| PerfectOrderEMA_coinbase_BTC-USD-SPOT_1W | |
|---|---|
| Start | 2016-01-03 00:00:00 |
| End | 2025-08-31 00:00:00 |
| Duration | 3528 days 00:00:00 |
| Exposure Time [%] | 47.12871287128713 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 5341139.91832 |
| Equity Peak [$] | 5622553.35832 |
| Return [%] | 434.11399183200007 |
| Buy & Hold Return [%] | 25667.71318098678 |
| Return (Ann.) [%] | 235.67086728782508 |
| Volatility (Ann.) [%] | 507.3054556518582 |
| Sharpe Ratio | 0.4645541747328572 |
| Sortino Ratio | 3.2754598328327433 |
| Calmar Ratio | 3.624802030214514 |
| Max. Drawdown [%] | -65.01620373289137 |
| Avg. Drawdown [%] | -17.68736003012567 |
| Max. Drawdown Duration | 1092 days 00:00:00 |
| Avg. Drawdown Duration | 147 days 00:00:00 |
| # Trades | 7 |
| Win Rate [%] | 28.57142857142857 |
| Best Trade [%] | 315.1979962588609 |
| Worst Trade [%] | -38.5857998590579 |
| Avg. Trade [%] | 27.120145637031868 |
| Max. Trade Duration | 693 days 00:00:00 |
| Avg. Trade Duration | 231 days 00:00:00 |
| Profit Factor | 6.3204640740004265 |
| Expectancy [%] | 74.57450826633324 |
| SQN | 0.9996018314301335 |
| Kelly Criterion | 0.22312752422761695 |
| _parameter | {'PerfectOrderEMA_shifter': 1, 'PerfectOrderEMA_timeperiod_short': 5, 'PerfectOrderEMA_timeperiod_middle': 50, 'PerfectOrderEMA_timeperiod_long': 200} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 108 | 201 | 205 | 9,215.73 | 7,405.33 | -195,522.82 | -19.64 | 2019-11-10 | 2019-12-08 | NaN | 28 days |
| 2 | 92 | 212 | 220 | 8,706.23 | 5,346.86 | -309,061.81 | -38.59 | 2020-01-26 | 2020-03-22 | NaN | 56 days |
| 3 | 56 | 228 | 317 | 8,738.59 | 36,282.45 | 1,542,456.17 | 315.20 | 2020-05-17 | 2022-01-30 | NaN | 623 days |
| 4 | 43 | 327 | 328 | 46,466.50 | 42,165.96 | -184,923.22 | -9.26 | 2022-04-10 | 2022-04-17 | NaN | 7 days |
| 5 | -80 | 371 | 378 | 22,913.40 | 27,995.27 | -406,549.31 | -22.18 | 2023-02-12 | 2023-04-02 | NaN | 49 days |
| 6 | 51 | 379 | 402 | 28,216.53 | 25,831.77 | -121,622.68 | -8.45 | 2023-04-09 | 2023-09-17 | NaN | 161 days |
| 7 | 47 | 405 | 504 | 28,023.46 | 113,478.00 | 4,016,363.59 | 304.94 | 2023-10-08 | 2025-08-31 | NaN | 693 days |