| RSIDouble_coinbase_ETH-USD-SPOT_1W | |
|---|---|
| Start | 2016-05-22 00:00:00 |
| End | 2025-07-06 00:00:00 |
| Duration | 3332 days 00:00:00 |
| Exposure Time [%] | 40.670859538784065 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 22316708.620520003 |
| Equity Peak [$] | 22316708.620520003 |
| Return [%] | 2131.6708620520003 |
| Buy & Hold Return [%] | 18230.275229357798 |
| Return (Ann.) [%] | 976.3924789123975 |
| Volatility (Ann.) [%] | 2565.313843708786 |
| Sharpe Ratio | 0.38061326543218754 |
| Sortino Ratio | 12.060681539397471 |
| Calmar Ratio | 16.240461763745007 |
| Max. Drawdown [%] | -60.12098012459739 |
| Avg. Drawdown [%] | -19.63255924211424 |
| Max. Drawdown Duration | 721 days 00:00:00 |
| Avg. Drawdown Duration | 180 days 00:00:00 |
| # Trades | 3 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 225.31996833335538 |
| Worst Trade [%] | 117.04988522158457 |
| Avg. Trade [%] | 181.54344751899285 |
| Max. Trade Duration | 623 days 00:00:00 |
| Avg. Trade Duration | 446 days 00:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 186.14242460240604 |
| SQN | 2.49277261968197 |
| 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 | 135182 | 29 | 43 | 7.40 | 23.38 | 2,160,561.19 | 216.06 | 2016-12-11 | 2017-03-19 | NaN | 98 days |
| 2 | 27626 | 132 | 220 | 114.40 | 372.18 | 7,121,311.76 | 225.32 | 2018-12-02 | 2020-08-09 | NaN | 616 days |
| 3 | 7168 | 317 | 406 | 1,434.40 | 3,113.37 | 12,034,835.67 | 117.05 | 2022-06-19 | 2024-03-03 | NaN | 623 days |