| RSIDouble_coinbase_BTC-USD-SPOT_1W | |
|---|---|
| Start | 2016-01-03 00:00:00 |
| End | 2026-05-24 00:00:00 |
| Duration | 3794 days 00:00:00 |
| Exposure Time [%] | 20.810313075506446 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 5101051.431955313 |
| Equity Peak [$] | 5412530.924142813 |
| Return [%] | 410.10514319553135 |
| Buy & Hold Return [%] | 17644.08296867403 |
| Return (Ann.) [%] | 199.0080336972327 |
| Volatility (Ann.) [%] | 220.69171202618256 |
| Sharpe Ratio | 0.9017467483039084 |
| Sortino Ratio | 6.155185569494863 |
| Calmar Ratio | 6.0163184390853095 |
| Max. Drawdown [%] | -33.078041947442 |
| Avg. Drawdown [%] | -7.697798636327656 |
| Max. Drawdown Duration | 1134 days 00:00:00 |
| Avg. Drawdown Duration | 176 days 00:00:00 |
| # Trades | 3 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 156.21844970262342 |
| Worst Trade [%] | 9.991381154552315 |
| Avg. Trade [%] | 72.37425298787777 |
| Max. Trade Duration | 518 days 00:00:00 |
| Avg. Trade Duration | 257 days 00:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 82.64961065812037 |
| SQN | 2.849807233829349 |
| 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 |
| 3 | 65 | 528 | 542 | 70,376.42 | 77,408.00 | 457,052.49 | 9.99 | 2026-02-15 | 2026-05-24 | NaN | 98 days |