stats
|
TrendFollowingRSIDouble_coinbase_BTC-USD-SPOT_1H |
| Start |
2021-12-11 00:00:00 |
| End |
2026-09-25 15:00:00 |
| Duration |
1749 days 15:00:00 |
| Exposure Time [%] |
74.04981901314535 |
| Equity Initial [$] |
1000000.0 |
| Equity Final [$] |
4014366.8623900004 |
| Equity Peak [$] |
6076515.86239 |
| Return [%] |
301.43668623900004 |
| Buy & Hold Return [%] |
76.83574828828851 |
| Return (Ann.) [%] |
33.62793966186239 |
| Volatility (Ann.) [%] |
55.10820324148761 |
| Sharpe Ratio |
0.6102165863492709 |
| Sortino Ratio |
1.3295355840091354 |
| Calmar Ratio |
0.626040709393056 |
| Max. Drawdown [%] |
-53.71526029747259 |
| Avg. Drawdown [%] |
-3.011974506748378 |
| Max. Drawdown Duration |
353 days 20:00:00 |
| Avg. Drawdown Duration |
8 days 02:00:00 |
| # Trades |
4 |
| Win Rate [%] |
50.0 |
| Best Trade [%] |
300.6381477203304 |
| Worst Trade [%] |
-0.5328443991220344 |
| Avg. Trade [%] |
42.04573708117394 |
| Max. Trade Duration |
1294 days 11:00:00 |
| Avg. Trade Duration |
323 days 22:00:00 |
| Profit Factor |
546.6947796160017 |
| Expectancy [%] |
75.56643697188214 |
| SQN |
1.0072129776426086 |
| Kelly Criterion |
0.49908154372638097 |
| _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 |
41991 |
20,776.00 |
83,236.56 |
2,998,107.23 |
300.64 |
2023-03-11 04:00:00 |
2026-09-25 15:00:00 |
NaN |
1294 days 11:00:00 |