| GoldenDeadCross_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2026-04-03 00:00:00 |
| Duration | 2381 days 00:00:00 |
| Exposure Time [%] | 85.05457598656591 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 15920859.076562505 |
| Equity Peak [$] | 129498631.12849998 |
| Return [%] | 59.20859076562506 |
| Buy & Hold Return [%] | 1735.7468917261376 |
| Return (Ann.) [%] | 7.386044852232931 |
| Volatility (Ann.) [%] | 86.0242971361832 |
| Sharpe Ratio | 0.08585998488938822 |
| Sortino Ratio | 0.1579711614479851 |
| Calmar Ratio | 0.07849939663067398 |
| Max. Drawdown [%] | -94.09046654183838 |
| Avg. Drawdown [%] | -14.082207526935969 |
| Max. Drawdown Duration | 1788 days 00:00:00 |
| Avg. Drawdown Duration | 89 days 00:00:00 |
| # Trades | 73 |
| Win Rate [%] | 39.726027397260275 |
| Best Trade [%] | 167.61942970322133 |
| Worst Trade [%] | -31.847788369526576 |
| Avg. Trade [%] | 0.6479028965535427 |
| Max. Trade Duration | 92 days 00:00:00 |
| Avg. Trade Duration | 28 days 00:00:00 |
| Profit Factor | 1.4977261418191345 |
| Expectancy [%] | 3.5070250762695583 |
| SQN | 0.0580191120675216 |
| Kelly Criterion | 0.010109017400381948 |
| _parameter | {'2019-09-26 00:00:00_2021-01-13 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 6, 'DeadCross_timeperiod_long': 38}, '2021-01-14 00:00:00_2022-05-04 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 6, 'DeadCross_timeperiod_long': 38}, '2022-05-05 00:00:00_2023-08-23 00:00:00': {'GoldenCross_timeperiod_short': 6, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 11, 'DeadCross_timeperiod_long': 34}, '2023-08-24 00:00:00_2024-12-11 00:00:00': {'GoldenCross_timeperiod_short': 14, 'GoldenCross_timeperiod_long': 39, 'DeadCross_timeperiod_short': 20, 'DeadCross_timeperiod_long': 31}, '2024-12-12 00:00:00_2026-04-03 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 43, 'DeadCross_timeperiod_short': 15, 'DeadCross_timeperiod_long': 39}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | -524 | 55 | 105 | 19,051.09 | 15,277.00 | 1,977,625.62 | 19.81 | 2019-11-20 | 2020-01-09 | NaN | 50 days |
| 2 | 783 | 105 | 159 | 15,278.53 | 25,284.00 | 7,834,284.81 | 65.49 | 2020-01-09 | 2020-03-03 | NaN | 54 days |
| 3 | -783 | 159 | 196 | 25,281.47 | 18,863.00 | 5,025,663.26 | 25.39 | 2020-03-03 | 2020-04-09 | NaN | 37 days |
| 4 | 1316 | 196 | 277 | 18,864.89 | 24,124.00 | 6,920,993.63 | 27.88 | 2020-04-09 | 2020-06-29 | NaN | 81 days |
| 5 | -1316 | 277 | 288 | 24,121.59 | 25,979.00 | -2,444,354.72 | -7.70 | 2020-06-29 | 2020-07-10 | NaN | 11 days |
| 6 | 1128 | 288 | 347 | 25,981.60 | 37,681.00 | 13,196,925.57 | 45.03 | 2020-07-10 | 2020-09-07 | NaN | 59 days |
| 7 | -1128 | 347 | 383 | 37,677.23 | 40,700.00 | -3,409,682.42 | -8.02 | 2020-09-07 | 2020-10-13 | NaN | 36 days |
| 8 | 960 | 383 | 475 | 40,704.07 | 108,932.00 | 65,498,812.80 | 167.62 | 2020-10-13 | 2021-01-13 | NaN | 92 days |
| 9 | -671 | 521 | 530 | 155,813.42 | 198,500.00 | -28,642,697.13 | -27.40 | 2021-02-28 | 2021-03-09 | NaN | 9 days |
| 10 | 382 | 530 | 547 | 198,519.85 | 173,537.00 | -9,543,448.70 | -12.58 | 2021-03-09 | 2021-03-26 | NaN | 17 days |
| 11 | -382 | 547 | 551 | 173,519.65 | 198,719.00 | -9,626,153.11 | -14.52 | 2021-03-26 | 2021-03-30 | NaN | 4 days |
| 12 | 285 | 551 | 605 | 198,738.87 | 250,864.00 | 14,855,661.51 | 26.23 | 2021-03-30 | 2021-05-23 | NaN | 54 days |
| 13 | -285 | 605 | 670 | 250,838.91 | 245,130.00 | 1,627,040.38 | 2.28 | 2021-05-23 | 2021-07-27 | NaN | 65 days |
| 14 | 298 | 670 | 720 | 245,154.51 | 376,622.00 | 39,177,311.13 | 53.63 | 2021-07-27 | 2021-09-15 | NaN | 50 days |
| 15 | -298 | 720 | 721 | 376,584.34 | 395,531.00 | -5,646,105.34 | -5.03 | 2021-09-15 | 2021-09-16 | NaN | 1 days |
| 16 | 269 | 721 | 727 | 395,570.55 | 302,000.00 | -25,170,478.78 | -23.65 | 2021-09-16 | 2021-09-22 | NaN | 6 days |
| 17 | -270 | 727 | 741 | 301,969.80 | 391,258.00 | -24,107,814.00 | -29.57 | 2021-09-22 | 2021-10-06 | NaN | 14 days |
| 18 | 147 | 741 | 788 | 391,297.13 | 487,577.00 | 14,153,141.51 | 24.61 | 2021-10-06 | 2021-11-22 | NaN | 47 days |
| 19 | -147 | 788 | 800 | 487,528.24 | 478,435.00 | 1,336,706.62 | 1.87 | 2021-11-22 | 2021-12-04 | NaN | 12 days |
| 20 | 152 | 800 | 801 | 478,482.84 | 466,317.00 | -1,849,208.21 | -2.54 | 2021-12-04 | 2021-12-05 | NaN | 1 days |
| 21 | -152 | 801 | 868 | 466,270.37 | 361,296.00 | 15,956,103.98 | 22.51 | 2021-12-05 | 2022-02-10 | NaN | 67 days |
| 22 | 241 | 868 | 881 | 361,332.13 | 295,442.00 | -15,879,521.23 | -18.24 | 2022-02-10 | 2022-02-23 | NaN | 13 days |
| 23 | -241 | 881 | 890 | 295,412.46 | 340,354.00 | -10,830,912.15 | -15.21 | 2022-02-23 | 2022-03-04 | NaN | 9 days |
| 24 | 177 | 890 | 894 | 340,388.04 | 294,030.00 | -8,205,372.27 | -13.62 | 2022-03-04 | 2022-03-08 | NaN | 4 days |
| 25 | -177 | 894 | 907 | 294,000.60 | 351,429.00 | -10,164,827.33 | -19.53 | 2022-03-08 | 2022-03-21 | NaN | 13 days |
| 26 | 119 | 907 | 942 | 351,464.14 | 377,229.00 | 3,066,017.99 | 7.33 | 2022-03-21 | 2022-04-25 | NaN | 35 days |
| 27 | -119 | 942 | 951 | 377,191.28 | 371,216.00 | 711,057.97 | 1.58 | 2022-04-25 | 2022-05-04 | NaN | 9 days |
| 28 | 276 | 1024 | 1067 | 165,634.56 | 207,174.00 | 11,464,884.94 | 25.08 | 2022-07-16 | 2022-08-28 | NaN | 43 days |
| 29 | -276 | 1067 | 1083 | 207,153.28 | 251,214.00 | -12,160,758.00 | -21.27 | 2022-08-28 | 2022-09-13 | NaN | 16 days |
| 30 | 179 | 1083 | 1092 | 251,239.12 | 189,795.00 | -10,998,497.73 | -24.46 | 2022-09-13 | 2022-09-22 | NaN | 9 days |
| 31 | -179 | 1092 | 1123 | 189,776.02 | 192,243.00 | -441,589.33 | -1.30 | 2022-09-22 | 2022-10-23 | NaN | 31 days |
| 32 | 175 | 1123 | 1146 | 192,262.22 | 170,322.00 | -3,839,539.25 | -11.41 | 2022-10-23 | 2022-11-15 | NaN | 23 days |
| 33 | -175 | 1146 | 1173 | 170,304.97 | 172,992.00 | -470,230.63 | -1.58 | 2022-11-15 | 2022-12-12 | NaN | 27 days |
| 34 | 169 | 1173 | 1184 | 173,009.30 | 160,810.00 | -2,061,681.56 | -7.05 | 2022-12-12 | 2022-12-23 | NaN | 11 days |
| 35 | -169 | 1184 | 1205 | 160,793.92 | 183,145.00 | -3,777,332.69 | -13.90 | 2022-12-23 | 2023-01-13 | NaN | 21 days |
| 36 | 128 | 1205 | 1262 | 183,163.31 | 196,484.00 | 1,705,047.74 | 7.27 | 2023-01-13 | 2023-03-11 | NaN | 57 days |
| 37 | -128 | 1262 | 1273 | 196,464.35 | 229,000.00 | -4,164,563.00 | -16.56 | 2023-03-11 | 2023-03-22 | NaN | 11 days |
| 38 | 92 | 1273 | 1314 | 229,022.90 | 255,862.00 | 2,469,197.20 | 11.72 | 2023-03-22 | 2023-05-02 | NaN | 41 days |
| 39 | -92 | 1314 | 1341 | 255,836.41 | 257,187.00 | -124,253.93 | -0.53 | 2023-05-02 | 2023-05-29 | NaN | 27 days |
| 40 | 91 | 1341 | 1359 | 257,212.72 | 231,626.00 | -2,328,391.40 | -9.95 | 2023-05-29 | 2023-06-16 | NaN | 18 days |
| 41 | -91 | 1359 | 1371 | 231,602.84 | 266,777.00 | -3,200,848.80 | -15.19 | 2023-06-16 | 2023-06-28 | NaN | 12 days |
| 42 | 67 | 1371 | 1394 | 266,803.68 | 263,868.00 | -196,690.41 | -1.10 | 2023-06-28 | 2023-07-21 | NaN | 23 days |
| 43 | -67 | 1394 | 1421 | 263,841.61 | 266,630.00 | -186,821.92 | -1.06 | 2023-07-21 | 2023-08-17 | NaN | 27 days |
| 44 | 65 | 1421 | 1424 | 266,656.66 | 242,002.00 | -1,602,553.09 | -9.25 | 2023-08-17 | 2023-08-20 | NaN | 3 days |
| 45 | -65 | 1424 | 1427 | 241,977.80 | 244,245.00 | -147,368.01 | -0.94 | 2023-08-20 | 2023-08-23 | NaN | 3 days |
| 46 | 60 | 1468 | 1487 | 258,979.90 | 240,294.00 | -1,121,153.72 | -7.22 | 2023-10-03 | 2023-10-22 | NaN | 19 days |
| 47 | -60 | 1487 | 1496 | 240,269.97 | 268,983.00 | -1,722,781.76 | -11.95 | 2023-10-22 | 2023-10-31 | NaN | 9 days |
| 48 | 47 | 1496 | 1557 | 269,009.90 | 325,735.00 | 2,666,079.78 | 21.09 | 2023-10-31 | 2023-12-31 | NaN | 61 days |
| 49 | -47 | 1557 | 1567 | 325,702.43 | 335,212.00 | -446,949.95 | -2.92 | 2023-12-31 | 2024-01-10 | NaN | 10 days |
| 50 | 45 | 1567 | 1594 | 335,245.52 | 340,161.00 | 221,196.55 | 1.47 | 2024-01-10 | 2024-02-06 | NaN | 27 days |
| 51 | -45 | 1594 | 1605 | 340,126.98 | 423,708.00 | -3,761,145.72 | -24.57 | 2024-02-06 | 2024-02-17 | NaN | 11 days |
| 52 | 27 | 1605 | 1649 | 423,750.37 | 532,273.00 | 2,930,110.99 | 25.61 | 2024-02-17 | 2024-04-01 | NaN | 44 days |
| 53 | -27 | 1649 | 1703 | 532,219.77 | 594,453.00 | -1,680,297.14 | -11.69 | 2024-04-01 | 2024-05-25 | NaN | 54 days |
| 54 | 21 | 1703 | 1729 | 594,512.45 | 549,767.00 | -939,654.35 | -7.53 | 2024-05-25 | 2024-06-20 | NaN | 26 days |
| 55 | -21 | 1729 | 1769 | 549,712.02 | 504,349.00 | 952,623.49 | 8.25 | 2024-06-20 | 2024-07-30 | NaN | 40 days |
| 56 | 25 | 1769 | 1777 | 504,399.43 | 354,096.00 | -3,757,585.87 | -29.80 | 2024-07-30 | 2024-08-07 | NaN | 8 days |
| 57 | -25 | 1777 | 1831 | 354,060.59 | 380,738.00 | -666,935.24 | -7.53 | 2024-08-07 | 2024-09-30 | NaN | 54 days |
| 58 | 22 | 1831 | 1851 | 380,776.07 | 395,738.00 | 329,162.38 | 3.93 | 2024-09-30 | 2024-10-20 | NaN | 20 days |
| 59 | -22 | 1851 | 1855 | 395,698.43 | 396,989.00 | -28,392.62 | -0.33 | 2024-10-20 | 2024-10-24 | NaN | 4 days |
| 60 | 21 | 1855 | 1903 | 397,028.70 | 562,823.00 | 3,481,680.32 | 41.76 | 2024-10-24 | 2024-12-11 | NaN | 48 days |
| 61 | 45 | 2048 | 2098 | 266,694.67 | 325,787.00 | 2,659,154.99 | 22.16 | 2025-05-05 | 2025-06-24 | NaN | 50 days |
| 62 | -45 | 2098 | 2116 | 325,754.42 | 429,500.00 | -4,668,551.04 | -31.85 | 2025-06-24 | 2025-07-12 | NaN | 18 days |
| 63 | 23 | 2116 | 2182 | 429,542.95 | 681,000.00 | 5,783,512.15 | 58.54 | 2025-07-12 | 2025-09-16 | NaN | 66 days |
| 64 | -23 | 2182 | 2187 | 680,931.90 | 662,309.00 | 428,326.70 | 2.73 | 2025-09-16 | 2025-09-21 | NaN | 5 days |
| 65 | 24 | 2187 | 2195 | 662,375.23 | 601,633.00 | -1,457,813.54 | -9.17 | 2025-09-21 | 2025-09-29 | NaN | 8 days |
| 66 | -24 | 2195 | 2210 | 601,572.84 | 632,265.00 | -736,611.92 | -5.10 | 2025-09-29 | 2025-10-14 | NaN | 15 days |
| 67 | 22 | 2210 | 2215 | 632,328.23 | 579,671.00 | -1,158,458.98 | -8.33 | 2025-10-14 | 2025-10-19 | NaN | 5 days |
| 68 | -22 | 2215 | 2275 | 579,613.03 | 457,374.94 | 2,689,238.10 | 21.09 | 2025-10-19 | 2025-12-18 | NaN | 60 days |
| 69 | 34 | 2275 | 2284 | 457,420.67 | 453,654.94 | -128,035.07 | -0.82 | 2025-12-18 | 2025-12-27 | NaN | 9 days |
| 70 | -34 | 2284 | 2297 | 453,609.57 | 496,564.34 | -1,460,462.24 | -9.47 | 2025-12-27 | 2026-01-09 | NaN | 13 days |
| 71 | 28 | 2297 | 2319 | 496,614.00 | 432,390.53 | -1,798,257.13 | -12.93 | 2026-01-09 | 2026-01-31 | NaN | 22 days |
| 72 | -28 | 2319 | 2360 | 432,347.29 | 326,481.44 | 2,964,243.93 | 24.49 | 2026-01-31 | 2026-03-13 | NaN | 41 days |
| 73 | 46 | 2360 | 2381 | 326,514.09 | 339,423.53 | 593,834.50 | 3.95 | 2026-03-13 | 2026-04-03 | NaN | 21 days |