Immanuel Edunsin
3.0 KiB
3.0 KiB
| 1 | threshold_bps | stop_loss_bps | spread_bps | total_pnl | num_trades | win_rate | avg_pnl | max_drawdown |
|---|---|---|---|---|---|---|---|---|
| 2 | 0.5 | 2.0 | 0.1 | 5153890.000000001 | 335 | 57.611940298507456 | 15384.74626865672 | 18295.0 |
| 3 | 0.5 | 2.0 | 0.5 | 5146160.000000002 | 335 | 57.611940298507456 | 15361.67164179105 | 18335.0 |
| 4 | 0.5 | 2.0 | 1.0 | 5136510.000000002 | 335 | 57.611940298507456 | 15332.865671641797 | 18385.0 |
| 5 | 0.5 | 5.0 | 0.1 | 5111590.000000001 | 335 | 57.611940298507456 | 15258.477611940301 | 46495.0 |
| 6 | 0.5 | 5.0 | 0.5 | 5103830.000000001 | 335 | 57.611940298507456 | 15235.313432835823 | 46535.0 |
| 7 | 0.5 | 5.0 | 1.0 | 5094130.000000001 | 335 | 57.611940298507456 | 15206.358208955227 | 46585.0 |
| 8 | 0.5 | 10.0 | 0.1 | 5042665.0 | 335 | 57.611940298507456 | 15052.731343283582 | 92680.00000000047 |
| 9 | 0.5 | 10.0 | 0.5 | 5034665.0 | 335 | 57.611940298507456 | 15028.850746268658 | 92840.00000000047 |
| 10 | 0.5 | 10.0 | 1.0 | 5024730.000000001 | 335 | 57.611940298507456 | 14999.194029850749 | 93025.00000000023 |
| 11 | 1.0 | 2.0 | 0.1 | 5153890.000000001 | 335 | 57.611940298507456 | 15384.74626865672 | 18295.0 |
| 12 | 1.0 | 2.0 | 0.5 | 5146160.000000002 | 335 | 57.611940298507456 | 15361.67164179105 | 18335.0 |
| 13 | 1.0 | 2.0 | 1.0 | 5136510.000000002 | 335 | 57.611940298507456 | 15332.865671641797 | 18385.0 |
| 14 | 1.0 | 5.0 | 0.1 | 5111590.000000001 | 335 | 57.611940298507456 | 15258.477611940301 | 46495.0 |
| 15 | 1.0 | 5.0 | 0.5 | 5103830.000000001 | 335 | 57.611940298507456 | 15235.313432835823 | 46535.0 |
| 16 | 1.0 | 5.0 | 1.0 | 5094130.000000001 | 335 | 57.611940298507456 | 15206.358208955227 | 46585.0 |
| 17 | 1.0 | 10.0 | 0.1 | 5042665.0 | 335 | 57.611940298507456 | 15052.731343283582 | 92680.00000000047 |
| 18 | 1.0 | 10.0 | 0.5 | 5034665.0 | 335 | 57.611940298507456 | 15028.850746268658 | 92840.00000000047 |
| 19 | 1.0 | 10.0 | 1.0 | 5024730.000000001 | 335 | 57.611940298507456 | 14999.194029850749 | 93025.00000000023 |
| 20 | 2.0 | 2.0 | 0.1 | 5153890.000000001 | 335 | 57.611940298507456 | 15384.74626865672 | 18295.0 |
| 21 | 2.0 | 2.0 | 0.5 | 5146160.000000002 | 335 | 57.611940298507456 | 15361.67164179105 | 18335.0 |
| 22 | 2.0 | 2.0 | 1.0 | 5136510.000000002 | 335 | 57.611940298507456 | 15332.865671641797 | 18385.0 |
| 23 | 2.0 | 5.0 | 0.1 | 5111590.000000001 | 335 | 57.611940298507456 | 15258.477611940301 | 46495.0 |
| 24 | 2.0 | 5.0 | 0.5 | 5103830.000000001 | 335 | 57.611940298507456 | 15235.313432835823 | 46535.0 |
| 25 | 2.0 | 5.0 | 1.0 | 5094130.000000001 | 335 | 57.611940298507456 | 15206.358208955227 | 46585.0 |
| 26 | 2.0 | 10.0 | 0.1 | 5042665.0 | 335 | 57.611940298507456 | 15052.731343283582 | 92680.00000000047 |
| 27 | 2.0 | 10.0 | 0.5 | 5034665.0 | 335 | 57.611940298507456 | 15028.850746268658 | 92840.00000000047 |
| 28 | 2.0 | 10.0 | 1.0 | 5024730.000000001 | 335 | 57.611940298507456 | 14999.194029850749 | 93025.00000000023 |
| 29 | 3.0 | 2.0 | 0.1 | 5153890.000000001 | 335 | 57.611940298507456 | 15384.74626865672 | 18295.0 |
| 30 | 3.0 | 2.0 | 0.5 | 5146160.000000002 | 335 | 57.611940298507456 | 15361.67164179105 | 18335.0 |
| 31 | 3.0 | 2.0 | 1.0 | 5136510.000000002 | 335 | 57.611940298507456 | 15332.865671641797 | 18385.0 |
| 32 | 3.0 | 5.0 | 0.1 | 5111590.000000001 | 335 | 57.611940298507456 | 15258.477611940301 | 46495.0 |
| 33 | 3.0 | 5.0 | 0.5 | 5103830.000000001 | 335 | 57.611940298507456 | 15235.313432835823 | 46535.0 |
| 34 | 3.0 | 5.0 | 1.0 | 5094130.000000001 | 335 | 57.611940298507456 | 15206.358208955227 | 46585.0 |
| 35 | 3.0 | 10.0 | 0.1 | 5042665.0 | 335 | 57.611940298507456 | 15052.731343283582 | 92680.00000000047 |
| 36 | 3.0 | 10.0 | 0.5 | 5034665.0 | 335 | 57.611940298507456 | 15028.850746268658 | 92840.00000000047 |
| 37 | 3.0 | 10.0 | 1.0 | 5024730.000000001 | 335 | 57.611940298507456 | 14999.194029850749 | 93025.00000000023 |