stats
|
TrendFollowingRSIDouble_coinbase_BTC-USD-SPOT_1H |
| Start |
2021-12-11 00:00:00 |
| End |
2025-12-02 15:00:00 |
| Duration |
1452 days 15:00:00 |
| Exposure Time [%] |
68.7442634235888 |
| Equity Initial [$] |
1000000.0 |
| Equity Final [$] |
4232735.73739 |
| Equity Peak [$] |
6076515.86239 |
| Return [%] |
323.273573739 |
| Buy & Hold Return [%] |
86.43515192364974 |
| Return (Ann.) [%] |
43.684524204671014 |
| Volatility (Ann.) [%] |
57.23570260608854 |
| Sharpe Ratio |
0.7632390661003959 |
| Sortino Ratio |
1.8113465323678921 |
| Calmar Ratio |
1.243883525234707 |
| Max. Drawdown [%] |
-35.119465221977464 |
| Avg. Drawdown [%] |
-2.8957507875265334 |
| Max. Drawdown Duration |
236 days 21:00:00 |
| Avg. Drawdown Duration |
6 days 05:00:00 |
| # Trades |
4 |
| Win Rate [%] |
50.0 |
| Best Trade [%] |
322.5353011897398 |
| Worst Trade [%] |
-0.5328443991220344 |
| Avg. Trade [%] |
43.94808096040763 |
| Max. Trade Duration |
997 days 11:00:00 |
| Avg. Trade Duration |
249 days 16:00:00 |
| Profit Factor |
586.2267557668468 |
| Expectancy [%] |
81.0407253392345 |
| SQN |
1.006724446423676 |
| Kelly Criterion |
0.4991434784800022 |
| _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 |
34863 |
20,776.00 |
87,785.91 |
3,216,476.10 |
322.54 |
2023-03-11 04:00:00 |
2025-12-02 15:00:00 |
NaN |
997 days 11:00:00 |