| RSIRangeDouble_coinbase_ETH-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 1301 days 00:00:00 |
| Exposure Time [%] | 17.766107339567057 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1135570.3402600014 |
| Equity Peak [$] | 1240880.0129500008 |
| Return [%] | 13.557034026000137 |
| Buy & Hold Return [%] | -33.50281487853396 |
| Return (Ann.) [%] | 3.6283517378418173 |
| Volatility (Ann.) [%] | 38.009581770177235 |
| Sharpe Ratio | 0.09545887033907499 |
| Sortino Ratio | 0.1473671277880673 |
| Calmar Ratio | 0.09107126203302342 |
| Max. Drawdown [%] | -39.84079781969133 |
| Avg. Drawdown [%] | -17.573897440097117 |
| Max. Drawdown Duration | 556 days 16:00:00 |
| Avg. Drawdown Duration | 135 days 06:00:00 |
| # Trades | 19 |
| Win Rate [%] | 52.63157894736842 |
| Best Trade [%] | 19.42281044018017 |
| Worst Trade [%] | -17.47507841200123 |
| Avg. Trade [%] | 0.67344804071785 |
| Max. Trade Duration | 44 days 12:00:00 |
| Avg. Trade Duration | 12 days 00:00:00 |
| Profit Factor | 1.340738875434692 |
| Expectancy [%] | 1.1656244860682707 |
| SQN | 0.31028328237748065 |
| Kelly Criterion | 0.08564618158224191 |
| _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 | 292 | 163 | 199 | 3,417.75 | 3,370.95 | -13,666.87 | -1.37 | 2022-01-07 04:00:00 | 2022-01-13 04:00:00 | NaN | 6 days 00:00:00 |
| 2 | 311 | 235 | 305 | 3,170.56 | 2,616.50 | -172,311.85 | -17.48 | 2022-01-19 04:00:00 | 2022-01-30 20:00:00 | NaN | 11 days 16:00:00 |
| 3 | 322 | 441 | 488 | 2,521.27 | 3,010.97 | 157,683.80 | 19.42 | 2022-02-22 12:00:00 | 2022-03-02 08:00:00 | NaN | 7 days 20:00:00 |
| 4 | 434 | 901 | 1023 | 2,238.42 | 1,906.59 | -144,012.56 | -14.82 | 2022-05-10 04:00:00 | 2022-05-30 12:00:00 | NaN | 20 days 08:00:00 |
| 5 | 687 | 1111 | 1177 | 1,203.20 | 1,222.80 | 13,463.83 | 1.63 | 2022-06-14 04:00:00 | 2022-06-25 04:00:00 | NaN | 11 days 00:00:00 |
| 6 | 558 | 1555 | 1638 | 1,507.05 | 1,719.40 | 118,493.79 | 14.09 | 2022-08-27 04:00:00 | 2022-09-10 00:00:00 | NaN | 13 days 20:00:00 |
| 7 | 874 | 2005 | 2128 | 1,096.80 | 1,267.04 | 148,793.52 | 15.52 | 2022-11-10 04:00:00 | 2022-11-30 16:00:00 | NaN | 20 days 12:00:00 |
| 8 | 722 | 2719 | 2742 | 1,535.13 | 1,532.86 | -1,641.54 | -0.15 | 2023-03-09 04:00:00 | 2023-03-13 00:00:00 | NaN | 3 days 20:00:00 |
| 9 | 676 | 3309 | 3345 | 1,636.77 | 1,812.59 | 118,857.61 | 10.74 | 2023-06-15 12:00:00 | 2023-06-21 12:00:00 | NaN | 6 days 00:00:00 |
| 10 | 673 | 3683 | 3950 | 1,819.53 | 1,670.63 | -100,208.16 | -8.18 | 2023-08-16 20:00:00 | 2023-09-30 08:00:00 | NaN | 44 days 12:00:00 |
| 11 | 331 | 5004 | 5094 | 3,393.81 | 3,382.63 | -3,700.72 | -0.33 | 2024-03-24 00:00:00 | 2024-04-08 00:00:00 | NaN | 15 days 00:00:00 |
| 12 | 320 | 5485 | 5516 | 3,502.18 | 3,578.14 | 24,307.62 | 2.17 | 2024-06-12 04:00:00 | 2024-06-17 08:00:00 | NaN | 5 days 04:00:00 |
| 13 | 373 | 5623 | 5682 | 3,068.33 | 3,191.43 | 45,918.07 | 4.01 | 2024-07-05 04:00:00 | 2024-07-15 00:00:00 | NaN | 9 days 20:00:00 |
| 14 | 398 | 5797 | 5841 | 2,988.38 | 2,633.24 | -141,343.89 | -11.88 | 2024-08-03 04:00:00 | 2024-08-10 12:00:00 | NaN | 7 days 08:00:00 |
| 15 | 471 | 6007 | 6049 | 2,228.09 | 2,440.29 | 99,948.15 | 9.52 | 2024-09-07 04:00:00 | 2024-09-14 04:00:00 | NaN | 7 days 00:00:00 |
| 16 | 439 | 6931 | 7068 | 2,619.67 | 2,486.83 | -58,315.46 | -5.07 | 2025-02-08 04:00:00 | 2025-03-03 00:00:00 | NaN | 22 days 20:00:00 |
| 17 | 534 | 7110 | 7148 | 2,043.65 | 1,926.91 | -62,340.02 | -5.71 | 2025-03-10 00:00:00 | 2025-03-16 08:00:00 | NaN | 6 days 08:00:00 |
| 18 | 651 | 7279 | 7315 | 1,580.77 | 1,644.41 | 41,430.17 | 4.03 | 2025-04-07 04:00:00 | 2025-04-13 04:00:00 | NaN | 6 days 00:00:00 |
| 19 | 463 | 7735 | 7753 | 2,309.33 | 2,448.02 | 64,214.85 | 6.01 | 2025-06-22 04:00:00 | 2025-06-25 04:00:00 | NaN | 3 days 00:00:00 |