stats
|
TrendFollowingRSIDouble_coinbase_BTC-USD-SPOT_1H |
| Start |
2021-12-11 00:00:00 |
| End |
2026-05-19 15:00:00 |
| Duration |
1620 days 15:00:00 |
| Exposure Time [%] |
71.98426573426573 |
| Equity Initial [$] |
1000000.0 |
| Equity Final [$] |
3711990.8623900004 |
| Equity Peak [$] |
6076515.86239 |
| Return [%] |
271.19908623900005 |
| Buy & Hold Return [%] |
62.13440489307038 |
| Return (Ann.) [%] |
34.35634628521367 |
| Volatility (Ann.) [%] |
55.26928670562846 |
| Sharpe Ratio |
0.621617327326841 |
| Sortino Ratio |
1.3585295513604911 |
| Calmar Ratio |
0.682929486979435 |
| Max. Drawdown [%] |
-50.30731128212105 |
| Avg. Drawdown [%] |
-2.9906748254024307 |
| Max. Drawdown Duration |
236 days 21:00:00 |
| Avg. Drawdown Duration |
7 days 07:00:00 |
| # Trades |
4 |
| Win Rate [%] |
50.0 |
| Best Trade [%] |
270.3170972617146 |
| Worst Trade [%] |
-0.5328443991220344 |
| Avg. Trade [%] |
39.27833640367895 |
| Max. Trade Duration |
1165 days 11:00:00 |
| Avg. Trade Duration |
291 days 16:00:00 |
| Profit Factor |
491.9547402189587 |
| Expectancy [%] |
67.98617435722821 |
| SQN |
1.008019746477378 |
| Kelly Criterion |
0.4989793486086931 |
| _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 |
38895 |
20,776.00 |
76,937.06 |
2,695,731.23 |
270.32 |
2023-03-11 04:00:00 |
2026-05-19 15:00:00 |
NaN |
1165 days 11:00:00 |