| GoldenDeadCross_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2025-12-03 00:00:00 |
| Duration | 2260 days 00:00:00 |
| Exposure Time [%] | 87.08536045997346 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 233729720.16040006 |
| Equity Peak [$] | 264150694.19520006 |
| Return [%] | 2237.2972016040007 |
| Buy & Hold Return [%] | 2389.502258028546 |
| Return (Ann.) [%] | 66.32425600764755 |
| Volatility (Ann.) [%] | 129.32483004532747 |
| Sharpe Ratio | 0.512850130824849 |
| Sortino Ratio | 1.5324664059710307 |
| Calmar Ratio | 1.0160049287026902 |
| Max. Drawdown [%] | -65.27946285884187 |
| Avg. Drawdown [%] | -11.276902662261469 |
| Max. Drawdown Duration | 999 days 00:00:00 |
| Avg. Drawdown Duration | 50 days 00:00:00 |
| # Trades | 66 |
| Win Rate [%] | 54.54545454545454 |
| Best Trade [%] | 93.86484105803876 |
| Worst Trade [%] | -39.382820663324345 |
| Avg. Trade [%] | 4.894477942703412 |
| Max. Trade Duration | 125 days 00:00:00 |
| Avg. Trade Duration | 30 days 00:00:00 |
| Profit Factor | 2.3877734182990396 |
| Expectancy [%] | 7.379636519395012 |
| SQN | 1.198058265756455 |
| Kelly Criterion | 0.18603193327189088 |
| _parameter | {'2019-09-26 00:00:00_2020-12-20 00:00:00': {'GoldenCross_timeperiod_short': 13, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 25}, '2020-12-21 00:00:00_2022-03-17 00:00:00': {'GoldenCross_timeperiod_short': 13, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 25}, '2022-03-18 00:00:00_2023-06-12 00:00:00': {'GoldenCross_timeperiod_short': 5, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 19, 'DeadCross_timeperiod_long': 32}, '2023-06-13 00:00:00_2024-09-06 00:00:00': {'GoldenCross_timeperiod_short': 15, 'GoldenCross_timeperiod_long': 44, 'DeadCross_timeperiod_short': 18, 'DeadCross_timeperiod_long': 33}, '2024-09-07 00:00:00_2025-12-03 00:00:00': {'GoldenCross_timeperiod_short': 9, 'GoldenCross_timeperiod_long': 41, 'DeadCross_timeperiod_short': 15, 'DeadCross_timeperiod_long': 37}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | -509 | 30 | 40 | 19,635.04 | 20,150.00 | -262,116.52 | -2.62 | 2019-10-26 | 2019-11-05 | NaN | 10 days |
| 2 | 483 | 40 | 57 | 20,152.01 | 17,524.00 | -1,269,331.24 | -13.04 | 2019-11-05 | 2019-11-22 | NaN | 17 days |
| 3 | -483 | 57 | 105 | 17,522.25 | 15,277.00 | 1,084,454.59 | 12.81 | 2019-11-22 | 2020-01-09 | NaN | 48 days |
| 4 | 625 | 105 | 160 | 15,278.53 | 24,020.00 | 5,463,420.19 | 57.21 | 2020-01-09 | 2020-03-04 | NaN | 55 days |
| 5 | -625 | 160 | 191 | 24,017.60 | 15,366.00 | 5,407,248.75 | 36.02 | 2020-03-04 | 2020-04-04 | NaN | 31 days |
| 6 | 1329 | 191 | 236 | 15,367.54 | 23,047.00 | 10,206,006.86 | 49.97 | 2020-04-04 | 2020-05-19 | NaN | 45 days |
| 7 | -1329 | 236 | 245 | 23,044.70 | 22,422.00 | 827,562.05 | 2.70 | 2020-05-19 | 2020-05-28 | NaN | 9 days |
| 8 | 1402 | 245 | 270 | 22,424.24 | 24,356.00 | 2,708,324.44 | 8.61 | 2020-05-28 | 2020-06-22 | NaN | 25 days |
| 9 | -1402 | 270 | 291 | 24,353.56 | 25,982.00 | -2,283,066.71 | -6.69 | 2020-06-22 | 2020-07-13 | NaN | 21 days |
| 10 | 1226 | 291 | 342 | 25,984.60 | 50,375.00 | 29,902,632.61 | 93.86 | 2020-07-13 | 2020-09-02 | NaN | 51 days |
| 11 | -1226 | 342 | 383 | 50,369.96 | 40,700.00 | 11,855,374.03 | 19.20 | 2020-09-02 | 2020-10-13 | NaN | 41 days |
| 12 | 1809 | 383 | 451 | 40,704.07 | 68,015.00 | 49,405,472.37 | 67.10 | 2020-10-13 | 2020-12-20 | NaN | 68 days |
| 13 | -731 | 523 | 537 | 168,176.18 | 196,100.00 | -20,412,311.91 | -16.60 | 2021-03-02 | 2021-03-16 | NaN | 14 days |
| 14 | 523 | 537 | 551 | 196,119.61 | 198,719.00 | 1,359,480.97 | 1.33 | 2021-03-16 | 2021-03-30 | NaN | 14 days |
| 15 | -523 | 551 | 557 | 198,699.13 | 230,163.00 | -16,455,605.00 | -15.83 | 2021-03-30 | 2021-04-05 | NaN | 6 days |
| 16 | 380 | 557 | 607 | 230,186.02 | 289,332.00 | 22,475,473.81 | 25.69 | 2021-04-05 | 2021-05-25 | NaN | 50 days |
| 17 | -380 | 607 | 626 | 289,303.07 | 260,279.00 | 11,029,145.38 | 10.03 | 2021-05-25 | 2021-06-13 | NaN | 19 days |
| 18 | 465 | 626 | 631 | 260,305.03 | 262,131.00 | 849,077.03 | 0.70 | 2021-06-13 | 2021-06-18 | NaN | 5 days |
| 19 | -465 | 631 | 654 | 262,104.79 | 232,652.00 | 13,695,545.91 | 11.24 | 2021-06-18 | 2021-07-11 | NaN | 23 days |
| 20 | 582 | 654 | 663 | 232,675.27 | 199,424.00 | -19,352,236.35 | -14.29 | 2021-07-11 | 2021-07-20 | NaN | 9 days |
| 21 | -582 | 663 | 675 | 199,404.06 | 277,935.00 | -45,705,008.48 | -39.38 | 2021-07-20 | 2021-08-01 | NaN | 12 days |
| 22 | 253 | 675 | 726 | 277,962.79 | 325,425.00 | 12,007,938.24 | 17.08 | 2021-08-01 | 2021-09-21 | NaN | 51 days |
| 23 | -253 | 726 | 745 | 325,392.46 | 401,318.00 | -19,209,162.25 | -23.33 | 2021-09-21 | 2021-10-10 | NaN | 19 days |
| 24 | 157 | 745 | 790 | 401,358.13 | 499,583.00 | 15,421,304.31 | 24.47 | 2021-10-10 | 2021-11-24 | NaN | 45 days |
| 25 | -157 | 790 | 805 | 499,533.04 | 504,900.00 | -842,612.45 | -1.07 | 2021-11-24 | 2021-12-09 | NaN | 15 days |
| 26 | 154 | 805 | 808 | 504,950.49 | 443,910.00 | -9,400,235.46 | -12.09 | 2021-12-09 | 2021-12-12 | NaN | 3 days |
| 27 | -154 | 808 | 870 | 443,865.61 | 356,624.00 | 13,435,207.79 | 19.65 | 2021-12-12 | 2022-02-12 | NaN | 62 days |
| 28 | 229 | 870 | 884 | 356,659.66 | 300,884.00 | -12,772,626.69 | -15.64 | 2022-02-12 | 2022-02-26 | NaN | 14 days |
| 29 | -229 | 884 | 901 | 300,853.91 | 295,720.00 | 1,175,665.76 | 1.71 | 2022-02-26 | 2022-03-15 | NaN | 17 days |
| 30 | 237 | 901 | 903 | 295,749.57 | 309,889.00 | 3,351,044.44 | 4.78 | 2022-03-15 | 2022-03-17 | NaN | 2 days |
| 31 | -193 | 941 | 1024 | 380,629.93 | 165,618.00 | 41,497,303.11 | 56.49 | 2022-04-24 | 2022-07-16 | NaN | 83 days |
| 32 | 695 | 1024 | 1072 | 165,634.56 | 216,418.00 | 35,294,489.55 | 30.66 | 2022-07-16 | 2022-09-02 | NaN | 48 days |
| 33 | -695 | 1072 | 1088 | 216,396.36 | 204,946.00 | 7,957,998.95 | 5.29 | 2022-09-02 | 2022-09-18 | NaN | 16 days |
| 34 | 773 | 1088 | 1096 | 204,966.49 | 188,960.00 | -12,373,020.33 | -7.81 | 2022-09-18 | 2022-09-26 | NaN | 8 days |
| 35 | -773 | 1096 | 1120 | 188,941.10 | 195,769.00 | -5,277,963.61 | -3.61 | 2022-09-26 | 2022-10-20 | NaN | 24 days |
| 36 | 719 | 1120 | 1150 | 195,788.58 | 168,476.00 | -19,637,742.79 | -13.95 | 2022-10-20 | 2022-11-19 | NaN | 30 days |
| 37 | -719 | 1150 | 1174 | 168,459.15 | 172,821.00 | -3,136,168.42 | -2.59 | 2022-11-19 | 2022-12-13 | NaN | 24 days |
| 38 | 682 | 1174 | 1187 | 172,838.28 | 162,300.00 | -7,187,108.39 | -6.10 | 2022-12-13 | 2022-12-26 | NaN | 13 days |
| 39 | -682 | 1187 | 1207 | 162,283.77 | 185,353.00 | -15,733,214.86 | -14.22 | 2022-12-26 | 2023-01-15 | NaN | 20 days |
| 40 | 513 | 1207 | 1266 | 185,371.54 | 223,152.00 | 19,381,378.39 | 20.38 | 2023-01-15 | 2023-03-15 | NaN | 59 days |
| 41 | -513 | 1266 | 1277 | 223,129.68 | 229,557.00 | -3,297,212.70 | -2.88 | 2023-03-15 | 2023-03-26 | NaN | 11 days |
| 42 | 484 | 1277 | 1319 | 229,579.96 | 268,874.00 | 19,018,317.44 | 17.12 | 2023-03-26 | 2023-05-07 | NaN | 42 days |
| 43 | -484 | 1319 | 1345 | 268,847.11 | 261,000.00 | 3,798,002.50 | 2.92 | 2023-05-07 | 2023-06-02 | NaN | 26 days |
| 44 | 513 | 1345 | 1355 | 261,026.10 | 244,800.00 | -8,323,989.30 | -6.22 | 2023-06-02 | 2023-06-12 | NaN | 10 days |
| 45 | -468 | 1396 | 1468 | 268,473.15 | 258,954.00 | 4,454,962.20 | 3.55 | 2023-07-23 | 2023-10-03 | NaN | 72 days |
| 46 | 502 | 1468 | 1485 | 258,979.90 | 234,014.00 | -12,532,879.49 | -9.64 | 2023-10-03 | 2023-10-20 | NaN | 17 days |
| 47 | -502 | 1485 | 1494 | 233,990.60 | 266,736.00 | -16,438,191.50 | -13.99 | 2023-10-20 | 2023-10-29 | NaN | 9 days |
| 48 | 379 | 1494 | 1558 | 266,762.67 | 323,931.00 | 21,666,795.71 | 21.43 | 2023-10-29 | 2024-01-01 | NaN | 64 days |
| 49 | -379 | 1558 | 1566 | 323,898.61 | 321,990.00 | 723,362.02 | 0.59 | 2024-01-01 | 2024-01-09 | NaN | 8 days |
| 50 | 383 | 1566 | 1593 | 322,022.20 | 340,323.00 | 7,009,206.78 | 5.68 | 2024-01-09 | 2024-02-05 | NaN | 27 days |
| 51 | -383 | 1593 | 1604 | 340,288.97 | 417,928.00 | -29,735,749.37 | -22.82 | 2024-02-05 | 2024-02-16 | NaN | 11 days |
| 52 | 241 | 1604 | 1648 | 417,969.79 | 533,863.00 | 27,930,262.94 | 27.73 | 2024-02-16 | 2024-03-31 | NaN | 44 days |
| 53 | -241 | 1648 | 1703 | 533,809.61 | 594,453.00 | -14,615,056.10 | -11.36 | 2024-03-31 | 2024-05-25 | NaN | 55 days |
| 54 | 191 | 1703 | 1730 | 594,512.45 | 563,442.00 | -5,934,455.05 | -5.23 | 2024-05-25 | 2024-06-21 | NaN | 27 days |
| 55 | -192 | 1730 | 1768 | 563,385.66 | 499,200.00 | 12,323,645.91 | 11.39 | 2024-06-21 | 2024-07-29 | NaN | 38 days |
| 56 | 241 | 1768 | 1776 | 499,249.92 | 391,731.00 | -25,912,059.72 | -21.54 | 2024-07-29 | 2024-08-06 | NaN | 8 days |
| 57 | -241 | 1776 | 1807 | 391,691.83 | 351,995.00 | 9,566,935.28 | 10.13 | 2024-08-06 | 2024-09-06 | NaN | 31 days |
| 58 | -193 | 1922 | 2047 | 537,373.26 | 267,586.00 | 52,068,940.66 | 50.20 | 2024-12-30 | 2025-05-04 | NaN | 125 days |
| 59 | 583 | 2047 | 2099 | 267,612.76 | 351,876.00 | 49,125,469.74 | 31.49 | 2025-05-04 | 2025-06-25 | NaN | 52 days |
| 60 | -583 | 2099 | 2116 | 351,840.81 | 429,500.00 | -45,275,306.37 | -22.07 | 2025-06-25 | 2025-07-12 | NaN | 17 days |
| 61 | 372 | 2116 | 2179 | 429,542.95 | 657,642.00 | 84,852,846.60 | 53.10 | 2025-07-12 | 2025-09-13 | NaN | 63 days |
| 62 | -372 | 2179 | 2187 | 657,576.24 | 662,309.00 | -1,760,588.28 | -0.72 | 2025-09-13 | 2025-09-21 | NaN | 8 days |
| 63 | 367 | 2187 | 2194 | 662,375.23 | 604,275.00 | -21,322,784.74 | -8.77 | 2025-09-21 | 2025-09-28 | NaN | 7 days |
| 64 | -367 | 2194 | 2211 | 604,214.57 | 647,774.00 | -15,986,309.89 | -7.21 | 2025-09-28 | 2025-10-15 | NaN | 17 days |
| 65 | 317 | 2211 | 2214 | 647,838.78 | 585,339.00 | -19,812,429.44 | -9.65 | 2025-10-15 | 2025-10-18 | NaN | 3 days |
| 66 | -317 | 2214 | 2260 | 585,280.47 | 434,946.19 | 47,655,966.32 | 25.69 | 2025-10-18 | 2025-12-03 | NaN | 46 days |