| ChannelBreakOutTakeProfitStopLoss_coinbase_ETH-USD-SPOT_1W | |
|---|---|
| Start | 2016-05-22 00:00:00 |
| End | 2025-07-06 00:00:00 |
| Duration | 3332 days 00:00:00 |
| Exposure Time [%] | 43.39622641509434 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 0.0 |
| Equity Peak [$] | 27814084.278900005 |
| Return [%] | -100.0 |
| Buy & Hold Return [%] | 18230.275229357798 |
| Return (Ann.) [%] | 0.0 |
| Volatility (Ann.) [%] | 7.622874844223853e+26 |
| Sharpe Ratio | 0.0 |
| Sortino Ratio | 0.0 |
| Calmar Ratio | 0.0 |
| Max. Drawdown [%] | -100.0 |
| Avg. Drawdown [%] | -34.44661310469171 |
| Max. Drawdown Duration | 2912 days 00:00:00 |
| Avg. Drawdown Duration | 639 days 00:00:00 |
| # Trades | 15 |
| Win Rate [%] | 40.0 |
| Best Trade [%] | 2549.636078207507 |
| Worst Trade [%] | -152.77852246148686 |
| Avg. Trade [%] | 0 |
| Max. Trade Duration | 203 days 00:00:00 |
| Avg. Trade Duration | 97 days 00:00:00 |
| Profit Factor | 7.495858123749828 |
| Expectancy [%] | 159.0099695361602 |
| SQN | -0.23087205891408752 |
| Kelly Criterion | -0.08122264200582929 |
| _parameter | {'ChannelBreakOut_timeperiod': 5, 'ChannelBreakOut_bandwidth': 1.6, 'TakeProfit_minimum_holding_timeperiod': 30, 'TakeProfit_take_profit_level_pct': 0.05, 'StopLoss_minimum_holding_timeperiod': 30, 'StopLoss_loss_cut_level_pct': -0.05} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | -91082 | 12 | 19 | 10.98 | 13.12 | -195,005.65 | -19.50 | 2016-08-14 | 2016-10-02 | NaN | 49 days |
| 2 | 61294 | 19 | 24 | 13.13 | 11.20 | -118,488.66 | -14.72 | 2016-10-02 | 2016-11-06 | NaN | 35 days |
| 3 | -61356 | 24 | 34 | 11.19 | 10.50 | 42,262.01 | 6.16 | 2016-11-06 | 2017-01-15 | NaN | 70 days |
| 4 | 69337 | 34 | 58 | 10.51 | 278.49 | 18,580,894.59 | 2,549.64 | 2017-01-15 | 2017-07-02 | NaN | 168 days |
| 5 | -69406 | 58 | 68 | 278.21 | 353.06 | -5,194,934.30 | -26.90 | 2017-07-02 | 2017-09-10 | NaN | 70 days |
| 6 | 39938 | 68 | 70 | 353.41 | 259.66 | -3,744,309.71 | -26.53 | 2017-09-10 | 2017-09-24 | NaN | 14 days |
| 7 | -39978 | 70 | 79 | 259.40 | 354.24 | -3,791,499.93 | -36.56 | 2017-09-24 | 2017-11-26 | NaN | 63 days |
| 8 | 18553 | 79 | 96 | 354.59 | 538.01 | 3,402,912.60 | 51.73 | 2017-11-26 | 2018-03-25 | NaN | 119 days |
| 9 | -18571 | 96 | 101 | 537.47 | 620.08 | -1,534,113.35 | -15.37 | 2018-03-25 | 2018-04-29 | NaN | 35 days |
| 10 | 13609 | 101 | 117 | 620.70 | 318.16 | -4,117,267.95 | -48.74 | 2018-04-29 | 2018-08-19 | NaN | 112 days |
| 11 | -13624 | 117 | 137 | 317.84 | 138.83 | 2,438,857.31 | 56.32 | 2018-08-19 | 2019-01-06 | NaN | 140 days |
| 12 | 48710 | 137 | 166 | 138.97 | 225.70 | 4,224,675.29 | 62.41 | 2019-01-06 | 2019-07-28 | NaN | 203 days |
| 13 | -48759 | 166 | 192 | 225.47 | 166.67 | 2,867,238.86 | 26.08 | 2019-07-28 | 2020-01-26 | NaN | 182 days |
| 14 | 83082 | 192 | 200 | 166.84 | 123.33 | -3,614,621.16 | -26.08 | 2020-01-26 | 2020-03-22 | NaN | 56 days |
| 15 | -83165 | 200 | 218 | 123.21 | 311.44 | -15,654,424.89 | -152.78 | 2020-03-22 | 2020-07-26 | NaN | 126 days |