| ConnorsRSI_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 [%] | 74.64788732394366 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 14638371.710060004 |
| Equity Peak [$] | 14727774.110060003 |
| Return [%] | 1363.8371710060005 |
| Buy & Hold Return [%] | 25313.519020166237 |
| Return (Ann.) [%] | 617.7040470187706 |
| Volatility (Ann.) [%] | 1849.256615809987 |
| Sharpe Ratio | 0.3340283018256025 |
| Sortino Ratio | 6.692528643927578 |
| Calmar Ratio | 8.220865406032729 |
| Max. Drawdown [%] | -75.13856711064506 |
| Avg. Drawdown [%] | -20.262155376887865 |
| Max. Drawdown Duration | 847 days 00:00:00 |
| Avg. Drawdown Duration | 124 days 00:00:00 |
| # Trades | 14 |
| Win Rate [%] | 28.57142857142857 |
| Best Trade [%] | 824.5571274500404 |
| Worst Trade [%] | -46.46849127264664 |
| Avg. Trade [%] | 21.075924378325016 |
| Max. Trade Duration | 630 days 00:00:00 |
| Avg. Trade Duration | 185 days 00:00:00 |
| Profit Factor | 7.976611893835888 |
| Expectancy [%] | 70.83761529293542 |
| SQN | 1.363676802161911 |
| Kelly Criterion | 0.22053989814063868 |
| _parameter | {'ConnorsRSI_shifter': 1, 'ConnorsRSI_timeperiod': 3, 'ConnorsRSI_count': 2, 'ConnorsRSI_percentage_rank': 100, 'ConnorsRSI_lower_threshold': 10, 'ConnorsRSI_upper_threshold': 90} |
| 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 | 197 | 3,940.64 | 7,859.79 | 533,004.85 | 99.45 | 2018-12-02 | 2019-10-13 | NaN | 315 days |
| 3 | 136 | 197 | 204 | 7,867.65 | 6,908.64 | -130,425.33 | -12.19 | 2019-10-13 | 2019-12-01 | NaN | 49 days |
| 4 | 136 | 204 | 220 | 6,915.55 | 5,346.86 | -213,341.66 | -22.68 | 2019-12-01 | 2020-03-22 | NaN | 112 days |
| 5 | 136 | 220 | 310 | 5,352.21 | 49,484.21 | 6,001,952.43 | 824.56 | 2020-03-22 | 2021-12-12 | NaN | 630 days |
| 6 | 135 | 310 | 331 | 49,533.69 | 38,469.49 | -1,493,667.57 | -22.34 | 2021-12-12 | 2022-05-08 | NaN | 147 days |
| 7 | 135 | 331 | 332 | 38,507.96 | 34,033.49 | -604,053.38 | -11.62 | 2022-05-08 | 2022-05-15 | NaN | 7 days |
| 8 | 135 | 332 | 333 | 34,067.52 | 31,290.02 | -374,962.97 | -8.15 | 2022-05-15 | 2022-05-22 | NaN | 7 days |
| 9 | 135 | 333 | 334 | 31,321.31 | 30,258.04 | -143,541.45 | -3.39 | 2022-05-22 | 2022-05-29 | NaN | 7 days |
| 10 | 135 | 334 | 335 | 30,288.30 | 29,447.08 | -113,564.44 | -2.78 | 2022-05-29 | 2022-06-05 | NaN | 7 days |
| 11 | 135 | 335 | 401 | 29,476.53 | 25,969.83 | -473,404.11 | -11.90 | 2022-06-05 | 2023-09-10 | NaN | 462 days |
| 12 | 135 | 401 | 402 | 25,995.80 | 25,831.77 | -22,144.03 | -0.63 | 2023-09-10 | 2023-09-17 | NaN | 7 days |
| 13 | 135 | 402 | 445 | 25,857.60 | 55,852.61 | 4,049,326.11 | 116.00 | 2023-09-17 | 2024-07-14 | NaN | 301 days |
| 14 | 135 | 445 | 496 | 55,908.46 | 108,386.44 | 7,084,526.95 | 93.86 | 2024-07-14 | 2025-07-06 | NaN | 357 days |