| PerfectOrderTakeProfitStopLoss_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 [%] | 60.14972646127268 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 35009337.6910126 |
| Equity Peak [$] | 52518807.77983257 |
| Return [%] | 3400.9337691012597 |
| Buy & Hold Return [%] | 25094.768856447685 |
| Return (Ann.) [%] | 45.307576153702115 |
| Volatility (Ann.) [%] | 79.80146711846469 |
| Sharpe Ratio | 0.5677536740827503 |
| Sortino Ratio | 1.3431353760207794 |
| Calmar Ratio | 0.660850796852462 |
| Max. Drawdown [%] | -68.55946360282175 |
| Avg. Drawdown [%] | -9.637953254092846 |
| Max. Drawdown Duration | 1106 days 00:00:00 |
| Avg. Drawdown Duration | 59 days 00:00:00 |
| # Trades | 89 |
| Win Rate [%] | 42.69662921348314 |
| Best Trade [%] | 94.90267567005024 |
| Worst Trade [%] | -30.32025864951049 |
| Avg. Trade [%] | 4.076802546007707 |
| Max. Trade Duration | 45 days 00:00:00 |
| Avg. Trade Duration | 23 days 00:00:00 |
| Profit Factor | 2.209178983014252 |
| Expectancy [%] | 6.1648740576213505 |
| SQN | 1.0233101777321008 |
| Kelly Criterion | 0.12254252449326658 |
| _parameter | {'PerfectOrder_shifter': 1, 'PerfectOrder_timeperiod_short': 5, 'PerfectOrder_timeperiod_middle': 50, 'PerfectOrder_timeperiod_long': 200, 'TakeProfit_minimum_holding_timeperiod': 30, 'TakeProfit_take_profit_level_pct': 0.05, 'StopLoss_minimum_holding_timeperiod': 30, 'StopLoss_loss_cut_level_pct': -0.05} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 1482 | 201 | 206 | 674.65 | 660.92 | -20,353.76 | -2.04 | 2016-07-20 | 2016-07-25 | NaN | 5 days |
| 2 | 1590 | 251 | 296 | 615.84 | 653.03 | 59,139.70 | 6.04 | 2016-09-08 | 2016-10-23 | NaN | 45 days |
| 3 | 1593 | 297 | 328 | 651.70 | 741.51 | 143,065.66 | 13.78 | 2016-10-24 | 2016-11-24 | NaN | 31 days |
| 4 | 1599 | 329 | 360 | 738.73 | 895.94 | 251,382.00 | 21.28 | 2016-11-25 | 2016-12-26 | NaN | 31 days |
| 5 | 1587 | 361 | 380 | 902.98 | 828.00 | -118,996.56 | -8.30 | 2016-12-27 | 2017-01-15 | NaN | 19 days |
| 6 | 1478 | 384 | 415 | 888.87 | 1,062.14 | 256,096.05 | 19.49 | 2017-01-19 | 2017-02-19 | NaN | 31 days |
| 7 | 1480 | 416 | 444 | 1,060.94 | 1,019.10 | -61,923.02 | -3.94 | 2017-02-20 | 2017-03-20 | NaN | 28 days |
| 8 | 1264 | 462 | 493 | 1,193.05 | 1,611.10 | 528,412.85 | 35.04 | 2017-04-07 | 2017-05-08 | NaN | 31 days |
| 9 | 1187 | 494 | 525 | 1,714.70 | 2,799.76 | 1,287,962.67 | 63.28 | 2017-05-09 | 2017-06-09 | NaN | 31 days |
| 10 | 1181 | 526 | 557 | 2,814.18 | 2,330.93 | -570,719.87 | -17.17 | 2017-06-10 | 2017-07-11 | NaN | 31 days |
| 11 | 973 | 569 | 600 | 2,828.10 | 4,092.00 | 1,229,779.30 | 44.69 | 2017-07-23 | 2017-08-23 | NaN | 31 days |
| 12 | 960 | 601 | 624 | 4,146.64 | 3,740.02 | -390,357.60 | -9.81 | 2017-08-24 | 2017-09-16 | NaN | 23 days |
| 13 | 816 | 640 | 671 | 4,399.20 | 6,783.69 | 1,945,739.92 | 54.20 | 2017-10-02 | 2017-11-02 | NaN | 31 days |
| 14 | 786 | 672 | 703 | 7,047.03 | 11,290.00 | 3,334,974.43 | 60.21 | 2017-11-03 | 2017-12-04 | NaN | 31 days |
| 15 | 761 | 704 | 735 | 11,655.63 | 15,145.00 | 2,655,407.53 | 29.94 | 2017-12-05 | 2018-01-05 | NaN | 31 days |
| 16 | 679 | 736 | 743 | 16,976.97 | 13,820.00 | -2,143,582.64 | -18.60 | 2018-01-06 | 2018-01-13 | NaN | 7 days |
| 17 | 852 | 792 | 800 | 11,011.01 | 8,795.45 | -1,887,657.13 | -20.12 | 2018-03-03 | 2018-03-11 | NaN | 8 days |
| 18 | -1096 | 820 | 842 | 6,841.16 | 8,915.42 | -2,273,386.78 | -30.32 | 2018-03-31 | 2018-04-22 | NaN | 22 days |
| 19 | -635 | 870 | 901 | 8,227.36 | 6,736.41 | 946,756.04 | 18.12 | 2018-05-20 | 2018-06-20 | NaN | 31 days |
| 20 | -913 | 902 | 930 | 6,752.78 | 7,378.99 | -571,729.31 | -9.27 | 2018-06-21 | 2018-07-19 | NaN | 28 days |
| 21 | -892 | 951 | 974 | 6,276.22 | 7,015.01 | -659,002.91 | -11.77 | 2018-08-09 | 2018-09-01 | NaN | 23 days |
| 22 | -761 | 980 | 997 | 6,488.51 | 6,696.99 | -158,657.08 | -3.21 | 2018-09-07 | 2018-09-24 | NaN | 17 days |
| 23 | -723 | 1002 | 1004 | 6,613.39 | 6,605.00 | 6,065.96 | 0.13 | 2018-09-29 | 2018-10-01 | NaN | 2 days |
| 24 | -737 | 1006 | 1049 | 6,491.97 | 5,605.01 | 653,690.65 | 13.66 | 2018-10-03 | 2018-11-15 | NaN | 43 days |
| 25 | -976 | 1050 | 1081 | 5,573.92 | 3,194.99 | 2,321,836.17 | 42.68 | 2018-11-16 | 2018-12-17 | NaN | 31 days |
| 26 | -2222 | 1082 | 1102 | 3,493.60 | 4,040.98 | -1,216,271.92 | -15.67 | 2018-12-18 | 2019-01-07 | NaN | 20 days |
| 27 | -1865 | 1109 | 1145 | 3,510.73 | 3,867.00 | -664,451.46 | -10.15 | 2019-01-14 | 2019-02-19 | NaN | 36 days |
| 28 | 1062 | 1209 | 1240 | 5,538.28 | 8,001.69 | 2,616,138.50 | 44.48 | 2019-04-24 | 2019-05-25 | NaN | 31 days |
| 29 | 1052 | 1241 | 1272 | 8,071.74 | 11,754.25 | 3,873,996.65 | 45.62 | 2019-05-26 | 2019-06-26 | NaN | 31 days |
| 30 | 956 | 1273 | 1302 | 12,940.37 | 9,880.86 | -2,924,889.11 | -23.64 | 2019-06-27 | 2019-07-26 | NaN | 29 days |
| 31 | 799 | 1313 | 1323 | 11,823.56 | 10,297.00 | -1,219,722.84 | -12.91 | 2019-08-06 | 2019-08-16 | NaN | 10 days |
| 32 | 797 | 1345 | 1348 | 10,319.21 | 10,310.01 | -7,331.52 | -0.09 | 2019-09-07 | 2019-09-10 | NaN | 3 days |
| 33 | -888 | 1395 | 1398 | 9,250.72 | 9,431.36 | -160,408.30 | -1.95 | 2019-10-27 | 2019-10-30 | NaN | 3 days |
| 34 | -987 | 1418 | 1449 | 8,160.67 | 7,149.13 | 998,391.12 | 12.40 | 2019-11-19 | 2019-12-20 | NaN | 31 days |
| 35 | -1261 | 1450 | 1467 | 7,182.81 | 7,764.63 | -733,675.02 | -8.10 | 2019-12-21 | 2020-01-07 | NaN | 17 days |
| 36 | 816 | 1510 | 1520 | 10,198.23 | 8,708.61 | -1,215,528.32 | -14.61 | 2020-02-19 | 2020-02-29 | NaN | 10 days |
| 37 | -1052 | 1547 | 1570 | 6,753.24 | 7,262.04 | -535,257.60 | -7.53 | 2020-03-27 | 2020-04-19 | NaN | 23 days |
| 38 | 725 | 1603 | 1634 | 9,068.37 | 9,286.14 | 157,883.75 | 2.40 | 2020-05-22 | 2020-06-22 | NaN | 31 days |
| 39 | 698 | 1636 | 1638 | 9,633.18 | 9,242.98 | -272,362.08 | -4.05 | 2020-06-24 | 2020-06-26 | NaN | 2 days |
| 40 | 671 | 1666 | 1697 | 9,622.85 | 11,650.01 | 1,360,222.19 | 21.07 | 2020-07-24 | 2020-08-24 | NaN | 31 days |
| 41 | 664 | 1698 | 1710 | 11,765.01 | 10,169.58 | -1,059,367.68 | -13.56 | 2020-08-25 | 2020-09-06 | NaN | 12 days |
| 42 | 597 | 1745 | 1776 | 11,310.82 | 15,315.46 | 2,390,770.37 | 35.41 | 2020-10-11 | 2020-11-11 | NaN | 31 days |
| 43 | 582 | 1777 | 1808 | 15,721.50 | 18,821.28 | 1,804,074.41 | 19.72 | 2020-11-12 | 2020-12-13 | NaN | 31 days |
| 44 | 571 | 1809 | 1840 | 19,185.82 | 37,393.67 | 10,396,684.26 | 94.90 | 2020-12-14 | 2021-01-14 | NaN | 31 days |
| 45 | 545 | 1841 | 1872 | 39,162.17 | 48,667.23 | 5,180,256.04 | 24.27 | 2021-01-15 | 2021-02-15 | NaN | 31 days |
| 46 | 552 | 1873 | 1904 | 47,983.60 | 57,644.95 | 5,333,067.60 | 20.13 | 2021-02-16 | 2021-03-19 | NaN | 31 days |
| 47 | 548 | 1905 | 1938 | 58,065.25 | 53,772.60 | -2,352,370.69 | -7.39 | 2021-03-20 | 2021-04-22 | NaN | 33 days |
| 48 | 505 | 1956 | 1959 | 58,372.15 | 49,498.76 | -4,481,063.89 | -15.20 | 2021-05-10 | 2021-05-13 | NaN | 3 days |
| 49 | -706 | 1997 | 2028 | 35,449.32 | 29,796.15 | 3,991,134.63 | 15.95 | 2021-06-20 | 2021-07-21 | NaN | 31 days |
| 50 | -903 | 2029 | 2034 | 32,120.53 | 37,262.76 | -4,643,436.11 | -16.01 | 2021-07-22 | 2021-07-27 | NaN | 5 days |
| 51 | -542 | 2083 | 2085 | 44,908.28 | 48,144.03 | -1,753,778.25 | -7.21 | 2021-09-14 | 2021-09-16 | NaN | 2 days |
| 52 | 473 | 2086 | 2091 | 47,800.90 | 40,736.81 | -3,341,316.06 | -14.78 | 2021-09-17 | 2021-09-22 | NaN | 5 days |
| 53 | 391 | 2104 | 2135 | 49,293.37 | 61,441.47 | 4,749,905.49 | 24.64 | 2021-10-05 | 2021-11-05 | NaN | 31 days |
| 54 | 393 | 2136 | 2151 | 61,067.15 | 59,760.76 | -513,409.75 | -2.14 | 2021-11-06 | 2021-11-21 | NaN | 15 days |
| 55 | -545 | 2207 | 2233 | 43,117.44 | 44,401.03 | -699,556.88 | -2.98 | 2022-01-16 | 2022-02-11 | NaN | 26 days |
| 56 | -594 | 2244 | 2253 | 38,386.77 | 44,409.80 | -3,577,676.97 | -15.69 | 2022-02-22 | 2022-03-03 | NaN | 9 days |
| 57 | -506 | 2259 | 2270 | 37,964.21 | 41,802.14 | -1,941,993.70 | -10.11 | 2022-03-09 | 2022-03-20 | NaN | 11 days |
| 58 | -431 | 2295 | 2326 | 40,065.09 | 29,292.54 | 4,642,971.12 | 26.89 | 2022-04-14 | 2022-05-15 | NaN | 31 days |
| 59 | -731 | 2327 | 2358 | 29,984.17 | 22,124.68 | 5,745,284.13 | 26.21 | 2022-05-16 | 2022-06-16 | NaN | 31 days |
| 60 | -1229 | 2359 | 2390 | 22,521.47 | 21,193.27 | 1,632,352.87 | 5.90 | 2022-06-17 | 2022-07-18 | NaN | 31 days |
| 61 | -1413 | 2391 | 2396 | 20,741.36 | 22,705.02 | -2,774,654.58 | -9.47 | 2022-07-19 | 2022-07-24 | NaN | 5 days |
| 62 | -1235 | 2426 | 2457 | 21,488.85 | 18,488.66 | 3,705,234.21 | 13.96 | 2022-08-23 | 2022-09-23 | NaN | 31 days |
| 63 | -1560 | 2458 | 2492 | 19,382.93 | 20,756.83 | -2,143,287.63 | -7.09 | 2022-09-24 | 2022-10-28 | NaN | 34 days |
| 64 | -1775 | 2506 | 2537 | 15,833.16 | 17,129.70 | -2,301,356.74 | -8.19 | 2022-11-11 | 2022-12-12 | NaN | 31 days |
| 65 | -1511 | 2538 | 2565 | 17,070.33 | 16,946.13 | 187,670.10 | 0.73 | 2022-12-13 | 2023-01-09 | NaN | 27 days |
| 66 | 1116 | 2596 | 2622 | 23,283.68 | 22,428.62 | -954,247.43 | -3.67 | 2023-02-09 | 2023-03-07 | NaN | 26 days |
| 67 | 1027 | 2632 | 2663 | 24,371.93 | 30,319.72 | 6,108,382.82 | 24.40 | 2023-03-17 | 2023-04-17 | NaN | 31 days |
| 68 | 1026 | 2664 | 2687 | 30,359.25 | 27,646.58 | -2,783,198.31 | -8.94 | 2023-04-18 | 2023-05-11 | NaN | 23 days |
| 69 | 944 | 2730 | 2768 | 30,028.28 | 29,358.19 | -632,563.34 | -2.23 | 2023-06-23 | 2023-07-31 | NaN | 38 days |
| 70 | -1073 | 2813 | 2831 | 25,826.00 | 26,959.40 | -1,216,140.19 | -4.39 | 2023-09-14 | 2023-10-02 | NaN | 18 days |
| 71 | 768 | 2861 | 2892 | 34,519.29 | 37,742.99 | 2,475,797.91 | 9.34 | 2023-11-01 | 2023-12-02 | NaN | 31 days |
| 72 | 748 | 2893 | 2924 | 38,752.71 | 44,227.87 | 4,095,416.69 | 14.13 | 2023-12-03 | 2024-01-03 | NaN | 31 days |
| 73 | 734 | 2925 | 2939 | 45,072.04 | 43,148.88 | -1,411,597.25 | -4.27 | 2024-01-04 | 2024-01-18 | NaN | 14 days |
| 74 | 732 | 2956 | 2958 | 43,232.00 | 42,570.18 | -484,451.37 | -1.53 | 2024-02-04 | 2024-02-06 | NaN | 2 days |
| 75 | 702 | 2961 | 2992 | 44,436.11 | 68,503.26 | 16,895,138.09 | 54.16 | 2024-02-09 | 2024-03-11 | NaN | 31 days |
| 76 | 696 | 2993 | 3027 | 69,064.32 | 64,028.27 | -3,505,087.54 | -7.29 | 2024-03-12 | 2024-04-15 | NaN | 34 days |
| 77 | 678 | 3028 | 3029 | 65,703.69 | 63,357.83 | -1,590,491.76 | -3.57 | 2024-04-16 | 2024-04-17 | NaN | 1 days |
| 78 | 641 | 3062 | 3093 | 67,049.73 | 65,126.59 | -1,232,734.50 | -2.87 | 2024-05-20 | 2024-06-20 | NaN | 31 days |
| 79 | 624 | 3124 | 3140 | 66,838.04 | 58,179.72 | -5,402,792.47 | -12.95 | 2024-07-21 | 2024-08-06 | NaN | 16 days |
| 80 | -597 | 3146 | 3160 | 60,880.82 | 64,154.59 | -1,954,441.74 | -5.38 | 2024-08-12 | 2024-08-26 | NaN | 14 days |
| 81 | -583 | 3164 | 3184 | 58,968.32 | 60,333.83 | -796,090.79 | -2.32 | 2024-08-30 | 2024-09-19 | NaN | 20 days |
| 82 | 494 | 3224 | 3255 | 68,024.69 | 95,931.22 | 13,785,825.27 | 41.02 | 2024-10-29 | 2024-11-29 | NaN | 31 days |
| 83 | 494 | 3256 | 3287 | 95,791.12 | 93,513.06 | -1,125,360.30 | -2.38 | 2024-11-30 | 2024-12-31 | NaN | 31 days |
| 84 | 451 | 3295 | 3298 | 102,373.47 | 92,584.82 | -4,414,681.69 | -9.56 | 2025-01-08 | 2025-01-11 | NaN | 3 days |
| 85 | 401 | 3306 | 3326 | 104,290.48 | 96,659.31 | -3,060,097.68 | -7.32 | 2025-01-19 | 2025-02-08 | NaN | 20 days |
| 86 | -495 | 3385 | 3395 | 78,220.31 | 83,978.58 | -2,850,342.96 | -7.36 | 2025-04-08 | 2025-04-18 | NaN | 10 days |
| 87 | -423 | 3396 | 3397 | 84,906.86 | 84,456.08 | 190,679.16 | 0.53 | 2025-04-19 | 2025-04-20 | NaN | 1 days |
| 88 | 336 | 3432 | 3461 | 107,323.92 | 102,314.54 | -1,683,150.57 | -4.67 | 2025-05-25 | 2025-06-23 | NaN | 29 days |
| 89 | 321 | 3467 | 3472 | 107,207.13 | 108,947.80 | 558,755.06 | 1.62 | 2025-06-29 | 2025-07-04 | NaN | 5 days |