38 lines
3.0 KiB
CSV
38 lines
3.0 KiB
CSV
threshold_bps,stop_loss_bps,spread_bps,total_pnl,num_trades,win_rate,avg_pnl,max_drawdown
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0.5,2.0,0.1,5153890.000000001,335,57.611940298507456,15384.74626865672,18295.0
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0.5,2.0,0.5,5146160.000000002,335,57.611940298507456,15361.67164179105,18335.0
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0.5,2.0,1.0,5136510.000000002,335,57.611940298507456,15332.865671641797,18385.0
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0.5,5.0,0.1,5111590.000000001,335,57.611940298507456,15258.477611940301,46495.0
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0.5,5.0,0.5,5103830.000000001,335,57.611940298507456,15235.313432835823,46535.0
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0.5,5.0,1.0,5094130.000000001,335,57.611940298507456,15206.358208955227,46585.0
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0.5,10.0,0.1,5042665.0,335,57.611940298507456,15052.731343283582,92680.00000000047
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0.5,10.0,0.5,5034665.0,335,57.611940298507456,15028.850746268658,92840.00000000047
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0.5,10.0,1.0,5024730.000000001,335,57.611940298507456,14999.194029850749,93025.00000000023
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1.0,2.0,0.1,5153890.000000001,335,57.611940298507456,15384.74626865672,18295.0
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1.0,2.0,0.5,5146160.000000002,335,57.611940298507456,15361.67164179105,18335.0
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1.0,2.0,1.0,5136510.000000002,335,57.611940298507456,15332.865671641797,18385.0
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1.0,5.0,0.1,5111590.000000001,335,57.611940298507456,15258.477611940301,46495.0
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1.0,5.0,0.5,5103830.000000001,335,57.611940298507456,15235.313432835823,46535.0
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1.0,5.0,1.0,5094130.000000001,335,57.611940298507456,15206.358208955227,46585.0
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1.0,10.0,0.1,5042665.0,335,57.611940298507456,15052.731343283582,92680.00000000047
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1.0,10.0,0.5,5034665.0,335,57.611940298507456,15028.850746268658,92840.00000000047
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1.0,10.0,1.0,5024730.000000001,335,57.611940298507456,14999.194029850749,93025.00000000023
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2.0,2.0,0.1,5153890.000000001,335,57.611940298507456,15384.74626865672,18295.0
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2.0,2.0,0.5,5146160.000000002,335,57.611940298507456,15361.67164179105,18335.0
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2.0,2.0,1.0,5136510.000000002,335,57.611940298507456,15332.865671641797,18385.0
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2.0,5.0,0.1,5111590.000000001,335,57.611940298507456,15258.477611940301,46495.0
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2.0,5.0,0.5,5103830.000000001,335,57.611940298507456,15235.313432835823,46535.0
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2.0,5.0,1.0,5094130.000000001,335,57.611940298507456,15206.358208955227,46585.0
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2.0,10.0,0.1,5042665.0,335,57.611940298507456,15052.731343283582,92680.00000000047
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2.0,10.0,0.5,5034665.0,335,57.611940298507456,15028.850746268658,92840.00000000047
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2.0,10.0,1.0,5024730.000000001,335,57.611940298507456,14999.194029850749,93025.00000000023
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3.0,2.0,0.1,5153890.000000001,335,57.611940298507456,15384.74626865672,18295.0
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3.0,2.0,0.5,5146160.000000002,335,57.611940298507456,15361.67164179105,18335.0
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3.0,2.0,1.0,5136510.000000002,335,57.611940298507456,15332.865671641797,18385.0
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3.0,5.0,0.1,5111590.000000001,335,57.611940298507456,15258.477611940301,46495.0
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3.0,5.0,0.5,5103830.000000001,335,57.611940298507456,15235.313432835823,46535.0
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3.0,5.0,1.0,5094130.000000001,335,57.611940298507456,15206.358208955227,46585.0
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3.0,10.0,0.1,5042665.0,335,57.611940298507456,15052.731343283582,92680.00000000047
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3.0,10.0,0.5,5034665.0,335,57.611940298507456,15028.850746268658,92840.00000000047
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3.0,10.0,1.0,5024730.000000001,335,57.611940298507456,14999.194029850749,93025.00000000023
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