okx-codex-trader/reports/ultrashort/ultrashort-vwap-focus.csv

window,entry_z,stop,avg_return,median_return,worst_seed_avg,worst_window_return,trades,win_rate,max_drawdown
72,2.0,0.006,0.030756468277338724,0.021847588163970432,0.022888309292101533,-0.0015945203152663452,33.4,0.785952380952381,0.040441425808618904
72,1.8,0.008,0.030286482990630248,0.016628193663382078,0.01930879347387622,-0.007819584408156697,37.8,0.7951190476190476,0.03868503439873381
72,1.6,0.008,0.02967195150388629,0.020351551737362424,0.01941854928396799,-0.004638849390084397,43.2,0.8052380952380952,0.044342213486638936
72,1.6,0.006,0.02928240562112766,0.022023063924547986,0.019807345695037497,-0.00820418808789491,47.6,0.7607539682539682,0.04766882364548593
72,1.8,0.006,0.028812913145011092,0.015969092945140366,0.017789102225977464,-0.01968915257665085,41.4,0.7436111111111112,0.04267083330932675
72,2.0,0.008,0.02647859565566485,0.01709542512332597,0.017775531556528768,-0.003917352127299091,31.8,0.7942857142857143,0.03868503439873381
72,1.8,0.004,0.024648605868579244,0.013378859692889239,0.0154302553577699,-0.007673197133725261,52.0,0.606103896103896,0.043250475670460045
72,1.6,0.004,0.02414929578335841,0.01684424878956666,0.016276884792419174,-0.008094888594650365,59.8,0.6219967532467533,0.04756387329811961
72,2.0,0.004,0.024015685327716342,0.013918742701479586,0.016677233389009623,-0.006665661279646156,42.6,0.6358333333333333,0.040669303018701884
80,1.8,0.008,0.023617583755775225,0.017186780930046715,0.0207584020598619,-0.020948010045162117,38.2,0.7605952380952381,0.05562906096359162
80,1.6,0.008,0.023172772457473696,0.011796371747462963,0.017439570315459518,-0.023202384815581355,43.2,0.7591666666666667,0.05562906096359168
72,2.2,0.006,0.021664149094275643,0.012899750485522055,0.01147254161669214,-0.0015945203152663452,26.8,0.7416666666666666,0.03712292659499278
80,1.8,0.006,0.01933990299338681,0.01107996503593311,0.015325510983942404,-0.037307633664735475,44.4,0.7125,0.06978814934370055
64,2.0,0.006,0.018063487757995045,0.0080246903362983,-0.000485037717605724,-0.054765056979083786,48.2,0.6619047619047619,0.06254065317242875
72,2.2,0.008,0.017611771214216632,0.009301794591098932,0.006638996913007509,-0.01625941339589499,26.0,0.6916666666666667,0.03529164247746175
80,1.8,0.004,0.016883800179292387,0.016688443037814596,0.013060855170414607,-0.02080355975156217,56.6,0.6132234432234431,0.07560615811288297
80,2.0,0.008,0.01678126587040029,0.0132306740359946,0.012198159461921022,-0.022676881547690573,31.0,0.735,0.05562906096359163
80,1.6,0.004,0.01656787539067144,0.01124873716619106,0.009357396409318652,-0.023058267134652668,64.0,0.6024999999999999,0.0756061581128827
64,1.8,0.006,0.016423478270654258,0.010633940949338613,-0.0007872555044955116,-0.08344612265970919,55.6,0.6248412698412699,0.090985785568135
64,1.8,0.008,0.01623956629348104,0.007799113228415699,-0.0012258845104944612,-0.06911539093029569,49.8,0.6856547619047618,0.07681650345158705
80,1.6,0.006,0.01605289435807028,0.005398254117669785,0.012400481458842958,-0.024858770461042696,52.0,0.6935714285714286,0.06299979764412779
64,2.0,0.008,0.015588530860771938,0.004231710927120875,-0.0034778799800895053,-0.05655181354094711,43.2,0.7079166666666665,0.06431271169797474
56,1.8,0.008,0.014700183555443353,0.006839866995866614,0.005427887524645598,-0.03979869582127503,53.0,0.7677380952380952,0.05867429204942034
80,2.0,0.006,0.014597904794494018,0.013612153930127333,0.012089414233564548,-0.033526112261971684,35.2,0.6910714285714286,0.06299979764412764
72,2.4,0.006,0.01449631151288867,0.012413810574198398,0.008500225966692618,-0.017999999999999818,21.2,0.65,0.02811829286563531
56,2.0,0.006,0.014150402889359625,0.010791628598413518,0.005968899085894145,-0.05165497476116379,49.4,0.7057539682539683,0.0629997976441276
56,1.8,0.006,0.014065700219320024,0.008443806702648089,0.004439284398403584,-0.0412905037303075,57.2,0.7084126984126984,0.06299979764412754
56,2.0,0.008,0.013786808945920812,0.010662956149968322,0.0061513384748780485,-0.05017929457373702,46.0,0.7606349206349206,0.058674292049420235
72,2.4,0.008,0.013723516379130515,0.011059041632940424,0.007733474119231619,-0.012246700559750025,21.2,0.75,0.030258587311107595
64,1.6,0.008,0.01355284735613072,0.001286220969697679,-0.004799041599618839,-0.06911539093029605,51.4,0.6665638528138528,0.07681650345158741
96,1.6,0.008,0.013448377429684338,0.01780557946986617,0.008675358904930909,-0.06659743468486104,43.8,0.6548809523809525,0.0954215611811243
56,2.0,0.004,0.013159484533482929,0.013319619939187852,0.005006288075876298,-0.08135573819205529,60.4,0.6249062049062049,0.08957190008505891
80,2.4,0.006,0.012885699090385071,0.015384684036218241,0.010875132352420087,-0.028699791845403888,24.8,0.6841666666666667,0.06299979764412764
80,2.0,0.004,0.012632323180317189,0.013679864998531941,0.006567372687876968,-0.03188792724694395,46.6,0.5863888888888888,0.07560615811288277
96,1.8,0.008,0.012342992412539822,0.019118137988503696,0.0074621120977282065,-0.06659743468486104,40.0,0.6345238095238095,0.0954215611811243
96,1.8,0.006,0.012231435955596314,0.01715017145677684,0.007781850260874879,-0.06055866535888963,42.6,0.6158333333333333,0.09169544471497772
56,1.6,0.008,0.012033156399254716,0.002648647537978067,0.0007250459059598141,-0.03190955987747875,57.2,0.7433730158730157,0.06013826782107433
80,2.2,0.006,0.01199948822365145,0.014615518560147029,0.009011955843479904,-0.01967295084550151,27.6,0.6591666666666666,0.06299979764412764
56,2.4,0.004,0.011836755869788839,0.015821603292363342,0.007084028577797425,-0.058904975282391754,43.0,0.6626190476190477,0.064411654598319
96,1.6,0.006,0.011642554054773194,0.015837612938139317,0.0075072026663313635,-0.06055866535888963,48.4,0.6173520923520923,0.09169544471497772
96,2.0,0.006,0.011625445501088964,0.017523115272964167,0.005551989445312712,-0.06055866535888963,36.6,0.6569047619047619,0.09169544471497772
72,2.4,0.004,0.011419236184255024,0.008420230027621746,0.004807943739276903,-0.0121009664663894,27.6,0.5630952380952381,0.040990058848128286
56,2.4,0.006,0.011322922279019914,0.011647689415013773,0.006867120399451734,-0.03427186839222431,35.2,0.743095238095238,0.045376138193928627
72,2.2,0.004,0.01131151672616155,0.005698327651460386,0.004319581937157454,-0.006665661279646156,36.0,0.5655555555555556,0.044649310934437796
96,2.0,0.008,0.010857900390608674,0.019410952542187276,0.004761717995078288,-0.06659743468486104,34.0,0.675,0.0954215611811243
80,2.4,0.008,0.010802978009051913,0.018305656840982336,0.009529495771234405,-0.02868797531633445,23.2,0.7041666666666666,0.05562906096359156
96,2.2,0.006,0.010747127118981915,0.011692415224441482,0.004681519460760296,-0.060820739537187,30.0,0.6723214285714285,0.09169544471497758
56,1.8,0.004,0.010729981555022604,0.002886539205780937,0.0010155390916718032,-0.07131586706311319,72.8,0.6145833333333334,0.08957190008505858
64,2.0,0.004,0.010489789291053927,-0.0029924521651329083,-0.0072092219158673065,-0.05647551602334115,63.0,0.5498015873015873,0.06423704181129997
96,1.6,0.004,0.010045886995923209,0.015974567758742852,0.004636785493009576,-0.08832684806634643,63.2,0.5228660228660228,0.11647995502262584
80,2.2,0.008,0.009971693028675534,0.017536491364911123,0.007428479415060928,-0.021265323765394716,26.0,0.6791666666666666,0.05562906096359156
64,1.8,0.004,0.009695903754644901,0.001398930030526517,-0.0069958640507490144,-0.07898423611308826,73.6,0.5376019813519813,0.08656060294184954
96,2.0,0.004,0.009659026464162558,0.018435399029679354,0.003315642716088587,-0.08832684806634643,48.6,0.5238095238095238,0.11647995502262584
64,2.4,0.006,0.009574343637115634,0.00780028954130641,0.003416603698223366,-0.033629047263927715,32.4,0.7059523809523809,0.05649109265719035
64,1.6,0.006,0.009535633330206692,0.001376042877537038,-0.008829804094888278,-0.09994409245183415,62.2,0.5898809523809524,0.10734804142790817
56,2.4,0.008,0.009522370998120155,0.009988750875406422,0.004607470738769576,-0.035198578027053916,31.6,0.80375,0.04337811818957086
96,2.2,0.008,0.008731584587903926,0.013160911064431203,0.0026426694506301147,-0.06685782423906257,28.4,0.6820833333333333,0.0954215611811245
96,1.8,0.004,0.008722519908620897,0.018117692293531072,0.0032563591512306854,-0.08832684806634643,59.4,0.5006132756132756,0.11647995502262584
56,2.2,0.004,0.008403090408292582,0.014539888934789049,0.0012213938381257772,-0.08135573819205529,52.2,0.6352633477633478,0.08957190008505891
56,2.2,0.006,0.008248934776763781,0.012143279069969322,0.0007641226953142685,-0.05165497476116379,42.0,0.7189285714285714,0.0629997976441276
56,2.2,0.008,0.00795047535835211,0.010847544208020372,0.0010268729014528853,-0.05017929457373702,38.6,0.7793452380952381,0.058674292049420235
80,2.4,0.004,0.007913215136661243,0.008580787491868469,0.004787185947680633,-0.04080229287458278,35.2,0.5476190476190477,0.0756061581128829
56,1.6,0.006,0.007349447719249019,-0.0008601492028537723,-0.004689976463612742,-0.03341362466988048,67.0,0.6784776334776335,0.06712732029574102
64,2.4,0.008,0.007316890738589876,0.005719004678131095,0.0008697573614457957,-0.029526181488389192,30.0,0.7392857142857143,0.05243252135114672
64,2.2,0.006,0.00706868644824408,0.0007731101501605735,-0.004195561966809237,-0.054765056979083786,41.0,0.6352380952380953,0.06254065317242875
80,2.2,0.004,0.0070204302613383705,0.008937942500873906,0.003318285962056119,-0.03188792724694395,39.0,0.5452380952380952,0.0756061581128829
56,1.6,0.004,0.006985938587974421,0.0025328489137448193,-0.005414902680512568,-0.06368568020364819,81.8,0.5998717948717949,0.08957190008505876
96,2.4,0.006,0.0068369501563992656,0.006626688477739116,0.0005980890214050526,-0.07190879300789893,22.6,0.5679166666666667,0.09169544471497737
96,2.2,0.004,0.006064491306474464,0.012185127845006137,-0.0005879878988454957,-0.08858117580705639,42.2,0.55,0.11647995502262588
64,1.6,0.004,0.00552412976896398,-0.006677149629567211,-0.01083440783967983,-0.07898423611308808,79.4,0.502253996003996,0.08656060294184936
96,2.4,0.008,0.004043686903792242,0.006626688477739116,-0.0023390745014651194,-0.0778746032249137,21.0,0.57625,0.09542156118112435
64,2.2,0.008,0.0034831323478030154,-0.00119466443889698,-0.008734028912083816,-0.05655181354094711,36.8,0.64125,0.06431271169797474
64,2.4,0.004,0.003273568032644794,-0.0011098757079724055,-0.00320442481317923,-0.029590873500229646,42.6,0.5490277777777779,0.05681446206649689
64,2.2,0.004,0.0019625774823760185,-0.002748522452446996,-0.00976374447998578,-0.05647551602334115,53.2,0.5360389610389611,0.06423704181129997
96,2.4,0.004,0.0018188942852952286,0.0062828500364469075,-0.005025820514670931,-0.09934148651907636,32.0,0.4504599567099567,0.11647995502262597