| RSILongOnly_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 [%] | 33.33333333333333 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 10279553.599940006 |
| Equity Peak [$] | 10279553.599940006 |
| Return [%] | 927.9553599940006 |
| Buy & Hold Return [%] | 18230.275229357798 |
| Return (Ann.) [%] | 494.7875256870936 |
| Volatility (Ann.) [%] | 1105.075540016647 |
| Sharpe Ratio | 0.44774090799226274 |
| Sortino Ratio | 7.118924183788834 |
| Calmar Ratio | 8.700319443685823 |
| Max. Drawdown [%] | -56.870041254195684 |
| Avg. Drawdown [%] | -21.01642664318966 |
| Max. Drawdown Duration | 1134 days 00:00:00 |
| Avg. Drawdown Duration | 225 days 00:00:00 |
| # Trades | 10 |
| Win Rate [%] | 60.0 |
| Best Trade [%] | 228.64198137663632 |
| Worst Trade [%] | -21.432817445992868 |
| Avg. Trade [%] | 26.241042927749405 |
| Max. Trade Duration | 518 days 00:00:00 |
| Avg. Trade Duration | 110 days 00:00:00 |
| Profit Factor | 8.320244155467826 |
| Expectancy [%] | 44.62321778126717 |
| SQN | 1.3485392823010771 |
| Kelly Criterion | 0.4682188251077324 |
| _parameter | {'RSI_shifter': 1, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 30, 'RSI_upper_threshold': 70} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 135182 | 29 | 42 | 7.40 | 19.39 | 1,621,185.01 | 162.12 | 2016-12-11 | 2017-03-12 | NaN | 91 days |
| 2 | 22911 | 132 | 133 | 114.40 | 114.76 | 8,149.67 | 0.31 | 2018-12-02 | 2018-12-09 | NaN | 7 days |
| 3 | 22888 | 133 | 134 | 114.87 | 92.80 | -505,247.11 | -19.22 | 2018-12-09 | 2018-12-16 | NaN | 7 days |
| 4 | 22866 | 134 | 135 | 92.89 | 83.74 | -209,287.92 | -9.85 | 2018-12-16 | 2018-12-23 | NaN | 7 days |
| 5 | 22843 | 135 | 197 | 83.82 | 275.48 | 4,378,003.95 | 228.64 | 2018-12-23 | 2020-03-01 | NaN | 434 days |
| 6 | 4387 | 317 | 318 | 1,434.40 | 1,126.97 | -1,348,708.44 | -21.43 | 2022-06-19 | 2022-06-26 | NaN | 7 days |
| 7 | 4382 | 318 | 319 | 1,128.10 | 1,196.99 | 301,889.26 | 6.11 | 2022-06-26 | 2022-07-03 | NaN | 7 days |
| 8 | 4378 | 319 | 320 | 1,198.19 | 1,072.90 | -548,506.44 | -10.46 | 2022-07-03 | 2022-07-10 | NaN | 7 days |
| 9 | 4373 | 320 | 321 | 1,073.97 | 1,167.66 | 409,693.69 | 8.72 | 2022-07-10 | 2022-07-17 | NaN | 7 days |
| 10 | 4369 | 321 | 395 | 1,168.83 | 2,352.71 | 5,172,381.94 | 101.29 | 2022-07-17 | 2023-12-17 | NaN | 518 days |