| DeadCross_coinbase_ETH-USD-SPOT_1D | |
|---|---|
| Start | 2016-05-18 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 3334 days 00:00:00 |
| Exposure Time [%] | 7.946026986506746 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 0.0 |
| Equity Peak [$] | 1339187.7621000002 |
| Return [%] | -100.0 |
| Buy & Hold Return [%] | 19607.13201820941 |
| Return (Ann.) [%] | 0.0 |
| Volatility (Ann.) [%] | 514.0212028107558 |
| Sharpe Ratio | 0.0 |
| Sortino Ratio | 0.0 |
| Calmar Ratio | 0.0 |
| Max. Drawdown [%] | -100.0 |
| Avg. Drawdown [%] | -28.529289998355434 |
| Max. Drawdown Duration | 3258 days 00:00:00 |
| Avg. Drawdown Duration | 660 days 00:00:00 |
| # Trades | 3 |
| Win Rate [%] | 33.33333333333333 |
| Best Trade [%] | 34.67151361888205 |
| Worst Trade [%] | -133.83905928767268 |
| Avg. Trade [%] | 0 |
| Max. Trade Duration | 155 days 00:00:00 |
| Avg. Trade Duration | 88 days 00:00:00 |
| Profit Factor | 0.19786888878731726 |
| Expectancy [%] | -46.851056975127875 |
| SQN | -1.028538306444012 |
| Kelly Criterion | -1.2182090560977756 |
| _parameter | {'DeadCross_timeperiod_short': 5, 'DeadCross_timeperiod_long': 25} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | -75263 | 35 | 77 | 13.29 | 8.68 | 346,714.06 | 34.67 | 2016-06-22 | 2016-08-03 | NaN | 42 days |
| 2 | -155306 | 77 | 144 | 8.67 | 12.26 | -557,343.54 | -41.39 | 2016-08-03 | 2016-10-09 | NaN | 67 days |
| 3 | -64450 | 144 | 299 | 12.25 | 28.64 | -1,056,481.16 | -133.84 | 2016-10-09 | 2017-03-13 | NaN | 155 days |