| GoldenCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 3472 days 00:00:00 |
| Exposure Time [%] | 98.70429023898647 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 246412636.82009056 |
| Equity Peak [$] | 253046953.90168053 |
| Return [%] | 24541.263682009056 |
| Buy & Hold Return [%] | 25094.768856447685 |
| Return (Ann.) [%] | 78.3837578001144 |
| Volatility (Ann.) [%] | 138.6021787394525 |
| Sharpe Ratio | 0.5655304881423396 |
| Sortino Ratio | 1.7027954737687065 |
| Calmar Ratio | 0.9339894544811327 |
| Max. Drawdown [%] | -83.92360044756566 |
| Avg. Drawdown [%] | -10.051567068069177 |
| Max. Drawdown Duration | 1096 days 00:00:00 |
| Avg. Drawdown Duration | 49 days 00:00:00 |
| # Trades | 83 |
| Win Rate [%] | 48.19277108433735 |
| Best Trade [%] | 136.31221516693253 |
| Worst Trade [%] | -40.1089229321584 |
| Avg. Trade [%] | 6.861014462137138 |
| Max. Trade Duration | 116 days 00:00:00 |
| Avg. Trade Duration | 42 days 00:00:00 |
| Profit Factor | 3.1179581339366305 |
| Expectancy [%] | 10.759252776275089 |
| SQN | 1.5162716981376085 |
| Kelly Criterion | 0.22752733450370588 |
| _parameter | {'GoldenCross_timeperiod_short': 5, 'GoldenCross_timeperiod_long': 25} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2456 | 45 | 85 | 407.03 | 416.42 | 23,070.14 | 2.31 | 2016-02-15 | 2016-03-26 | NaN | 40 days |
| 2 | 2454 | 85 | 149 | 416.84 | 523.35 | 261,384.33 | 25.55 | 2016-03-26 | 2016-05-29 | NaN | 64 days |
| 3 | 2451 | 149 | 179 | 523.87 | 657.86 | 328,401.28 | 25.58 | 2016-05-29 | 2016-06-28 | NaN | 30 days |
| 4 | 2449 | 179 | 186 | 658.52 | 681.98 | 57,458.78 | 3.56 | 2016-06-28 | 2016-07-05 | NaN | 7 days |
| 5 | 2446 | 186 | 197 | 682.66 | 667.48 | -37,135.12 | -2.22 | 2016-07-05 | 2016-07-16 | NaN | 11 days |
| 6 | 2444 | 197 | 247 | 668.15 | 600.93 | -164,279.52 | -10.06 | 2016-07-16 | 2016-09-04 | NaN | 50 days |
| 7 | 2441 | 247 | 276 | 601.53 | 612.42 | 26,580.22 | 1.81 | 2016-09-04 | 2016-10-03 | NaN | 29 days |
| 8 | 2439 | 276 | 392 | 613.03 | 917.02 | 741,425.71 | 49.59 | 2016-10-03 | 2017-01-27 | NaN | 116 days |
| 9 | 2436 | 392 | 438 | 917.94 | 1,245.50 | 797,943.42 | 35.68 | 2017-01-27 | 2017-03-14 | NaN | 46 days |
| 10 | 2434 | 438 | 459 | 1,246.75 | 1,152.03 | -230,537.53 | -7.60 | 2017-03-14 | 2017-04-04 | NaN | 21 days |
| 11 | 2431 | 459 | 537 | 1,153.18 | 2,725.11 | 3,821,356.90 | 136.31 | 2017-04-04 | 2017-06-21 | NaN | 78 days |
| 12 | 2428 | 537 | 553 | 2,727.84 | 2,604.89 | -298,510.73 | -4.51 | 2017-06-21 | 2017-07-07 | NaN | 16 days |
| 13 | 2426 | 553 | 568 | 2,607.49 | 2,661.05 | 129,924.70 | 2.05 | 2017-07-07 | 2017-07-22 | NaN | 15 days |
| 14 | 2424 | 568 | 638 | 2,663.71 | 4,156.99 | 3,619,708.17 | 56.06 | 2017-07-22 | 2017-09-30 | NaN | 70 days |
| 15 | 2421 | 638 | 685 | 4,161.15 | 7,294.00 | 7,584,637.14 | 75.29 | 2017-09-30 | 2017-11-16 | NaN | 47 days |
| 16 | 2418 | 685 | 738 | 7,301.29 | 16,174.22 | 21,454,735.07 | 121.53 | 2017-11-16 | 2018-01-08 | NaN | 53 days |
| 17 | 2416 | 738 | 779 | 16,190.39 | 11,121.50 | -12,246,448.44 | -31.31 | 2018-01-08 | 2018-02-18 | NaN | 41 days |
| 18 | 2413 | 779 | 836 | 11,132.62 | 8,355.24 | -6,701,821.56 | -24.95 | 2018-02-18 | 2018-04-16 | NaN | 57 days |
| 19 | 2411 | 836 | 916 | 8,363.60 | 6,587.46 | -4,282,262.06 | -21.24 | 2018-04-16 | 2018-07-05 | NaN | 80 days |
| 20 | 2409 | 916 | 929 | 6,594.05 | 7,311.38 | 1,728,054.09 | 10.88 | 2018-07-05 | 2018-07-18 | NaN | 13 days |
| 21 | 2406 | 929 | 969 | 7,318.69 | 6,709.98 | -1,464,559.58 | -8.32 | 2018-07-18 | 2018-08-27 | NaN | 40 days |
| 22 | 2404 | 969 | 998 | 6,716.69 | 6,578.90 | -331,247.11 | -2.05 | 2018-08-27 | 2018-09-25 | NaN | 29 days |
| 23 | 2401 | 998 | 1040 | 6,585.48 | 6,404.00 | -435,730.84 | -2.76 | 2018-09-25 | 2018-11-06 | NaN | 42 days |
| 24 | 2399 | 1040 | 1086 | 6,410.40 | 3,839.26 | -6,168,174.46 | -40.11 | 2018-11-06 | 2018-12-22 | NaN | 46 days |
| 25 | 2397 | 1086 | 1137 | 3,843.10 | 3,648.85 | -465,615.48 | -5.05 | 2018-12-22 | 2019-02-11 | NaN | 51 days |
| 26 | 2395 | 1137 | 1218 | 3,652.50 | 5,390.00 | 4,161,315.25 | 47.57 | 2019-02-11 | 2019-05-03 | NaN | 81 days |
| 27 | 2392 | 1218 | 1261 | 5,395.39 | 8,697.45 | 7,898,527.52 | 61.20 | 2019-05-03 | 2019-06-15 | NaN | 43 days |
| 28 | 2390 | 1261 | 1312 | 8,706.15 | 10,977.98 | 5,429,679.79 | 26.09 | 2019-06-15 | 2019-08-05 | NaN | 51 days |
| 29 | 2387 | 1312 | 1344 | 10,988.96 | 10,574.28 | -989,836.34 | -3.77 | 2019-08-05 | 2019-09-06 | NaN | 32 days |
| 30 | 2385 | 1344 | 1396 | 10,584.85 | 9,555.89 | -2,454,079.81 | -9.72 | 2019-09-06 | 2019-10-28 | NaN | 52 days |
| 31 | 2382 | 1396 | 1454 | 9,565.45 | 7,255.01 | -5,503,458.29 | -24.15 | 2019-10-28 | 2019-12-25 | NaN | 58 days |
| 32 | 2380 | 1454 | 1465 | 7,262.27 | 7,348.63 | 205,548.68 | 1.19 | 2019-12-25 | 2020-01-05 | NaN | 11 days |
| 33 | 2378 | 1465 | 1553 | 7,355.98 | 6,666.11 | -1,640,507.60 | -9.38 | 2020-01-05 | 2020-04-02 | NaN | 88 days |
| 34 | 2376 | 1553 | 1612 | 6,672.78 | 9,700.32 | 7,193,444.28 | 45.37 | 2020-04-02 | 2020-05-31 | NaN | 59 days |
| 35 | 2373 | 1612 | 1653 | 9,710.02 | 9,291.04 | -994,240.30 | -4.31 | 2020-05-31 | 2020-07-11 | NaN | 41 days |
| 36 | 2371 | 1653 | 1664 | 9,300.33 | 9,394.14 | 222,421.04 | 1.01 | 2020-07-11 | 2020-07-22 | NaN | 11 days |
| 37 | 2369 | 1664 | 1723 | 9,403.53 | 10,937.50 | 3,633,965.12 | 16.31 | 2020-07-22 | 2020-09-19 | NaN | 59 days |
| 38 | 2366 | 1723 | 1731 | 10,948.44 | 10,730.00 | -516,823.12 | -2.00 | 2020-09-19 | 2020-09-27 | NaN | 8 days |
| 39 | 2364 | 1731 | 1743 | 10,740.73 | 10,932.44 | 453,202.44 | 1.78 | 2020-09-27 | 2020-10-09 | NaN | 12 days |
| 40 | 2361 | 1743 | 1810 | 10,943.37 | 19,272.37 | 19,664,763.24 | 76.11 | 2020-10-09 | 2020-12-15 | NaN | 67 days |
| 41 | 2359 | 1810 | 1861 | 19,291.64 | 37,688.42 | 43,397,998.43 | 95.36 | 2020-12-15 | 2021-02-04 | NaN | 51 days |
| 42 | 2356 | 1861 | 1895 | 37,726.11 | 54,921.61 | 40,512,601.72 | 45.58 | 2021-02-04 | 2021-03-10 | NaN | 34 days |
| 43 | 2354 | 1895 | 1916 | 54,976.53 | 58,786.46 | 8,968,571.43 | 6.93 | 2021-03-10 | 2021-03-31 | NaN | 21 days |
| 44 | 2351 | 1916 | 1954 | 58,845.25 | 57,380.39 | -3,443,877.54 | -2.49 | 2021-03-31 | 2021-05-08 | NaN | 38 days |
| 45 | 2349 | 1954 | 1991 | 57,437.77 | 39,015.24 | -43,274,523.89 | -32.07 | 2021-05-08 | 2021-06-14 | NaN | 37 days |
| 46 | 2347 | 1991 | 2033 | 39,054.26 | 35,428.25 | -8,510,234.30 | -9.28 | 2021-06-14 | 2021-07-26 | NaN | 42 days |
| 47 | 2345 | 2033 | 2103 | 35,463.68 | 48,233.99 | 29,946,381.05 | 36.01 | 2021-07-26 | 2021-10-04 | NaN | 70 days |
| 48 | 2342 | 2103 | 2187 | 48,282.22 | 50,402.24 | 4,965,077.50 | 4.39 | 2021-10-04 | 2021-12-27 | NaN | 84 days |
| 49 | 2340 | 2187 | 2230 | 50,452.64 | 42,496.61 | -18,617,115.44 | -15.77 | 2021-12-27 | 2022-02-08 | NaN | 43 days |
| 50 | 2338 | 2230 | 2254 | 42,539.11 | 43,856.82 | 3,080,813.91 | 3.10 | 2022-02-08 | 2022-03-04 | NaN | 24 days |
| 51 | 2335 | 2254 | 2269 | 43,900.68 | 40,959.33 | -6,868,044.82 | -6.70 | 2022-03-04 | 2022-03-19 | NaN | 15 days |
| 52 | 2333 | 2269 | 2345 | 41,000.29 | 29,779.15 | -26,178,918.06 | -27.37 | 2022-03-19 | 2022-06-03 | NaN | 76 days |
| 53 | 2331 | 2345 | 2382 | 29,808.93 | 21,575.81 | -19,191,400.74 | -27.62 | 2022-06-03 | 2022-07-10 | NaN | 37 days |
| 54 | 2328 | 2382 | 2391 | 21,597.39 | 20,762.12 | -1,944,498.81 | -3.87 | 2022-07-10 | 2022-07-19 | NaN | 9 days |
| 55 | 2326 | 2391 | 2447 | 20,782.88 | 21,818.08 | 2,407,870.27 | 4.98 | 2022-07-19 | 2022-09-13 | NaN | 56 days |
| 56 | 2324 | 2447 | 2471 | 21,839.90 | 20,153.67 | -3,918,794.06 | -7.72 | 2022-09-13 | 2022-10-07 | NaN | 24 days |
| 57 | 2322 | 2471 | 2491 | 20,173.82 | 20,113.74 | -139,514.28 | -0.30 | 2022-10-07 | 2022-10-27 | NaN | 20 days |
| 58 | 2319 | 2491 | 2529 | 20,133.85 | 17,099.26 | -7,037,222.88 | -15.07 | 2022-10-27 | 2022-12-04 | NaN | 38 days |
| 59 | 2317 | 2529 | 2565 | 17,116.36 | 16,946.13 | -394,421.20 | -0.99 | 2022-12-04 | 2023-01-09 | NaN | 36 days |
| 60 | 2315 | 2565 | 2606 | 16,963.08 | 24,562.04 | 17,591,601.36 | 44.80 | 2023-01-09 | 2023-02-19 | NaN | 41 days |
| 61 | 2312 | 2606 | 2632 | 24,586.60 | 24,347.58 | -552,618.96 | -0.97 | 2023-02-19 | 2023-03-17 | NaN | 26 days |
| 62 | 2310 | 2632 | 2677 | 24,371.93 | 29,249.65 | 11,267,538.79 | 20.01 | 2023-03-17 | 2023-05-01 | NaN | 45 days |
| 63 | 2308 | 2677 | 2708 | 29,278.90 | 27,696.64 | -3,651,855.27 | -5.40 | 2023-05-01 | 2023-06-01 | NaN | 31 days |
| 64 | 2305 | 2708 | 2729 | 27,724.34 | 28,316.18 | 1,364,198.94 | 2.13 | 2023-06-01 | 2023-06-22 | NaN | 21 days |
| 65 | 2303 | 2729 | 2781 | 28,344.50 | 29,400.04 | 2,430,917.42 | 3.72 | 2023-06-22 | 2023-08-13 | NaN | 52 days |
| 66 | 2301 | 2781 | 2817 | 29,429.44 | 26,569.86 | -6,579,893.67 | -9.72 | 2023-08-13 | 2023-09-18 | NaN | 36 days |
| 67 | 2298 | 2817 | 2847 | 26,596.43 | 28,535.57 | 4,456,144.04 | 7.29 | 2023-09-18 | 2023-10-18 | NaN | 30 days |
| 68 | 2296 | 2847 | 2925 | 28,564.11 | 45,027.01 | 37,798,828.57 | 57.63 | 2023-10-18 | 2024-01-04 | NaN | 78 days |
| 69 | 2294 | 2925 | 2955 | 45,072.04 | 43,090.20 | -4,546,334.10 | -4.40 | 2024-01-04 | 2024-02-03 | NaN | 30 days |
| 70 | 2291 | 2955 | 3010 | 43,133.29 | 69,361.53 | 60,088,897.38 | 60.81 | 2024-02-03 | 2024-03-29 | NaN | 55 days |
| 71 | 2289 | 3010 | 3021 | 69,430.89 | 69,341.95 | -203,587.16 | -0.13 | 2024-03-29 | 2024-04-09 | NaN | 11 days |
| 72 | 2286 | 3021 | 3059 | 69,411.29 | 66,358.62 | -6,978,396.65 | -4.40 | 2024-04-09 | 2024-05-17 | NaN | 38 days |
| 73 | 2284 | 3059 | 3121 | 66,424.98 | 65,045.81 | -3,150,032.56 | -2.08 | 2024-05-17 | 2024-07-18 | NaN | 62 days |
| 74 | 2282 | 3121 | 3159 | 65,110.86 | 64,125.65 | -2,248,239.66 | -1.51 | 2024-07-18 | 2024-08-25 | NaN | 38 days |
| 75 | 2280 | 3159 | 3182 | 64,189.78 | 59,108.86 | -11,584,487.68 | -7.92 | 2024-08-25 | 2024-09-17 | NaN | 23 days |
| 76 | 2277 | 3182 | 3212 | 59,167.97 | 67,093.30 | 18,045,979.01 | 13.39 | 2024-09-17 | 2024-10-17 | NaN | 30 days |
| 77 | 2275 | 3212 | 3295 | 67,160.39 | 102,271.20 | 79,877,085.24 | 52.28 | 2024-10-17 | 2025-01-08 | NaN | 83 days |
| 78 | 2273 | 3295 | 3304 | 102,373.47 | 100,573.61 | -4,091,084.51 | -1.76 | 2025-01-08 | 2025-01-17 | NaN | 9 days |
| 79 | 2270 | 3304 | 3373 | 100,674.18 | 87,416.15 | -30,095,736.29 | -13.17 | 2025-01-17 | 2025-03-27 | NaN | 69 days |
| 80 | 2268 | 3373 | 3394 | 87,503.57 | 83,603.51 | -8,845,327.35 | -4.46 | 2025-03-27 | 2025-04-17 | NaN | 21 days |
| 81 | 2266 | 3394 | 3450 | 83,687.11 | 110,270.09 | 60,237,024.73 | 31.76 | 2025-04-17 | 2025-06-12 | NaN | 56 days |
| 82 | 2264 | 3450 | 3467 | 110,380.36 | 107,100.03 | -7,426,667.32 | -2.97 | 2025-06-12 | 2025-06-29 | NaN | 17 days |
| 83 | 2261 | 3467 | 3472 | 107,207.13 | 108,947.80 | 3,935,654.80 | 1.62 | 2025-06-29 | 2025-07-04 | NaN | 5 days |