| RSIDouble_coinbase_BTC-USD-SPOT_1W | |
|---|---|
| Start | 2016-01-03 00:00:00 |
| End | 2025-07-06 00:00:00 |
| Duration | 3472 days 00:00:00 |
| Exposure Time [%] | 19.718309859154928 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 4643998.94676 |
| Equity Peak [$] | 4644263.066760001 |
| Return [%] | 364.399894676 |
| Buy & Hold Return [%] | 25313.519020166237 |
| Return (Ann.) [%] | 208.86582760155997 |
| Volatility (Ann.) [%] | 233.6588778196873 |
| Sharpe Ratio | 0.8938921112286607 |
| Sortino Ratio | 6.390720665874632 |
| Calmar Ratio | 6.314334685633108 |
| Max. Drawdown [%] | -33.078041947442 |
| Avg. Drawdown [%] | -7.820817065897874 |
| Max. Drawdown Duration | 1134 days 00:00:00 |
| Avg. Drawdown Duration | 194 days 00:00:00 |
| # Trades | 2 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 156.21844970262342 |
| Worst Trade [%] | 81.73900111718537 |
| Avg. Trade [%] | 115.78898284376935 |
| Max. Trade Duration | 518 days 00:00:00 |
| Avg. Trade Duration | 336 days 00:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 118.9787254099044 |
| SQN | 6.922513801737957 |
| Kelly Criterion | NaN |
| _parameter | {'RSI_shifter': 1, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 30, 'RSI_upper_threshold': 75} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 312 | 155 | 177 | 3,198.18 | 8,194.34 | 1,558,800.36 | 156.22 | 2018-12-23 | 2019-05-26 | NaN | 154 days |
| 2 | 124 | 338 | 412 | 20,572.94 | 37,389.06 | 2,085,198.58 | 81.74 | 2022-06-26 | 2023-11-26 | NaN | 518 days |