1.1 KiB
1.1 KiB
| 1 | strategy | cagr | cagr_opportunity_cost_vs_buy_hold_pp | mdd | mdd_improvement_vs_buy_hold_pp | relative_mdd_reduction_vs_buy_hold_pct | calmar | turnover_annual | avg_exposure |
|---|---|---|---|---|---|---|---|---|---|
| 2 | buy_hold | 0.2430870493334529 | 0.0 | -0.773128358978349 | 0.0 | 0.0 | 0.3144200397133025 | 0.0 | 1.0 |
| 3 | trend_10m_shifted | 0.1635747226405388 | 7.951232669291411 | -0.3406796024449164 | 43.24487565334326 | 55.934923549420986 | 0.4801424020300329 | 1.6329354332953243 | 0.6660736450144807 |
| 4 | trailing_12 | 0.1855134059338534 | 5.75736433995995 | -0.3401701760332102 | 43.29581829451388 | 56.00081511914421 | 0.5453547048044038 | 4.468447120866591 | 0.7040752999586264 |
| 5 | kartsell_v11_original | 0.1944460763798858 | 4.864097295356709 | -0.4376169049457289 | 33.551145403262005 | 43.39660421666357 | 0.4443294447320313 | 11.57943842645382 | 0.7552554820024825 |
| 6 | kartsell_v12_candidate | 0.1823237785327855 | 6.07632708006674 | -0.3729701052232771 | 40.015825375507184 | 51.7583204791325 | 0.4888428750171227 | 1.5076453819840363 | 0.6618242311405323 |
| 7 | kartsell_v12_plus_capital_floor | 0.1598205106814412 | 8.32665386520117 | -0.2744257605783987 | 49.87025983999503 | 64.50450208021876 | 0.582381589631354 | 3.390939664694983 | 0.6159158391945938 |