34 lines
3.5 KiB
CSV
34 lines
3.5 KiB
CSV
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period,std,final_eq,ret_pct,n_trades,win_rate,sharpe,dd
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10,1.5,0.05342370290338611,-99.9732881485483,65278,36.77808756395723,-1.5827730890254355,-200.11090187995964
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10,2.0,0.01988664648055615,-99.99005667675972,69456,37.21348767565077,-1.375492398950596,-200.74729198772366
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10,2.5,0.004545923852164151,-99.99772703807392,74138,37.50033720898864,-1.2284719936927497,-201.33569201183727
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10,3.0,0.0009123838658130715,-99.99954380806709,76146,37.615895779161086,-1.6590563717126823,-202.30746831252432
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20,1.5,0.3782564097262717,-99.81087179513686,47456,37.41992582602832,-1.773963308419704,-204.25419944748978
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20,2.0,0.10116775050634881,-99.94941612474683,49854,37.58374453403939,-1.6215139967794863,-207.24649370462032
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20,2.5,0.0420847966759596,-99.97895760166202,51496,38.30588783594842,-1.8732479488082094,-202.88341805372127
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20,3.0,0.03714319731018452,-99.98142840134491,52399,39.06563102349281,-1.7117920644966065,-201.30652434882285
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30,1.5,1.4879534896660909,-99.25602325516695,39618,37.46529355343531,-1.0597237275155744,-241.7741860257891
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30,2.0,0.5206306817787774,-99.73968465911061,41418,37.77343184122845,-1.2705250571479818,-204.3989052518405
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30,2.5,0.08578933249176414,-99.95710533375411,42437,38.86938284987158,-1.4392780573843966,-208.66548353770028
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30,3.0,0.06761980742073989,-99.96619009628964,42819,39.68331815315631,-1.24928580482028,-216.1250835959552
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50,1.5,1.8088706722788732,-99.09556466386056,31443,37.334223833603666,-1.4000644569639418,-202.32460954374
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50,2.0,1.028036476208118,-99.48598176189594,32460,38.44423906346272,-1.2716921237889525,-200.83851685504973
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50,2.5,0.11541810526712795,-99.94229094736643,32939,39.5306475606424,-1.203251914380095,-200.27701570363715
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50,3.0,0.1351670804614327,-99.93241645976929,33085,40.54405319631253,-1.0704484513755306,-200.26052595255356
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80,1.5,4.150889743129027,-97.92455512843549,25302,38.02861433878745,-1.6665676083991399,-202.37237995021502
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80,2.0,5.992075618322869,-97.00396219083856,25933,39.2704276404581,-1.2873048988895401,-222.45880619181088
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80,2.5,2.3099195066108917,-98.84504024669455,26064,40.29696132596685,-1.2180479656844296,-242.45465429040132
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80,3.0,2.334754168161419,-98.83262291591929,26050,41.051823416506714,-1.0505864510447513,-269.054135429288
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100,1.5,6.04121936461079,-96.97939031769461,22786,38.181339418941455,-1.4175370742512177,-196.92102711681954
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100,2.0,5.423127145984888,-97.28843642700755,23191,39.51101720495019,-1.2153007501059072,-231.1710791247756
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100,2.5,2.610862380586256,-98.69456880970687,23301,40.483241062615335,-1.1094891363618633,-259.30276840213105
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100,3.0,5.716308119598341,-97.14184594020082,23299,41.37945834585175,-0.7610979701772258,-288.02851880803166
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150,1.5,6.121437150276749,-96.93928142486162,18407,38.88194708534797,-1.002800854613305,-241.71726284052002
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150,2.0,1.1970630383174046,-99.4014684808413,18595,40.112933584296854,-1.1681812761761492,-224.23744764512085
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150,2.5,0.5963506942019386,-99.70182465289903,18625,41.261744966442954,-0.8184845317905666,-263.25717616484644
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150,3.0,0.6302294940489122,-99.68488525297555,18578,42.00129185057595,-0.8539049301221916,-284.17449718087295
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200,1.5,11.879732518914734,-94.06013374054264,15536,39.624098867147275,-0.966813276208611,-190.0398595048643
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200,2.0,7.102255587565593,-96.4488722062172,15612,40.949269792467334,-1.0272918700545648,-195.52766791647502
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200,2.5,7.996108371386221,-96.0019458143069,15618,42.00281726213343,-0.8066524896070545,-212.59859294532936
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200,3.0,12.272570900469248,-93.86371454976538,15593,42.57038414673251,-0.6873433542160784,-197.05958687744663
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