| PerfectOrderEMA_coinbase_ETH-USD-SPOT_1W | |
|---|---|
| Start | 2016-05-22 00:00:00 |
| End | 2025-08-31 00:00:00 |
| Duration | 3388 days 00:00:00 |
| Exposure Time [%] | 36.70103092783505 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 2783076.576140001 |
| Equity Peak [$] | 3836017.23371 |
| Return [%] | 178.3076576140001 |
| Buy & Hold Return [%] | 32369.371912491177 |
| Return (Ann.) [%] | 116.04267721615771 |
| Volatility (Ann.) [%] | 604.3198494456902 |
| Sharpe Ratio | 0.19202195215430595 |
| Sortino Ratio | 1.3016435319832542 |
| Calmar Ratio | 1.6078743591814533 |
| Max. Drawdown [%] | -72.17148314700002 |
| Avg. Drawdown [%] | -34.750003456352424 |
| Max. Drawdown Duration | 1386 days 00:00:00 |
| Avg. Drawdown Duration | 274 days 00:00:00 |
| # Trades | 7 |
| Win Rate [%] | 42.857142857142854 |
| Best Trade [%] | 614.6735091522042 |
| Worst Trade [%] | -69.56332918044446 |
| Avg. Trade [%] | 15.750283755594241 |
| Max. Trade Duration | 525 days 00:00:00 |
| Avg. Trade Duration | 171 days 00:00:00 |
| Profit Factor | 5.881766349176013 |
| Expectancy [%] | 85.39494109889544 |
| SQN | 0.7001253640073076 |
| Kelly Criterion | 0.21445407387434454 |
| _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 | -8189 | 201 | 209 | 122.11 | 207.05 | -695,591.92 | -69.56 | 2020-03-29 | 2020-05-24 | NaN | 56 days |
| 2 | 829 | 226 | 301 | 366.95 | 2,622.47 | 1,869,828.92 | 614.67 | 2020-09-20 | 2022-02-27 | NaN | 525 days |
| 3 | 616 | 307 | 312 | 3,526.03 | 2,518.82 | -620,442.91 | -28.57 | 2022-04-10 | 2022-05-15 | NaN | 35 days |
| 4 | 864 | 359 | 380 | 1,797.21 | 1,657.50 | -120,705.47 | -7.77 | 2023-04-09 | 2023-09-03 | NaN | 147 days |
| 5 | 756 | 390 | 432 | 1,895.02 | 2,747.06 | 644,139.87 | 44.96 | 2023-11-12 | 2024-09-01 | NaN | 294 days |
| 6 | 651 | 443 | 457 | 3,189.22 | 2,661.51 | -343,536.63 | -16.55 | 2024-11-17 | 2025-02-23 | NaN | 98 days |
| 7 | 582 | 478 | 484 | 2,976.45 | 4,779.52 | 1,049,384.71 | 60.58 | 2025-07-20 | 2025-08-31 | NaN | 42 days |