| ConnorsRSITakeProfitStopLoss_coinbase_BTC-USD-SPOT_1W | |
|---|---|
| Start | 2016-01-03 00:00:00 |
| End | 2025-07-06 00:00:00 |
| Duration | 3472 days 00:00:00 |
| Exposure Time [%] | 47.283702213279675 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 3090977.621550002 |
| Equity Peak [$] | 3345898.9015500024 |
| Return [%] | 209.09776215500023 |
| Buy & Hold Return [%] | 25313.519020166237 |
| Return (Ann.) [%] | 129.0496095170512 |
| Volatility (Ann.) [%] | 348.04579031442114 |
| Sharpe Ratio | 0.37078342306760576 |
| Sortino Ratio | 1.7352773268266781 |
| Calmar Ratio | 1.8909230456061032 |
| Max. Drawdown [%] | -68.24688599407627 |
| Avg. Drawdown [%] | -24.913530193138158 |
| Max. Drawdown Duration | 1547 days 00:00:00 |
| Avg. Drawdown Duration | 254 days 00:00:00 |
| # Trades | 14 |
| Win Rate [%] | 28.57142857142857 |
| Best Trade [%] | 173.0842962509079 |
| Worst Trade [%] | -46.46849127264664 |
| Avg. Trade [%] | 8.435414679861797 |
| Max. Trade Duration | 217 days 00:00:00 |
| Avg. Trade Duration | 115 days 00:00:00 |
| Profit Factor | 2.962199112236294 |
| Expectancy [%] | 24.372928481150772 |
| SQN | 0.8495436838879762 |
| Kelly Criterion | 0.1342654624471798 |
| _parameter | {'ConnorsRSI_shifter': 1, 'ConnorsRSI_timeperiod': 3, 'ConnorsRSI_count': 2, 'ConnorsRSI_percentage_rank': 100, 'ConnorsRSI_lower_threshold': 10, 'ConnorsRSI_upper_threshold': 90, '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 | 135 | 126 | 152 | 7,353.99 | 3,936.70 | -461,333.70 | -46.47 | 2018-06-03 | 2018-12-02 | NaN | 182 days |
| 2 | 136 | 152 | 183 | 3,940.64 | 10,761.26 | 927,604.77 | 173.08 | 2018-12-02 | 2019-07-07 | NaN | 217 days |
| 3 | 186 | 197 | 204 | 7,867.65 | 6,908.64 | -178,375.82 | -12.19 | 2019-10-13 | 2019-12-01 | NaN | 49 days |
| 4 | 186 | 204 | 220 | 6,915.55 | 5,346.86 | -291,776.09 | -22.68 | 2019-12-01 | 2020-03-22 | NaN | 112 days |
| 5 | 186 | 220 | 251 | 5,352.21 | 11,514.20 | 1,146,130.72 | 115.13 | 2020-03-22 | 2020-10-25 | NaN | 217 days |
| 6 | 43 | 310 | 331 | 49,533.69 | 38,469.49 | -475,760.78 | -22.34 | 2021-12-12 | 2022-05-08 | NaN | 147 days |
| 7 | 43 | 331 | 332 | 38,507.96 | 34,033.49 | -192,402.19 | -11.62 | 2022-05-08 | 2022-05-15 | NaN | 7 days |
| 8 | 43 | 332 | 333 | 34,067.52 | 31,290.02 | -119,432.65 | -8.15 | 2022-05-15 | 2022-05-22 | NaN | 7 days |
| 9 | 43 | 333 | 334 | 31,321.31 | 30,258.04 | -45,720.61 | -3.39 | 2022-05-22 | 2022-05-29 | NaN | 7 days |
| 10 | 43 | 334 | 335 | 30,288.30 | 29,447.08 | -36,172.38 | -2.78 | 2022-05-29 | 2022-06-05 | NaN | 7 days |
| 11 | 43 | 335 | 366 | 29,476.53 | 16,611.90 | -553,178.96 | -43.64 | 2022-06-05 | 2023-01-08 | NaN | 217 days |
| 12 | 27 | 401 | 402 | 25,995.80 | 25,831.77 | -4,428.81 | -0.63 | 2023-09-10 | 2023-09-17 | NaN | 7 days |
| 13 | 27 | 402 | 433 | 25,857.60 | 65,764.56 | 1,077,487.87 | 154.33 | 2023-09-17 | 2024-04-21 | NaN | 217 days |
| 14 | 32 | 445 | 476 | 55,908.46 | 96,481.47 | 1,298,336.24 | 72.57 | 2024-07-14 | 2025-02-16 | NaN | 217 days |