stats
|
TrendFollowingRSIDouble_coinbase_BTC-USD-SPOT_1H |
| Start |
2021-12-11 00:00:00 |
| End |
2026-04-02 23:00:00 |
| Duration |
1573 days 23:00:00 |
| Exposure Time [%] |
71.15364252435408 |
| Equity Initial [$] |
1000000.0 |
| Equity Final [$] |
3234292.6123900004 |
| Equity Peak [$] |
6076515.86239 |
| Return [%] |
223.42926123900006 |
| Buy & Hold Return [%] |
41.591794494978465 |
| Return (Ann.) [%] |
31.284782386150734 |
| Volatility (Ann.) [%] |
54.26992762899962 |
| Sharpe Ratio |
0.5764662632318204 |
| Sortino Ratio |
1.2285578863036595 |
| Calmar Ratio |
0.6218734730366952 |
| Max. Drawdown [%] |
-50.30731128212105 |
| Avg. Drawdown [%] |
-2.9906748254024307 |
| Max. Drawdown Duration |
236 days 21:00:00 |
| Avg. Drawdown Duration |
7 days 00:00:00 |
| # Trades |
4 |
| Win Rate [%] |
50.0 |
| Best Trade [%] |
222.41543594520002 |
| Worst Trade [%] |
-0.5328443991220344 |
| Avg. Trade [%] |
34.53772708786107 |
| Max. Trade Duration |
1118 days 19:00:00 |
| Avg. Trade Duration |
280 days 00:00:00 |
| Profit Factor |
405.475585044942 |
| Expectancy [%] |
56.01075902809956 |
| SQN |
1.00974095711229 |
| Kelly Criterion |
0.4987616708287688 |
| _parameter |
{} |
trades
|
Size |
EntryBar |
ExitBar |
EntryPrice |
ExitPrice |
PnL |
ReturnPct |
EntryTime |
ExitTime |
Tag |
Duration |
| 1 |
49 |
10897 |
10922 |
20,384.45 |
20,380.16 |
-210.41 |
-0.02 |
2023-03-10 01:00:00 |
2023-03-11 02:00:00 |
NaN |
1 days 01:00:00 |
| 2 |
49 |
10922 |
10923 |
20,400.54 |
20,845.58 |
21,806.95 |
2.18 |
2023-03-11 02:00:00 |
2023-03-11 03:00:00 |
NaN |
0 days 01:00:00 |
| 3 |
48 |
10923 |
10924 |
20,866.43 |
20,755.24 |
-5,336.91 |
-0.53 |
2023-03-11 03:00:00 |
2023-03-11 04:00:00 |
NaN |
0 days 01:00:00 |
| 4 |
48 |
10924 |
37775 |
20,776.00 |
66,985.02 |
2,218,032.98 |
222.42 |
2023-03-11 04:00:00 |
2026-04-02 23:00:00 |
NaN |
1118 days 19:00:00 |