stats

GoldenCross_SNP_^GSPC_1D
Start 2000-01-03 00:00:00
End 2025-07-03 00:00:00
Duration 9313 days 00:00:00
Exposure Time [%] 99.59463673214842
Equity Initial [$] 1000000.0
Equity Final [$] 3156026.429859372
Equity Peak [$] 3156026.429859372
Return [%] 215.6026429859372
Buy & Hold Return [%] 331.5052173605224
Return (Ann.) [%] 4.619048012515781
Volatility (Ann.) [%] 20.47085804938468
Sharpe Ratio 0.2256401759697914
Sortino Ratio 0.3343776071872456
Calmar Ratio 0.07640181121780452
Max. Drawdown [%] -60.45731035548234
Avg. Drawdown [%] -2.228794476065871
Max. Drawdown Duration 5019 days 00:00:00
Avg. Drawdown Duration 52 days 00:00:00
# Trades 158
Win Rate [%] 56.32911392405063
Best Trade [%] 18.116680432028165
Worst Trade [%] -25.233503201025965
Avg. Trade [%] 0.7308180741691039
Max. Trade Duration 183 days 00:00:00
Avg. Trade Duration 59 days 00:00:00
Profit Factor 1.543128196268072
Expectancy [%] 0.924551528632127
SQN 2.0134851162076384
Kelly Criterion 0.23123399535038364
_parameter {'GoldenCross_timeperiod_short': 5, 'GoldenCross_timeperiod_long': 25}

trades

Size EntryBar ExitBar EntryPrice ExitPrice PnL ReturnPct EntryTime ExitTime Tag Duration
1 692 26 50 1,444.60 1,359.15 -59,133.74 -5.92 2000-02-09 2000-03-15 NaN 35 days
2 690 50 95 1,361.87 1,447.80 59,292.89 6.31 2000-03-15 2000-05-18 NaN 64 days
3 689 95 106 1,450.70 1,477.26 18,302.84 1.83 2000-05-18 2000-06-05 NaN 18 days
4 688 106 131 1,480.21 1,475.62 -3,161.04 -0.31 2000-06-05 2000-07-11 NaN 36 days
5 686 131 154 1,478.57 1,460.25 -12,568.37 -1.24 2000-07-11 2000-08-11 NaN 31 days
6 685 154 212 1,463.17 1,421.22 -28,736.11 -2.87 2000-08-11 2000-11-02 NaN 83 days
7 683 212 239 1,424.06 1,380.20 -29,958.06 -3.08 2000-11-02 2000-12-12 NaN 40 days
8 682 239 263 1,382.96 1,329.89 -36,193.97 -3.84 2000-12-12 2001-01-18 NaN 37 days
9 681 263 323 1,332.55 1,183.50 -101,502.91 -11.19 2001-01-18 2001-04-16 NaN 88 days
10 679 323 361 1,185.87 1,276.96 61,852.12 7.68 2001-04-16 2001-06-08 NaN 53 days
11 678 361 399 1,279.51 1,215.93 -43,109.83 -4.97 2001-06-08 2001-08-02 NaN 55 days
12 677 399 442 1,218.36 1,062.44 -105,559.18 -12.80 2001-08-02 2001-10-09 NaN 68 days
13 675 442 463 1,064.56 1,118.86 36,649.24 5.10 2001-10-09 2001-11-07 NaN 29 days
14 674 463 496 1,121.10 1,144.65 15,874.26 2.10 2001-11-07 2001-12-26 NaN 49 days
15 673 496 541 1,146.94 1,131.78 -10,202.21 -1.32 2001-12-26 2002-03-04 NaN 68 days
16 671 541 595 1,134.04 1,106.59 -18,421.38 -2.42 2002-03-04 2002-05-20 NaN 77 days
17 670 595 654 1,108.80 903.80 -137,352.12 -18.49 2002-05-20 2002-08-13 NaN 85 days
18 669 654 700 905.61 860.02 -30,498.08 -5.03 2002-08-13 2002-10-17 NaN 65 days
19 667 700 756 861.74 922.93 40,813.69 7.10 2002-10-17 2003-01-08 NaN 83 days
20 666 756 804 924.78 866.45 -38,845.01 -6.31 2003-01-08 2003-03-19 NaN 70 days
21 665 804 881 868.18 1,007.84 92,871.98 16.09 2003-03-19 2003-07-09 NaN 112 days
22 663 881 895 1,009.86 996.52 -8,841.56 -1.32 2003-07-09 2003-07-29 NaN 20 days
23 662 895 909 998.51 990.67 -5,192.12 -0.79 2003-07-29 2003-08-18 NaN 20 days
24 661 909 945 992.65 1,039.25 30,801.73 4.69 2003-08-18 2003-10-08 NaN 51 days
25 659 945 982 1,041.33 1,058.20 11,118.29 1.62 2003-10-08 2003-12-01 NaN 54 days
26 658 982 1029 1,060.32 1,142.76 54,247.93 7.78 2003-12-01 2004-02-09 NaN 70 days
27 657 1029 1068 1,145.05 1,141.81 -2,125.70 -0.28 2004-02-09 2004-04-05 NaN 56 days
28 655 1068 1107 1,144.09 1,120.68 -15,335.92 -2.05 2004-04-05 2004-06-01 NaN 57 days
29 654 1107 1164 1,122.92 1,098.35 -16,069.72 -2.19 2004-06-01 2004-08-23 NaN 83 days
30 653 1164 1194 1,100.55 1,135.17 22,609.06 3.15 2004-08-23 2004-10-05 NaN 43 days
31 652 1194 1213 1,137.44 1,130.20 -4,720.76 -0.64 2004-10-05 2004-11-01 NaN 27 days
32 650 1213 1280 1,132.46 1,203.03 45,870.29 6.23 2004-11-01 2005-02-07 NaN 98 days
33 649 1280 1342 1,205.44 1,172.63 -21,291.15 -2.72 2005-02-07 2005-05-06 NaN 88 days
34 648 1342 1387 1,174.98 1,219.44 28,813.11 3.78 2005-05-06 2005-07-12 NaN 67 days
35 646 1387 1412 1,221.88 1,233.87 7,746.30 0.98 2005-07-12 2005-08-16 NaN 35 days
36 645 1412 1428 1,236.34 1,236.36 14.35 0.00 2005-08-16 2005-09-08 NaN 23 days
37 644 1428 1468 1,238.83 1,214.76 -15,502.82 -1.94 2005-09-08 2005-11-03 NaN 56 days
38 642 1468 1511 1,217.19 1,273.48 36,138.47 4.62 2005-11-03 2006-01-06 NaN 64 days
39 641 1511 1527 1,276.03 1,285.20 5,879.90 0.72 2006-01-06 2006-01-31 NaN 25 days
40 640 1527 1540 1,287.77 1,289.38 1,030.18 0.12 2006-01-31 2006-02-17 NaN 17 days
41 639 1540 1557 1,291.96 1,297.48 3,528.06 0.43 2006-02-17 2006-03-15 NaN 26 days
42 637 1557 1583 1,300.07 1,311.46 7,252.26 0.88 2006-03-15 2006-04-21 NaN 37 days
43 636 1583 1633 1,314.08 1,270.06 -27,998.51 -3.35 2006-04-21 2006-07-03 NaN 73 days
44 635 1633 1649 1,272.60 1,268.87 -2,368.67 -0.29 2006-07-03 2006-07-26 NaN 23 days
45 633 1649 1767 1,271.41 1,430.73 100,850.98 12.53 2006-07-26 2007-01-16 NaN 174 days
46 632 1767 1815 1,433.59 1,436.11 1,591.72 0.18 2007-01-16 2007-03-26 NaN 69 days
47 631 1815 1874 1,438.98 1,531.02 58,075.86 6.40 2007-03-26 2007-06-19 NaN 85 days
48 630 1874 1887 1,534.08 1,530.43 -2,300.76 -0.24 2007-06-19 2007-07-09 NaN 20 days
49 628 1887 1923 1,533.49 1,466.72 -41,932.15 -4.35 2007-07-09 2007-08-28 NaN 50 days
50 627 1923 1992 1,469.65 1,465.22 -2,779.77 -0.30 2007-08-28 2007-12-05 NaN 99 days
51 626 1992 2006 1,468.15 1,495.12 16,882.96 1.84 2007-12-05 2007-12-26 NaN 21 days
52 625 2006 2044 1,498.11 1,362.21 -84,937.67 -9.07 2007-12-26 2008-02-21 NaN 57 days
53 623 2044 2067 1,364.93 1,352.45 -7,777.80 -0.91 2008-02-21 2008-03-26 NaN 34 days
54 622 2067 2157 1,355.15 1,269.42 -53,327.05 -6.33 2008-03-26 2008-08-01 NaN 128 days
55 621 2157 2175 1,271.96 1,271.29 -415.35 -0.05 2008-08-01 2008-08-27 NaN 26 days
56 620 2175 2225 1,273.83 952.40 -199,288.21 -25.23 2008-08-27 2008-11-06 NaN 71 days
57 618 2225 2248 954.30 892.17 -38,399.33 -6.51 2008-11-06 2008-12-10 NaN 34 days
58 617 2248 2263 893.95 902.99 5,575.01 1.01 2008-12-10 2009-01-02 NaN 23 days
59 616 2263 2315 904.80 797.92 -65,835.61 -11.81 2009-01-02 2009-03-19 NaN 76 days
60 615 2315 2398 799.52 940.56 86,742.17 17.64 2009-03-19 2009-07-17 NaN 120 days
61 614 2398 2436 942.44 1,032.99 55,597.01 9.61 2009-07-17 2009-09-10 NaN 55 days
62 612 2436 2457 1,035.06 1,065.28 18,497.12 2.92 2009-09-10 2009-10-09 NaN 29 days
63 611 2457 2480 1,067.41 1,096.04 17,492.59 2.68 2009-10-09 2009-11-11 NaN 33 days
64 610 2480 2548 1,098.23 1,110.00 7,178.41 1.07 2009-11-11 2010-02-22 NaN 103 days
65 609 2548 2629 1,112.22 1,115.98 2,289.83 0.34 2010-02-22 2010-06-17 NaN 115 days
66 607 2629 2647 1,118.21 1,095.61 -13,719.39 -2.02 2010-06-17 2010-07-14 NaN 27 days
67 606 2647 2687 1,097.80 1,101.15 2,029.38 0.31 2010-07-14 2010-09-09 NaN 57 days
68 605 2687 2748 1,103.35 1,223.87 72,913.19 10.92 2010-09-09 2010-12-06 NaN 88 days
69 604 2748 2809 1,226.32 1,330.73 63,065.00 8.51 2010-12-06 2011-03-04 NaN 88 days
70 603 2809 2813 1,333.39 1,315.72 -10,655.90 -1.33 2011-03-04 2011-03-10 NaN 6 days
71 601 2813 2826 1,318.35 1,309.37 -5,397.83 -0.68 2011-03-10 2011-03-29 NaN 19 days
72 600 2826 2892 1,311.99 1,320.64 5,190.77 0.66 2011-03-29 2011-07-01 NaN 94 days
73 599 2892 2935 1,323.28 1,219.12 -62,392.62 -7.87 2011-07-01 2011-09-01 NaN 62 days
74 598 2935 2946 1,221.56 1,214.99 -3,927.81 -0.54 2011-09-01 2011-09-19 NaN 18 days
75 597 2946 2963 1,217.42 1,196.19 -12,674.33 -1.74 2011-09-19 2011-10-12 NaN 23 days
76 595 2963 3001 1,198.58 1,257.19 34,871.53 4.89 2011-10-12 2011-12-06 NaN 55 days
77 594 3001 3013 1,259.70 1,243.72 -9,494.70 -1.27 2011-12-06 2011-12-22 NaN 16 days
78 593 3013 3101 1,246.21 1,397.86 89,929.98 12.17 2011-12-22 2012-05-01 NaN 131 days
79 592 3101 3133 1,400.66 1,329.19 -42,307.73 -5.10 2012-05-01 2012-06-15 NaN 45 days
80 591 3133 3222 1,331.85 1,433.21 59,904.73 7.61 2012-06-15 2012-10-22 NaN 129 days
81 589 3222 3247 1,436.08 1,409.96 -15,382.57 -1.82 2012-10-22 2012-11-29 NaN 38 days
82 588 3247 3270 1,412.78 1,462.42 29,188.42 3.51 2012-11-29 2013-01-03 NaN 35 days
83 587 3270 3311 1,465.34 1,525.20 35,134.92 4.08 2013-01-03 2013-03-05 NaN 61 days
84 586 3311 3348 1,528.25 1,585.16 33,349.07 3.72 2013-03-05 2013-04-26 NaN 52 days
85 585 3348 3398 1,588.33 1,642.89 31,917.40 3.44 2013-04-26 2013-07-09 NaN 74 days
86 583 3398 3443 1,646.18 1,681.04 20,325.85 2.12 2013-07-09 2013-09-11 NaN 64 days
87 582 3443 3469 1,684.40 1,720.17 20,816.93 2.12 2013-09-11 2013-10-17 NaN 36 days
88 581 3469 3515 1,723.61 1,822.92 57,698.91 5.76 2013-10-17 2013-12-23 NaN 67 days
89 580 3515 3551 1,826.57 1,828.46 1,098.56 0.10 2013-12-23 2014-02-14 NaN 53 days
90 579 3551 3583 1,832.12 1,886.61 31,551.51 2.97 2014-02-14 2014-04-02 NaN 47 days
91 578 3583 3597 1,890.38 1,879.32 -6,394.56 -0.59 2014-04-02 2014-04-23 NaN 21 days
92 576 3597 3680 1,883.08 1,980.46 56,091.67 5.17 2014-04-23 2014-08-20 NaN 119 days
93 575 3680 3728 1,984.42 1,964.14 -11,661.50 -1.02 2014-08-20 2014-10-28 NaN 69 days
94 574 3728 3768 1,968.07 2,083.25 66,114.30 5.85 2014-10-28 2014-12-24 NaN 57 days
95 573 3768 3797 2,087.42 2,062.28 -14,403.20 -1.20 2014-12-24 2015-02-06 NaN 44 days
96 572 3797 3828 2,066.40 2,103.94 21,470.22 1.82 2015-02-06 2015-03-24 NaN 46 days
97 571 3828 3840 2,108.15 2,091.51 -9,500.19 -0.79 2015-03-24 2015-04-10 NaN 17 days
98 570 3840 3864 2,095.69 2,100.43 2,700.03 0.23 2015-04-10 2015-05-14 NaN 34 days
99 568 3864 3891 2,104.63 2,123.16 10,524.54 0.88 2015-05-14 2015-06-23 NaN 40 days
100 567 3891 3908 2,127.41 2,126.80 -343.71 -0.03 2015-06-23 2015-07-17 NaN 24 days
101 566 3908 3919 2,131.05 2,104.49 -15,035.03 -1.25 2015-07-17 2015-08-03 NaN 17 days
102 565 3919 3954 2,108.70 1,961.39 -83,229.56 -6.99 2015-08-03 2015-09-22 NaN 50 days
103 564 3954 3965 1,965.31 1,982.34 9,603.32 0.87 2015-09-22 2015-10-07 NaN 15 days
104 563 3965 3998 1,986.30 2,089.41 58,048.26 5.19 2015-10-07 2015-11-23 NaN 47 days
105 562 3998 4007 2,093.59 2,090.42 -1,780.87 -0.15 2015-11-23 2015-12-07 NaN 14 days
106 560 4007 4024 2,094.60 2,060.59 -19,045.98 -1.62 2015-12-07 2015-12-31 NaN 24 days
107 559 4024 4058 2,064.71 1,924.44 -78,411.67 -6.79 2015-12-31 2016-02-22 NaN 53 days
108 558 4058 4126 1,928.29 2,090.06 90,268.35 8.39 2016-02-22 2016-05-27 NaN 95 days
109 557 4126 4145 2,094.24 2,103.81 5,330.42 0.46 2016-05-27 2016-06-24 NaN 28 days
110 556 4145 4153 2,108.02 2,100.42 -4,224.35 -0.36 2016-06-24 2016-07-07 NaN 13 days
111 555 4153 4198 2,104.62 2,169.08 35,774.92 3.06 2016-07-07 2016-09-09 NaN 64 days
112 554 4198 4211 2,173.42 2,161.85 -6,408.75 -0.53 2016-09-09 2016-09-28 NaN 19 days
113 553 4211 4215 2,166.17 2,163.37 -1,550.44 -0.13 2016-09-28 2016-10-04 NaN 6 days
114 552 4215 4243 2,167.70 2,162.71 -2,752.77 -0.23 2016-10-04 2016-11-11 NaN 38 days
115 550 4243 4355 2,167.04 2,388.98 122,069.53 10.24 2016-11-11 2017-04-26 NaN 166 days
116 549 4355 4376 2,393.76 2,409.54 8,664.37 0.66 2017-04-26 2017-05-25 NaN 29 days
117 548 4376 4410 2,414.36 2,449.16 19,070.83 1.44 2017-05-25 2017-07-14 NaN 50 days
118 547 4410 4446 2,454.06 2,470.35 8,911.65 0.66 2017-07-14 2017-09-05 NaN 53 days
119 546 4446 4569 2,475.29 2,658.89 100,245.11 7.42 2017-09-05 2018-03-02 NaN 178 days
120 545 4569 4574 2,664.21 2,752.91 48,342.72 3.33 2018-03-02 2018-03-09 NaN 7 days
121 544 4574 4601 2,758.42 2,710.11 -26,278.26 -1.75 2018-03-09 2018-04-18 NaN 40 days
122 543 4601 4617 2,715.53 2,705.02 -5,707.10 -0.39 2018-04-18 2018-05-10 NaN 22 days
123 542 4617 4659 2,710.43 2,779.82 37,609.38 2.56 2018-05-10 2018-07-11 NaN 62 days
124 541 4659 4745 2,785.38 2,794.10 4,717.73 0.31 2018-07-11 2018-11-09 NaN 121 days
125 539 4745 4760 2,799.69 2,790.50 -4,952.49 -0.33 2018-11-09 2018-12-03 NaN 24 days
126 538 4760 4786 2,796.08 2,588.11 -111,888.34 -7.44 2018-12-03 2019-01-11 NaN 39 days
127 537 4786 4889 2,593.29 2,903.27 166,461.24 11.95 2019-01-11 2019-06-11 NaN 151 days
128 536 4889 4949 2,909.08 2,960.60 27,616.62 1.77 2019-06-11 2019-09-05 NaN 86 days
129 535 4949 4979 2,966.52 3,000.77 18,323.07 1.15 2019-09-05 2019-10-17 NaN 42 days
130 534 4979 5056 3,006.77 3,335.54 175,562.37 10.93 2019-10-17 2020-02-07 NaN 113 days
131 533 5056 5099 3,342.21 2,776.99 -301,262.86 -16.91 2020-02-07 2020-04-09 NaN 62 days
132 532 5099 5159 2,782.54 3,166.44 204,232.66 13.80 2020-04-09 2020-07-07 NaN 89 days
133 531 5159 5224 3,172.77 3,384.56 112,459.02 6.68 2020-07-07 2020-10-07 NaN 92 days
134 530 5224 5247 3,391.33 3,583.04 101,606.76 5.65 2020-10-07 2020-11-09 NaN 33 days
135 529 5247 5307 3,590.21 3,878.30 152,401.69 8.02 2020-11-09 2021-02-05 NaN 88 days
136 528 5307 5332 3,886.06 3,942.96 30,044.95 1.46 2021-02-05 2021-03-15 NaN 38 days
137 527 5332 5384 3,950.85 4,201.94 132,326.57 6.36 2021-03-15 2021-05-27 NaN 73 days
138 525 5384 5483 4,210.34 4,463.72 133,022.61 6.02 2021-05-27 2021-10-18 NaN 144 days
139 524 5483 5522 4,472.65 4,710.30 124,529.73 5.31 2021-10-18 2021-12-13 NaN 56 days
140 523 5522 5531 4,719.72 4,733.99 7,463.12 0.30 2021-12-13 2021-12-27 NaN 14 days
141 522 5531 5589 4,743.46 4,462.40 -146,712.44 -5.93 2021-12-27 2022-03-21 NaN 84 days
142 521 5589 5640 4,471.32 4,095.41 -195,851.61 -8.41 2022-03-21 2022-06-02 NaN 73 days
143 520 5640 5667 4,103.60 3,779.67 -168,444.02 -7.89 2022-06-02 2022-07-13 NaN 41 days
144 519 5667 5739 3,787.23 3,762.01 -13,088.79 -0.67 2022-07-13 2022-10-24 NaN 103 days
145 518 5739 5794 3,769.53 3,977.57 107,762.67 5.52 2022-10-24 2023-01-12 NaN 80 days
146 517 5794 5843 3,985.53 3,939.21 -23,944.98 -1.16 2023-01-12 2023-03-24 NaN 71 days
147 516 5843 5877 3,947.09 4,138.54 98,789.06 4.85 2023-03-24 2023-05-12 NaN 49 days
148 515 5877 5882 4,146.82 4,204.15 29,526.38 1.38 2023-05-12 2023-05-19 NaN 7 days
149 514 5882 5954 4,212.56 4,530.60 163,473.53 7.55 2023-05-19 2023-09-01 NaN 105 days
150 513 5954 5985 4,539.66 4,345.23 -99,743.27 -4.28 2023-09-01 2023-10-17 NaN 46 days
151 512 5985 6001 4,353.92 4,384.37 15,590.23 0.70 2023-10-17 2023-11-08 NaN 22 days
152 511 6001 6126 4,393.14 5,189.03 406,700.26 18.12 2023-11-08 2024-05-09 NaN 183 days
153 510 6126 6195 5,199.41 5,557.23 182,489.29 6.88 2024-05-09 2024-08-19 NaN 102 days
154 509 6195 6215 5,568.34 5,655.51 44,367.15 1.57 2024-08-19 2024-09-17 NaN 29 days
155 508 6215 6253 5,666.82 5,976.76 157,449.00 5.47 2024-09-17 2024-11-08 NaN 52 days
156 507 6253 6301 5,988.71 6,081.39 46,987.16 1.55 2024-11-08 2025-01-22 NaN 75 days
157 506 6301 6368 6,093.55 5,508.87 -295,849.50 -9.60 2025-01-22 2025-04-29 NaN 97 days
158 505 6368 6413 5,519.89 6,246.46 366,918.91 13.16 2025-04-29 2025-07-03 NaN 65 days