stats
|
TrendFollowingRSIDouble_bitflyer_ETH-JPY-SPOT_15min |
| Start |
2021-12-11 00:00:00 |
| End |
2025-07-03 22:15:00 |
| Duration |
1300 days 22:15:00 |
| Exposure Time [%] |
27.972806329174745 |
| Equity Initial [$] |
10000000.0 |
| Equity Final [$] |
0.0 |
| Equity Peak [$] |
10137205.916200012 |
| Return [%] |
-100.0 |
| Buy & Hold Return [%] |
-15.273398082744702 |
| Return (Ann.) [%] |
0.0 |
| Volatility (Ann.) [%] |
258.9339363682372 |
| Sharpe Ratio |
0.0 |
| Sortino Ratio |
0.0 |
| Calmar Ratio |
0.0 |
| Max. Drawdown [%] |
-100.0 |
| Avg. Drawdown [%] |
-25.697857459097783 |
| Max. Drawdown Duration |
903 days 06:00:00 |
| Avg. Drawdown Duration |
225 days 23:30:00 |
| # Trades |
56 |
| Win Rate [%] |
53.57142857142857 |
| Best Trade [%] |
0.38551908230474163 |
| Worst Trade [%] |
-101.17016786750553 |
| Avg. Trade [%] |
0 |
| Max. Trade Duration |
363 days 06:45:00 |
| Avg. Trade Duration |
6 days 11:57:00 |
| Profit Factor |
0.042272439786954816 |
| Expectancy [%] |
-1.804602224225407 |
| SQN |
-0.9988632678862966 |
| Kelly Criterion |
-12.364110492955229 |
| _parameter |
{} |
trades
|
Size |
EntryBar |
ExitBar |
EntryPrice |
ExitPrice |
PnL |
ReturnPct |
EntryTime |
ExitTime |
Tag |
Duration |
| 1 |
-54 |
38105 |
38106 |
183,126.69 |
182,856.00 |
14,617.02 |
0.15 |
2023-01-12 00:15:00 |
2023-01-12 00:30:00 |
NaN |
0 days 00:15:00 |
| 2 |
-54 |
38106 |
38107 |
182,837.71 |
183,018.00 |
-9,735.42 |
-0.10 |
2023-01-12 00:30:00 |
2023-01-12 00:45:00 |
NaN |
0 days 00:15:00 |
| 3 |
-54 |
38107 |
38108 |
182,999.70 |
183,219.00 |
-11,842.30 |
-0.12 |
2023-01-12 00:45:00 |
2023-01-12 01:00:00 |
NaN |
0 days 00:15:00 |
| 4 |
-54 |
38108 |
38109 |
183,200.68 |
185,597.00 |
-129,401.38 |
-1.31 |
2023-01-12 01:00:00 |
2023-01-12 01:15:00 |
NaN |
0 days 00:15:00 |
| 5 |
-53 |
38109 |
38110 |
185,578.44 |
184,863.00 |
37,918.34 |
0.39 |
2023-01-12 01:15:00 |
2023-01-12 01:30:00 |
NaN |
0 days 00:15:00 |
| 6 |
-53 |
38110 |
38111 |
184,844.51 |
184,710.00 |
7,129.23 |
0.07 |
2023-01-12 01:30:00 |
2023-01-12 01:45:00 |
NaN |
0 days 00:15:00 |
| 7 |
-53 |
38111 |
38112 |
184,691.53 |
184,459.00 |
12,324.04 |
0.13 |
2023-01-12 01:45:00 |
2023-01-12 02:00:00 |
NaN |
0 days 00:15:00 |
| 8 |
-53 |
38112 |
38113 |
184,440.55 |
184,458.00 |
-924.63 |
-0.01 |
2023-01-12 02:00:00 |
2023-01-12 02:15:00 |
NaN |
0 days 00:15:00 |
| 9 |
-53 |
38113 |
38114 |
184,439.55 |
184,835.00 |
-20,958.63 |
-0.21 |
2023-01-12 02:15:00 |
2023-01-12 02:30:00 |
NaN |
0 days 00:15:00 |
| 10 |
-53 |
38114 |
38115 |
184,816.52 |
185,051.00 |
-12,427.63 |
-0.13 |
2023-01-12 02:30:00 |
2023-01-12 02:45:00 |
NaN |
0 days 00:15:00 |
| 11 |
-53 |
38115 |
38116 |
185,032.49 |
184,729.00 |
16,085.23 |
0.16 |
2023-01-12 02:45:00 |
2023-01-12 03:00:00 |
NaN |
0 days 00:15:00 |
| 12 |
-53 |
38116 |
38117 |
184,710.53 |
184,092.00 |
32,781.94 |
0.33 |
2023-01-12 03:00:00 |
2023-01-12 03:15:00 |
NaN |
0 days 00:15:00 |
| 13 |
-53 |
38117 |
38118 |
184,073.59 |
184,564.00 |
-25,991.69 |
-0.27 |
2023-01-12 03:15:00 |
2023-01-12 03:30:00 |
NaN |
0 days 00:15:00 |
| 14 |
-53 |
38118 |
38119 |
184,545.54 |
184,515.00 |
1,618.81 |
0.02 |
2023-01-12 03:30:00 |
2023-01-12 03:45:00 |
NaN |
0 days 00:15:00 |
| 15 |
-53 |
38119 |
38120 |
184,496.55 |
184,575.00 |
-4,157.93 |
-0.04 |
2023-01-12 03:45:00 |
2023-01-12 04:00:00 |
NaN |
0 days 00:15:00 |
| 16 |
-53 |
38120 |
38121 |
184,556.54 |
184,543.00 |
717.75 |
0.01 |
2023-01-12 04:00:00 |
2023-01-12 04:15:00 |
NaN |
0 days 00:15:00 |
| 17 |
-53 |
38121 |
38122 |
184,524.55 |
184,483.00 |
2,201.92 |
0.02 |
2023-01-12 04:15:00 |
2023-01-12 04:30:00 |
NaN |
0 days 00:15:00 |
| 18 |
-53 |
38122 |
38123 |
184,464.55 |
184,365.00 |
5,276.24 |
0.05 |
2023-01-12 04:30:00 |
2023-01-12 04:45:00 |
NaN |
0 days 00:15:00 |
| 19 |
-53 |
38123 |
38124 |
184,346.56 |
184,573.00 |
-12,001.13 |
-0.12 |
2023-01-12 04:45:00 |
2023-01-12 05:00:00 |
NaN |
0 days 00:15:00 |
| 20 |
-53 |
38124 |
38125 |
184,554.54 |
184,523.00 |
1,671.76 |
0.02 |
2023-01-12 05:00:00 |
2023-01-12 05:15:00 |
NaN |
0 days 00:15:00 |
| 21 |
-53 |
38125 |
38126 |
184,504.55 |
184,615.00 |
-5,853.97 |
-0.06 |
2023-01-12 05:15:00 |
2023-01-12 05:30:00 |
NaN |
0 days 00:15:00 |
| 22 |
-53 |
38126 |
38127 |
184,596.54 |
184,233.00 |
19,267.54 |
0.20 |
2023-01-12 05:30:00 |
2023-01-12 05:45:00 |
NaN |
0 days 00:15:00 |
| 23 |
-53 |
38127 |
38128 |
184,214.58 |
184,065.00 |
7,927.57 |
0.08 |
2023-01-12 05:45:00 |
2023-01-12 06:00:00 |
NaN |
0 days 00:15:00 |
| 24 |
-53 |
38128 |
38129 |
184,046.59 |
183,760.00 |
15,189.46 |
0.16 |
2023-01-12 06:00:00 |
2023-01-12 06:15:00 |
NaN |
0 days 00:15:00 |
| 25 |
-54 |
38129 |
38130 |
183,741.62 |
184,045.00 |
-16,382.30 |
-0.17 |
2023-01-12 06:15:00 |
2023-01-12 06:30:00 |
NaN |
0 days 00:15:00 |
| 26 |
-53 |
38130 |
38131 |
184,026.60 |
184,134.00 |
-5,692.44 |
-0.06 |
2023-01-12 06:30:00 |
2023-01-12 06:45:00 |
NaN |
0 days 00:15:00 |
| 27 |
-53 |
38131 |
38132 |
184,115.59 |
184,164.00 |
-2,565.91 |
-0.03 |
2023-01-12 06:45:00 |
2023-01-12 07:00:00 |
NaN |
0 days 00:15:00 |
| 28 |
-53 |
38132 |
38133 |
184,145.58 |
184,291.00 |
-7,707.07 |
-0.08 |
2023-01-12 07:00:00 |
2023-01-12 07:15:00 |
NaN |
0 days 00:15:00 |
| 29 |
-53 |
38133 |
38134 |
184,272.57 |
184,625.00 |
-18,678.74 |
-0.19 |
2023-01-12 07:15:00 |
2023-01-12 07:30:00 |
NaN |
0 days 00:15:00 |
| 30 |
-53 |
38134 |
38135 |
184,606.54 |
184,653.00 |
-2,462.51 |
-0.03 |
2023-01-12 07:30:00 |
2023-01-12 07:45:00 |
NaN |
0 days 00:15:00 |
| 31 |
-53 |
38135 |
38136 |
184,634.53 |
184,076.00 |
29,602.34 |
0.30 |
2023-01-12 07:45:00 |
2023-01-12 08:00:00 |
NaN |
0 days 00:15:00 |
| 32 |
-53 |
38136 |
38137 |
184,057.59 |
183,964.00 |
4,960.40 |
0.05 |
2023-01-12 08:00:00 |
2023-01-12 08:15:00 |
NaN |
0 days 00:15:00 |
| 33 |
-53 |
38137 |
38138 |
183,945.60 |
183,974.00 |
-1,505.01 |
-0.02 |
2023-01-12 08:15:00 |
2023-01-12 08:30:00 |
NaN |
0 days 00:15:00 |
| 34 |
-53 |
38138 |
38139 |
183,955.60 |
184,082.00 |
-6,699.06 |
-0.07 |
2023-01-12 08:30:00 |
2023-01-12 08:45:00 |
NaN |
0 days 00:15:00 |
| 35 |
-53 |
38139 |
38140 |
184,063.59 |
183,761.00 |
16,037.37 |
0.16 |
2023-01-12 08:45:00 |
2023-01-12 09:00:00 |
NaN |
0 days 00:15:00 |
| 36 |
-54 |
38140 |
38141 |
183,742.62 |
184,432.00 |
-37,226.31 |
-0.38 |
2023-01-12 09:00:00 |
2023-01-12 09:15:00 |
NaN |
0 days 00:15:00 |
| 37 |
-53 |
38141 |
38142 |
184,413.56 |
184,300.00 |
6,018.51 |
0.06 |
2023-01-12 09:15:00 |
2023-01-12 09:30:00 |
NaN |
0 days 00:15:00 |
| 38 |
-53 |
38142 |
38143 |
184,281.57 |
183,938.00 |
18,209.21 |
0.19 |
2023-01-12 09:30:00 |
2023-01-12 09:45:00 |
NaN |
0 days 00:15:00 |
| 39 |
-53 |
38143 |
38144 |
183,919.61 |
183,250.00 |
35,489.13 |
0.36 |
2023-01-12 09:45:00 |
2023-01-12 10:00:00 |
NaN |
0 days 00:15:00 |
| 40 |
-54 |
38144 |
38145 |
183,231.67 |
183,411.00 |
-9,683.55 |
-0.10 |
2023-01-12 10:00:00 |
2023-01-12 10:15:00 |
NaN |
0 days 00:15:00 |
| 41 |
-54 |
38145 |
38146 |
183,392.66 |
183,099.00 |
15,857.58 |
0.16 |
2023-01-12 10:15:00 |
2023-01-12 10:30:00 |
NaN |
0 days 00:15:00 |
| 42 |
-54 |
38146 |
38147 |
183,080.69 |
183,692.00 |
-33,010.73 |
-0.33 |
2023-01-12 10:30:00 |
2023-01-12 10:45:00 |
NaN |
0 days 00:15:00 |
| 43 |
-54 |
38147 |
38148 |
183,673.63 |
183,400.00 |
14,776.06 |
0.15 |
2023-01-12 10:45:00 |
2023-01-12 11:00:00 |
NaN |
0 days 00:15:00 |
| 44 |
-54 |
38148 |
38149 |
183,381.66 |
183,437.00 |
-2,988.36 |
-0.03 |
2023-01-12 11:00:00 |
2023-01-12 11:15:00 |
NaN |
0 days 00:15:00 |
| 45 |
-54 |
38149 |
38150 |
183,418.66 |
182,832.00 |
31,679.44 |
0.32 |
2023-01-12 11:15:00 |
2023-01-12 11:30:00 |
NaN |
0 days 00:15:00 |
| 46 |
-54 |
38150 |
38151 |
182,813.72 |
182,750.00 |
3,440.71 |
0.03 |
2023-01-12 11:30:00 |
2023-01-12 11:45:00 |
NaN |
0 days 00:15:00 |
| 47 |
-54 |
38151 |
38152 |
182,731.73 |
183,049.00 |
-17,132.85 |
-0.17 |
2023-01-12 11:45:00 |
2023-01-12 12:00:00 |
NaN |
0 days 00:15:00 |
| 48 |
-54 |
38152 |
38153 |
183,030.70 |
182,965.00 |
3,547.54 |
0.04 |
2023-01-12 12:00:00 |
2023-01-12 12:15:00 |
NaN |
0 days 00:15:00 |
| 49 |
-54 |
38153 |
38154 |
182,946.70 |
182,775.00 |
9,271.99 |
0.09 |
2023-01-12 12:15:00 |
2023-01-12 12:30:00 |
NaN |
0 days 00:15:00 |
| 50 |
-54 |
38154 |
38155 |
182,756.72 |
182,262.00 |
26,715.02 |
0.27 |
2023-01-12 12:30:00 |
2023-01-12 12:45:00 |
NaN |
0 days 00:15:00 |
| 51 |
-54 |
38155 |
38156 |
182,243.77 |
182,420.00 |
-9,516.21 |
-0.10 |
2023-01-12 12:45:00 |
2023-01-12 13:00:00 |
NaN |
0 days 00:15:00 |
| 52 |
-54 |
38156 |
38157 |
182,401.76 |
182,844.00 |
-23,881.07 |
-0.24 |
2023-01-12 13:00:00 |
2023-01-12 13:15:00 |
NaN |
0 days 00:15:00 |
| 53 |
-54 |
38157 |
38158 |
182,825.72 |
182,565.00 |
14,078.64 |
0.14 |
2023-01-12 13:15:00 |
2023-01-12 13:30:00 |
NaN |
0 days 00:15:00 |
| 54 |
-54 |
38158 |
38161 |
182,546.74 |
181,939.00 |
32,818.15 |
0.33 |
2023-01-12 13:30:00 |
2023-01-12 14:15:00 |
NaN |
0 days 00:45:00 |
| 55 |
-55 |
38161 |
38162 |
181,920.81 |
181,905.00 |
869.34 |
0.01 |
2023-01-12 14:15:00 |
2023-01-12 14:30:00 |
NaN |
0 days 00:15:00 |
| 56 |
-55 |
38162 |
73037 |
181,886.81 |
365,902.00 |
-10,120,835.48 |
-101.17 |
2023-01-12 14:30:00 |
2024-01-10 21:15:00 |
NaN |
363 days 06:45:00 |