9.5 KiB
9.5 KiB
| 1 | fast | slow | big | atr_min | stop_loss | max_hold | net_pct | net_usd | trades | win_rate | dir_pnl | rebate | net_fee |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 8 | 21 | 120 | 0.003 | 0.004 | 1800 | 2.8804 | 28.8042 | 227 | 28.63 | 35.8251 | 63.1882 | 7.0209 |
| 3 | 30 | 80 | 200 | 0.002 | 0.008 | 3600 | 2.5294 | 25.2944 | 538 | 39.59 | 41.7775 | 148.3473 | 16.4830 |
| 4 | 8 | 21 | 120 | 0.002 | 0.008 | 1800 | 1.9371 | 19.3709 | 1111 | 33.39 | 53.9134 | 310.8830 | 34.5426 |
| 5 | 8 | 21 | 120 | 0.003 | 0.008 | 1800 | 1.8037 | 18.0373 | 215 | 32.56 | 24.6529 | 59.5406 | 6.6156 |
| 6 | 8 | 21 | 120 | 0.002 | 0.004 | 1800 | 1.6738 | 16.7385 | 1139 | 31.61 | 51.9434 | 316.8445 | 35.2049 |
| 7 | 8 | 21 | 120 | 0.003 | 0.006 | 1800 | 1.1376 | 11.3764 | 227 | 29.52 | 18.3430 | 62.6992 | 6.9666 |
| 8 | 8 | 21 | 120 | 0.002 | 0.006 | 1800 | 0.7172 | 7.1717 | 1124 | 32.92 | 41.8236 | 311.8677 | 34.6520 |
| 9 | 13 | 55 | 200 | 0.002 | 0.005 | 1800 | 0.0606 | 0.6065 | 748 | 37.17 | 23.7114 | 207.9442 | 23.1049 |
| 10 | 13 | 34 | 200 | 0.002 | 0.005 | 1800 | -0.5446 | -5.4462 | 823 | 34.63 | 19.4196 | 223.7925 | 24.8658 |
| 11 | 8 | 21 | 120 | 0.0015 | 0.008 | 1800 | -0.7004 | -7.0036 | 2764 | 32.96 | 79.9670 | 782.7354 | 86.9706 |
| 12 | 13 | 34 | 200 | 0.002 | 0.008 | 3600 | -1.0078 | -10.0782 | 637 | 29.83 | 9.2531 | 173.9816 | 19.3313 |
| 13 | 13 | 55 | 200 | 0.0015 | 0.008 | 3600 | -1.0144 | -10.1437 | 1444 | 31.44 | 34.7921 | 404.4219 | 44.9358 |
| 14 | 20 | 80 | 120 | 0.0015 | 0.008 | 3600 | -1.2599 | -12.5994 | 1718 | 37.08 | 39.4259 | 468.2275 | 52.0253 |
| 15 | 13 | 34 | 200 | 0.0015 | 0.005 | 1800 | -1.2949 | -12.9486 | 2098 | 36.32 | 51.5414 | 580.4096 | 64.4900 |
| 16 | 13 | 55 | 200 | 0.0015 | 0.005 | 1800 | -1.5247 | -15.2473 | 1940 | 38.61 | 45.0450 | 542.6307 | 60.2923 |
| 17 | 30 | 80 | 200 | 0.002 | 0.005 | 1800 | -1.7559 | -17.5588 | 678 | 38.79 | 3.1650 | 186.5138 | 20.7238 |
| 18 | 8 | 21 | 120 | 0.0015 | 0.004 | 1800 | -1.8117 | -18.1172 | 2805 | 31.87 | 69.2390 | 786.2058 | 87.3562 |
| 19 | 30 | 80 | 120 | 0.002 | 0.008 | 3600 | -1.8769 | -18.7693 | 587 | 38.84 | -1.2243 | 157.9043 | 17.5449 |
| 20 | 13 | 34 | 200 | 0.0015 | 0.008 | 3600 | -2.1280 | -21.2799 | 1592 | 29.33 | 27.9077 | 442.6891 | 49.1877 |
| 21 | 20 | 55 | 200 | 0.002 | 0.005 | 1800 | -2.2504 | -22.5040 | 723 | 37.90 | -0.9827 | 193.6921 | 21.5213 |
| 22 | 20 | 80 | 200 | 0.0015 | 0.008 | 3600 | -2.3212 | -23.2123 | 1390 | 36.62 | 18.6887 | 377.1086 | 41.9010 |
| 23 | 13 | 55 | 120 | 0.002 | 0.005 | 1800 | -2.3291 | -23.2913 | 899 | 37.93 | 4.0796 | 246.3386 | 27.3710 |
| 24 | 8 | 21 | 120 | 0.0015 | 0.006 | 1800 | -2.5501 | -25.5015 | 2781 | 32.76 | 61.1120 | 779.5212 | 86.6135 |
| 25 | 20 | 80 | 200 | 0.002 | 0.005 | 1800 | -2.7383 | -27.3832 | 694 | 38.33 | -6.2615 | 190.0956 | 21.1217 |
| 26 | 13 | 34 | 120 | 0.002 | 0.005 | 1800 | -2.8484 | -28.4839 | 924 | 34.63 | -1.0207 | 247.1690 | 27.4632 |
| 27 | 20 | 55 | 200 | 0.0015 | 0.008 | 3600 | -3.0647 | -30.6472 | 1395 | 34.19 | 11.7438 | 381.5190 | 42.3910 |
| 28 | 30 | 80 | 200 | 0.0015 | 0.008 | 3600 | -3.2665 | -32.6653 | 1338 | 39.91 | 7.4666 | 361.1871 | 40.1319 |
| 29 | 13 | 55 | 200 | 0.0005 | 0.008 | 3600 | -3.3377 | -33.3771 | 9040 | 30.95 | 249.3994 | 2544.9893 | 282.7766 |
| 30 | 20 | 80 | 120 | 0.002 | 0.008 | 3600 | -3.3637 | -33.6373 | 655 | 36.49 | -14.1033 | 175.8060 | 19.5340 |
| 31 | 13 | 55 | 200 | 0.002 | 0.008 | 3600 | -3.4898 | -34.8977 | 585 | 30.77 | -17.3758 | 157.6970 | 17.5219 |
| 32 | 8 | 21 | 120 | 0.0013 | 0.004 | 1800 | -4.0358 | -40.3579 | 4115 | 32.32 | 86.7056 | 1143.5715 | 127.0635 |
| 33 | 8 | 21 | 120 | 0.0013 | 0.008 | 1800 | -4.0630 | -40.6300 | 4058 | 33.07 | 85.0233 | 1130.8798 | 125.6533 |
| 34 | 20 | 80 | 200 | 0.002 | 0.008 | 3600 | -4.0714 | -40.7135 | 541 | 34.94 | -24.6583 | 144.4968 | 16.0552 |
| 35 | 20 | 80 | 120 | 0.002 | 0.005 | 1800 | -4.7790 | -47.7896 | 826 | 38.14 | -22.9637 | 223.4329 | 24.8259 |
| 36 | 30 | 80 | 120 | 0.002 | 0.005 | 1800 | -4.8156 | -48.1563 | 731 | 38.44 | -26.2163 | 197.4609 | 21.9401 |
| 37 | 8 | 21 | 120 | 0.0013 | 0.006 | 1800 | -5.0486 | -50.4858 | 4082 | 33.00 | 75.6864 | 1135.5499 | 126.1722 |
| 38 | 13 | 55 | 120 | 0.0015 | 0.008 | 3600 | -5.0751 | -50.7511 | 1818 | 31.57 | 3.5346 | 488.5720 | 54.2858 |
| 39 | 13 | 34 | 120 | 0.0015 | 0.005 | 1800 | -5.2842 | -52.8417 | 2380 | 36.60 | 18.5168 | 642.2269 | 71.3585 |
| 40 | 8 | 21 | 120 | 0.001 | 0.005 | 5400 | -5.3197 | -53.1966 | 5813 | 30.76 | 127.2687 | 1624.1877 | 180.4653 |
| 41 | 13 | 34 | 120 | 0.002 | 0.008 | 3600 | -5.3360 | -53.3596 | 739 | 29.91 | -31.4512 | 197.1759 | 21.9084 |
| 42 | 8 | 21 | 120 | 0.001 | 0.005 | 7200 | -5.3686 | -53.6863 | 5760 | 30.76 | 125.0600 | 1608.7167 | 178.7463 |
| 43 | 30 | 80 | 120 | 0.0015 | 0.008 | 3600 | -5.4084 | -54.0845 | 1528 | 39.53 | -8.4484 | 410.7246 | 45.6361 |
| 44 | 20 | 80 | 200 | 0.0015 | 0.005 | 1800 | -5.5411 | -55.4113 | 1884 | 40.18 | 1.0998 | 508.6001 | 56.5111 |
| 45 | 13 | 55 | 120 | 0.002 | 0.008 | 3600 | -5.6179 | -56.1794 | 732 | 30.74 | -34.7510 | 192.8561 | 21.4285 |
| 46 | 20 | 55 | 200 | 0.002 | 0.008 | 3600 | -5.8880 | -58.8800 | 550 | 33.64 | -42.6664 | 145.9224 | 16.2136 |
| 47 | 13 | 55 | 120 | 0.0015 | 0.005 | 1800 | -6.6472 | -66.4722 | 2328 | 39.35 | 3.3645 | 628.5303 | 69.8367 |
| 48 | 13 | 34 | 200 | 0.0005 | 0.008 | 3600 | -6.9625 | -69.6248 | 9557 | 30.09 | 230.7806 | 2703.6480 | 300.4053 |
| 49 | 8 | 21 | 120 | 0.001 | 0.005 | 3600 | -7.0396 | -70.3962 | 6049 | 30.70 | 115.6276 | 1674.2136 | 186.0237 |
| 50 | 13 | 55 | 200 | 0.0005 | 0.005 | 1800 | -7.5588 | -75.5883 | 13167 | 39.93 | 330.3966 | 3653.8642 | 405.9849 |
| 51 | 20 | 55 | 120 | 0.002 | 0.005 | 1800 | -8.3000 | -83.0000 | 866 | 38.57 | -58.2772 | 222.5052 | 24.7228 |
| 52 | 13 | 34 | 120 | 0.0015 | 0.008 | 3600 | -8.3653 | -83.6529 | 1846 | 29.69 | -28.3848 | 497.4133 | 55.2681 |
| 53 | 20 | 80 | 120 | 0.0015 | 0.005 | 1800 | -8.4858 | -84.8576 | 2220 | 40.50 | -19.4811 | 588.3877 | 65.3764 |
| 54 | 13 | 34 | 200 | 0.001 | 0.008 | 5400 | -8.7122 | -87.1219 | 3772 | 29.40 | 24.0490 | 1000.5385 | 111.1709 |
| 55 | 13 | 55 | 200 | 0.001 | 0.005 | 1800 | -8.8009 | -88.0089 | 5430 | 39.02 | 72.9670 | 1448.7829 | 160.9759 |
| 56 | 30 | 80 | 200 | 0.0015 | 0.005 | 1800 | -8.8155 | -88.1553 | 1742 | 41.04 | -36.2424 | 467.2162 | 51.9129 |
| 57 | 13 | 34 | 200 | 0.001 | 0.008 | 7200 | -9.3224 | -93.2236 | 3658 | 28.76 | 14.2231 | 967.0196 | 107.4466 |
| 58 | 13 | 55 | 200 | 0.001 | 0.008 | 3600 | -9.3394 | -93.3936 | 3882 | 31.63 | 19.5971 | 1016.9162 | 112.9907 |
| 59 | 20 | 80 | 200 | 0.0005 | 0.008 | 3600 | -9.7768 | -97.7683 | 8676 | 35.86 | 163.2375 | 2349.0527 | 261.0059 |
| 60 | 20 | 55 | 200 | 0.0015 | 0.005 | 1800 | -9.8959 | -98.9595 | 1919 | 39.50 | -44.1768 | 493.0437 | 54.7826 |
| 61 | 20 | 55 | 120 | 0.0015 | 0.008 | 3600 | -9.9651 | -99.6511 | 1744 | 33.66 | -48.9695 | 456.1342 | 50.6816 |
| 62 | 13 | 34 | 200 | 0.0005 | 0.005 | 1800 | -10.1572 | -101.5722 | 13277 | 37.00 | 309.5739 | 3700.3149 | 411.1461 |
| 63 | 8 | 21 | 120 | 0.001 | 0.008 | 1800 | -11.0920 | -110.9199 | 7247 | 32.40 | 107.9420 | 1969.7574 | 218.8619 |
| 64 | 8 | 21 | 120 | 0.001 | 0.004 | 1800 | -11.2407 | -112.4072 | 7326 | 31.87 | 107.5953 | 1980.0229 | 220.0025 |
| 65 | 30 | 80 | 200 | 0.001 | 0.005 | 1800 | -11.3494 | -113.4945 | 4960 | 43.17 | 30.1867 | 1293.1304 | 143.6812 |
| 66 | 8 | 21 | 120 | 0.0008 | 0.004 | 1800 | -11.8072 | -118.0723 | 10688 | 32.25 | 205.0977 | 2908.5303 | 323.1700 |
| 67 | 20 | 55 | 120 | 0.002 | 0.008 | 3600 | -12.0458 | -120.4576 | 684 | 32.31 | -101.1721 | 173.5694 | 19.2855 |
| 68 | 13 | 34 | 200 | 0.001 | 0.008 | 3600 | -12.0761 | -120.7608 | 4183 | 29.91 | 0.9299 | 1095.2161 | 121.6907 |
| 69 | 8 | 21 | 120 | 0.001 | 0.006 | 1800 | -12.1207 | -121.2067 | 7280 | 32.35 | 97.9991 | 1972.8521 | 219.2058 |
| 70 | 8 | 21 | 120 | 0.0008 | 0.008 | 1800 | -12.1657 | -121.6575 | 10601 | 32.61 | 198.8687 | 2884.7356 | 320.5262 |
| 71 | 30 | 80 | 200 | 0.0005 | 0.008 | 3600 | -12.5232 | -125.2321 | 8311 | 39.07 | 123.4098 | 2237.7771 | 248.6419 |
| 72 | 8 | 21 | 120 | 0.0008 | 0.006 | 1800 | -12.7361 | -127.3613 | 10633 | 32.58 | 193.9211 | 2891.5410 | 321.2823 |
| 73 | 8 | 21 | 120 | 0.001 | 0.005 | 1800 | -12.9573 | -129.5727 | 7284 | 32.02 | 87.6035 | 1954.5855 | 217.1762 |
| 74 | 30 | 80 | 120 | 0.0015 | 0.005 | 1800 | -12.9954 | -129.9539 | 1942 | 41.04 | -73.8222 | 505.1853 | 56.1317 |
| 75 | 13 | 34 | 200 | 0.001 | 0.005 | 1800 | -13.4101 | -134.1006 | 5633 | 36.52 | 30.5080 | 1481.4776 | 164.6086 |
| 76 | 30 | 80 | 200 | 0.001 | 0.008 | 3600 | -13.6138 | -136.1376 | 3522 | 39.41 | -36.6941 | 894.9918 | 99.4435 |
| 77 | 13 | 34 | 200 | 0.001 | 0.008 | 1800 | -13.9334 | -139.3336 | 5527 | 37.02 | 21.9090 | 1451.1835 | 161.2426 |
| 78 | 20 | 55 | 120 | 0.0015 | 0.005 | 1800 | -14.0235 | -140.2351 | 2285 | 40.18 | -76.7679 | 571.2056 | 63.4673 |
| 79 | 13 | 34 | 120 | 0.001 | 0.005 | 5400 | -14.0512 | -140.5117 | 4415 | 29.97 | -14.1500 | 1137.2558 | 126.3618 |
| 80 | 20 | 80 | 200 | 0.001 | 0.005 | 1800 | -14.7028 | -147.0281 | 5273 | 41.82 | 3.8789 | 1358.1634 | 150.9070 |
| 81 | 13 | 34 | 120 | 0.001 | 0.005 | 7200 | -14.7324 | -147.3243 | 4269 | 29.66 | -25.7517 | 1094.1534 | 121.5726 |
| 82 | 20 | 80 | 200 | 0.001 | 0.008 | 3600 | -15.0881 | -150.8810 | 3706 | 35.89 | -48.6981 | 919.6456 | 102.1828 |
| 83 | 20 | 55 | 200 | 0.0005 | 0.008 | 3600 | -16.4525 | -164.5246 | 8432 | 32.84 | 79.0765 | 2192.4097 | 243.6011 |
| 84 | 13 | 55 | 120 | 0.001 | 0.005 | 1800 | -16.6854 | -166.8541 | 6619 | 39.60 | 16.0628 | 1646.2524 | 182.9169 |
| 85 | 20 | 80 | 120 | 0.001 | 0.008 | 3600 | -16.8332 | -168.3321 | 4617 | 35.85 | -42.7615 | 1130.1352 | 125.5706 |
| 86 | 13 | 34 | 120 | 0.001 | 0.005 | 3600 | -16.8915 | -168.9149 | 4892 | 30.31 | -30.3968 | 1246.6631 | 138.5181 |
| 87 | 20 | 55 | 200 | 0.001 | 0.005 | 1800 | -16.9523 | -169.5229 | 5262 | 41.18 | -25.9781 | 1291.9033 | 143.5448 |
| 88 | 13 | 55 | 120 | 0.001 | 0.008 | 3600 | -16.9881 | -169.8815 | 4852 | 31.51 | -38.6785 | 1180.8266 | 131.2030 |
| 89 | 13 | 55 | 120 | 0.0005 | 0.008 | 3600 | -17.4817 | -174.8171 | 11319 | 30.75 | 140.0546 | 2833.8459 | 314.8718 |
| 90 | 20 | 55 | 200 | 0.001 | 0.008 | 3600 | -17.6084 | -176.0837 | 3641 | 33.40 | -76.3658 | 897.4604 | 99.7178 |
| 91 | 8 | 21 | 120 | 0.0005 | 0.004 | 1800 | -18.5058 | -185.0575 | 16780 | 32.03 | 301.1786 | 4376.1252 | 486.2361 |
| 92 | 13 | 34 | 120 | 0.0005 | 0.008 | 3600 | -18.7777 | -187.7767 | 11110 | 30.32 | 140.3925 | 2953.5231 | 328.1692 |
| 93 | 13 | 34 | 120 | 0.001 | 0.005 | 1800 | -18.8707 | -188.7074 | 6444 | 36.86 | -7.5874 | 1630.0806 | 181.1201 |
| 94 | 8 | 21 | 120 | 0.0005 | 0.008 | 1800 | -19.1071 | -191.0708 | 16672 | 32.25 | 291.6353 | 4344.3548 | 482.7061 |
| 95 | 30 | 80 | 120 | 0.001 | 0.008 | 3600 | -19.3656 | -193.6559 | 4127 | 39.25 | -80.2881 | 1020.3104 | 113.3678 |
| 96 | 20 | 80 | 200 | 0.0005 | 0.005 | 1800 | -19.4582 | -194.5820 | 13093 | 42.71 | 187.2340 | 3436.3437 | 381.8160 |
| 97 | 13 | 34 | 120 | 0.001 | 0.008 | 3600 | -19.4902 | -194.9016 | 4851 | 30.34 | -59.3513 | 1219.9530 | 135.5503 |
| 98 | 8 | 21 | 120 | 0.0005 | 0.006 | 1800 | -19.6367 | -196.3674 | 16704 | 32.23 | 287.0091 | 4350.3884 | 483.3765 |
| 99 | 30 | 80 | 120 | 0.001 | 0.005 | 1800 | -19.7258 | -197.2577 | 5623 | 43.20 | -42.0391 | 1396.9675 | 155.2186 |
| 100 | 13 | 34 | 200 | 0.001 | 0.008 | 900 | -19.8344 | -198.3435 | 8184 | 44.24 | 30.4954 | 2059.5500 | 228.8389 |
| 101 | 8 | 21 | 120 | 0.001 | 0.005 | 900 | -19.9549 | -199.5489 | 10093 | 40.95 | 87.1353 | 2580.1574 | 286.6842 |
| 102 | 20 | 80 | 120 | 0.0005 | 0.008 | 3600 | -20.3308 | -203.3076 | 10889 | 35.37 | 98.4242 | 2715.5860 | 301.7318 |
| 103 | 20 | 80 | 120 | 0.001 | 0.005 | 1800 | -20.5589 | -205.5892 | 6332 | 41.65 | -31.3286 | 1568.3454 | 174.2606 |
| 104 | 13 | 34 | 120 | 0.0005 | 0.005 | 1800 | -21.0367 | -210.3667 | 15337 | 37.12 | 233.6945 | 3996.5509 | 444.0612 |
| 105 | 20 | 55 | 120 | 0.001 | 0.008 | 3600 | -21.3117 | -213.1174 | 4597 | 33.54 | -90.3005 | 1105.3524 | 122.8169 |
| 106 | 20 | 55 | 120 | 0.001 | 0.005 | 1800 | -22.1645 | -221.6446 | 6388 | 41.34 | -51.2146 | 1533.8703 | 170.4300 |
| 107 | 20 | 55 | 200 | 0.0005 | 0.005 | 1800 | -22.1716 | -221.7155 | 12655 | 41.60 | 128.3622 | 3150.6996 | 350.0777 |
| 108 | 30 | 80 | 200 | 0.0005 | 0.005 | 1800 | -23.1090 | -231.0899 | 12609 | 43.82 | 129.2105 | 3242.7037 | 360.3004 |
| 109 | 13 | 55 | 120 | 0.0005 | 0.005 | 1800 | -23.2784 | -232.7844 | 16204 | 40.04 | 209.2676 | 3978.4678 | 442.0520 |
| 110 | 8 | 21 | 120 | 0.0003 | 0.004 | 1800 | -24.5317 | -245.3168 | 18991 | 31.87 | 290.1137 | 4818.8749 | 535.4305 |
| 111 | 13 | 34 | 120 | 0.001 | 0.005 | 900 | -24.6756 | -246.7559 | 9269 | 43.88 | 5.2843 | 2268.3617 | 252.0402 |
| 112 | 8 | 21 | 120 | 0.0003 | 0.008 | 1800 | -25.0885 | -250.8855 | 18883 | 32.06 | 281.0114 | 4787.0721 | 531.8969 |
| 113 | 8 | 21 | 120 | 0.0003 | 0.006 | 1800 | -25.5790 | -255.7904 | 18915 | 32.04 | 276.7012 | 4792.4250 | 532.4917 |
| 114 | 30 | 80 | 120 | 0.0005 | 0.008 | 3600 | -27.4109 | -274.1094 | 9848 | 38.70 | -8.5842 | 2389.7267 | 265.5252 |
| 115 | 20 | 55 | 120 | 0.0005 | 0.008 | 3600 | -28.5676 | -285.6755 | 10748 | 32.77 | -1.0716 | 2561.4354 | 284.6039 |
| 116 | 20 | 80 | 120 | 0.0005 | 0.005 | 1800 | -30.9125 | -309.1250 | 16030 | 42.51 | 112.0831 | 3790.8723 | 421.2080 |
| 117 | 20 | 55 | 120 | 0.0005 | 0.005 | 1800 | -35.4787 | -354.7868 | 15692 | 41.84 | 41.0372 | 3562.4159 | 395.8240 |
| 118 | 30 | 80 | 120 | 0.0005 | 0.005 | 1800 | -35.8112 | -358.1119 | 14514 | 43.91 | 13.0272 | 3340.2519 | 371.1391 |