| RSIDouble_coinbase_BTC-USD-SPOT_1W | |
|---|---|
| Start | 2016-01-03 00:00:00 |
| End | 2026-04-05 00:00:00 |
| Duration | 3745 days 00:00:00 |
| Exposure Time [%] | 19.776119402985074 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 4356775.533517813 |
| Equity Peak [$] | 4800166.431955313 |
| Return [%] | 335.67755335178134 |
| Buy & Hold Return [%] | 15395.887815169826 |
| Return (Ann.) [%] | 172.42841992441754 |
| Volatility (Ann.) [%] | 200.2399277722673 |
| Sharpe Ratio | 0.8611090797062224 |
| Sortino Ratio | 5.3559357141019 |
| Calmar Ratio | 5.212775901257716 |
| Max. Drawdown [%] | -33.078041947442 |
| Avg. Drawdown [%] | -8.430814499341386 |
| Max. Drawdown Duration | 1134 days 00:00:00 |
| Avg. Drawdown Duration | 200 days 00:00:00 |
| # Trades | 3 |
| Win Rate [%] | 66.66666666666666 |
| Best Trade [%] | 156.21844970262342 |
| Worst Trade [%] | -6.2788381885459765 |
| Avg. Trade [%] | 63.41756430348302 |
| Max. Trade Duration | 518 days 00:00:00 |
| Avg. Trade Duration | 241 days 00:00:00 |
| Profit Factor | 37.898325084073214 |
| Expectancy [%] | 77.22620421042095 |
| SQN | 1.5555567234572405 |
| Kelly Criterion | 0.6141193749982526 |
| _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 |
| 3 | 65 | 528 | 535 | 70,376.42 | 65,957.60 | -287,223.41 | -6.28 | 2026-02-15 | 2026-04-05 | NaN | 49 days |