49 lines
5.6 KiB
CSV
symbol,tf,period,zones,tested,held,failed,held_rate,placebo_mean,placebo_sd,diff,p_one_sided
| |||
EURUSD,H1,train,1360,1355,831,523,0.6137370753323486,0.5999127316922073,0.01132611667881719,0.01382434364014129,0.11
| |||
EURUSD,H1,holdout,1283,1265,731,532,0.5787806809184481,0.5727008938165177,0.011426143710172785,0.006079787101930467,0.31
| |||
EURUSD,H1,all,2643,2620,1562,1055,0.5968666411922048,0.5865136590187148,0.008236624013332344,0.01035298217349001,0.1
| |||
EURUSD,H4,train,385,383,229,153,0.599476439790576,0.5976782769597717,0.02159625394807183,0.0017981628308042508,0.482
| |||
EURUSD,H4,holdout,372,359,212,147,0.5905292479108635,0.6067889183360283,0.022496851927740154,-0.01625967042516485,0.756
| |||
EURUSD,H4,all,757,742,441,300,0.5951417004048583,0.6013250914824421,0.014637206636476338,-0.006183391077583811,0.688
| |||
GBPUSD,H1,train,1331,1320,763,556,0.5784685367702805,0.584747507979055,0.010543422109729693,-0.006278971208774409,0.742
| |||
GBPUSD,H1,holdout,1260,1233,761,471,0.6176948051948052,0.585119103302702,0.01138778379941521,0.03257570189210324,0.002
| |||
GBPUSD,H1,all,2591,2553,1524,1027,0.5974127793022345,0.5852664899210601,0.008432362403528511,0.012146289381174347,0.07
| |||
GBPUSD,H4,train,357,349,221,128,0.6332378223495702,0.6002244348159372,0.021541401175723018,0.03301338753363292,0.06
| |||
GBPUSD,H4,holdout,346,335,203,131,0.6077844311377245,0.6046880105971508,0.023703856344904732,0.0030964205405736855,0.438
| |||
GBPUSD,H4,all,703,684,424,259,0.6207906295754027,0.6043321948561932,0.016006873010856945,0.01645843471920949,0.158
| |||
USDJPY,H1,train,1354,1352,825,525,0.6111111111111112,0.5873085464448857,0.011590477897959226,0.023802564666225434,0.022
| |||
USDJPY,H1,holdout,1290,1251,785,464,0.6285028022417934,0.6026634760440571,0.011753462823284067,0.025839326197736323,0.01
| |||
USDJPY,H1,all,2644,2603,1610,989,0.6194690265486725,0.5953748008264266,0.008220969694521307,0.024094225722245954,0.002
| |||
USDJPY,H4,train,318,318,196,122,0.6163522012578616,0.6067961995537394,0.021967246694892698,0.009556001704122186,0.348
| |||
USDJPY,H4,holdout,310,292,183,109,0.6267123287671232,0.5945660133173258,0.023967392844495426,0.0321463154497974,0.098
| |||
USDJPY,H4,all,628,610,379,231,0.6213114754098361,0.6025321988491161,0.017170071008126415,0.018779276560719982,0.126
| |||
AUDUSD,H1,train,1349,1344,811,532,0.6038719285182428,0.6080345949724925,0.010683410772678915,-0.004162666454249675,0.628
| |||
AUDUSD,H1,holdout,1296,1273,783,488,0.6160503540519277,0.6051439215625541,0.01253650460624551,0.010906432489373508,0.19
| |||
AUDUSD,H1,all,2645,2617,1594,1020,0.6097934200459066,0.6064083007395825,0.007736790356338652,0.0033851193063241247,0.324
| |||
AUDUSD,H4,train,348,344,201,143,0.5843023255813954,0.6030105543329275,0.021236221052923037,-0.018708228751532108,0.812
| |||
AUDUSD,H4,holdout,337,328,191,137,0.5823170731707317,0.5919851659794262,0.02346204624466771,-0.009668092808694517,0.66
| |||
AUDUSD,H4,all,685,672,392,280,0.5833333333333334,0.600108655599928,0.015923946182369853,-0.016775322266594617,0.858
| |||
GBPJPY,H1,train,1376,1369,811,553,0.594574780058651,0.5925021085402129,0.011561081385195925,0.0020726715184381517,0.396
| |||
GBPJPY,H1,holdout,1194,1165,697,467,0.5987972508591065,0.5888314640726969,0.011184045170094307,0.00996578678640958,0.19
| |||
GBPJPY,H1,all,2570,2534,1508,1020,0.5965189873417721,0.59094869869898,0.00838848229561551,0.005570288642792076,0.258
| |||
GBPJPY,H4,train,334,330,195,134,0.5927051671732523,0.5783392248537406,0.023799266951243375,0.014365942319511715,0.292
| |||
GBPJPY,H4,holdout,307,290,176,114,0.6068965517241379,0.5813357030358696,0.02521589407165621,0.025560848688268356,0.156
| |||
GBPJPY,H4,all,641,620,371,248,0.5993537964458805,0.580524847304355,0.016900653881101086,0.018828949141525442,0.122
| |||
XAUUSD,H1,train,1241,1221,760,458,0.6239737274220033,0.6005476470158884,0.012399670040889944,0.023426080406114935,0.018
| |||
XAUUSD,H1,holdout,1113,1054,639,415,0.6062618595825426,0.5888691448863633,0.013308716048112035,0.017392714696179312,0.084
| |||
XAUUSD,H1,all,2354,2275,1399,873,0.6157570422535211,0.5941794625567681,0.009252534523614802,0.021577579696753002,0.012
| |||
XAUUSD,H4,train,342,325,207,118,0.6369230769230769,0.6397043085197252,0.022301929750784516,-0.002781231596648226,0.554
| |||
XAUUSD,H4,holdout,349,315,186,129,0.5904761904761905,0.6112877352422298,0.02147243609788744,-0.020811544766039303,0.834
| |||
XAUUSD,H4,all,691,640,393,247,0.6140625,0.6173149851151075,0.01728231068421386,-0.0032524851151075618,0.56
| |||
XAGUSD,H1,train,1118,1109,726,382,0.6552346570397112,0.6258932132244319,0.011927066936424703,0.029341443815279256,0.006
| |||
XAGUSD,H1,holdout,1193,1151,721,428,0.6275021758050479,0.6061556564073365,0.012190592101139751,0.021346519397711372,0.04
| |||
XAGUSD,H1,all,2311,2260,1447,810,0.641116526362428,0.6118595729998483,0.0085484552241205,0.02925695336257972,0.002
| |||
XAGUSD,H4,train,310,308,201,105,0.6568627450980392,0.6149222608312127,0.024699391148323244,0.041940484266826505,0.044
| |||
XAGUSD,H4,holdout,326,301,193,107,0.6433333333333333,0.626595122692944,0.023253018046153567,0.016738210640389273,0.23
| |||
XAGUSD,H4,all,636,609,394,212,0.6501650165016502,0.6159844039092106,0.01754835524893865,0.03418061259243954,0.026
| |||
BTCUSD,H1,train,1148,1105,660,438,0.6010928961748634,0.5797046480853619,0.013129925881030059,0.02138824808950146,0.052
| |||
BTCUSD,H1,holdout,1776,1725,1095,625,0.6366279069767442,0.6099287779501301,0.010159240282376119,0.026699129026614088,0.006
| |||
BTCUSD,H1,all,2924,2830,1755,1063,0.6227821149751597,0.5915119549033626,0.008008316899159897,0.03127016007179706,0.0
| |||
BTCUSD,H4,train,267,246,139,107,0.5650406504065041,0.5718238709250919,0.027696456397343826,-0.006783220518587818,0.604
| |||
BTCUSD,H4,holdout,502,474,282,192,0.5949367088607594,0.5913954279107863,0.019532736791869072,0.003541280949973191,0.424
| |||
BTCUSD,H4,all,769,720,421,299,0.5847222222222223,0.5793604971298265,0.016286210227041676,0.005361725092395742,0.372
|