stats
|
TrendFollowingRSIDouble_coinbase_BTC-USD-SPOT_1H |
| Start |
2021-12-11 00:00:00 |
| End |
2025-07-03 23:00:00 |
| Duration |
1300 days 23:00:00 |
| Exposure Time [%] |
65.10056366897258 |
| Equity Initial [$] |
1000000.0 |
| Equity Final [$] |
5290216.82239 |
| Equity Peak [$] |
5384761.46239 |
| Return [%] |
429.02168223900003 |
| Buy & Hold Return [%] |
132.21294613239095 |
| Return (Ann.) [%] |
59.57797776666411 |
| Volatility (Ann.) [%] |
63.95611229105987 |
| Sharpe Ratio |
0.9315447051491941 |
| Sortino Ratio |
2.525238618292471 |
| Calmar Ratio |
1.8346310543146145 |
| Max. Drawdown [%] |
-32.47409206693135 |
| Avg. Drawdown [%] |
-2.7591867115753583 |
| Max. Drawdown Duration |
236 days 21:00:00 |
| Avg. Drawdown Duration |
5 days 20:00:00 |
| # Trades |
4 |
| Win Rate [%] |
50.0 |
| Best Trade [%] |
428.57525587303707 |
| Worst Trade [%] |
-0.5328443991220344 |
| Avg. Trade [%] |
52.235815159854006 |
| Max. Trade Duration |
845 days 19:00:00 |
| Avg. Trade Duration |
211 days 18:00:00 |
| Profit Factor |
777.6657464755266 |
| Expectancy [%] |
107.55071401005883 |
| SQN |
1.0050636128880173 |
| Kelly Criterion |
0.49935432695227383 |
| _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 |
31223 |
20,776.00 |
109,816.77 |
4,273,957.19 |
428.58 |
2023-03-11 04:00:00 |
2025-07-03 23:00:00 |
NaN |
845 days 19:00:00 |