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ultrashort-strategy-timeframe-summary.csv

ultrashort-strategy-timeframe-summary.csv 13 KB
Постоянная ссылка История Исходник

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  1. symbol,bar,requested_bars,actual_bars,first_candle,last_candle,name,sample_count,avg_return,ci95_low,ci95_high,median_return,positive_window_rate,worst_return,p10_return,p90_return,best_return,trades,avg_trades_per_window,win_rate,trade_win_rate,avg_trade_return,avg_win_return,avg_loss_return_abs,payoff_ratio,profit_factor,expectancy_per_trade,max_drawdown,return_drawdown_ratio,roundtrip_cost_on_margin,net_avg_return,net_ci95_low,net_ci95_high,breakeven_roundtrip_cost_on_margin
    2. 

  2. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,rsi2-t50-l3.0-s97.0,929,0.0021824217708346643,0.0012022138776040193,0.003162629664065309,0.0,0.46932185145317545,-0.11980996200543541,-0.005964566213989746,0.015185528815856345,0.09206988775277823,938,1.0096878363832078,0.4712952996053104,0.7313432835820896,0.0021579029850746284,0.008102491253644296,0.014024587301587293,0.5777347368166236,1.5727223391119198,0.0021579029850746284,0.1538682116486252,0.014183707911147116,0.0012,0.000970796367174815,-9.411526055829941e-06,0.0019510042604054597,0.0021614816898778283
    3. 

  3. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,rsi2-t50-l3.0-s97.0,2788,0.0011603346152298233,0.0007023021403042759,0.0016183670901553707,0.0,0.49426111908177905,-0.24242019767884213,-0.005075918625160521,0.009395733567270416,0.17204560632759677,3211,1.1517216642754662,0.5013399262143883,0.7125506072874493,0.0010888567424478341,0.004848408653846163,0.008248469055374597,0.5877949739881733,1.46023333385987,0.0010888567424478341,0.26640594237815257,0.004355513262473608,0.0012,-0.00022173138190073605,-0.0006797638568262834,0.00023630109302481134,0.0010074783267707093
    4. 

  4. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,rsi2-t50-l3.0-s97.0,4647,0.0008040936994384947,0.0005367030854128887,0.0010714843134641007,0.0001050904270286992,0.5072089520120507,-0.32670761217158667,-0.004785050940963992,0.007461375862558783,0.09816195192067098,5970,1.2846998063266624,0.5145321610460407,0.6904522613065327,0.0006664807370184252,0.003478652838427949,0.005630498369565214,0.6178232565044807,1.3840584039736246,0.0006664807370184252,0.5230611729182122,0.0015372842433560364,0.0012,-0.0007375460681535,-0.001004936682179106,-0.000470155454127894,0.0006259000705679539
    5. 

  5. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,bbmr-default,929,0.00838550151343653,0.005221736360308845,0.011549266666564214,0.004870308672594183,0.5468245425188375,-0.12717721598056614,-0.04723891171968611,0.06532068771308133,0.2961262606304823,6173,6.644779332615716,0.5179121291338731,0.5140126356714726,0.001213290296452376,0.016157163567601655,0.014592346333333754,1.1072354780048868,1.1710860572365018,0.001213290296452376,0.22031818709127748,0.03806086834747977,0.0012,0.0004117663142976704,-0.0027519988388300144,0.003575531467425355,0.0012619683955908854
    6. 

  6. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,bbmr-default,2788,0.00460454789819723,0.003442371702307153,0.0057667240940873065,0.004447097010416655,0.5681492109038737,-0.1223671753376404,-0.032439981378609956,0.03869433058999345,0.22076581411892549,17546,6.2934002869440455,0.6300608953855015,0.6312549868915992,0.0007286195144191606,0.008702122878295429,0.01293322323638654,0.672850280184814,1.1529222932127163,0.0007286195144191606,0.18004390279512267,0.025574583902665576,0.0012,-0.002947532446135624,-0.004109708642025701,-0.0017853562502455475,0.0007316470728470236
    7. 

  7. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,bbmr-default,4647,0.003497041147043803,0.0027593358517103454,0.004234746442377261,0.004180817734673474,0.577792123950936,-0.10039136899231052,-0.02645487028108102,0.03252861552123009,0.18896050157398223,28802,6.1979771895846785,0.6597555530092644,0.6628706339837511,0.0005979743767793156,0.006692973287240683,0.01139670013400715,0.5872729130837798,1.1557792450876738,0.0005979743767793156,0.1652624547745474,0.0211605300902404,0.0012,-0.0039405314804578095,-0.004678236775791268,-0.0032028261851243522,0.0005642229779290519
    8. 

  8. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,bbsb-default,4647,-0.0010526915176413284,-0.0020449212783861647,-6.046175689649203e-05,-0.0013360534419369287,0.4372713578652894,-0.12717721598056397,-0.044328374999999504,0.044986499999999686,0.16653643467561596,12830,2.7609210243167635,0.28176160448594306,0.31231488698363213,-0.0009458300857366188,0.030000000000000946,0.015000000000000058,2.000000000000055,0.9083078318032667,-0.0009458300857366188,0.13564864383493758,-0.0077604278810356805,0.0012,-0.004365796746821444,-0.005358026507566281,-0.0033735669860766077,-0.0003812827344099184
    9. 

  9. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,bbsb-default,2788,-0.0022020770560652356,-0.0036666255759859193,-0.000737528536144552,-0.0013360534419371106,0.4250358680057389,-0.14026955774085545,-0.04936317728283641,0.044986500000000706,0.19405229652900052,9873,3.541248206599713,0.3018223825433299,0.31155677099159323,-0.0009799453053782174,0.030000000000000887,0.015000000000000511,1.999999999999991,0.9051051934677022,-0.0009799453053782174,0.16377744110039086,-0.013445545621362015,0.0012,-0.00645157490398489,-0.007916123423905574,-0.004987026384064207,-0.0006218364055818775
    10. 

  10. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,vwap-revert-w72-z2.0-sl0.006,4647,-0.0007201362982519368,-0.0021027443644319327,0.0006624717679280591,0.004294873265158276,0.5650957607058317,-0.2743944350582608,-0.05365904218180927,0.04422829193546612,1.1107647615469762,26083,5.612868517323004,0.5820907170204438,0.5053866503086302,-0.00036609887666301245,0.016086659839174736,0.017181214684447794,0.9362935121075092,0.9569096818577445,-0.00036609887666301245,0.33920719728443993,-0.0021229982854640652,0.0012,-0.0074555785190395405,-0.008838186585219537,-0.006072970452859545,-0.00012830093846477594
    11. 

  11. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,vwap-revert-w72-z2.0-sl0.006,2788,-0.0018383400210559694,-0.004055113476223045,0.0003784334341111065,0.003617097793177254,0.5358680057388809,-0.29862574605530817,-0.06899527670919949,0.05652723946600456,0.9604793342463182,18378,6.591822094691535,0.512421779341859,0.4306235716617695,-0.0006044532593319099,0.021962146954763718,0.01767680651945384,1.2424272976339779,0.9399263582329893,-0.0006044532593319099,0.34409756974057243,-0.005342496381017629,0.0012,-0.00974852653468581,-0.011965299989852886,-0.007531753079518735,-0.00027888192288083813
    12. 

  12. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,bbsb-default,929,-0.002570375115982909,-0.005551437037565281,0.0004106868055994634,-0.0020034106242232154,0.41227125941872983,-0.1531655143747439,-0.059292497524954524,0.06019105357500011,0.1584993893998495,5026,5.410118406889128,0.32290808402218446,0.32113012335853564,-0.0005491444488658699,0.030000000000000665,0.015000000000000456,1.9999999999999836,0.9460726846424307,-0.0005491444488658699,0.18579129976511313,-0.013834744249232922,0.0012,-0.009062517204249863,-0.012043579125832236,-0.0060814552826674905,-0.00047510514977081616
    13. 

  13. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,range-momo-l10-tp0.006-sl0.004,4648,-0.002783699183264625,-0.004021490224974462,-0.0015459081415547882,-0.003651953092932854,0.45309810671256456,-0.1660873563715453,-0.054150093922059314,0.04971458007208804,0.31296809265747744,45387,9.764845094664372,0.3666540495678192,0.38901006896247825,-0.0003296979311256394,0.017999999999995134,0.01200000000000044,1.4999999999995397,0.9550322743497124,-0.0003296979311256394,0.32672932212241795,-0.008519893975789651,0.0012,-0.014501513296861869,-0.015739304338571708,-0.013263722255152034,-0.0002850735629985233
    14. 

  14. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,donchian-e12-x6-s0.008,4648,-0.008605569617949171,-0.01008440801484967,-0.007126731221048673,-0.012549894319401393,0.354776247848537,-0.2276447425419271,-0.06261619502005328,0.050176086153513655,0.548085241465485,50650,10.897160068846816,0.30859373756723224,0.29536031589338596,-0.0012133858440276646,0.013008297994652444,0.007182466999523173,1.8111183797316486,0.7599879655769953,-0.0012133858440276646,0.3941292740017016,-0.021834383248355252,0.0012,-0.021682161700565347,-0.02316100009746585,-0.020203323303664852,-0.0007897075534891954
    15. 

  15. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,range-momo-l10-tp0.006-sl0.004,2788,-0.00625840691678786,-0.008038446468850137,-0.004478367364725584,-0.007466818864998458,0.42073170731707316,-0.1817131725044177,-0.06377463652609773,0.05327676360112848,0.20851936813680877,35588,12.764705882352942,0.3716809126203159,0.3822917837473306,-0.0005312464875800794,0.018000000000000654,0.012000000000000434,1.5000000000000002,0.9283309830323434,-0.0005312464875800794,0.3703548608268272,-0.016898406309062065,0.0012,-0.021576053975611388,-0.023356093527673667,-0.019796014423549113,-0.0004902899427898323
    16. 

  16. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,donchian-e12-x6-s0.008,2788,-0.010288361905157544,-0.012629297094121817,-0.00794742671619327,-0.015417376786427121,0.3669296987087518,-0.3000645775172852,-0.07683089720189044,0.05969680243532283,0.5699018709112527,29222,10.481348637015781,0.29861014872850977,0.2859147217849565,-0.001655601327766775,0.017457140993417053,0.009313564852553469,1.874377992722184,0.750919593823728,-0.001655601327766775,0.4239314377451131,-0.024268928862368012,0.0012,-0.02286598026957648,-0.025206915458540754,-0.020525045080612207,-0.0009815876049407719
    17. 

  17. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,vwap-revert-w72-z2.0-sl0.006,929,-0.010438462327700947,-0.01632803451557295,-0.0045488901398289434,-0.005532733363753323,0.4747039827771798,-0.4030687144541134,-0.11451646709843487,0.08683587700529345,0.698212324715159,8672,9.334768568353068,0.3558778195421803,0.2782518450184502,-0.0016767194418820701,0.040643540820555386,0.01799223118709121,2.2589494542353195,0.8708811364546775,-0.0016767194418820701,0.5195440614248912,-0.020091582413766077,0.0012,-0.021640184609724628,-0.02752975679759663,-0.015750612421852626,-0.0011182347212216534
    18. 

  18. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,donchian-e12-x6-s0.008,929,-0.011378661200208435,-0.017605328243381815,-0.005151994157035056,-0.022499948472037977,0.3821313240043057,-0.31283296326193694,-0.11603100860737409,0.10330286505050322,0.47970596711652563,9288,9.997847147470399,0.2792713681556854,0.26733419465977604,-0.0024075658914728434,0.03356729722110355,0.015543165857962381,2.1596177720710514,0.7884621273419233,-0.0024075658914728434,0.47769886638049525,-0.02381973666051185,0.0012,-0.02337607777717291,-0.02960274482034629,-0.017149410733999535,-0.0011381111385652062
    19. 

  19. BTC-USDT-SWAP,3m,1752000,1115544,2019-12-16 06:09,2026-04-27 07:18,ema-pullback-f13-s34-b0.006,4647,-0.002385169664285401,-0.003802695850725156,-0.0009676434778456457,-0.00786985228417452,0.39122014202711425,-0.25410056777160245,-0.04987456376004699,0.04974695809124326,0.9961040187513398,100491,21.624919302775986,0.25541142080165924,0.24725597317172682,-0.00032017587644664596,0.008887588722984669,0.0033507451097249063,2.6524216053289513,0.8728292691751552,-0.00032017587644664596,0.28446715630222363,-0.008384692613692629,0.0012,-0.028335072827616582,-0.029752599014056337,-0.026917546641176827,-0.00011029727468066053
    20. 

  20. BTC-USDT-SWAP,5m,1051200,669332,2019-12-16 06:05,2026-04-27 07:40,ema-pullback-f13-s34-b0.006,2788,-0.0035812100658251292,-0.005912466101063104,-0.001249954030587154,-0.010512961735650243,0.38916786226685796,-0.2987392295524343,-0.06488994207767207,0.0655067840535515,0.6514311331764806,62600,22.453371592539455,0.24995637822799852,0.24212460063897764,-0.00044178284345048257,0.011573711750346412,0.004286523872846977,2.700022697566247,0.8638180519041626,-0.00044178284345048257,0.42311582184832797,-0.008463900144837567,0.0012,-0.03052525597687247,-0.03285651201211044,-0.028193999941634497,-0.00015949542593483163
    21. 

  21. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,ema-pullback-f13-s34-b0.006,929,0.0017486764103929683,-0.006243245281563759,0.009740598102349696,-0.015218577202065717,0.4370290635091496,-0.4243968515112112,-0.10458794907812055,0.12261663900587795,1.9049251135708247,21454,23.093649085037676,0.24236995670859043,0.2329635499207607,-0.0004960747180013052,0.02114270868347344,0.007072912435390701,2.9892507332173044,0.9084995539446693,-0.0004960747180013052,0.5188596972640336,0.003370229793552677,0.0012,-0.02596370249165224,-0.033955624183608965,-0.01797178079969551,7.572109561177718e-05
    22. 

  22. BTC-USDT-SWAP,15m,350400,223112,2019-12-16 06:00,2026-04-27 07:45,range-momo-l10-tp0.006-sl0.004,929,-0.013441165728476919,-0.017306695998112954,-0.009575635458840884,-0.014229478766266948,0.395048439181916,-0.19618189833439875,-0.08958769363136335,0.06549630621426474,0.2161634516249591,17132,18.441334768568353,0.37723488284270773,0.3754377772589307,-0.000736866682232048,0.018000000000000623,0.012000000000000413,1.5000000000000002,0.9016822429906545,-0.000736866682232048,0.3968440388701006,-0.033870146485623864,0.0012,-0.03557076745075894,-0.039436297720394975,-0.031705237181122906,-0.0007288607845992913
    23.