Chan/research/out/step2_rt_summary_BTC_1h.csv

1	group	horizon	n	mean	winrate	excess	tstat
2	ALL	1	325	8.754213707142772e-05	0.49230769230769234	8.742066896588509e-05	0.37514022105106054
3	ALL	3	325	-0.0007316040286940588	0.4676923076923077	-0.0007319664514011777	-1.6596507035194012
4	ALL	5	325	-0.0005376526174451504	0.4676923076923077	-0.0005382568075085172	-1.0361267557460474
5	ALL	10	324	-0.0010523205118557666	0.45987654320987653	-0.001054741950324548	-1.234008234966247
6	ALL	20	324	-0.0021856743034440666	0.44753086419753085	-0.0021905207804072133	-1.8391850526269409
7	ALL	40	324	-0.0025878876495350994	0.47530864197530864	-0.0025970826748835927	-1.5328694071498117
8	ALL_LONG	1	163	0.0005323860625769297	0.5214723926380368	0.0004929089282755738	1.5455916044553644
9	ALL_LONG	3	163	0.00038926071171992296	0.5276073619631901	0.00027147333190625405	0.6118580971833651
10	ALL_LONG	5	163	0.0006146792053781288	0.5153374233128835	0.0004183174347839251	0.840200925278258
11	ALL_LONG	10	163	0.00021944059041015962	0.48466257668711654	-0.0001728324415324608	0.1662635000487765
12	ALL_LONG	20	163	-0.0006152184219781399	0.4662576687116564	-0.0014003476900078839	-0.3400812063633535
13	ALL_LONG	40	163	-0.0009626118230966189	0.5153374233128835	-0.0024522059295525034	-0.40940934044918814
14	ALL_SHORT	1	162	-0.00036004773859151564	0.46296296296296297	-0.00032057060429015985	-1.1545554898442367
15	ALL_SHORT	3	162	-0.0018593876872587442	0.4074074074074074	-0.0017416003074450753	-3.1032867204101784
16	ALL_SHORT	5	162	-0.0016970975996685727	0.41975308641975306	-0.001500735829074369	-2.334284514422687
17	ALL_SHORT	10	161	-0.0023398798886840023	0.43478260869565216	-0.0019476068567413818	-2.1837537024732696
18	ALL_SHORT	20	161	-0.0037756389536238557	0.42857142857142855	-0.0029905096855941116	-2.4622176599846486
19	ALL_SHORT	40	161	-0.004233353237792692	0.43478260869565216	-0.002743759131336808	-1.7459858446540082
20	B1	1	72	0.0012166191977792092	0.5972222222222222	0.0011771420634778533	1.914500738510701
21	B1	3	72	0.0014441764766805483	0.5416666666666666	0.0013263890968668794	1.4462809307161153
22	B1	5	72	0.002284255290531135	0.6111111111111112	0.002087893519936931	1.8899691258809437
23	B1	10	72	0.0022057466689669875	0.5138888888888888	0.001813473637024367	1.0326498687728751
24	B1	20	72	0.000997174223529997	0.4861111111111111	0.00021204495550025313	0.36836960292916815
25	B1	40	72	0.0007495934943399604	0.5	-0.0007400006121159242	0.1928699315451493
26	B2	1	33	0.000833882539073644	0.5151515151515151	0.0007944054047722882	1.2224663775515405
27	B2	3	33	-0.0006085002045673141	0.5757575757575758	-0.000726287584380983	-0.3752723454326955
28	B2	5	33	-0.00035375242409393893	0.5151515151515151	-0.0005501141946881427	-0.2364796711660595
29	B2	10	33	-0.0031109603619750323	0.5454545454545454	-0.0035032333939176525	-1.0072396484885806
30	B2	20	33	-0.004992950660720169	0.45454545454545453	-0.005778079928749913	-1.1440377787269074
31	B2	40	33	-0.003269049347069976	0.5454545454545454	-0.004758643453525861	-0.675955521065834
32	B3	1	58	-0.000488547893611962	0.43103448275862066	-0.0005280250279133178	-1.2819546490134563
33	B3	3	58	-0.0003525983372401836	0.4827586206896552	-0.0004703857170538525	-0.3924142284456519
34	B3	5	58	-0.0009068938008018406	0.39655172413793105	-0.0011032555713960442	-0.8310932497384856
35	B3	10	58	-0.0003514353790274335	0.41379310344827586	-0.0007437084109700539	-0.18498561775881325
36	B3	20	58	-0.0001260306047039825	0.4482758620689655	-0.0009111598727337264	-0.043298988787423186
37	B3	40	58	-0.0017758246604123581	0.5172413793103449	-0.0032654187668682425	-0.48878562702339623
38	S1	1	85	0.00011588464235797029	0.49411764705882355	0.00015536177665932612	0.30476592238842815
39	S1	3	85	-0.0015606849276286652	0.4117647058823529	-0.0014428975478149963	-2.2887270289648667
40	S1	5	85	-0.0005711095007446416	0.47058823529411764	-0.00037474773015043787	-0.6716809422878562
41	S1	10	84	-0.0007865215615461117	0.4523809523809524	-0.00039424852960349125	-0.5917284188262926
42	S1	20	84	-0.0020173559126054753	0.47619047619047616	-0.0012322266445757314	-1.097655536311974
43	S1	40	84	-0.002711572959369005	0.47619047619047616	-0.0012219788529131204	-0.8323339333839601
44	S2	1	31	-0.0014464521239628296	0.41935483870967744	-0.0014069749896614737	-1.5077966907255955
45	S2	3	31	-0.0019544426343244613	0.45161290322580644	-0.0018366552545107924	-1.1905249532652935
46	S2	5	31	-0.0031042577625129105	0.41935483870967744	-0.0029078959919187066	-1.4200556893864156
47	S2	10	31	-0.005180016485873119	0.45161290322580644	-0.004787743453930498	-1.6524801275417493
48	S2	20	31	-0.002969035829831899	0.41935483870967744	-0.0021839065618021554	-0.824348116900328
49	S2	40	31	-0.006328766070832596	0.3870967741935484	-0.004839171964376712	-1.2091828206094495
50	S3	1	46	-0.0005073459219435931	0.43478260869565216	-0.0004678687876422372	-0.9491419065687386
51	S3	3	46	-0.002347279670074385	0.3695652173913043	-0.002229492290260716	-1.8004779180879142
52	S3	5	46	-0.0028294241944590015	0.32608695652173914	-0.0026330624238647977	-2.047716590150218
53	S3	10	46	-0.0032624421705692236	0.391304347826087	-0.0028701691386266034	-1.699628807573874
54	S3	20	46	-0.007529997046734611	0.34782608695652173	-0.006744867778704867	-2.2100533449905306
55	S3	40	46	-0.005600130315256879	0.391304347826087	-0.004110536208800994	-1.1222056076686535