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min_score
float64 -0.5
0.5
| max_positions
int64 1
15
| sharpe
float64 1.53
3.78
| sortino
float64 2.44
7.35
| apy
float64 0.12
0.36
| win_rate
float64 0.3
0.57
| n_trades
int64 169
2.99k
| n_days
int64 126
126
|
|---|---|---|---|---|---|---|---|
-0.5
| 1
| 2.026126
| 3.605304
| 0.124974
| 0.515873
| 449
| 126
|
-0.5
| 3
| 2.14306
| 3.691244
| 0.236013
| 0.531746
| 1,016
| 126
|
-0.5
| 5
| 1.563648
| 2.491396
| 0.20408
| 0.507937
| 1,431
| 126
|
-0.5
| 7
| 1.599394
| 2.489063
| 0.2322
| 0.531746
| 1,813
| 126
|
-0.5
| 10
| 2.173093
| 3.516416
| 0.338131
| 0.571429
| 2,305
| 126
|
-0.5
| 15
| 1.680578
| 2.646139
| 0.263899
| 0.547619
| 2,989
| 126
|
-0.3
| 1
| 2.033523
| 3.619252
| 0.125415
| 0.515873
| 447
| 126
|
-0.3
| 3
| 2.154496
| 3.712902
| 0.237211
| 0.531746
| 1,012
| 126
|
-0.3
| 5
| 1.531176
| 2.435386
| 0.199745
| 0.5
| 1,424
| 126
|
-0.3
| 7
| 1.569791
| 2.438646
| 0.227908
| 0.531746
| 1,806
| 126
|
-0.3
| 10
| 2.147576
| 3.46613
| 0.334054
| 0.571429
| 2,297
| 126
|
-0.3
| 15
| 1.663916
| 2.61702
| 0.260863
| 0.547619
| 2,983
| 126
|
-0.1
| 1
| 1.986118
| 3.529382
| 0.122596
| 0.515873
| 445
| 126
|
-0.1
| 3
| 2.184539
| 3.805109
| 0.237503
| 0.531746
| 993
| 126
|
-0.1
| 5
| 1.552634
| 2.473352
| 0.200318
| 0.5
| 1,394
| 126
|
-0.1
| 7
| 1.644939
| 2.557702
| 0.237167
| 0.531746
| 1,758
| 126
|
-0.1
| 10
| 2.19115
| 3.540402
| 0.337826
| 0.563492
| 2,230
| 126
|
-0.1
| 15
| 1.669465
| 2.627947
| 0.261073
| 0.539683
| 2,905
| 126
|
0
| 1
| 1.947705
| 3.449444
| 0.11992
| 0.515873
| 436
| 126
|
0
| 3
| 2.490679
| 4.340309
| 0.270409
| 0.547619
| 960
| 126
|
0
| 5
| 1.761733
| 2.834579
| 0.225188
| 0.492063
| 1,328
| 126
|
0
| 7
| 1.630885
| 2.536077
| 0.233247
| 0.539683
| 1,664
| 126
|
0
| 10
| 2.206326
| 3.560538
| 0.33673
| 0.563492
| 2,105
| 126
|
0
| 15
| 1.784644
| 2.83245
| 0.276763
| 0.539683
| 2,736
| 126
|
0.1
| 1
| 2.085281
| 3.755943
| 0.126204
| 0.52381
| 417
| 126
|
0.1
| 3
| 2.370903
| 4.105637
| 0.250385
| 0.547619
| 895
| 126
|
0.1
| 5
| 1.580343
| 2.517329
| 0.196012
| 0.5
| 1,221
| 126
|
0.1
| 7
| 1.602294
| 2.479824
| 0.218044
| 0.539683
| 1,489
| 126
|
0.1
| 10
| 2.187092
| 3.569691
| 0.31612
| 0.563492
| 1,839
| 126
|
0.1
| 15
| 1.891268
| 3.041021
| 0.277765
| 0.539683
| 2,297
| 126
|
0.2
| 1
| 2.687
| 4.449136
| 0.136782
| 0.507937
| 383
| 126
|
0.2
| 3
| 2.572198
| 4.443987
| 0.236343
| 0.539683
| 732
| 126
|
0.2
| 5
| 2.366681
| 3.955895
| 0.265081
| 0.507937
| 960
| 126
|
0.2
| 7
| 2.269974
| 3.60125
| 0.280825
| 0.547619
| 1,125
| 126
|
0.2
| 10
| 2.762754
| 4.752223
| 0.357805
| 0.555556
| 1,291
| 126
|
0.2
| 15
| 1.930954
| 3.155459
| 0.242605
| 0.52381
| 1,440
| 126
|
0.3
| 1
| 3.782199
| 7.350271
| 0.174105
| 0.468254
| 322
| 126
|
0.3
| 3
| 2.610605
| 5.05952
| 0.182394
| 0.444444
| 491
| 126
|
0.3
| 5
| 1.622105
| 2.793021
| 0.135036
| 0.420635
| 559
| 126
|
0.3
| 7
| 2.156193
| 3.839148
| 0.192908
| 0.436508
| 591
| 126
|
0.3
| 10
| 2.651601
| 5.510691
| 0.232682
| 0.428571
| 622
| 126
|
0.3
| 15
| 2.608484
| 5.455657
| 0.223288
| 0.436508
| 641
| 126
|
0.5
| 1
| 3.223
| 6.799278
| 0.125901
| 0.325397
| 169
| 126
|
0.5
| 3
| 2.508367
| 4.715096
| 0.12678
| 0.309524
| 219
| 126
|
0.5
| 5
| 2.125566
| 4.03032
| 0.121189
| 0.301587
| 229
| 126
|
0.5
| 7
| 2.331975
| 4.652587
| 0.138068
| 0.301587
| 230
| 126
|
0.5
| 10
| 2.271386
| 4.483335
| 0.13319
| 0.301587
| 233
| 126
|
0.5
| 15
| 2.299659
| 4.564955
| 0.135627
| 0.301587
| 234
| 126
|
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