| GoldenDeadCross_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2025-08-28 00:00:00 |
| Duration | 2163 days 00:00:00 |
| Exposure Time [%] | 87.06099815157117 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 24071328.427203126 |
| Equity Peak [$] | 74494557.717 |
| Return [%] | 140.71328427203127 |
| Buy & Hold Return [%] | 3694.218331846566 |
| Return (Ann.) [%] | 15.970434260967448 |
| Volatility (Ann.) [%] | 90.44686959830422 |
| Sharpe Ratio | 0.1765725484131833 |
| Sortino Ratio | 0.34582564106436925 |
| Calmar Ratio | 0.18065806708671664 |
| Max. Drawdown [%] | -88.40144544058235 |
| Avg. Drawdown [%] | -17.6072840605392 |
| Max. Drawdown Duration | 1110 days 00:00:00 |
| Avg. Drawdown Duration | 95 days 00:00:00 |
| # Trades | 60 |
| Win Rate [%] | 46.666666666666664 |
| Best Trade [%] | 65.48714965513331 |
| Worst Trade [%] | -29.798493911833678 |
| Avg. Trade [%] | 1.493446560188394 |
| Max. Trade Duration | 101 days 00:00:00 |
| Avg. Trade Duration | 32 days 00:00:00 |
| Profit Factor | 1.548668950473938 |
| Expectancy [%] | 3.824297654367559 |
| SQN | 0.26713593335070895 |
| Kelly Criterion | 0.04305219361521101 |
| _parameter | {'2019-09-26 00:00:00_2020-11-30 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 34, 'DeadCross_timeperiod_short': 6, 'DeadCross_timeperiod_long': 40}, '2020-12-01 00:00:00_2022-02-05 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 34, 'DeadCross_timeperiod_short': 6, 'DeadCross_timeperiod_long': 40}, '2022-02-06 00:00:00_2023-04-13 00:00:00': {'GoldenCross_timeperiod_short': 7, 'GoldenCross_timeperiod_long': 36, 'DeadCross_timeperiod_short': 11, 'DeadCross_timeperiod_long': 40}, '2023-04-14 00:00:00_2024-06-18 00:00:00': {'GoldenCross_timeperiod_short': 11, 'GoldenCross_timeperiod_long': 34, 'DeadCross_timeperiod_short': 20, 'DeadCross_timeperiod_long': 34}, '2024-06-19 00:00:00_2025-08-28 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 32, 'DeadCross_timeperiod_short': 19, 'DeadCross_timeperiod_long': 31}} |
| 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 | 197 | 25,281.47 | 18,499.00 | 5,310,675.26 | 26.83 | 2020-03-03 | 2020-04-10 | NaN | 38 days |
| 4 | 1357 | 197 | 278 | 18,500.85 | 24,538.00 | 8,192,412.69 | 32.63 | 2020-04-10 | 2020-06-30 | NaN | 81 days |
| 5 | -1357 | 278 | 288 | 24,535.55 | 25,979.00 | -1,958,766.81 | -5.88 | 2020-06-30 | 2020-07-10 | NaN | 10 days |
| 6 | 1206 | 288 | 348 | 25,981.60 | 37,626.00 | 14,043,148.93 | 44.82 | 2020-07-10 | 2020-09-08 | NaN | 60 days |
| 7 | -1206 | 348 | 383 | 37,622.24 | 40,700.00 | -3,711,781.70 | -8.18 | 2020-09-08 | 2020-10-13 | NaN | 35 days |
| 8 | 1024 | 383 | 431 | 40,704.07 | 60,034.00 | 19,793,848.32 | 47.49 | 2020-10-13 | 2020-11-30 | NaN | 48 days |
| 9 | -394 | 521 | 530 | 155,813.42 | 198,500.00 | -16,818,513.66 | -27.40 | 2021-02-28 | 2021-03-09 | NaN | 9 days |
| 10 | 224 | 530 | 547 | 198,519.85 | 173,537.00 | -5,596,158.40 | -12.58 | 2021-03-09 | 2021-03-26 | NaN | 17 days |
| 11 | -225 | 547 | 552 | 173,519.65 | 202,471.00 | -6,514,054.58 | -16.68 | 2021-03-26 | 2021-03-31 | NaN | 5 days |
| 12 | 160 | 552 | 605 | 202,491.25 | 250,864.00 | 7,739,640.46 | 23.89 | 2021-03-31 | 2021-05-23 | NaN | 53 days |
| 13 | -160 | 605 | 670 | 250,838.91 | 245,130.00 | 913,426.18 | 2.28 | 2021-05-23 | 2021-07-27 | NaN | 65 days |
| 14 | 168 | 670 | 727 | 245,154.51 | 302,000.00 | 9,550,041.82 | 23.19 | 2021-07-27 | 2021-09-22 | NaN | 57 days |
| 15 | -168 | 727 | 741 | 301,969.80 | 391,258.00 | -15,000,417.60 | -29.57 | 2021-09-22 | 2021-10-06 | NaN | 14 days |
| 16 | 91 | 741 | 788 | 391,297.13 | 487,577.00 | 8,761,468.55 | 24.61 | 2021-10-06 | 2021-11-22 | NaN | 47 days |
| 17 | -91 | 788 | 792 | 487,528.24 | 521,043.00 | -3,049,842.95 | -6.87 | 2021-11-22 | 2021-11-26 | NaN | 4 days |
| 18 | 79 | 792 | 793 | 521,095.10 | 459,444.00 | -4,870,437.24 | -11.83 | 2021-11-26 | 2021-11-27 | NaN | 1 days |
| 19 | -79 | 793 | 799 | 459,398.06 | 510,867.00 | -4,066,046.61 | -11.20 | 2021-11-27 | 2021-12-03 | NaN | 6 days |
| 20 | 63 | 799 | 801 | 510,918.09 | 466,317.00 | -2,809,868.46 | -8.73 | 2021-12-03 | 2021-12-05 | NaN | 2 days |
| 21 | -63 | 801 | 863 | 466,270.37 | 309,379.00 | 9,884,156.20 | 33.65 | 2021-12-05 | 2022-02-05 | NaN | 62 days |
| 22 | 114 | 909 | 943 | 345,822.58 | 376,574.00 | 3,505,662.02 | 8.89 | 2022-03-23 | 2022-04-26 | NaN | 34 days |
| 23 | -114 | 943 | 1028 | 376,536.34 | 217,587.00 | 18,120,225.06 | 42.21 | 2022-04-26 | 2022-07-20 | NaN | 85 days |
| 24 | 281 | 1028 | 1068 | 217,608.76 | 205,032.00 | -3,534,069.19 | -5.78 | 2022-07-20 | 2022-08-29 | NaN | 40 days |
| 25 | -281 | 1068 | 1083 | 205,011.50 | 251,214.00 | -12,982,903.40 | -22.54 | 2022-08-29 | 2022-09-13 | NaN | 15 days |
| 26 | 177 | 1083 | 1090 | 251,239.12 | 190,644.00 | -10,725,336.49 | -24.12 | 2022-09-13 | 2022-09-20 | NaN | 7 days |
| 27 | -178 | 1090 | 1126 | 190,624.94 | 200,166.00 | -1,698,309.46 | -5.01 | 2022-09-20 | 2022-10-26 | NaN | 36 days |
| 28 | 161 | 1126 | 1146 | 200,186.02 | 170,322.00 | -4,808,106.67 | -14.92 | 2022-10-26 | 2022-11-15 | NaN | 20 days |
| 29 | -161 | 1146 | 1179 | 170,304.97 | 159,614.08 | 1,721,233.24 | 6.28 | 2022-11-15 | 2022-12-18 | NaN | 33 days |
| 30 | 182 | 1179 | 1182 | 159,630.04 | 159,962.00 | 60,416.81 | 0.21 | 2022-12-18 | 2022-12-21 | NaN | 3 days |
| 31 | -182 | 1182 | 1205 | 159,946.00 | 183,145.00 | -4,222,217.31 | -14.50 | 2022-12-21 | 2023-01-13 | NaN | 23 days |
| 32 | 136 | 1205 | 1263 | 183,163.31 | 193,207.00 | 1,365,941.23 | 5.48 | 2023-01-13 | 2023-03-12 | NaN | 58 days |
| 33 | -136 | 1263 | 1272 | 193,187.68 | 236,884.00 | -5,942,699.62 | -22.62 | 2023-03-12 | 2023-03-21 | NaN | 9 days |
| 34 | 86 | 1272 | 1295 | 236,907.69 | 252,904.00 | 1,375,682.80 | 6.75 | 2023-03-21 | 2023-04-13 | NaN | 23 days |
| 35 | 84 | 1346 | 1363 | 258,697.87 | 243,956.00 | -1,238,316.84 | -5.70 | 2023-06-03 | 2023-06-20 | NaN | 17 days |
| 36 | -84 | 1363 | 1377 | 243,931.60 | 279,760.00 | -3,009,585.23 | -14.69 | 2023-06-20 | 2023-07-04 | NaN | 14 days |
| 37 | 62 | 1377 | 1397 | 279,787.98 | 265,319.00 | -897,076.51 | -5.17 | 2023-07-04 | 2023-07-24 | NaN | 20 days |
| 38 | -62 | 1397 | 1468 | 265,292.47 | 258,954.00 | 392,985.02 | 2.39 | 2023-07-24 | 2023-10-03 | NaN | 71 days |
| 39 | 65 | 1468 | 1487 | 258,979.90 | 240,294.00 | -1,214,583.20 | -7.22 | 2023-10-03 | 2023-10-22 | NaN | 19 days |
| 40 | -66 | 1487 | 1495 | 240,269.97 | 266,472.00 | -1,729,333.94 | -10.91 | 2023-10-22 | 2023-10-30 | NaN | 8 days |
| 41 | 53 | 1495 | 1559 | 266,498.65 | 323,150.00 | 3,002,521.70 | 21.26 | 2023-10-30 | 2024-01-02 | NaN | 64 days |
| 42 | -53 | 1559 | 1567 | 323,117.68 | 335,212.00 | -640,998.70 | -3.74 | 2024-01-02 | 2024-01-10 | NaN | 8 days |
| 43 | 49 | 1567 | 1595 | 335,245.52 | 342,290.00 | 345,179.46 | 2.10 | 2024-01-10 | 2024-02-07 | NaN | 28 days |
| 44 | -49 | 1595 | 1605 | 342,255.77 | 423,708.00 | -3,991,159.22 | -23.80 | 2024-02-07 | 2024-02-17 | NaN | 10 days |
| 45 | 30 | 1605 | 1650 | 423,750.37 | 551,512.00 | 3,832,848.88 | 30.15 | 2024-02-17 | 2024-04-02 | NaN | 45 days |
| 46 | -30 | 1650 | 1703 | 551,456.85 | 594,453.00 | -1,289,884.54 | -7.80 | 2024-04-02 | 2024-05-25 | NaN | 53 days |
| 47 | 25 | 1703 | 1727 | 594,512.45 | 571,750.00 | -569,061.13 | -3.83 | 2024-05-25 | 2024-06-18 | NaN | 24 days |
| 48 | 29 | 1769 | 1777 | 504,399.43 | 354,096.00 | -4,358,799.61 | -29.80 | 2024-07-30 | 2024-08-07 | NaN | 8 days |
| 49 | -29 | 1777 | 1830 | 354,060.59 | 384,069.00 | -870,243.88 | -8.48 | 2024-08-07 | 2024-09-29 | NaN | 53 days |
| 50 | 25 | 1830 | 1850 | 384,107.41 | 391,030.00 | 173,064.83 | 1.80 | 2024-09-29 | 2024-10-19 | NaN | 20 days |
| 51 | -25 | 1850 | 1854 | 390,990.90 | 402,532.00 | -288,527.58 | -2.95 | 2024-10-19 | 2024-10-23 | NaN | 4 days |
| 52 | 23 | 1854 | 1921 | 402,572.25 | 527,172.00 | 2,865,794.18 | 30.95 | 2024-10-23 | 2024-12-29 | NaN | 67 days |
| 53 | -23 | 1921 | 1945 | 527,119.28 | 510,915.00 | 372,698.50 | 3.07 | 2024-12-29 | 2025-01-22 | NaN | 24 days |
| 54 | 24 | 1945 | 1946 | 510,966.09 | 518,175.00 | 173,013.80 | 1.41 | 2025-01-22 | 2025-01-23 | NaN | 1 days |
| 55 | -24 | 1946 | 2047 | 518,123.18 | 267,586.00 | 6,012,892.38 | 48.35 | 2025-01-23 | 2025-05-04 | NaN | 101 days |
| 56 | 70 | 2047 | 2084 | 267,612.76 | 362,907.00 | 6,670,596.90 | 35.61 | 2025-05-04 | 2025-06-10 | NaN | 37 days |
| 57 | -70 | 2084 | 2087 | 362,870.71 | 399,997.00 | -2,598,840.35 | -10.23 | 2025-06-10 | 2025-06-13 | NaN | 3 days |
| 58 | 57 | 2087 | 2096 | 400,037.00 | 352,139.00 | -2,730,185.98 | -11.97 | 2025-06-13 | 2025-06-22 | NaN | 9 days |
| 59 | -57 | 2096 | 2117 | 352,103.79 | 434,902.00 | -4,719,498.19 | -23.52 | 2025-06-22 | 2025-07-13 | NaN | 21 days |
| 60 | 35 | 2117 | 2163 | 434,945.49 | 678,816.00 | 8,535,467.84 | 56.07 | 2025-07-13 | 2025-08-28 | NaN | 46 days |