| GoldenDeadCross_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2026-09-26 00:00:00 |
| Duration | 2557 days 00:00:00 |
| Exposure Time [%] | 91.20406567630963 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 251703810.45895648 |
| Equity Peak [$] | 300288816.77244395 |
| Return [%] | 2417.0381045895647 |
| Buy & Hold Return [%] | 2252.7878637934878 |
| Return (Ann.) [%] | 58.4500591190459 |
| Volatility (Ann.) [%] | 122.65247193544265 |
| Sharpe Ratio | 0.4765501925620441 |
| Sortino Ratio | 1.3203054405899655 |
| Calmar Ratio | 0.7952226018398989 |
| Max. Drawdown [%] | -73.50150635031068 |
| Avg. Drawdown [%] | -12.826375839126488 |
| Max. Drawdown Duration | 1022 days 00:00:00 |
| Avg. Drawdown Duration | 48 days 00:00:00 |
| # Trades | 75 |
| Win Rate [%] | 48.0 |
| Best Trade [%] | 185.06387375994916 |
| Worst Trade [%] | -31.847788369526576 |
| Avg. Trade [%] | 4.398163114578302 |
| Max. Trade Duration | 120 days 00:00:00 |
| Avg. Trade Duration | 32 days 00:00:00 |
| Profit Factor | 2.298388275728565 |
| Expectancy [%] | 7.606552292089215 |
| SQN | 1.100151907247083 |
| Kelly Criterion | 0.14893263674275864 |
| _parameter | {'2019-09-26 00:00:00_2021-02-17 00:00:00': {'GoldenCross_timeperiod_short': 13, 'GoldenCross_timeperiod_long': 30, 'DeadCross_timeperiod_short': 9, 'DeadCross_timeperiod_long': 26}, '2021-02-18 00:00:00_2022-07-13 00:00:00': {'GoldenCross_timeperiod_short': 13, 'GoldenCross_timeperiod_long': 30, 'DeadCross_timeperiod_short': 9, 'DeadCross_timeperiod_long': 26}, '2022-07-14 00:00:00_2023-12-06 00:00:00': {'GoldenCross_timeperiod_short': 19, 'GoldenCross_timeperiod_long': 28, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 38}, '2023-12-07 00:00:00_2025-04-30 00:00:00': {'GoldenCross_timeperiod_short': 7, 'GoldenCross_timeperiod_long': 35, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 39}, '2025-05-01 00:00:00_2026-09-26 00:00:00': {'GoldenCross_timeperiod_short': 9, 'GoldenCross_timeperiod_long': 39, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 39}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | -536 | 27 | 36 | 18,644.14 | 19,659.00 | -543,967.43 | -5.44 | 2019-10-23 | 2019-11-01 | NaN | 9 days |
| 2 | 480 | 36 | 55 | 19,660.97 | 19,053.00 | -291,823.63 | -3.09 | 2019-11-01 | 2019-11-20 | NaN | 19 days |
| 3 | -481 | 55 | 103 | 19,051.09 | 15,611.00 | 1,654,685.55 | 18.06 | 2019-11-20 | 2020-01-07 | NaN | 48 days |
| 4 | 692 | 103 | 158 | 15,612.56 | 23,458.00 | 5,429,043.72 | 50.25 | 2020-01-07 | 2020-03-02 | NaN | 55 days |
| 5 | -692 | 158 | 193 | 23,455.65 | 15,549.00 | 5,471,404.71 | 33.71 | 2020-03-02 | 2020-04-06 | NaN | 35 days |
| 6 | 1396 | 193 | 234 | 15,550.55 | 21,479.00 | 8,276,109.36 | 38.12 | 2020-04-06 | 2020-05-17 | NaN | 41 days |
| 7 | -1396 | 234 | 238 | 21,476.85 | 22,612.00 | -1,584,666.47 | -5.29 | 2020-05-17 | 2020-05-21 | NaN | 4 days |
| 8 | 1256 | 238 | 268 | 22,614.26 | 24,481.00 | 2,344,623.93 | 8.25 | 2020-05-21 | 2020-06-20 | NaN | 30 days |
| 9 | -1256 | 268 | 287 | 24,478.55 | 26,497.00 | -2,535,170.81 | -8.25 | 2020-06-20 | 2020-07-09 | NaN | 19 days |
| 10 | 1064 | 287 | 336 | 26,499.65 | 41,129.00 | 15,565,628.72 | 55.21 | 2020-07-09 | 2020-08-27 | NaN | 49 days |
| 11 | -1064 | 336 | 342 | 41,124.89 | 50,375.00 | -9,842,120.13 | -22.49 | 2020-08-27 | 2020-09-02 | NaN | 6 days |
| 12 | 673 | 342 | 347 | 50,380.04 | 37,681.00 | -8,546,452.24 | -25.21 | 2020-09-02 | 2020-09-07 | NaN | 5 days |
| 13 | -674 | 347 | 383 | 37,677.23 | 40,700.00 | -2,037,345.70 | -8.02 | 2020-09-07 | 2020-10-13 | NaN | 36 days |
| 14 | 573 | 383 | 448 | 40,704.07 | 65,781.00 | 14,369,080.89 | 61.61 | 2020-10-13 | 2020-12-17 | NaN | 65 days |
| 15 | -573 | 448 | 449 | 65,774.42 | 66,248.00 | -271,360.25 | -0.72 | 2020-12-17 | 2020-12-18 | NaN | 1 days |
| 16 | 565 | 449 | 510 | 66,254.62 | 188,868.00 | 69,276,556.99 | 185.06 | 2020-12-18 | 2021-02-17 | NaN | 61 days |
| 17 | -571 | 548 | 555 | 186,619.34 | 236,884.00 | -28,701,123.03 | -26.93 | 2021-03-27 | 2021-04-03 | NaN | 7 days |
| 18 | 329 | 555 | 604 | 236,907.69 | 266,919.00 | 9,873,721.52 | 12.67 | 2021-04-03 | 2021-05-22 | NaN | 49 days |
| 19 | -329 | 604 | 650 | 266,892.31 | 256,963.00 | 3,266,742.36 | 3.72 | 2021-05-22 | 2021-07-07 | NaN | 46 days |
| 20 | 354 | 650 | 659 | 256,988.70 | 210,855.00 | -16,331,328.49 | -17.95 | 2021-07-07 | 2021-07-16 | NaN | 9 days |
| 21 | -354 | 659 | 672 | 210,833.91 | 252,865.00 | -14,879,004.27 | -19.94 | 2021-07-16 | 2021-07-29 | NaN | 13 days |
| 22 | 237 | 672 | 721 | 252,890.29 | 395,531.00 | 33,805,849.10 | 56.40 | 2021-07-29 | 2021-09-16 | NaN | 49 days |
| 23 | -237 | 721 | 742 | 395,491.45 | 397,630.00 | -506,837.08 | -0.54 | 2021-09-16 | 2021-10-07 | NaN | 21 days |
| 24 | 234 | 742 | 787 | 397,669.76 | 504,333.00 | 24,959,197.46 | 26.82 | 2021-10-07 | 2021-11-21 | NaN | 45 days |
| 25 | -234 | 787 | 804 | 504,282.57 | 489,508.00 | 3,457,248.61 | 2.93 | 2021-11-21 | 2021-12-08 | NaN | 17 days |
| 26 | 248 | 804 | 806 | 489,556.95 | 467,446.00 | -5,483,515.80 | -4.52 | 2021-12-08 | 2021-12-10 | NaN | 2 days |
| 27 | -248 | 806 | 867 | 467,399.26 | 362,180.00 | 26,094,375.34 | 22.51 | 2021-12-10 | 2022-02-09 | NaN | 61 days |
| 28 | 392 | 867 | 882 | 362,216.22 | 303,858.00 | -22,876,421.46 | -16.11 | 2022-02-09 | 2022-02-24 | NaN | 15 days |
| 29 | -393 | 882 | 905 | 303,827.61 | 333,242.00 | -11,559,853.62 | -9.68 | 2022-02-24 | 2022-03-19 | NaN | 23 days |
| 30 | 323 | 905 | 933 | 333,275.32 | 381,047.00 | 15,430,251.28 | 14.33 | 2022-03-19 | 2022-04-16 | NaN | 28 days |
| 31 | -323 | 933 | 1019 | 381,008.90 | 165,631.00 | 69,567,060.18 | 56.53 | 2022-04-16 | 2022-07-11 | NaN | 86 days |
| 32 | 1164 | 1019 | 1021 | 165,647.56 | 150,570.00 | -17,550,283.45 | -9.10 | 2022-07-11 | 2022-07-13 | NaN | 2 days |
| 33 | -826 | 1071 | 1125 | 211,999.80 | 201,557.00 | 8,625,751.07 | 4.93 | 2022-09-01 | 2022-10-25 | NaN | 54 days |
| 34 | 912 | 1125 | 1149 | 201,577.16 | 169,793.00 | -28,987,150.00 | -15.77 | 2022-10-25 | 2022-11-18 | NaN | 24 days |
| 35 | -912 | 1149 | 1177 | 169,776.02 | 177,081.00 | -6,662,141.12 | -4.30 | 2022-11-18 | 2022-12-16 | NaN | 28 days |
| 36 | 837 | 1177 | 1185 | 177,098.71 | 161,350.00 | -13,181,668.68 | -8.89 | 2022-12-16 | 2022-12-24 | NaN | 8 days |
| 37 | -837 | 1185 | 1207 | 161,333.86 | 185,353.00 | -20,104,016.00 | -14.89 | 2022-12-24 | 2023-01-15 | NaN | 22 days |
| 38 | 620 | 1207 | 1263 | 185,371.54 | 193,207.00 | 4,857,988.11 | 4.23 | 2023-01-15 | 2023-03-12 | NaN | 56 days |
| 39 | -620 | 1263 | 1274 | 193,187.68 | 239,021.00 | -28,416,658.83 | -23.72 | 2023-03-12 | 2023-03-23 | NaN | 11 days |
| 40 | 382 | 1274 | 1318 | 239,044.90 | 252,972.00 | 5,320,151.40 | 5.83 | 2023-03-23 | 2023-05-06 | NaN | 44 days |
| 41 | -382 | 1318 | 1343 | 252,946.70 | 266,098.00 | -5,023,795.53 | -5.20 | 2023-05-06 | 2023-05-31 | NaN | 25 days |
| 42 | 344 | 1343 | 1361 | 266,124.61 | 243,476.00 | -7,791,121.77 | -8.51 | 2023-05-31 | 2023-06-18 | NaN | 18 days |
| 43 | -344 | 1361 | 1374 | 243,451.65 | 268,287.00 | -8,543,359.57 | -10.20 | 2023-06-18 | 2023-07-01 | NaN | 13 days |
| 44 | 280 | 1374 | 1398 | 268,313.83 | 267,765.00 | -153,672.04 | -0.20 | 2023-07-01 | 2023-07-25 | NaN | 24 days |
| 45 | -281 | 1398 | 1468 | 267,738.22 | 258,954.00 | 2,468,366.80 | 3.28 | 2023-07-25 | 2023-10-03 | NaN | 70 days |
| 46 | 300 | 1468 | 1484 | 258,979.90 | 234,733.00 | -7,274,068.62 | -9.36 | 2023-10-03 | 2023-10-19 | NaN | 16 days |
| 47 | -300 | 1484 | 1493 | 234,709.53 | 271,508.00 | -11,039,541.99 | -15.68 | 2023-10-19 | 2023-10-28 | NaN | 9 days |
| 48 | 218 | 1493 | 1532 | 271,535.15 | 329,955.00 | 12,735,527.13 | 21.51 | 2023-10-28 | 2023-12-06 | NaN | 39 days |
| 49 | -211 | 1593 | 1602 | 340,288.97 | 396,881.00 | -11,940,918.82 | -16.63 | 2024-02-05 | 2024-02-14 | NaN | 9 days |
| 50 | 151 | 1602 | 1650 | 396,920.69 | 551,512.00 | 23,343,288.10 | 38.95 | 2024-02-14 | 2024-04-02 | NaN | 48 days |
| 51 | -151 | 1650 | 1702 | 551,456.85 | 586,794.00 | -5,335,909.83 | -6.41 | 2024-04-02 | 2024-05-24 | NaN | 52 days |
| 52 | 133 | 1702 | 1733 | 586,852.68 | 559,600.00 | -3,624,606.36 | -4.64 | 2024-05-24 | 2024-06-24 | NaN | 31 days |
| 53 | -133 | 1733 | 1769 | 559,544.04 | 504,349.00 | 7,340,940.32 | 9.86 | 2024-06-24 | 2024-07-30 | NaN | 36 days |
| 54 | 162 | 1769 | 1773 | 504,399.43 | 478,353.00 | -4,219,522.45 | -5.16 | 2024-07-30 | 2024-08-03 | NaN | 4 days |
| 55 | -162 | 1773 | 1831 | 478,305.16 | 380,738.00 | 15,805,880.68 | 20.40 | 2024-08-03 | 2024-09-30 | NaN | 58 days |
| 56 | 245 | 1831 | 1923 | 380,776.07 | 528,701.00 | 36,241,606.92 | 38.85 | 2024-09-30 | 2024-12-31 | NaN | 92 days |
| 57 | -245 | 1923 | 2043 | 528,648.13 | 256,688.00 | 66,630,231.83 | 51.44 | 2024-12-31 | 2025-04-30 | NaN | 120 days |
| 58 | -557 | 2096 | 2097 | 352,103.79 | 338,122.00 | 7,787,854.86 | 3.97 | 2025-06-22 | 2025-06-23 | NaN | 1 days |
| 59 | 603 | 2097 | 2098 | 338,155.81 | 325,787.00 | -7,458,393.76 | -3.66 | 2025-06-23 | 2025-06-24 | NaN | 1 days |
| 60 | -603 | 2098 | 2116 | 325,754.42 | 429,500.00 | -62,558,583.96 | -31.85 | 2025-06-24 | 2025-07-12 | NaN | 18 days |
| 61 | 312 | 2116 | 2182 | 429,542.95 | 681,000.00 | 78,454,599.60 | 58.54 | 2025-07-12 | 2025-09-16 | NaN | 66 days |
| 62 | -312 | 2182 | 2188 | 680,931.90 | 664,147.00 | 5,236,888.80 | 2.46 | 2025-09-16 | 2025-09-22 | NaN | 6 days |
| 63 | 327 | 2188 | 2195 | 664,213.41 | 601,633.00 | -20,463,795.61 | -9.42 | 2025-09-22 | 2025-09-29 | NaN | 7 days |
| 64 | -328 | 2195 | 2211 | 601,572.84 | 647,774.00 | -15,153,981.56 | -7.68 | 2025-09-29 | 2025-10-15 | NaN | 16 days |
| 65 | 281 | 2211 | 2214 | 647,838.78 | 585,339.00 | -17,562,437.45 | -9.65 | 2025-10-15 | 2025-10-18 | NaN | 3 days |
| 66 | -281 | 2214 | 2276 | 585,280.47 | 439,913.22 | 40,848,196.51 | 24.84 | 2025-10-18 | 2025-12-19 | NaN | 62 days |
| 67 | 467 | 2276 | 2285 | 439,957.21 | 458,291.50 | 8,562,113.40 | 4.17 | 2025-12-19 | 2025-12-28 | NaN | 9 days |
| 68 | -467 | 2285 | 2297 | 458,245.67 | 496,564.34 | -17,894,820.24 | -8.36 | 2025-12-28 | 2026-01-09 | NaN | 12 days |
| 69 | 395 | 2297 | 2319 | 496,614.00 | 432,390.53 | -25,368,270.23 | -12.93 | 2026-01-09 | 2026-01-31 | NaN | 22 days |
| 70 | -395 | 2319 | 2361 | 432,347.29 | 329,896.81 | 40,467,939.48 | 23.70 | 2026-01-31 | 2026-03-14 | NaN | 42 days |
| 71 | 640 | 2361 | 2423 | 329,929.80 | 356,938.06 | 17,285,286.60 | 8.19 | 2026-03-14 | 2026-05-15 | NaN | 62 days |
| 72 | -640 | 2423 | 2482 | 356,902.37 | 289,007.91 | 43,452,455.96 | 19.02 | 2026-05-15 | 2026-07-13 | NaN | 59 days |
| 73 | 941 | 2482 | 2515 | 289,036.81 | 300,656.59 | 10,934,219.29 | 4.02 | 2026-07-13 | 2026-08-15 | NaN | 33 days |
| 74 | -941 | 2515 | 2522 | 300,626.53 | 369,693.28 | -64,991,814.72 | -22.97 | 2026-08-15 | 2026-08-22 | NaN | 7 days |
| 75 | 589 | 2522 | 2557 | 369,730.25 | 427,038.34 | 33,754,466.88 | 15.50 | 2026-08-22 | 2026-09-26 | NaN | 35 days |