| ConnorsRSI_coinbase_ETH-USD-SPOT_1D | |
|---|---|
| Start | 2016-05-18 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 3334 days 00:00:00 |
| Exposure Time [%] | 42.21889055472264 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 26784128.64510357 |
| Equity Peak [$] | 115540067.47512999 |
| Return [%] | 2578.412864510357 |
| Buy & Hold Return [%] | 19607.13201820941 |
| Return (Ann.) [%] | 43.30932533639713 |
| Volatility (Ann.) [%] | 101.45023537762223 |
| Sharpe Ratio | 0.4269021671087246 |
| Sortino Ratio | 1.1462710356128982 |
| Calmar Ratio | 0.4994194736091323 |
| Max. Drawdown [%] | -86.71933639955121 |
| Avg. Drawdown [%] | -15.977975011247922 |
| Max. Drawdown Duration | 2729 days 00:00:00 |
| Avg. Drawdown Duration | 137 days 00:00:00 |
| # Trades | 35 |
| Win Rate [%] | 48.57142857142857 |
| Best Trade [%] | 2268.450947046265 |
| Worst Trade [%] | -37.82816215610529 |
| Avg. Trade [%] | 9.849027226071883 |
| Max. Trade Duration | 338 days 00:00:00 |
| Avg. Trade Duration | 41 days 00:00:00 |
| Profit Factor | 16.44094595154742 |
| Expectancy [%] | 66.95858529813889 |
| SQN | 0.5947329437131373 |
| Kelly Criterion | 0.1565998053962293 |
| _parameter | {'2016-05-18 00:00:00_2018-03-15 00:00:00': {'ConnorsRSI_shifter': 7, 'ConnorsRSI_timeperiod': 3, 'ConnorsRSI_count': 5, 'ConnorsRSI_percentage_rank': 104, 'ConnorsRSI_lower_threshold': 7, 'ConnorsRSI_upper_threshold': 83}, '2018-03-16 00:00:00_2020-01-11 00:00:00': {'ConnorsRSI_shifter': 7, 'ConnorsRSI_timeperiod': 3, 'ConnorsRSI_count': 5, 'ConnorsRSI_percentage_rank': 104, 'ConnorsRSI_lower_threshold': 7, 'ConnorsRSI_upper_threshold': 83}, '2020-01-12 00:00:00_2021-11-08 00:00:00': {'ConnorsRSI_shifter': 2, 'ConnorsRSI_timeperiod': 4, 'ConnorsRSI_count': 4, 'ConnorsRSI_percentage_rank': 103, 'ConnorsRSI_lower_threshold': 7, 'ConnorsRSI_upper_threshold': 80}, '2021-11-09 00:00:00_2023-09-06 00:00:00': {'ConnorsRSI_shifter': 5, 'ConnorsRSI_timeperiod': 3, 'ConnorsRSI_count': 3, 'ConnorsRSI_percentage_rank': 97, 'ConnorsRSI_lower_threshold': 13, 'ConnorsRSI_upper_threshold': 85}, '2023-09-07 00:00:00_2025-07-04 00:00:00': {'ConnorsRSI_shifter': 4, 'ConnorsRSI_timeperiod': 7, 'ConnorsRSI_count': 7, 'ConnorsRSI_percentage_rank': 96, 'ConnorsRSI_lower_threshold': 12, 'ConnorsRSI_upper_threshold': 88}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 83528 | 153 | 491 | 11.97 | 283.55 | 22,684,370.53 | 2,268.45 | 2016-10-18 | 2017-09-21 | NaN | 338 days |
| 2 | 83444 | 491 | 530 | 283.83 | 303.39 | 1,631,868.41 | 6.89 | 2017-09-21 | 2017-10-30 | NaN | 39 days |
| 3 | 83361 | 530 | 666 | 303.69 | 614.63 | 25,919,986.75 | 102.39 | 2017-10-30 | 2018-03-15 | NaN | 136 days |
| 4 | 17664 | 2103 | 2110 | 2,900.56 | 2,600.72 | -5,296,332.43 | -10.34 | 2022-02-19 | 2022-02-26 | NaN | 7 days |
| 5 | 17646 | 2110 | 2111 | 2,603.32 | 2,769.77 | 2,937,163.99 | 6.39 | 2022-02-26 | 2022-02-27 | NaN | 1 days |
| 6 | 17628 | 2111 | 2172 | 2,772.54 | 2,883.60 | 1,957,769.73 | 4.01 | 2022-02-27 | 2022-04-29 | NaN | 61 days |
| 7 | 17611 | 2172 | 2173 | 2,886.48 | 2,936.76 | 885,417.68 | 1.74 | 2022-04-29 | 2022-04-30 | NaN | 1 days |
| 8 | 17593 | 2173 | 2187 | 2,939.70 | 1,961.11 | -17,216,276.87 | -33.29 | 2022-04-30 | 2022-05-14 | NaN | 14 days |
| 9 | 17576 | 2187 | 2188 | 1,963.07 | 2,011.20 | 845,913.37 | 2.45 | 2022-05-14 | 2022-05-15 | NaN | 1 days |
| 10 | 17558 | 2188 | 2206 | 2,013.21 | 1,941.80 | -1,253,837.85 | -3.55 | 2022-05-15 | 2022-06-02 | NaN | 18 days |
| 11 | 17541 | 2206 | 2220 | 1,943.74 | 1,208.46 | -12,897,578.05 | -37.83 | 2022-06-02 | 2022-06-16 | NaN | 14 days |
| 12 | 17524 | 2220 | 2221 | 1,209.67 | 1,236.14 | 463,887.27 | 2.19 | 2022-06-16 | 2022-06-17 | NaN | 1 days |
| 13 | 17506 | 2221 | 2222 | 1,237.38 | 1,064.91 | -3,019,192.25 | -13.94 | 2022-06-17 | 2022-06-18 | NaN | 1 days |
| 14 | 17489 | 2222 | 2223 | 1,065.97 | 1,082.20 | 283,760.60 | 1.52 | 2022-06-18 | 2022-06-19 | NaN | 1 days |
| 15 | 17471 | 2223 | 2239 | 1,083.28 | 1,072.25 | -192,743.57 | -1.02 | 2022-06-19 | 2022-07-05 | NaN | 16 days |
| 16 | 17454 | 2239 | 2240 | 1,073.32 | 1,150.17 | 1,341,300.63 | 7.16 | 2022-07-05 | 2022-07-06 | NaN | 1 days |
| 17 | 17436 | 2240 | 2241 | 1,151.32 | 1,132.45 | -329,020.28 | -1.64 | 2022-07-06 | 2022-07-07 | NaN | 1 days |
| 18 | 17419 | 2241 | 2252 | 1,133.58 | 1,356.78 | 3,887,878.12 | 19.69 | 2022-07-07 | 2022-07-18 | NaN | 11 days |
| 19 | 17402 | 2252 | 2299 | 1,358.14 | 1,583.67 | 3,924,729.09 | 16.61 | 2022-07-18 | 2022-09-03 | NaN | 47 days |
| 20 | 17384 | 2299 | 2315 | 1,585.25 | 1,468.49 | -2,029,819.64 | -7.37 | 2022-09-03 | 2022-09-19 | NaN | 16 days |
| 21 | 17367 | 2315 | 2334 | 1,469.96 | 1,352.08 | -2,047,195.74 | -8.02 | 2022-09-19 | 2022-10-08 | NaN | 19 days |
| 22 | 17350 | 2334 | 2371 | 1,353.43 | 1,254.67 | -1,713,522.09 | -7.30 | 2022-10-08 | 2022-11-14 | NaN | 37 days |
| 23 | 17332 | 2371 | 2372 | 1,255.92 | 1,218.73 | -644,658.02 | -2.96 | 2022-11-14 | 2022-11-15 | NaN | 1 days |
| 24 | 17315 | 2372 | 2409 | 1,219.95 | 1,216.48 | -60,061.06 | -0.28 | 2022-11-15 | 2022-12-22 | NaN | 37 days |
| 25 | 17298 | 2409 | 2410 | 1,217.70 | 1,213.43 | -73,801.57 | -0.35 | 2022-12-22 | 2022-12-23 | NaN | 1 days |
| 26 | 17280 | 2410 | 2492 | 1,214.64 | 1,682.16 | 8,078,686.33 | 38.49 | 2022-12-23 | 2023-03-15 | NaN | 82 days |
| 27 | 17263 | 2492 | 2493 | 1,683.84 | 1,706.20 | 385,963.39 | 1.33 | 2023-03-15 | 2023-03-16 | NaN | 1 days |
| 28 | 17246 | 2493 | 2555 | 1,707.91 | 1,818.19 | 1,901,954.41 | 6.46 | 2023-03-16 | 2023-05-17 | NaN | 62 days |
| 29 | 17228 | 2555 | 2589 | 1,820.01 | 1,719.76 | -1,727,075.82 | -5.51 | 2023-05-17 | 2023-06-20 | NaN | 34 days |
| 30 | 17211 | 2589 | 2611 | 1,721.48 | 1,881.14 | 2,747,912.39 | 9.27 | 2023-06-20 | 2023-07-12 | NaN | 22 days |
| 31 | 17194 | 2611 | 2624 | 1,883.02 | 1,888.50 | 94,203.52 | 0.29 | 2023-07-12 | 2023-07-25 | NaN | 13 days |
| 32 | 17177 | 2624 | 2653 | 1,890.39 | 1,667.59 | -3,827,009.83 | -11.79 | 2023-07-25 | 2023-08-23 | NaN | 29 days |
| 33 | 17160 | 2653 | 2654 | 1,669.26 | 1,633.55 | -612,674.38 | -2.14 | 2023-08-23 | 2023-08-24 | NaN | 1 days |
| 34 | 17142 | 2654 | 2667 | 1,635.19 | 1,628.89 | -107,951.90 | -0.39 | 2023-08-24 | 2023-09-06 | NaN | 13 days |
| 35 | 10408 | 3006 | 3334 | 2,682.88 | 2,573.36 | -1,139,886.24 | -4.08 | 2024-08-10 | 2025-07-04 | NaN | 328 days |