| GoldenDeadCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2025-08-28 00:00:00 |
| Duration | 3527 days 00:00:00 |
| Exposure Time [%] | 89.3140589569161 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 142911607.85095015 |
| Equity Peak [$] | 184653455.63760006 |
| Return [%] | 14191.160785095017 |
| Buy & Hold Return [%] | 25445.914245053482 |
| Return (Ann.) [%] | 67.09331742790958 |
| Volatility (Ann.) [%] | 107.71198262864968 |
| Sharpe Ratio | 0.6228955756874521 |
| Sortino Ratio | 1.7482090643491055 |
| Calmar Ratio | 1.0746624380355871 |
| Max. Drawdown [%] | -62.43199264557138 |
| Avg. Drawdown [%] | -10.115263451859462 |
| Max. Drawdown Duration | 1437 days 00:00:00 |
| Avg. Drawdown Duration | 44 days 00:00:00 |
| # Trades | 104 |
| Win Rate [%] | 44.230769230769226 |
| Best Trade [%] | 334.28329762616534 |
| Worst Trade [%] | -21.708002412940065 |
| Avg. Trade [%] | 4.888384213250263 |
| Max. Trade Duration | 197 days 00:00:00 |
| Avg. Trade Duration | 31 days 00:00:00 |
| Profit Factor | 3.0673072033615014 |
| Expectancy [%] | 8.425829084101345 |
| SQN | 1.0307559645927022 |
| Kelly Criterion | 0.16066636117460137 |
| _parameter | {'2016-01-01 00:00:00_2017-12-05 00:00:00': {'GoldenCross_timeperiod_short': 11, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 5, 'DeadCross_timeperiod_long': 26}, '2017-12-06 00:00:00_2019-11-10 00:00:00': {'GoldenCross_timeperiod_short': 11, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 5, 'DeadCross_timeperiod_long': 26}, '2019-11-11 00:00:00_2021-10-15 00:00:00': {'GoldenCross_timeperiod_short': 19, 'GoldenCross_timeperiod_long': 42, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 43}, '2021-10-16 00:00:00_2023-09-20 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 35, 'DeadCross_timeperiod_short': 14, 'DeadCross_timeperiod_long': 42}, '2023-09-21 00:00:00_2025-08-28 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 31, 'DeadCross_timeperiod_short': 7, 'DeadCross_timeperiod_long': 44}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2456 | 45 | 66 | 407.03 | 403.24 | -9,299.94 | -0.93 | 2016-02-15 | 2016-03-07 | NaN | 21 days |
| 2 | -2459 | 66 | 85 | 402.84 | 416.42 | -33,401.19 | -3.37 | 2016-03-07 | 2016-03-26 | NaN | 19 days |
| 3 | 2296 | 85 | 140 | 416.84 | 437.91 | 48,384.94 | 5.06 | 2016-03-26 | 2016-05-20 | NaN | 55 days |
| 4 | -2298 | 140 | 148 | 437.47 | 471.21 | -77,529.72 | -7.71 | 2016-05-20 | 2016-05-28 | NaN | 8 days |
| 5 | 1967 | 148 | 181 | 471.68 | 639.41 | 329,922.53 | 35.56 | 2016-05-28 | 2016-06-30 | NaN | 33 days |
| 6 | -1969 | 181 | 184 | 638.77 | 705.25 | -130,897.96 | -10.41 | 2016-06-30 | 2016-07-03 | NaN | 3 days |
| 7 | 1596 | 184 | 188 | 705.96 | 678.79 | -43,355.74 | -3.85 | 2016-07-03 | 2016-07-07 | NaN | 4 days |
| 8 | -1598 | 188 | 198 | 678.11 | 666.30 | 18,874.31 | 1.74 | 2016-07-07 | 2016-07-17 | NaN | 10 days |
| 9 | 1653 | 198 | 205 | 666.97 | 657.68 | -15,350.25 | -1.39 | 2016-07-17 | 2016-07-24 | NaN | 7 days |
| 10 | -1654 | 205 | 247 | 657.02 | 600.93 | 92,776.70 | 8.54 | 2016-07-24 | 2016-09-04 | NaN | 42 days |
| 11 | 1961 | 247 | 267 | 601.53 | 602.96 | 2,802.41 | 0.24 | 2016-09-04 | 2016-09-24 | NaN | 20 days |
| 12 | -1963 | 267 | 276 | 602.36 | 612.42 | -19,753.59 | -1.67 | 2016-09-24 | 2016-10-03 | NaN | 9 days |
| 13 | 1897 | 276 | 376 | 613.03 | 906.81 | 557,296.07 | 47.92 | 2016-10-03 | 2017-01-11 | NaN | 100 days |
| 14 | -1899 | 376 | 394 | 905.90 | 924.69 | -35,676.15 | -2.07 | 2017-01-11 | 2017-01-29 | NaN | 18 days |
| 15 | 1820 | 394 | 442 | 925.61 | 1,068.78 | 260,560.86 | 15.47 | 2017-01-29 | 2017-03-18 | NaN | 48 days |
| 16 | -1821 | 442 | 459 | 1,067.71 | 1,152.03 | -153,544.50 | -7.90 | 2017-03-18 | 2017-04-04 | NaN | 17 days |
| 17 | 1553 | 459 | 535 | 1,153.18 | 2,515.25 | 2,115,291.56 | 118.11 | 2017-04-04 | 2017-06-19 | NaN | 76 days |
| 18 | -1554 | 535 | 537 | 2,512.73 | 2,725.11 | -330,031.14 | -8.45 | 2017-06-19 | 2017-06-21 | NaN | 2 days |
| 19 | 1311 | 537 | 542 | 2,727.84 | 2,505.61 | -291,337.12 | -8.15 | 2017-06-21 | 2017-06-26 | NaN | 5 days |
| 20 | -1312 | 542 | 554 | 2,503.10 | 2,501.15 | 2,564.16 | 0.08 | 2017-06-26 | 2017-07-08 | NaN | 12 days |
| 21 | 1313 | 554 | 557 | 2,503.65 | 2,330.93 | -226,782.87 | -6.90 | 2017-07-08 | 2017-07-11 | NaN | 3 days |
| 22 | -1314 | 557 | 568 | 2,328.60 | 2,661.05 | -436,840.52 | -14.28 | 2017-07-11 | 2017-07-22 | NaN | 11 days |
| 23 | 985 | 568 | 620 | 2,663.71 | 4,210.72 | 1,523,803.82 | 58.08 | 2017-07-22 | 2017-09-12 | NaN | 52 days |
| 24 | -986 | 620 | 638 | 4,206.51 | 4,156.99 | 48,826.01 | 1.18 | 2017-09-12 | 2017-09-30 | NaN | 18 days |
| 25 | 1008 | 638 | 684 | 4,161.15 | 6,605.00 | 2,463,403.83 | 58.73 | 2017-09-30 | 2017-11-15 | NaN | 46 days |
| 26 | -1009 | 684 | 685 | 6,598.40 | 7,294.00 | -701,865.44 | -10.54 | 2017-11-15 | 2017-11-16 | NaN | 1 days |
| 27 | 816 | 685 | 704 | 7,301.29 | 11,643.99 | 3,543,639.94 | 59.48 | 2017-11-16 | 2017-12-05 | NaN | 19 days |
| 28 | 586 | 738 | 741 | 16,190.39 | 14,875.17 | -770,721.39 | -8.12 | 2018-01-08 | 2018-01-11 | NaN | 3 days |
| 29 | -587 | 741 | 779 | 14,860.29 | 11,121.50 | 2,194,672.57 | 25.16 | 2018-01-11 | 2018-02-18 | NaN | 38 days |
| 30 | 981 | 779 | 799 | 11,132.62 | 9,255.00 | -1,841,946.69 | -16.87 | 2018-02-18 | 2018-03-10 | NaN | 20 days |
| 31 | -982 | 799 | 836 | 9,245.75 | 8,355.24 | 874,475.91 | 9.63 | 2018-03-10 | 2018-04-16 | NaN | 37 days |
| 32 | 1190 | 836 | 863 | 8,363.60 | 8,474.31 | 131,750.56 | 1.32 | 2018-04-16 | 2018-05-13 | NaN | 27 days |
| 33 | -1191 | 863 | 916 | 8,465.84 | 6,587.46 | 2,237,145.45 | 22.19 | 2018-05-13 | 2018-07-05 | NaN | 53 days |
| 34 | 1869 | 916 | 925 | 6,594.05 | 6,216.29 | -706,028.69 | -5.73 | 2018-07-05 | 2018-07-14 | NaN | 9 days |
| 35 | -1871 | 925 | 929 | 6,210.07 | 7,311.38 | -2,060,544.07 | -17.73 | 2018-07-14 | 2018-07-18 | NaN | 4 days |
| 36 | 1306 | 929 | 948 | 7,318.69 | 7,030.00 | -377,030.94 | -3.94 | 2018-07-18 | 2018-08-06 | NaN | 19 days |
| 37 | -1307 | 948 | 970 | 7,022.97 | 6,911.90 | 145,168.49 | 1.58 | 2018-08-06 | 2018-08-28 | NaN | 22 days |
| 38 | 1348 | 970 | 982 | 6,918.81 | 6,188.00 | -985,134.44 | -10.56 | 2018-08-28 | 2018-09-09 | NaN | 12 days |
| 39 | -1349 | 982 | 998 | 6,181.81 | 6,578.90 | -535,671.71 | -6.42 | 2018-09-09 | 2018-09-25 | NaN | 16 days |
| 40 | 1185 | 998 | 1000 | 6,585.48 | 6,455.65 | -153,847.25 | -1.97 | 2018-09-25 | 2018-09-27 | NaN | 2 days |
| 41 | -1186 | 1000 | 1001 | 6,449.19 | 6,680.01 | -273,747.36 | -3.58 | 2018-09-27 | 2018-09-28 | NaN | 1 days |
| 42 | 1103 | 1001 | 1015 | 6,686.69 | 6,154.68 | -586,807.04 | -7.96 | 2018-09-28 | 2018-10-12 | NaN | 14 days |
| 43 | -1105 | 1015 | 1040 | 6,148.53 | 6,404.00 | -282,299.52 | -4.16 | 2018-10-12 | 2018-11-06 | NaN | 25 days |
| 44 | 1015 | 1040 | 1047 | 6,410.40 | 6,327.87 | -83,772.01 | -1.29 | 2018-11-06 | 2018-11-13 | NaN | 7 days |
| 45 | -1016 | 1047 | 1086 | 6,321.54 | 3,839.26 | 2,521,998.64 | 39.27 | 2018-11-13 | 2018-12-22 | NaN | 39 days |
| 46 | 2328 | 1086 | 1108 | 3,843.10 | 3,619.38 | -520,818.44 | -5.82 | 2018-12-22 | 2019-01-13 | NaN | 22 days |
| 47 | -2331 | 1108 | 1137 | 3,615.76 | 3,648.85 | -77,131.34 | -0.92 | 2019-01-13 | 2019-02-11 | NaN | 29 days |
| 48 | 2286 | 1137 | 1215 | 3,652.50 | 5,148.25 | 3,419,287.13 | 40.95 | 2019-02-11 | 2019-04-30 | NaN | 78 days |
| 49 | -2288 | 1215 | 1218 | 5,143.10 | 5,390.00 | -564,903.20 | -4.80 | 2019-04-30 | 2019-05-03 | NaN | 3 days |
| 50 | 2077 | 1218 | 1253 | 5,395.39 | 7,805.00 | 5,004,759.97 | 44.66 | 2019-05-03 | 2019-06-07 | NaN | 35 days |
| 51 | -2079 | 1253 | 1261 | 7,797.19 | 8,697.45 | -1,871,630.15 | -11.55 | 2019-06-07 | 2019-06-15 | NaN | 8 days |
| 52 | 1647 | 1261 | 1292 | 8,706.15 | 10,856.41 | 3,541,482.42 | 24.70 | 2019-06-15 | 2019-07-16 | NaN | 31 days |
| 53 | -1648 | 1292 | 1312 | 10,845.55 | 10,977.98 | -218,238.72 | -1.22 | 2019-07-16 | 2019-08-05 | NaN | 20 days |
| 54 | 1607 | 1312 | 1324 | 10,988.96 | 10,352.78 | -1,022,338.01 | -5.79 | 2019-08-05 | 2019-08-17 | NaN | 12 days |
| 55 | -1608 | 1324 | 1344 | 10,342.43 | 10,574.28 | -372,819.27 | -2.24 | 2019-08-17 | 2019-09-06 | NaN | 20 days |
| 56 | 1536 | 1344 | 1360 | 10,584.85 | 9,973.99 | -938,287.53 | -5.77 | 2019-09-06 | 2019-09-22 | NaN | 16 days |
| 57 | -1538 | 1360 | 1396 | 9,964.02 | 9,555.89 | 627,697.80 | 4.10 | 2019-09-22 | 2019-10-28 | NaN | 36 days |
| 58 | 1668 | 1396 | 1409 | 9,565.45 | 8,807.89 | -1,263,603.22 | -7.92 | 2019-10-28 | 2019-11-10 | NaN | 13 days |
| 59 | 1798 | 1468 | 1522 | 8,168.17 | 8,522.30 | 636,725.72 | 4.34 | 2020-01-08 | 2020-03-02 | NaN | 54 days |
| 60 | -1800 | 1522 | 1564 | 8,513.78 | 6,908.12 | 2,890,183.86 | 18.86 | 2020-03-02 | 2020-04-13 | NaN | 42 days |
| 61 | 2634 | 1564 | 1636 | 6,915.03 | 9,623.56 | 7,134,272.97 | 39.17 | 2020-04-13 | 2020-06-24 | NaN | 72 days |
| 62 | -2637 | 1636 | 1667 | 9,613.94 | 9,551.21 | 165,409.62 | 0.65 | 2020-06-24 | 2020-07-25 | NaN | 31 days |
| 63 | 2669 | 1667 | 1709 | 9,560.76 | 10,483.54 | 2,462,896.59 | 9.65 | 2020-07-25 | 2020-09-05 | NaN | 42 days |
| 64 | -2671 | 1709 | 1745 | 10,473.06 | 11,299.52 | -2,207,484.12 | -7.89 | 2020-09-05 | 2020-10-11 | NaN | 36 days |
| 65 | 2278 | 1745 | 1942 | 11,310.82 | 49,121.00 | 86,131,591.13 | 334.28 | 2020-10-11 | 2021-04-26 | NaN | 197 days |
| 66 | -2280 | 1942 | 2037 | 49,071.88 | 40,039.44 | 20,593,960.92 | 18.41 | 2021-04-26 | 2021-07-30 | NaN | 95 days |
| 67 | 3305 | 2037 | 2088 | 40,079.48 | 48,309.04 | 27,198,697.65 | 20.53 | 2021-07-30 | 2021-09-19 | NaN | 51 days |
| 68 | -3309 | 2088 | 2108 | 48,260.73 | 53,965.18 | -18,876,021.87 | -11.82 | 2021-09-19 | 2021-10-09 | NaN | 20 days |
| 69 | 2606 | 2108 | 2114 | 54,019.15 | 57,359.51 | 8,704,990.72 | 6.18 | 2021-10-09 | 2021-10-15 | NaN | 6 days |
| 70 | 3538 | 2236 | 2251 | 42,258.51 | 37,703.49 | -16,115,647.63 | -10.78 | 2022-02-14 | 2022-03-01 | NaN | 15 days |
| 71 | -3542 | 2251 | 2276 | 37,665.79 | 43,980.21 | -22,365,688.00 | -16.76 | 2022-03-01 | 2022-03-26 | NaN | 25 days |
| 72 | 2522 | 2276 | 2300 | 44,024.19 | 39,670.71 | -10,979,477.09 | -9.89 | 2022-03-26 | 2022-04-19 | NaN | 24 days |
| 73 | -2524 | 2300 | 2396 | 39,631.04 | 22,705.02 | 42,721,272.69 | 42.71 | 2022-04-19 | 2022-07-24 | NaN | 96 days |
| 74 | 6282 | 2396 | 2430 | 22,727.73 | 21,519.86 | -7,587,808.06 | -5.31 | 2022-07-24 | 2022-08-27 | NaN | 34 days |
| 75 | -6288 | 2430 | 2492 | 21,498.34 | 20,756.83 | 4,662,615.76 | 3.45 | 2022-08-27 | 2022-10-28 | NaN | 62 days |
| 76 | 6731 | 2492 | 2509 | 20,777.59 | 16,777.72 | -26,923,103.63 | -19.25 | 2022-10-28 | 2022-11-14 | NaN | 17 days |
| 77 | -6738 | 2509 | 2543 | 16,760.94 | 16,636.57 | 838,031.48 | 0.74 | 2022-11-14 | 2022-12-18 | NaN | 34 days |
| 78 | 6832 | 2543 | 2555 | 16,653.20 | 16,539.02 | -780,111.43 | -0.69 | 2022-12-18 | 2022-12-30 | NaN | 12 days |
| 79 | -6839 | 2555 | 2570 | 16,522.48 | 18,863.05 | -16,007,151.53 | -14.17 | 2022-12-30 | 2023-01-14 | NaN | 15 days |
| 80 | 5136 | 2570 | 2624 | 18,881.91 | 22,199.41 | 17,038,664.34 | 17.57 | 2023-01-14 | 2023-03-09 | NaN | 54 days |
| 81 | -5141 | 2624 | 2635 | 22,177.21 | 26,991.44 | -24,749,953.40 | -21.71 | 2023-03-09 | 2023-03-20 | NaN | 11 days |
| 82 | 3304 | 2635 | 2679 | 27,018.43 | 28,056.38 | 3,429,382.04 | 3.84 | 2023-03-20 | 2023-05-03 | NaN | 44 days |
| 83 | -3307 | 2679 | 2684 | 28,028.32 | 28,907.66 | -2,907,965.41 | -3.14 | 2023-05-03 | 2023-05-08 | NaN | 5 days |
| 84 | 3103 | 2684 | 2688 | 28,936.57 | 27,616.17 | -4,097,193.94 | -4.56 | 2023-05-08 | 2023-05-12 | NaN | 4 days |
| 85 | -3106 | 2688 | 2732 | 27,588.55 | 30,692.18 | -9,639,862.88 | -11.25 | 2023-05-12 | 2023-06-25 | NaN | 44 days |
| 86 | 2475 | 2732 | 2766 | 30,722.87 | 29,212.99 | -3,736,958.40 | -4.91 | 2023-06-25 | 2023-07-29 | NaN | 34 days |
| 87 | -2478 | 2766 | 2819 | 29,183.78 | 26,767.53 | 5,987,460.09 | 8.28 | 2023-07-29 | 2023-09-20 | NaN | 53 days |
| 88 | -1835 | 2940 | 2958 | 42,664.05 | 42,570.18 | 172,257.40 | 0.22 | 2024-01-19 | 2024-02-06 | NaN | 18 days |
| 89 | 1841 | 2958 | 2959 | 42,612.75 | 42,656.59 | 80,709.11 | 0.10 | 2024-02-06 | 2024-02-07 | NaN | 1 days |
| 90 | -1843 | 2959 | 2960 | 42,613.93 | 43,093.38 | -883,620.07 | -1.13 | 2024-02-07 | 2024-02-08 | NaN | 1 days |
| 91 | 1800 | 2960 | 3029 | 43,136.47 | 63,357.83 | 36,398,441.92 | 46.88 | 2024-02-08 | 2024-04-17 | NaN | 69 days |
| 92 | -1802 | 3029 | 3062 | 63,294.47 | 66,982.75 | -6,646,276.65 | -5.83 | 2024-04-17 | 2024-05-20 | NaN | 33 days |
| 93 | 1602 | 3062 | 3092 | 67,049.73 | 66,517.54 | -852,572.79 | -0.79 | 2024-05-20 | 2024-06-19 | NaN | 30 days |
| 94 | -1603 | 3092 | 3124 | 66,451.02 | 66,771.27 | -513,356.81 | -0.48 | 2024-06-19 | 2024-07-21 | NaN | 32 days |
| 95 | 1586 | 3124 | 3141 | 66,838.04 | 54,025.91 | -20,320,040.19 | -19.17 | 2024-07-21 | 2024-08-07 | NaN | 17 days |
| 96 | -1588 | 3141 | 3184 | 53,971.88 | 60,333.83 | -10,102,770.11 | -11.79 | 2024-08-07 | 2024-09-19 | NaN | 43 days |
| 97 | 1252 | 3184 | 3284 | 60,394.16 | 95,680.03 | 44,177,904.44 | 58.43 | 2024-09-19 | 2024-12-28 | NaN | 100 days |
| 98 | -1253 | 3284 | 3307 | 95,584.35 | 104,392.35 | -11,036,424.04 | -9.21 | 2024-12-28 | 2025-01-20 | NaN | 23 days |
| 99 | 1041 | 3307 | 3327 | 104,496.74 | 96,405.99 | -8,422,473.20 | -7.74 | 2025-01-20 | 2025-02-09 | NaN | 20 days |
| 100 | -1042 | 3327 | 3396 | 96,309.58 | 84,991.85 | 11,793,078.84 | 11.75 | 2025-02-09 | 2025-04-19 | NaN | 69 days |
| 101 | 1318 | 3396 | 3459 | 85,076.84 | 104,671.81 | 25,826,168.02 | 23.03 | 2025-04-19 | 2025-06-21 | NaN | 63 days |
| 102 | -1319 | 3459 | 3469 | 104,567.14 | 108,357.96 | -5,000,093.97 | -3.63 | 2025-06-21 | 2025-07-01 | NaN | 10 days |
| 103 | 1226 | 3469 | 3521 | 108,466.32 | 114,211.18 | 7,043,200.86 | 5.30 | 2025-07-01 | 2025-08-22 | NaN | 52 days |
| 104 | -1227 | 3521 | 3527 | 114,096.97 | 111,748.03 | 2,882,147.93 | 2.06 | 2025-08-22 | 2025-08-28 | NaN | 6 days |