stats
|
TrendFollowingRSIDouble_coinbase_BTC-USD-SPOT_1H |
| Start |
2021-12-11 00:00:00 |
| End |
2025-08-27 07:00:00 |
| Duration |
1355 days 07:00:00 |
| Exposure Time [%] |
66.49963108706345 |
| Equity Initial [$] |
1000000.0 |
| Equity Final [$] |
5363712.0223900005 |
| Equity Peak [$] |
5968409.30239 |
| Return [%] |
436.37120223900007 |
| Buy & Hold Return [%] |
135.4493522956524 |
| Return (Ann.) [%] |
57.16403267302752 |
| Volatility (Ann.) [%] |
62.469318020914436 |
| Sharpe Ratio |
0.9150737431436224 |
| Sortino Ratio |
2.4348537669303587 |
| Calmar Ratio |
1.7602965636486 |
| Max. Drawdown [%] |
-32.47409206693135 |
| Avg. Drawdown [%] |
-2.719977818941187 |
| Max. Drawdown Duration |
236 days 21:00:00 |
| Avg. Drawdown Duration |
5 days 18:00:00 |
| # Trades |
4 |
| Win Rate [%] |
50.0 |
| Best Trade [%] |
435.9450592557991 |
| Worst Trade [%] |
-0.5328443991220344 |
| Avg. Trade [%] |
52.76371025270996 |
| Max. Trade Duration |
900 days 03:00:00 |
| Avg. Trade Duration |
225 days 08:00:00 |
| Profit Factor |
790.9708042297582 |
| Expectancy [%] |
109.39316485574932 |
| SQN |
1.0049781596700935 |
| Kelly Criterion |
0.49936518780215194 |
| _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 |
32527 |
20,776.00 |
111,347.92 |
4,347,452.39 |
435.95 |
2023-03-11 04:00:00 |
2025-08-27 07:00:00 |
NaN |
900 days 03:00:00 |