| GoldenDeadCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2026-05-20 00:00:00 |
| Duration | 3792 days 00:00:00 |
| Exposure Time [%] | 91.32612707619299 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 247871206.30423427 |
| Equity Peak [$] | 299517994.8635936 |
| Return [%] | 24687.12063042343 |
| Buy & Hold Return [%] | 17491.348471284946 |
| Return (Ann.) [%] | 69.97933644478292 |
| Volatility (Ann.) [%] | 108.82071289325536 |
| Sharpe Ratio | 0.6430700055551666 |
| Sortino Ratio | 1.8065741958542427 |
| Calmar Ratio | 1.112650996247686 |
| Max. Drawdown [%] | -62.894237888414104 |
| Avg. Drawdown [%] | -8.971558651721665 |
| Max. Drawdown Duration | 1407 days 00:00:00 |
| Avg. Drawdown Duration | 47 days 00:00:00 |
| # Trades | 82 |
| Win Rate [%] | 47.5609756097561 |
| Best Trade [%] | 223.37234135143805 |
| Worst Trade [%] | -35.5072314282447 |
| Avg. Trade [%] | 6.914465389340418 |
| Max. Trade Duration | 155 days 00:00:00 |
| Avg. Trade Duration | 43 days 00:00:00 |
| Profit Factor | 3.4671903580893026 |
| Expectancy [%] | 11.654378048695726 |
| SQN | 1.114971204872797 |
| Kelly Criterion | 0.16657407625210857 |
| _parameter | {'2016-01-01 00:00:00_2018-01-27 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 33, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 44}, '2018-01-28 00:00:00_2020-02-24 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 33, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 44}, '2020-02-25 00:00:00_2022-03-23 00:00:00': {'GoldenCross_timeperiod_short': 9, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 14, 'DeadCross_timeperiod_long': 36}, '2022-03-24 00:00:00_2024-04-19 00:00:00': {'GoldenCross_timeperiod_short': 7, 'GoldenCross_timeperiod_long': 36, 'DeadCross_timeperiod_short': 14, 'DeadCross_timeperiod_long': 42}, '2024-04-20 00:00:00_2026-05-20 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 35, 'DeadCross_timeperiod_short': 12, 'DeadCross_timeperiod_long': 43}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2280 | 51 | 84 | 438.48 | 412.86 | -58,409.13 | -5.84 | 2016-02-21 | 2016-03-25 | NaN | 33 days |
| 2 | -2282 | 84 | 96 | 412.45 | 422.40 | -22,712.43 | -2.41 | 2016-03-25 | 2016-04-06 | NaN | 12 days |
| 3 | 2173 | 96 | 201 | 422.82 | 673.98 | 545,765.46 | 59.40 | 2016-04-06 | 2016-07-20 | NaN | 105 days |
| 4 | -2175 | 201 | 253 | 673.31 | 622.07 | 111,438.34 | 7.61 | 2016-07-20 | 2016-09-10 | NaN | 52 days |
| 5 | 2531 | 253 | 384 | 622.69 | 887.98 | 671,443.75 | 42.60 | 2016-09-10 | 2017-01-19 | NaN | 131 days |
| 6 | -2533 | 384 | 394 | 887.09 | 924.69 | -95,235.68 | -4.24 | 2017-01-19 | 2017-01-29 | NaN | 10 days |
| 7 | 2325 | 394 | 448 | 925.61 | 1,025.13 | 231,373.10 | 10.75 | 2017-01-29 | 2017-03-24 | NaN | 54 days |
| 8 | -2327 | 448 | 467 | 1,024.10 | 1,224.00 | -465,155.97 | -19.52 | 2017-03-24 | 2017-04-12 | NaN | 19 days |
| 9 | 1565 | 467 | 552 | 1,225.22 | 2,616.89 | 2,177,957.29 | 113.58 | 2017-04-12 | 2017-07-06 | NaN | 85 days |
| 10 | -1566 | 552 | 575 | 2,614.27 | 2,786.07 | -269,033.93 | -6.57 | 2017-07-06 | 2017-07-29 | NaN | 23 days |
| 11 | 1372 | 575 | 626 | 2,788.86 | 3,719.98 | 1,277,502.03 | 33.39 | 2017-07-29 | 2017-09-18 | NaN | 51 days |
| 12 | -1373 | 626 | 646 | 3,716.26 | 4,425.00 | -973,099.99 | -19.07 | 2017-09-18 | 2017-10-08 | NaN | 20 days |
| 13 | 932 | 646 | 742 | 4,429.42 | 13,308.06 | 8,274,887.82 | 200.45 | 2017-10-08 | 2018-01-12 | NaN | 96 days |
| 14 | -933 | 742 | 757 | 13,294.75 | 11,086.88 | 2,059,944.52 | 16.61 | 2018-01-12 | 2018-01-27 | NaN | 15 days |
| 15 | -1751 | 806 | 843 | 8,257.45 | 8,795.00 | -941,242.56 | -6.51 | 2018-03-17 | 2018-04-23 | NaN | 37 days |
| 16 | 1536 | 843 | 872 | 8,803.79 | 8,393.43 | -630,320.64 | -4.66 | 2018-04-23 | 2018-05-22 | NaN | 29 days |
| 17 | -1537 | 872 | 931 | 8,385.04 | 7,470.01 | 1,406,395.84 | 10.91 | 2018-05-22 | 2018-07-20 | NaN | 59 days |
| 18 | 1912 | 931 | 955 | 7,477.48 | 6,316.00 | -2,220,749.78 | -15.53 | 2018-07-20 | 2018-08-13 | NaN | 24 days |
| 19 | -1914 | 955 | 980 | 6,309.68 | 6,495.00 | -354,694.82 | -2.94 | 2018-08-13 | 2018-09-07 | NaN | 25 days |
| 20 | 1803 | 980 | 986 | 6,501.49 | 6,326.00 | -316,417.48 | -2.70 | 2018-09-07 | 2018-09-13 | NaN | 6 days |
| 21 | -1805 | 986 | 1097 | 6,319.67 | 3,826.10 | 4,500,901.07 | 39.46 | 2018-09-13 | 2019-01-02 | NaN | 111 days |
| 22 | 4154 | 1097 | 1116 | 3,829.93 | 3,537.56 | -1,214,488.78 | -7.63 | 2019-01-02 | 2019-01-21 | NaN | 19 days |
| 23 | -4158 | 1116 | 1146 | 3,534.02 | 3,888.37 | -1,473,377.15 | -10.03 | 2019-01-21 | 2019-02-20 | NaN | 30 days |
| 24 | 3397 | 1146 | 1301 | 3,892.26 | 9,772.59 | 19,975,486.55 | 151.08 | 2019-02-20 | 2019-07-25 | NaN | 155 days |
| 25 | -3400 | 1301 | 1318 | 9,762.82 | 11,280.95 | -5,161,650.81 | -15.55 | 2019-07-25 | 2019-08-11 | NaN | 17 days |
| 26 | 2482 | 1318 | 1331 | 11,292.23 | 10,413.45 | -2,181,134.32 | -7.78 | 2019-08-11 | 2019-08-24 | NaN | 13 days |
| 27 | -2485 | 1331 | 1400 | 10,403.04 | 9,159.96 | 3,089,045.23 | 11.95 | 2019-08-24 | 2019-11-01 | NaN | 69 days |
| 28 | 3156 | 1400 | 1420 | 9,169.12 | 8,082.97 | -3,427,889.27 | -11.85 | 2019-11-01 | 2019-11-21 | NaN | 20 days |
| 29 | -3159 | 1420 | 1467 | 8,074.89 | 7,764.63 | 980,101.96 | 3.84 | 2019-11-21 | 2020-01-07 | NaN | 47 days |
| 30 | 3409 | 1467 | 1515 | 7,772.39 | 9,965.00 | 7,474,591.71 | 28.21 | 2020-01-07 | 2020-02-24 | NaN | 48 days |
| 31 | 4653 | 1561 | 1636 | 7,299.58 | 9,623.56 | 10,813,468.28 | 31.84 | 2020-04-10 | 2020-06-24 | NaN | 75 days |
| 32 | -4658 | 1636 | 1666 | 9,613.94 | 9,613.24 | 3,244.02 | 0.01 | 2020-06-24 | 2020-07-24 | NaN | 30 days |
| 33 | 4654 | 1666 | 1707 | 9,622.85 | 11,395.49 | 8,249,851.48 | 18.42 | 2020-07-24 | 2020-09-03 | NaN | 41 days |
| 34 | -4658 | 1707 | 1741 | 11,384.09 | 10,601.20 | 3,646,722.63 | 6.88 | 2020-09-03 | 2020-10-07 | NaN | 34 days |
| 35 | 5341 | 1741 | 1857 | 10,611.80 | 34,315.63 | 126,602,149.62 | 223.37 | 2020-10-07 | 2021-01-31 | NaN | 116 days |
| 36 | -5346 | 1857 | 1866 | 34,281.31 | 46,453.66 | -65,073,359.74 | -35.51 | 2021-01-31 | 2021-02-09 | NaN | 9 days |
| 37 | 2542 | 1866 | 1942 | 46,500.11 | 49,121.00 | 6,662,293.08 | 5.64 | 2021-02-09 | 2021-04-26 | NaN | 76 days |
| 38 | -2544 | 1942 | 2037 | 49,071.88 | 40,039.44 | 22,978,524.82 | 18.41 | 2021-04-26 | 2021-07-30 | NaN | 95 days |
| 39 | 3689 | 2037 | 2087 | 40,079.48 | 47,306.87 | 26,661,843.78 | 18.03 | 2021-07-30 | 2021-09-18 | NaN | 50 days |
| 40 | -3692 | 2087 | 2108 | 47,259.56 | 53,965.18 | -24,757,137.48 | -14.19 | 2021-09-18 | 2021-10-09 | NaN | 21 days |
| 41 | 2772 | 2108 | 2153 | 54,019.15 | 56,280.81 | 6,269,334.88 | 4.19 | 2021-10-09 | 2021-11-23 | NaN | 45 days |
| 42 | -2775 | 2153 | 2235 | 56,224.53 | 42,395.43 | 38,375,750.25 | 24.60 | 2021-11-23 | 2022-02-13 | NaN | 82 days |
| 43 | 4580 | 2235 | 2251 | 42,437.83 | 37,703.49 | -21,683,256.27 | -11.16 | 2022-02-13 | 2022-03-01 | NaN | 16 days |
| 44 | -4585 | 2251 | 2273 | 37,665.79 | 41,011.79 | -15,341,426.00 | -8.88 | 2022-03-01 | 2022-03-23 | NaN | 22 days |
| 45 | 7144 | 2396 | 2430 | 22,727.73 | 21,519.86 | -8,628,987.70 | -5.31 | 2022-07-24 | 2022-08-27 | NaN | 34 days |
| 46 | -7152 | 2430 | 2492 | 21,498.34 | 20,756.83 | 5,303,280.52 | 3.45 | 2022-08-27 | 2022-10-28 | NaN | 62 days |
| 47 | 7655 | 2492 | 2509 | 20,777.59 | 16,777.72 | -30,618,980.58 | -19.25 | 2022-10-28 | 2022-11-14 | NaN | 17 days |
| 48 | -7663 | 2509 | 2543 | 16,760.94 | 16,636.57 | 953,077.35 | 0.74 | 2022-11-14 | 2022-12-18 | NaN | 34 days |
| 49 | 7770 | 2543 | 2555 | 16,653.20 | 16,539.02 | -887,216.89 | -0.69 | 2022-12-18 | 2022-12-30 | NaN | 12 days |
| 50 | -7777 | 2555 | 2570 | 16,522.48 | 18,863.05 | -18,202,605.27 | -14.17 | 2022-12-30 | 2023-01-14 | NaN | 15 days |
| 51 | 5841 | 2570 | 2624 | 18,881.91 | 22,199.41 | 19,377,499.68 | 17.57 | 2023-01-14 | 2023-03-09 | NaN | 54 days |
| 52 | -5847 | 2624 | 2635 | 22,177.21 | 26,991.44 | -28,148,799.36 | -21.71 | 2023-03-09 | 2023-03-20 | NaN | 11 days |
| 53 | 3758 | 2635 | 2679 | 27,018.43 | 28,056.38 | 3,900,610.69 | 3.84 | 2023-03-20 | 2023-05-03 | NaN | 44 days |
| 54 | -3761 | 2679 | 2684 | 28,028.32 | 28,907.66 | -3,307,184.13 | -3.14 | 2023-05-03 | 2023-05-08 | NaN | 5 days |
| 55 | 3529 | 2684 | 2688 | 28,936.57 | 27,616.17 | -4,659,683.34 | -4.56 | 2023-05-08 | 2023-05-12 | NaN | 4 days |
| 56 | -3532 | 2688 | 2732 | 27,588.55 | 30,692.18 | -10,962,007.63 | -11.25 | 2023-05-12 | 2023-06-25 | NaN | 44 days |
| 57 | 2815 | 2732 | 2766 | 30,722.87 | 29,212.99 | -4,250,318.34 | -4.91 | 2023-06-25 | 2023-07-29 | NaN | 34 days |
| 58 | -2818 | 2766 | 2826 | 29,183.78 | 26,297.06 | 8,134,768.53 | 9.89 | 2023-07-29 | 2023-09-27 | NaN | 60 days |
| 59 | 3433 | 2826 | 2945 | 26,323.36 | 39,547.64 | 45,398,963.33 | 50.24 | 2023-09-27 | 2024-01-24 | NaN | 119 days |
| 60 | -3437 | 2945 | 2962 | 39,508.09 | 45,342.16 | -20,051,690.48 | -14.77 | 2024-01-24 | 2024-02-10 | NaN | 17 days |
| 61 | 2550 | 2962 | 3028 | 45,387.50 | 65,638.05 | 51,638,896.99 | 44.62 | 2024-02-10 | 2024-04-16 | NaN | 66 days |
| 62 | -2552 | 3028 | 3031 | 65,572.41 | 61,270.97 | 10,977,279.86 | 6.56 | 2024-04-16 | 2024-04-19 | NaN | 3 days |
| 63 | -2753 | 3095 | 3127 | 64,775.77 | 67,583.44 | -7,729,517.19 | -4.33 | 2024-06-22 | 2024-07-24 | NaN | 32 days |
| 64 | 2522 | 3127 | 3144 | 67,651.02 | 61,643.37 | -15,151,301.98 | -8.88 | 2024-07-24 | 2024-08-10 | NaN | 17 days |
| 65 | -2524 | 3144 | 3187 | 61,581.73 | 63,197.85 | -4,079,095.39 | -2.62 | 2024-08-10 | 2024-09-22 | NaN | 43 days |
| 66 | 2393 | 3187 | 3287 | 63,261.05 | 93,513.06 | 72,393,065.07 | 47.82 | 2024-09-22 | 2024-12-31 | NaN | 100 days |
| 67 | -2395 | 3287 | 3309 | 93,419.55 | 102,233.73 | -21,109,968.43 | -9.44 | 2024-12-31 | 2025-01-22 | NaN | 22 days |
| 68 | 1980 | 3309 | 3330 | 102,335.96 | 97,484.45 | -9,605,997.19 | -4.74 | 2025-01-22 | 2025-02-12 | NaN | 21 days |
| 69 | -1982 | 3330 | 3399 | 97,386.97 | 85,199.44 | 24,155,675.64 | 12.51 | 2025-02-12 | 2025-04-22 | NaN | 69 days |
| 70 | 2547 | 3399 | 3461 | 85,284.64 | 102,314.54 | 43,375,156.73 | 19.97 | 2025-04-22 | 2025-06-23 | NaN | 62 days |
| 71 | -2549 | 3461 | 3473 | 102,212.23 | 109,620.26 | -18,883,080.04 | -7.25 | 2025-06-23 | 2025-07-05 | NaN | 12 days |
| 72 | 2202 | 3473 | 3523 | 109,729.88 | 116,889.41 | 15,765,284.49 | 6.52 | 2025-07-05 | 2025-08-24 | NaN | 50 days |
| 73 | -2205 | 3523 | 3550 | 116,772.52 | 117,182.92 | -904,930.70 | -0.35 | 2025-08-24 | 2025-09-20 | NaN | 27 days |
| 74 | 2187 | 3550 | 3562 | 117,300.10 | 114,105.34 | -6,986,946.51 | -2.72 | 2025-09-20 | 2025-10-02 | NaN | 12 days |
| 75 | -2189 | 3562 | 3563 | 113,991.23 | 118,767.96 | -10,456,251.77 | -4.19 | 2025-10-02 | 2025-10-03 | NaN | 1 days |
| 76 | 2011 | 3563 | 3580 | 118,886.73 | 107,214.00 | -23,473,855.93 | -9.82 | 2025-10-03 | 2025-10-20 | NaN | 17 days |
| 77 | -2013 | 3580 | 3660 | 107,106.79 | 93,557.20 | 27,275,310.33 | 12.65 | 2025-10-20 | 2026-01-08 | NaN | 80 days |
| 78 | 2594 | 3660 | 3682 | 93,650.76 | 89,021.27 | -12,008,888.99 | -4.94 | 2026-01-08 | 2026-01-30 | NaN | 22 days |
| 79 | -2596 | 3682 | 3727 | 88,932.25 | 71,125.21 | 46,227,079.02 | 20.02 | 2026-01-30 | 2026-03-16 | NaN | 45 days |
| 80 | 3892 | 3727 | 3743 | 71,196.34 | 66,712.61 | -17,450,664.60 | -6.30 | 2026-03-16 | 2026-04-01 | NaN | 16 days |
| 81 | -3896 | 3743 | 3755 | 66,645.90 | 72,932.58 | -24,492,910.58 | -9.43 | 2026-04-01 | 2026-04-13 | NaN | 12 days |
| 82 | 3221 | 3755 | 3792 | 73,005.51 | 76,935.00 | 12,656,885.03 | 5.38 | 2026-04-13 | 2026-05-20 | NaN | 37 days |