| ConnorsRSI_coinbase_ETH-USD-SPOT_1D | |
|---|---|
| Start | 2016-05-18 00:00:00 |
| End | 2025-08-28 00:00:00 |
| Duration | 3389 days 00:00:00 |
| Exposure Time [%] | 43.1858407079646 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 35766171.37638537 |
| Equity Peak [$] | 115308681.69303 |
| Return [%] | 3476.6171376385364 |
| Buy & Hold Return [%] | 34808.27010622154 |
| Return (Ann.) [%] | 46.98119815000024 |
| Volatility (Ann.) [%] | 103.81960714271511 |
| Sharpe Ratio | 0.4525272195012043 |
| Sortino Ratio | 1.2483048925697693 |
| Calmar Ratio | 0.5217081478367441 |
| Max. Drawdown [%] | -90.05264407850854 |
| Avg. Drawdown [%] | -16.12756289489413 |
| Max. Drawdown Duration | 2784 days 00:00:00 |
| Avg. Drawdown Duration | 140 days 00:00:00 |
| # Trades | 48 |
| Win Rate [%] | 52.083333333333336 |
| Best Trade [%] | 2561.0128777311447 |
| Worst Trade [%] | -37.82816215610529 |
| Avg. Trade [%] | 7.736736075930395 |
| Max. Trade Duration | 381 days 00:00:00 |
| Avg. Trade Duration | 31 days 00:00:00 |
| Profit Factor | 14.783441981591636 |
| Expectancy [%] | 55.46076034979129 |
| SQN | 0.9290672510146148 |
| Kelly Criterion | 0.2227487734206195 |
| _parameter | {'2016-05-18 00:00:00_2018-03-26 00:00:00': {'ConnorsRSI_shifter': 8, 'ConnorsRSI_timeperiod': 4, 'ConnorsRSI_count': 4, 'ConnorsRSI_percentage_rank': 90, 'ConnorsRSI_lower_threshold': 7, 'ConnorsRSI_upper_threshold': 89}, '2018-03-27 00:00:00_2020-02-02 00:00:00': {'ConnorsRSI_shifter': 8, 'ConnorsRSI_timeperiod': 4, 'ConnorsRSI_count': 4, 'ConnorsRSI_percentage_rank': 90, 'ConnorsRSI_lower_threshold': 7, 'ConnorsRSI_upper_threshold': 89}, '2020-02-03 00:00:00_2021-12-11 00:00:00': {'ConnorsRSI_shifter': 2, 'ConnorsRSI_timeperiod': 5, 'ConnorsRSI_count': 4, 'ConnorsRSI_percentage_rank': 102, 'ConnorsRSI_lower_threshold': 8, 'ConnorsRSI_upper_threshold': 90}, '2021-12-12 00:00:00_2023-10-20 00:00:00': {'ConnorsRSI_shifter': 5, 'ConnorsRSI_timeperiod': 3, 'ConnorsRSI_count': 3, 'ConnorsRSI_percentage_rank': 100, 'ConnorsRSI_lower_threshold': 15, 'ConnorsRSI_upper_threshold': 88}, '2023-10-21 00:00:00_2025-08-28 00:00:00': {'ConnorsRSI_shifter': 6, 'ConnorsRSI_timeperiod': 6, 'ConnorsRSI_count': 3, 'ConnorsRSI_percentage_rank': 93, 'ConnorsRSI_lower_threshold': 5, 'ConnorsRSI_upper_threshold': 83}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 83528 | 153 | 154 | 11.97 | 12.55 | 48,282.53 | 4.83 | 2016-10-18 | 2016-10-19 | NaN | 1 days |
| 2 | 83445 | 154 | 186 | 12.56 | 9.69 | -239,699.93 | -22.87 | 2016-10-19 | 2016-11-20 | NaN | 32 days |
| 3 | 83361 | 186 | 492 | 9.70 | 258.11 | 20,707,731.85 | 2,561.01 | 2016-11-20 | 2017-09-22 | NaN | 306 days |
| 4 | 83277 | 492 | 531 | 258.37 | 306.87 | 4,039,091.89 | 18.77 | 2017-09-22 | 2017-10-31 | NaN | 39 days |
| 5 | 83194 | 531 | 677 | 307.18 | 522.55 | 17,917,752.18 | 70.11 | 2017-10-31 | 2018-03-26 | NaN | 146 days |
| 6 | 13550 | 2155 | 2171 | 3,208.15 | 2,810.19 | -5,392,425.07 | -12.40 | 2022-04-12 | 2022-04-28 | NaN | 16 days |
| 7 | 13537 | 2171 | 2172 | 2,813.00 | 2,883.60 | 955,709.63 | 2.51 | 2022-04-28 | 2022-04-29 | NaN | 1 days |
| 8 | 13523 | 2172 | 2173 | 2,886.48 | 2,936.76 | 679,887.76 | 1.74 | 2022-04-29 | 2022-04-30 | NaN | 1 days |
| 9 | 13510 | 2173 | 2187 | 2,939.70 | 1,961.11 | -13,220,707.13 | -33.29 | 2022-04-30 | 2022-05-14 | NaN | 14 days |
| 10 | 13497 | 2187 | 2188 | 1,963.07 | 2,011.20 | 649,595.63 | 2.45 | 2022-05-14 | 2022-05-15 | NaN | 1 days |
| 11 | 13483 | 2188 | 2205 | 2,013.21 | 1,995.39 | -240,283.24 | -0.89 | 2022-05-15 | 2022-06-01 | NaN | 17 days |
| 12 | 13470 | 2205 | 2206 | 1,997.39 | 1,941.80 | -748,735.20 | -2.78 | 2022-06-01 | 2022-06-02 | NaN | 1 days |
| 13 | 13456 | 2206 | 2220 | 1,943.74 | 1,208.46 | -9,893,951.90 | -37.83 | 2022-06-02 | 2022-06-16 | NaN | 14 days |
| 14 | 13443 | 2220 | 2221 | 1,209.67 | 1,236.14 | 355,856.91 | 2.19 | 2022-06-16 | 2022-06-17 | NaN | 1 days |
| 15 | 13430 | 2221 | 2222 | 1,237.38 | 1,064.91 | -2,316,220.26 | -13.94 | 2022-06-17 | 2022-06-18 | NaN | 1 days |
| 16 | 13416 | 2222 | 2223 | 1,065.97 | 1,082.20 | 217,675.81 | 1.52 | 2022-06-18 | 2022-06-19 | NaN | 1 days |
| 17 | 13403 | 2223 | 2239 | 1,083.28 | 1,072.25 | -147,864.58 | -1.02 | 2022-06-19 | 2022-07-05 | NaN | 16 days |
| 18 | 13389 | 2239 | 2240 | 1,073.32 | 1,150.17 | 1,028,914.52 | 7.16 | 2022-07-05 | 2022-07-06 | NaN | 1 days |
| 19 | 13376 | 2240 | 2241 | 1,151.32 | 1,132.45 | -252,407.39 | -1.64 | 2022-07-06 | 2022-07-07 | NaN | 1 days |
| 20 | 13363 | 2241 | 2252 | 1,133.58 | 1,356.78 | 2,982,588.86 | 19.69 | 2022-07-07 | 2022-07-18 | NaN | 11 days |
| 21 | 13349 | 2252 | 2288 | 1,358.14 | 1,618.66 | 3,477,724.46 | 19.18 | 2022-07-18 | 2022-08-23 | NaN | 36 days |
| 22 | 13336 | 2288 | 2299 | 1,620.28 | 1,583.67 | -488,213.09 | -2.26 | 2022-08-23 | 2022-09-03 | NaN | 11 days |
| 23 | 13322 | 2299 | 2315 | 1,585.25 | 1,468.49 | -1,555,525.61 | -7.37 | 2022-09-03 | 2022-09-19 | NaN | 16 days |
| 24 | 13309 | 2315 | 2334 | 1,469.96 | 1,352.08 | -1,568,844.82 | -8.02 | 2022-09-19 | 2022-10-08 | NaN | 19 days |
| 25 | 13296 | 2334 | 2371 | 1,353.43 | 1,254.67 | -1,313,140.62 | -7.30 | 2022-10-08 | 2022-11-14 | NaN | 37 days |
| 26 | 13283 | 2371 | 2372 | 1,255.92 | 1,218.73 | -494,056.80 | -2.96 | 2022-11-14 | 2022-11-15 | NaN | 1 days |
| 27 | 13270 | 2372 | 2384 | 1,219.95 | 1,198.73 | -281,572.55 | -1.74 | 2022-11-15 | 2022-11-27 | NaN | 12 days |
| 28 | 13256 | 2384 | 2409 | 1,199.93 | 1,216.48 | 219,403.64 | 1.38 | 2022-11-27 | 2022-12-22 | NaN | 25 days |
| 29 | 13243 | 2409 | 2410 | 1,217.70 | 1,213.43 | -56,500.99 | -0.35 | 2022-12-22 | 2022-12-23 | NaN | 1 days |
| 30 | 13230 | 2410 | 2465 | 1,214.64 | 1,557.19 | 4,531,891.12 | 28.20 | 2022-12-23 | 2023-02-16 | NaN | 55 days |
| 31 | 13216 | 2465 | 2488 | 1,558.75 | 1,435.91 | -1,623,416.30 | -7.88 | 2023-02-16 | 2023-03-11 | NaN | 23 days |
| 32 | 13203 | 2488 | 2492 | 1,437.35 | 1,682.16 | 3,232,280.43 | 17.03 | 2023-03-11 | 2023-03-15 | NaN | 4 days |
| 33 | 13190 | 2492 | 2493 | 1,683.84 | 1,706.20 | 294,899.91 | 1.33 | 2023-03-15 | 2023-03-16 | NaN | 1 days |
| 34 | 13177 | 2493 | 2554 | 1,707.91 | 1,799.87 | 1,211,806.99 | 5.38 | 2023-03-16 | 2023-05-16 | NaN | 61 days |
| 35 | 13164 | 2554 | 2555 | 1,801.67 | 1,818.19 | 217,470.99 | 0.92 | 2023-05-16 | 2023-05-17 | NaN | 1 days |
| 36 | 13151 | 2555 | 2580 | 1,820.01 | 1,840.14 | 264,753.43 | 1.11 | 2023-05-17 | 2023-06-11 | NaN | 25 days |
| 37 | 13137 | 2580 | 2589 | 1,841.98 | 1,719.76 | -1,605,605.98 | -6.64 | 2023-06-11 | 2023-06-20 | NaN | 9 days |
| 38 | 13124 | 2589 | 2611 | 1,721.48 | 1,881.14 | 2,095,380.99 | 9.27 | 2023-06-20 | 2023-07-12 | NaN | 22 days |
| 39 | 13111 | 2611 | 2624 | 1,883.02 | 1,888.50 | 71,833.33 | 0.29 | 2023-07-12 | 2023-07-25 | NaN | 13 days |
| 40 | 13098 | 2624 | 2653 | 1,890.39 | 1,667.59 | -2,918,214.75 | -11.79 | 2023-07-25 | 2023-08-23 | NaN | 29 days |
| 41 | 13085 | 2653 | 2654 | 1,669.26 | 1,633.55 | -467,182.06 | -2.14 | 2023-08-23 | 2023-08-24 | NaN | 1 days |
| 42 | 13072 | 2654 | 2678 | 1,635.19 | 1,642.52 | 95,850.32 | 0.45 | 2023-08-24 | 2023-09-17 | NaN | 24 days |
| 43 | 13059 | 2678 | 2702 | 1,644.16 | 1,579.68 | -842,077.23 | -3.92 | 2023-09-17 | 2023-10-11 | NaN | 24 days |
| 44 | 13046 | 2702 | 2707 | 1,581.26 | 1,555.47 | -336,452.17 | -1.63 | 2023-10-11 | 2023-10-16 | NaN | 5 days |
| 45 | 13033 | 2707 | 2708 | 1,557.03 | 1,557.15 | 1,623.00 | 0.01 | 2023-10-16 | 2023-10-17 | NaN | 1 days |
| 46 | 13020 | 2708 | 2709 | 1,558.71 | 1,600.62 | 545,705.31 | 2.69 | 2023-10-17 | 2023-10-18 | NaN | 1 days |
| 47 | 13007 | 2709 | 2711 | 1,602.22 | 1,562.14 | -521,328.62 | -2.50 | 2023-10-18 | 2023-10-20 | NaN | 2 days |
| 48 | 7780 | 3008 | 3389 | 2,611.66 | 4,597.12 | 15,446,886.19 | 76.02 | 2024-08-12 | 2025-08-28 | NaN | 381 days |