| GoldenDeadCross_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2026-05-20 00:00:00 |
| Duration | 2428 days 00:00:00 |
| Exposure Time [%] | 89.13132976533554 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 31947547.091906328 |
| Equity Peak [$] | 198236368.9749 |
| Return [%] | 219.4754709190633 |
| Buy & Hold Return [%] | 1774.2070765499554 |
| Return (Ann.) [%] | 19.069523390535203 |
| Volatility (Ann.) [%] | 99.8901838407375 |
| Sharpe Ratio | 0.1909048783105574 |
| Sortino Ratio | 0.3937602681675515 |
| Calmar Ratio | 0.20569595581265548 |
| Max. Drawdown [%] | -92.70733260260796 |
| Avg. Drawdown [%] | -10.519210065166492 |
| Max. Drawdown Duration | 1946 days 00:00:00 |
| Avg. Drawdown Duration | 66 days 00:00:00 |
| # Trades | 97 |
| Win Rate [%] | 40.20618556701031 |
| Best Trade [%] | 186.12221201609916 |
| Worst Trade [%] | -38.3717669759825 |
| Avg. Trade [%] | 1.2042246520644007 |
| Max. Trade Duration | 100 days 00:00:00 |
| Avg. Trade Duration | 23 days 00:00:00 |
| Profit Factor | 1.6457019965080588 |
| Expectancy [%] | 3.651326642724458 |
| SQN | 0.15838924083147204 |
| Kelly Criterion | 0.028767311224069614 |
| _parameter | {'2019-09-26 00:00:00_2021-01-22 00:00:00': {'GoldenCross_timeperiod_short': 7, 'GoldenCross_timeperiod_long': 43, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 26}, '2021-01-23 00:00:00_2022-05-22 00:00:00': {'GoldenCross_timeperiod_short': 7, 'GoldenCross_timeperiod_long': 43, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 26}, '2022-05-23 00:00:00_2023-09-19 00:00:00': {'GoldenCross_timeperiod_short': 11, 'GoldenCross_timeperiod_long': 35, 'DeadCross_timeperiod_short': 11, 'DeadCross_timeperiod_long': 35}, '2023-09-20 00:00:00_2025-01-16 00:00:00': {'GoldenCross_timeperiod_short': 9, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 5, 'DeadCross_timeperiod_long': 30}, '2025-01-17 00:00:00_2026-05-20 00:00:00': {'GoldenCross_timeperiod_short': 14, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 19, 'DeadCross_timeperiod_long': 36}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | -570 | 28 | 40 | 17,542.25 | 20,150.00 | -1,486,420.01 | -14.87 | 2019-10-24 | 2019-11-05 | NaN | 12 days |
| 2 | 422 | 40 | 55 | 20,152.01 | 19,053.00 | -463,784.33 | -5.45 | 2019-11-05 | 2019-11-20 | NaN | 15 days |
| 3 | -422 | 55 | 105 | 19,051.09 | 15,277.00 | 1,592,667.96 | 19.81 | 2019-11-20 | 2020-01-09 | NaN | 50 days |
| 4 | 631 | 105 | 159 | 15,278.53 | 25,284.00 | 6,313,453.02 | 65.49 | 2020-01-09 | 2020-03-03 | NaN | 54 days |
| 5 | -631 | 159 | 192 | 25,281.47 | 15,666.00 | 6,067,362.58 | 38.03 | 2020-03-03 | 2020-04-05 | NaN | 33 days |
| 6 | 1405 | 192 | 235 | 15,667.57 | 22,175.00 | 9,142,943.93 | 41.53 | 2020-04-05 | 2020-05-18 | NaN | 43 days |
| 7 | -1405 | 235 | 243 | 22,172.78 | 22,014.00 | 223,089.41 | 0.72 | 2020-05-18 | 2020-05-26 | NaN | 8 days |
| 8 | 1425 | 243 | 270 | 22,016.20 | 24,356.00 | 3,334,213.01 | 10.63 | 2020-05-26 | 2020-06-22 | NaN | 27 days |
| 9 | -1425 | 270 | 289 | 24,353.56 | 25,813.00 | -2,079,695.73 | -5.99 | 2020-06-22 | 2020-07-11 | NaN | 19 days |
| 10 | 1264 | 289 | 339 | 25,815.58 | 42,158.00 | 20,656,817.24 | 63.30 | 2020-07-11 | 2020-08-30 | NaN | 50 days |
| 11 | -1264 | 339 | 384 | 42,153.78 | 40,219.00 | 2,445,567.23 | 4.59 | 2020-08-30 | 2020-10-14 | NaN | 45 days |
| 12 | 1385 | 384 | 484 | 40,223.02 | 115,087.00 | 103,686,609.67 | 186.12 | 2020-10-14 | 2021-01-22 | NaN | 100 days |
| 13 | -1053 | 522 | 535 | 151,293.87 | 209,348.00 | -61,130,999.84 | -38.37 | 2021-03-01 | 2021-03-14 | NaN | 13 days |
| 14 | 469 | 535 | 550 | 209,368.93 | 185,239.00 | -11,316,939.42 | -11.53 | 2021-03-14 | 2021-03-29 | NaN | 15 days |
| 15 | -469 | 550 | 557 | 185,220.48 | 230,163.00 | -21,078,043.71 | -24.26 | 2021-03-29 | 2021-04-05 | NaN | 7 days |
| 16 | 286 | 557 | 606 | 230,186.02 | 228,746.00 | -411,844.66 | -0.63 | 2021-04-05 | 2021-05-24 | NaN | 49 days |
| 17 | -286 | 606 | 626 | 228,723.13 | 260,279.00 | -9,024,980.14 | -13.80 | 2021-05-24 | 2021-06-13 | NaN | 20 days |
| 18 | 216 | 626 | 630 | 260,305.03 | 263,145.00 | 613,433.97 | 1.09 | 2021-06-13 | 2021-06-17 | NaN | 4 days |
| 19 | -216 | 630 | 653 | 263,118.69 | 236,651.00 | 5,717,020.07 | 10.06 | 2021-06-17 | 2021-07-10 | NaN | 23 days |
| 20 | 265 | 653 | 662 | 236,674.67 | 208,099.00 | -7,572,551.25 | -12.07 | 2021-07-10 | 2021-07-19 | NaN | 9 days |
| 21 | -265 | 662 | 674 | 208,078.19 | 269,951.00 | -16,396,294.62 | -29.74 | 2021-07-19 | 2021-07-31 | NaN | 12 days |
| 22 | 143 | 674 | 724 | 269,978.00 | 378,553.00 | 15,526,225.70 | 40.22 | 2021-07-31 | 2021-09-19 | NaN | 50 days |
| 23 | -143 | 724 | 744 | 378,515.14 | 400,274.00 | -3,111,516.31 | -5.75 | 2021-09-19 | 2021-10-09 | NaN | 20 days |
| 24 | 128 | 744 | 789 | 400,314.03 | 470,325.00 | 8,961,404.49 | 17.49 | 2021-10-09 | 2021-11-23 | NaN | 45 days |
| 25 | -128 | 789 | 807 | 470,277.97 | 452,783.00 | 2,239,355.84 | 3.72 | 2021-11-23 | 2021-12-11 | NaN | 18 days |
| 26 | 137 | 807 | 809 | 452,828.28 | 464,296.00 | 1,571,077.87 | 2.53 | 2021-12-11 | 2021-12-13 | NaN | 2 days |
| 27 | -137 | 809 | 869 | 464,249.57 | 375,400.00 | 12,172,391.14 | 19.14 | 2021-12-13 | 2022-02-11 | NaN | 60 days |
| 28 | 202 | 869 | 883 | 375,437.54 | 296,264.00 | -15,993,055.08 | -21.09 | 2022-02-11 | 2022-02-25 | NaN | 14 days |
| 29 | -203 | 883 | 908 | 296,234.37 | 341,453.00 | -9,179,381.16 | -15.26 | 2022-02-25 | 2022-03-22 | NaN | 25 days |
| 30 | 149 | 908 | 935 | 341,487.15 | 387,358.00 | 6,834,757.35 | 13.43 | 2022-03-22 | 2022-04-18 | NaN | 27 days |
| 31 | -149 | 935 | 969 | 387,319.26 | 250,518.00 | 20,383,388.37 | 35.32 | 2022-04-18 | 2022-05-22 | NaN | 34 days |
| 32 | 458 | 1025 | 1067 | 170,513.05 | 207,174.00 | 16,790,715.28 | 21.50 | 2022-07-17 | 2022-08-28 | NaN | 42 days |
| 33 | -458 | 1067 | 1084 | 207,153.28 | 244,934.00 | -17,303,568.57 | -18.24 | 2022-08-28 | 2022-09-14 | NaN | 17 days |
| 34 | 317 | 1084 | 1092 | 244,958.49 | 189,795.00 | -17,486,827.41 | -22.52 | 2022-09-14 | 2022-09-22 | NaN | 8 days |
| 35 | -317 | 1092 | 1123 | 189,776.02 | 192,243.00 | -782,032.50 | -1.30 | 2022-09-22 | 2022-10-23 | NaN | 31 days |
| 36 | 309 | 1123 | 1146 | 192,262.22 | 170,322.00 | -6,779,529.31 | -11.41 | 2022-10-23 | 2022-11-15 | NaN | 23 days |
| 37 | -309 | 1146 | 1175 | 170,304.97 | 175,341.00 | -1,556,133.95 | -2.96 | 2022-11-15 | 2022-12-14 | NaN | 29 days |
| 38 | 291 | 1175 | 1184 | 175,358.53 | 160,810.00 | -4,233,623.42 | -8.30 | 2022-12-14 | 2022-12-23 | NaN | 9 days |
| 39 | -291 | 1184 | 1205 | 160,793.92 | 183,145.00 | -6,504,164.57 | -13.90 | 2022-12-23 | 2023-01-13 | NaN | 21 days |
| 40 | 220 | 1205 | 1262 | 183,163.31 | 196,484.00 | 2,930,550.81 | 7.27 | 2023-01-13 | 2023-03-11 | NaN | 57 days |
| 41 | -220 | 1262 | 1273 | 196,464.35 | 229,000.00 | -7,157,842.65 | -16.56 | 2023-03-11 | 2023-03-22 | NaN | 11 days |
| 42 | 157 | 1273 | 1314 | 229,022.90 | 255,862.00 | 4,213,738.70 | 11.72 | 2023-03-22 | 2023-05-02 | NaN | 41 days |
| 43 | -157 | 1314 | 1341 | 255,836.41 | 257,187.00 | -212,042.03 | -0.53 | 2023-05-02 | 2023-05-29 | NaN | 27 days |
| 44 | 156 | 1341 | 1359 | 257,212.72 | 231,626.00 | -3,991,528.12 | -9.95 | 2023-05-29 | 2023-06-16 | NaN | 18 days |
| 45 | -156 | 1359 | 1370 | 231,602.84 | 272,771.00 | -6,422,233.37 | -17.78 | 2023-06-16 | 2023-06-27 | NaN | 11 days |
| 46 | 109 | 1370 | 1395 | 272,798.28 | 264,801.00 | -871,703.20 | -2.93 | 2023-06-27 | 2023-07-22 | NaN | 25 days |
| 47 | -109 | 1395 | 1421 | 264,774.52 | 266,630.00 | -202,247.33 | -0.70 | 2023-07-22 | 2023-08-17 | NaN | 26 days |
| 48 | 107 | 1421 | 1424 | 266,656.66 | 242,002.00 | -2,638,048.94 | -9.25 | 2023-08-17 | 2023-08-20 | NaN | 3 days |
| 49 | -107 | 1424 | 1454 | 241,977.80 | 240,071.00 | 204,027.58 | 0.79 | 2023-08-20 | 2023-09-19 | NaN | 30 days |
| 50 | 99 | 1490 | 1547 | 263,535.35 | 313,799.00 | 4,976,101.26 | 19.07 | 2023-10-25 | 2023-12-21 | NaN | 57 days |
| 51 | -99 | 1547 | 1551 | 313,767.62 | 329,453.00 | -1,552,852.61 | -5.00 | 2023-12-21 | 2023-12-25 | NaN | 4 days |
| 52 | 90 | 1551 | 1562 | 329,485.95 | 316,841.00 | -1,138,045.08 | -3.84 | 2023-12-25 | 2024-01-05 | NaN | 11 days |
| 53 | -90 | 1562 | 1563 | 316,809.32 | 328,550.00 | -1,056,661.57 | -3.71 | 2024-01-05 | 2024-01-06 | NaN | 1 days |
| 54 | 83 | 1563 | 1566 | 328,582.85 | 321,990.00 | -547,206.96 | -2.01 | 2024-01-06 | 2024-01-09 | NaN | 3 days |
| 55 | -83 | 1566 | 1567 | 321,957.80 | 335,212.00 | -1,100,098.52 | -4.12 | 2024-01-09 | 2024-01-10 | NaN | 1 days |
| 56 | 77 | 1567 | 1584 | 335,245.52 | 327,842.00 | -570,071.13 | -2.21 | 2024-01-10 | 2024-01-27 | NaN | 17 days |
| 57 | -77 | 1584 | 1599 | 327,809.22 | 370,987.00 | -3,324,689.38 | -13.17 | 2024-01-27 | 2024-02-11 | NaN | 15 days |
| 58 | 59 | 1599 | 1639 | 371,024.10 | 529,720.00 | 9,363,058.18 | 42.77 | 2024-02-11 | 2024-03-22 | NaN | 40 days |
| 59 | -59 | 1639 | 1660 | 529,667.03 | 541,710.00 | -710,535.35 | -2.27 | 2024-03-22 | 2024-04-12 | NaN | 21 days |
| 60 | 56 | 1660 | 1663 | 541,764.17 | 469,368.00 | -4,054,185.58 | -13.36 | 2024-04-12 | 2024-04-15 | NaN | 3 days |
| 61 | -56 | 1663 | 1679 | 469,321.06 | 502,263.00 | -1,844,748.46 | -7.02 | 2024-04-15 | 2024-05-01 | NaN | 16 days |
| 62 | 49 | 1679 | 1681 | 502,313.23 | 463,218.00 | -1,915,666.09 | -7.78 | 2024-05-01 | 2024-05-03 | NaN | 2 days |
| 63 | -49 | 1681 | 1700 | 463,171.68 | 573,000.00 | -5,381,587.77 | -23.71 | 2024-05-03 | 2024-05-22 | NaN | 19 days |
| 64 | 30 | 1700 | 1724 | 573,057.30 | 546,780.00 | -788,319.00 | -4.59 | 2024-05-22 | 2024-06-15 | NaN | 24 days |
| 65 | -30 | 1724 | 1759 | 546,725.32 | 539,633.00 | 212,769.66 | 1.30 | 2024-06-15 | 2024-07-20 | NaN | 35 days |
| 66 | 31 | 1759 | 1767 | 539,686.96 | 503,960.00 | -1,107,535.86 | -6.62 | 2024-07-20 | 2024-07-28 | NaN | 8 days |
| 67 | -31 | 1767 | 1824 | 503,909.60 | 376,771.00 | 3,941,296.72 | 25.23 | 2024-07-28 | 2024-09-23 | NaN | 57 days |
| 68 | 52 | 1824 | 1838 | 376,808.68 | 359,624.00 | -893,603.21 | -4.56 | 2024-09-23 | 2024-10-07 | NaN | 14 days |
| 69 | -52 | 1838 | 1839 | 359,588.04 | 363,269.00 | -191,410.04 | -1.02 | 2024-10-07 | 2024-10-08 | NaN | 1 days |
| 70 | 51 | 1839 | 1844 | 363,305.33 | 363,798.00 | 25,126.33 | 0.14 | 2024-10-08 | 2024-10-13 | NaN | 5 days |
| 71 | -51 | 1844 | 1845 | 363,761.62 | 369,726.00 | -304,183.37 | -1.64 | 2024-10-13 | 2024-10-14 | NaN | 1 days |
| 72 | 49 | 1845 | 1867 | 369,762.97 | 374,782.00 | 245,932.34 | 1.36 | 2024-10-14 | 2024-11-05 | NaN | 22 days |
| 73 | -49 | 1867 | 1870 | 374,744.52 | 419,407.41 | -2,188,481.34 | -11.92 | 2024-11-05 | 2024-11-08 | NaN | 3 days |
| 74 | 38 | 1870 | 1915 | 419,449.35 | 521,932.00 | 3,894,340.81 | 24.43 | 2024-11-08 | 2024-12-23 | NaN | 45 days |
| 75 | -38 | 1915 | 1931 | 521,879.81 | 581,467.00 | -2,264,313.34 | -11.42 | 2024-12-23 | 2025-01-08 | NaN | 16 days |
| 76 | 30 | 1931 | 1934 | 581,525.15 | 510,438.00 | -2,132,614.40 | -12.22 | 2025-01-08 | 2025-01-11 | NaN | 3 days |
| 77 | -31 | 1934 | 1939 | 510,386.96 | 510,680.00 | -9,084.36 | -0.06 | 2025-01-11 | 2025-01-16 | NaN | 5 days |
| 78 | 60 | 2049 | 2093 | 261,997.20 | 365,890.00 | 6,233,568.17 | 39.65 | 2025-05-06 | 2025-06-19 | NaN | 44 days |
| 79 | -60 | 2093 | 2094 | 365,853.41 | 366,671.00 | -49,055.34 | -0.22 | 2025-06-19 | 2025-06-20 | NaN | 1 days |
| 80 | 59 | 2094 | 2097 | 366,707.67 | 338,122.00 | -1,686,554.36 | -7.80 | 2025-06-20 | 2025-06-23 | NaN | 3 days |
| 81 | -60 | 2097 | 2117 | 338,088.19 | 434,902.00 | -5,808,828.73 | -28.64 | 2025-06-23 | 2025-07-13 | NaN | 20 days |
| 82 | 33 | 2117 | 2180 | 434,945.49 | 696,196.00 | 8,621,266.82 | 60.07 | 2025-07-13 | 2025-09-14 | NaN | 63 days |
| 83 | -33 | 2180 | 2188 | 696,126.38 | 664,147.00 | 1,055,319.55 | 4.59 | 2025-09-14 | 2025-09-22 | NaN | 8 days |
| 84 | 36 | 2188 | 2191 | 664,213.41 | 615,901.00 | -1,739,246.93 | -7.27 | 2025-09-22 | 2025-09-25 | NaN | 3 days |
| 85 | -36 | 2191 | 2197 | 615,839.41 | 626,422.00 | -380,973.24 | -1.72 | 2025-09-25 | 2025-10-01 | NaN | 6 days |
| 86 | 35 | 2197 | 2198 | 626,484.64 | 614,528.00 | -418,482.48 | -1.91 | 2025-10-01 | 2025-10-02 | NaN | 1 days |
| 87 | -35 | 2198 | 2274 | 614,466.55 | 459,405.31 | 5,427,143.21 | 25.24 | 2025-10-02 | 2025-12-17 | NaN | 76 days |
| 88 | 58 | 2274 | 2287 | 459,451.25 | 460,242.12 | 45,870.57 | 0.17 | 2025-12-17 | 2025-12-30 | NaN | 13 days |
| 89 | -58 | 2287 | 2299 | 460,196.10 | 486,996.66 | -1,554,432.22 | -5.82 | 2025-12-30 | 2026-01-11 | NaN | 12 days |
| 90 | 52 | 2299 | 2320 | 487,045.36 | 417,757.88 | -3,602,949.01 | -14.23 | 2026-01-11 | 2026-02-01 | NaN | 21 days |
| 91 | -52 | 2320 | 2360 | 417,716.10 | 326,481.44 | 4,744,202.41 | 21.84 | 2026-02-01 | 2026-03-13 | NaN | 40 days |
| 92 | 81 | 2360 | 2388 | 326,514.09 | 347,402.53 | 1,691,964.09 | 6.40 | 2026-03-13 | 2026-04-10 | NaN | 28 days |
| 93 | -81 | 2388 | 2389 | 347,367.79 | 348,411.81 | -84,565.74 | -0.30 | 2026-04-10 | 2026-04-11 | NaN | 1 days |
| 94 | 81 | 2389 | 2393 | 348,446.65 | 377,727.97 | 2,371,786.52 | 8.40 | 2026-04-11 | 2026-04-15 | NaN | 4 days |
| 95 | -81 | 2393 | 2394 | 377,690.20 | 370,320.97 | 596,907.40 | 1.95 | 2026-04-15 | 2026-04-16 | NaN | 1 days |
| 96 | 84 | 2394 | 2422 | 370,358.00 | 358,323.22 | -1,010,921.70 | -3.25 | 2026-04-16 | 2026-05-14 | NaN | 28 days |
| 97 | -84 | 2422 | 2428 | 358,287.39 | 338,299.09 | 1,679,016.58 | 5.58 | 2026-05-14 | 2026-05-20 | NaN | 6 days |