.50
    46. 

  46. BTC Trend RSI-BB 15m,3y,1.00%,0.33%,17.52%,0.02
    47. 

  47. BTC Trend RSI-BB 15m,1y,-12.76%,-12.76%,12.76%,-1.00
    48. 

  48. BTC Trend RSI-BB 15m,6m,-4.34%,-8.51%,8.55%,-1.00
    49. 

  49. BTC Trend RSI-BB 15m,3m,-5.93%,-21.97%,6.51%,-3.37
    50. 

  50. ETH RSI2 15m,3y,38.64%,11.49%,20.83%,0.55
    51. 

  51. ETH RSI2 15m,1y,21.85%,21.85%,20.83%,1.05
    52. 

  52. ETH RSI2 15m,6m,-8.28%,-15.92%,19.71%,-0.81
    53. 

  53. ETH RSI2 15m,3m,12.02%,58.46%,2.67%,21.87
    54. 

  54. ETH RSI2 Price TWAP mid 15m,3y,59.23%,16.76%,15.65%,1.07
    55. 

  55. ETH RSI2 Price TWAP mid 15m,1y,37.94%,37.94%,7.09%,5.35
    56. 

  56. ETH RSI2 Price TWAP mid 15m,6m,8.60%,17.98%,7.09%,2.54
    57. 

  57. ETH RSI2 Price TWAP mid 15m,3m,15.03%,76.47%,2.93%,26.09
    58. 

  58. ETH RSI2 Price TWAP deep 15m,3y,90.59%,23.96%,7.88%,3.04
    59. 

  59. ETH RSI2 Price TWAP deep 15m,1y,45.84%,45.84%,6.45%,7.11
    60. 

  60. ETH RSI2 Price TWAP deep 15m,6m,24.50%,55.19%,6.45%,8.56
    61. 

  61. ETH RSI2 Price TWAP deep 15m,3m,24.72%,144.98%,0.99%,146.42
    62. 

  62. ETH RSI2 Price TWAP mid fb2 15m,3y,45.67%,13.35%,16.26%,0.82
    63. 

  63. ETH RSI2 Price TWAP mid fb2 15m,1y,30.75%,30.75%,7.45%,4.13
    64. 

  64. ETH RSI2 Price TWAP mid fb2 15m,6m,4.90%,10.06%,7.45%,1.35
    65. 

  65. ETH RSI2 Price TWAP mid fb2 15m,3m,11.78%,57.09%,2.93%,19.48
    66. 

  66. ETH Robust Price TWAP 15m,3y,157.94%,37.10%,7.89%,4.70
    67. 

  67. ETH Robust Price TWAP 15m,1y,35.58%,35.58%,7.89%,4.51
    68. 

  68. ETH Robust Price TWAP 15m,6m,17.53%,38.26%,7.89%,4.85
    69. 

  69. ETH Robust Price TWAP 15m,3m,19.30%,104.57%,0.69%,151.72
    70. 

  70. ETH Trend RSI-BB 15m,3y,-82.59%,-44.13%,82.95%,-0.53
    71. 

  71. ETH Trend RSI-BB 15m,1y,-65.04%,-65.04%,66.43%,-0.98
    72. 

  72. ETH Trend RSI-BB 15m,6m,-49.18%,-74.27%,49.76%,-1.49
    73. 

  73. ETH Trend RSI-BB 15m,3m,-39.69%,-87.14%,40.39%,-2.16
    74. 

  74. ETH/BTC RSI Filter 15m,3y,44.24%,12.98%,9.42%,1.38
    75. 

  75. ETH/BTC RSI Filter 15m,1y,32.84%,32.84%,4.86%,6.76
    76. 

  76. ETH/BTC RSI Filter 15m,6m,3.53%,7.21%,4.86%,1.48
    77. 

  77. ETH/BTC RSI Filter 15m,3m,7.28%,32.96%,0.38%,85.76
    78. 

  78. BTC Lead ETH Lag 15m,3y,75.14%,20.52%,33.85%,0.61
    79. 

  79. BTC Lead ETH Lag 15m,1y,-19.81%,-19.81%,23.77%,-0.83
    80. 

  80. BTC Lead ETH Lag 15m,6m,-14.87%,-27.72%,14.87%,-1.86
    81. 

  81. BTC Lead ETH Lag 15m,3m,-10.24%,-35.49%,10.24%,-3.46
    82. 

  82. BTC Lead ETH Lag 5m,3y,65.47%,18.26%,21.86%,0.84
    83. 

  83. BTC Lead ETH Lag 5m,1y,29.09%,29.09%,11.85%,2.45
    84. 

  84. BTC Lead ETH Lag 5m,6m,-1.48%,-2.92%,11.85%,-0.25
    85. 

  85. BTC Lead ETH Lag 5m,3m,7.31%,32.31%,3.98%,8.12
    86. 

  86. BTC Lead ETH Lag 3m,3y,-10.01%,-3.45%,32.81%,-0.11
    87. 

  87. BTC Lead ETH Lag 3m,1y,0.12%,0.12%,12.75%,0.01
    88. 

  88. BTC Lead ETH Lag 3m,6m,11.97%,25.60%,2.01%,12.74
    89. 

  89. BTC Lead ETH Lag 3m,3m,8.30%,38.16%,2.01%,18.99
    90.