codex_jxs_code/strategy/results/bb_midline_5m_param_sweep.csv

period,std,period_step,std_step,final_eq,ret_pct,n_trades,win_rate,sharpe,dd
15,1.5,10,0.5,0.00047035550350871735,-99.99976482224825,111588,34.390794709108505,-1.0318566813340773,-202.38278172487549
15,2.0,10,0.5,0.0003682458531207367,-99.99981587707344,114983,31.99951297148274,-1.0517447664263284,-207.00926699542296
15,2.5,10,0.5,0.00013517790996149244,-99.99993241104502,118944,28.41841538875437,-1.066843300280861,-202.97365018191613
15,3.0,10,0.5,2.7372158257389396e-05,-99.99998631392087,123018,25.341819896275343,-1.0375855233149691,-203.97454793219083
15,3.5,10,0.5,7.669217720507588e-06,-99.99999616539114,125514,23.555141259142406,-1.0295116405913771,-199.9999926321606
15,4.0,10,0.5,1.3373229853368135e-06,-99.9999993313385,126581,22.765659933165324,-1.0295288560138371,-199.99999869386636
25,1.5,10,0.5,0.0017630495668879283,-99.99911847521656,84946,32.794952087208344,-1.293729889070109,-207.35144513711467
25,2.0,10,0.5,0.0021262699573547064,-99.99893686502132,87416,29.61471584149355,-1.0769254917914826,-207.3230697431621
25,2.5,10,0.5,0.019232972624929533,-99.99038351368753,89753,26.640892226443686,-0.7661744780665724,-282.9426200919278
25,3.0,10,0.5,0.008324747423078871,-99.99583762628846,92114,24.08537247323968,-0.7701299195822682,-299.3619517674745
25,3.5,10,0.5,0.0021990833038556443,-99.99890045834807,93887,22.321514160639918,-0.8594065630854474,-249.20948309430867
25,4.0,10,0.5,0.0006738628522136209,-99.9996630685739,95030,21.376407450278858,-0.7576562230433436,-291.98051861072224
35,1.5,10,0.5,0.02089403178818467,-99.98955298410591,72581,31.327757953183337,-1.3309409260309297,-202.064386268866
35,2.0,10,0.5,0.04911133191480452,-99.97544433404259,74592,27.870280995280993,-1.1788018107980864,-208.19318228650735
35,2.5,10,0.5,0.11339157723591194,-99.94330421138204,76304,25.05897462780457,-0.9891952503585197,-207.81448051914438
35,3.0,10,0.5,0.11968128814263472,-99.94015935592869,77841,22.939068100358423,-0.8139159656385352,-221.5376495451823
35,3.5,10,0.5,0.01984485951274019,-99.99007757024363,79196,21.3861811202586,-1.060687386107305,-230.0395662353739
35,4.0,10,0.5,0.012363126554740892,-99.99381843672263,80118,20.540952095658906,-0.9081750231226203,-210.33305195479676
45,1.5,10,0.5,0.06804612639104632,-99.96597693680448,63854,30.02474394712939,-1.129416637835604,-199.9327591253644
45,2.0,10,0.5,0.08115056060726777,-99.95942471969637,65616,26.502682272616436,-0.9579345891598869,-236.4862054858405
45,2.5,10,0.5,0.13538296683662002,-99.93230851658168,66915,23.782410520809982,-0.7075702450197628,-271.08910187835227
45,3.0,10,0.5,0.09969712703152057,-99.95015143648423,68156,21.86307881917953,-0.6451318177267918,-295.9747288571139
45,3.5,10,0.5,0.09210686086215344,-99.95394656956893,69136,20.51174496644295,-0.45887396866107066,-429.20953221378915
45,4.0,10,0.5,0.08145389297753457,-99.95927305351124,69869,19.75554251527859,-0.5082958377978372,-369.88002808773837
55,1.5,10,0.5,0.055918483619185166,-99.9720407581904,57008,29.073112545607632,-1.135641198208353,-205.86923282780617
55,2.0,10,0.5,0.09137017136829197,-99.95431491431586,58485,25.582628024279728,-1.0618048081366185,-210.73187077440718
55,2.5,10,0.5,0.15140570229310388,-99.92429714885346,59613,23.10402093503095,-0.9409011616127569,-214.74837340120598
55,3.0,10,0.5,0.19074157711726422,-99.90462921144137,60601,21.458391775713274,-0.7210538774678307,-228.38551279326268
55,3.5,10,0.5,0.266445127868473,-99.86677743606576,61404,20.28043775649795,-0.564524044727798,-243.9096107161547
55,4.0,10,0.5,0.26774779880824356,-99.86612610059588,62052,19.62064075291691,-0.48626128008345376,-293.3629257317168
65,1.5,10,0.5,0.04907015568532271,-99.97546492215734,52899,28.14230892833513,-1.1576453239098663,-199.95103322806455
65,2.0,10,0.5,0.09845537769869178,-99.95077231115066,54133,24.896089261633385,-0.9612794470061556,-201.98589389095932
65,2.5,10,0.5,0.14242537277814582,-99.92878731361093,55056,22.54068584713746,-1.0481822765622575,-217.92289691106637
65,3.0,10,0.5,0.21445168112609417,-99.89277415943695,55869,20.963324920796865,-0.9157350431731428,-217.07298744964024
65,3.5,10,0.5,0.11086043832824247,-99.94456978083588,56546,19.916528136384535,-0.889029811935134,-208.98004563743567
65,4.0,10,0.5,0.13368760731622228,-99.93315619634188,57073,19.287579065407463,-0.6873579796541707,-224.09354725742426
75,1.5,10,0.5,0.4210843943579031,-99.78945780282105,49258,27.441227820861585,-0.8547303664345759,-251.85239328153438
75,2.0,10,0.5,0.4517921443623139,-99.77410392781884,50455,24.164106629670005,-0.6584921622071749,-294.1643492057131
75,2.5,10,0.5,0.6840327479120798,-99.65798362604396,51222,22.05302409121081,-0.8751293718771636,-251.58583670556357
75,3.0,10,0.5,1.0493683175491069,-99.47531584122545,51928,20.643968571868744,-0.8506313317219855,-240.16427918824203
75,3.5,10,0.5,0.3002907430136643,-99.84985462849316,52522,19.66604470507597,-0.9150694199211542,-228.47263285477916
75,4.0,10,0.5,0.5645103894047913,-99.7177448052976,52944,19.082426715019643,-0.5813832054508865,-339.28451518453875
85,1.5,10,0.5,0.02561939348725843,-99.98719030325637,46669,26.347254065868135,-1.3394559452187687,-199.97440286154722
85,2.0,10,0.5,0.027562363422181876,-99.9862188182889,47656,23.30871243914722,-1.6035376159684314,-199.97246157942988
85,2.5,10,0.5,0.06710236812371269,-99.96644881593815,48349,21.363420132784547,-1.3159475743389093,-200.5606978611736
85,3.0,10,0.5,0.06029185809930138,-99.96985407095035,48950,20.036772216547497,-1.1509308662867805,-202.6717296280356
85,3.5,10,0.5,0.054195810082062756,-99.97290209495897,49451,19.18869183636327,-0.9659646629970992,-203.09667435496505
85,4.0,10,0.5,0.0936191651022354,-99.95319041744888,49870,18.600360938439945,-0.6387572048825219,-267.1308034697755
95,1.5,10,0.5,0.0978095706248613,-99.95109521468757,44232,26.064839934888766,-1.6362452282909372,-203.01129606801078
95,2.0,10,0.5,0.09155064140685701,-99.95422467929657,45102,22.967939337501665,-1.4580521919101679,-199.97896885909833
95,2.5,10,0.5,0.13353975402701052,-99.9332301229865,45683,21.053783683208195,-1.2834053444224973,-205.97722633464866
95,3.0,10,0.5,0.11922415974801172,-99.940387920126,46243,19.793266007828212,-1.3127594636083004,-209.93002471500728
95,3.5,10,0.5,0.08490721133074189,-99.95754639433463,46731,19.066572510753033,-0.9476179854957475,-209.6450016389805
95,4.0,10,0.5,0.12790328947294202,-99.93604835526352,47067,18.550151911105445,-0.751921932535252,-215.34297603401436
105,1.5,10,0.5,0.3107871173165156,-99.84460644134174,42457,25.289116046823846,-1.4384875040917713,-207.99320092200065
105,2.0,10,0.5,0.4348322314181436,-99.78258388429093,43239,22.33862947801753,-1.3783320940275678,-207.42263371527645
105,2.5,10,0.5,0.6519741878688033,-99.6740129060656,43819,20.49111116182478,-1.3838762571726289,-211.58787241883724
105,3.0,10,0.5,0.6272088870954825,-99.68639555645225,44317,19.258975111131168,-1.1669183306576214,-214.76037206815255
105,3.5,10,0.5,0.48414610299791855,-99.75792694850104,44756,18.587451961748144,-1.097312680815389,-218.08694275448883
105,4.0,10,0.5,0.9238007100788466,-99.53809964496058,45088,18.071327182398864,-0.766833644617431,-228.08378402449856
115,1.5,10,0.5,0.2519762013578816,-99.87401189932106,40603,24.907026574391054,-1.2068532641982856,-203.55972685901094
115,2.0,10,0.5,0.24640178809971616,-99.87679910595014,41362,21.938010734490597,-1.1265561819825711,-205.1211003357915
115,2.5,10,0.5,0.5104894066647994,-99.7447552966676,41895,20.179018976011456,-1.2283831092133597,-207.03468168503625
115,3.0,10,0.5,0.3267094948301192,-99.83664525258494,42350,19.053128689492326,-0.9353309323210536,-214.927636848525
115,3.5,10,0.5,0.4562186733246713,-99.77189066333766,42727,18.37713857748028,-0.8387344659201758,-212.4165991865744
115,4.0,10,0.5,0.804703304477972,-99.59764834776101,42999,17.967859717667853,-0.6328910463396727,-230.00767242563782
15,1.5,20,1.0,0.00047035550350871735,-99.99976482224825,111588,34.390794709108505,-1.0318566813340773,-202.38278172487549
15,2.5,20,1.0,0.00013517790996149244,-99.99993241104502,118944,28.41841538875437,-1.066843300280861,-202.97365018191613
15,3.5,20,1.0,7.669217720507588e-06,-99.99999616539114,125514,23.555141259142406,-1.0295116405913771,-199.9999926321606
35,1.5,20,1.0,0.02089403178818467,-99.98955298410591,72581,31.327757953183337,-1.3309409260309297,-202.064386268866
35,2.5,20,1.0,0.11339157723591194,-99.94330421138204,76304,25.05897462780457,-0.9891952503585197,-207.81448051914438
35,3.5,20,1.0,0.01984485951274019,-99.99007757024363,79196,21.3861811202586,-1.060687386107305,-230.0395662353739
55,1.5,20,1.0,0.055918483619185166,-99.9720407581904,57008,29.073112545607632,-1.135641198208353,-205.86923282780617
55,2.5,20,1.0,0.15140570229310388,-99.92429714885346,59613,23.10402093503095,-0.9409011616127569,-214.74837340120598
55,3.5,20,1.0,0.266445127868473,-99.86677743606576,61404,20.28043775649795,-0.564524044727798,-243.9096107161547
75,1.5,20,1.0,0.4210843943579031,-99.78945780282105,49258,27.441227820861585,-0.8547303664345759,-251.85239328153438
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75,3.5,20,1.0,0.3002907430136643,-99.84985462849316,52522,19.66604470507597,-0.9150694199211542,-228.47263285477916
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115,1.5,20,1.0,0.2519762013578816,-99.87401189932106,40603,24.907026574391054,-1.2068532641982856,-203.55972685901094
115,2.5,20,1.0,0.5104894066647994,-99.7447552966676,41895,20.179018976011456,-1.2283831092133597,-207.03468168503625
115,3.5,20,1.0,0.4562186733246713,-99.77189066333766,42727,18.37713857748028,-0.8387344659201758,-212.4165991865744