| GoldenDeadCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2025-12-03 00:00:00 |
| Duration | 3624 days 00:00:00 |
| Exposure Time [%] | 92.16551724137932 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 152547987.88686022 |
| Equity Peak [$] | 198609052.16498023 |
| Return [%] | 15154.798788686023 |
| Buy & Hold Return [%] | 20127.944383234633 |
| Return (Ann.) [%] | 65.90002288795544 |
| Volatility (Ann.) [%] | 108.66523561696846 |
| Sharpe Ratio | 0.6064499148581879 |
| Sortino Ratio | 1.6894067111530602 |
| Calmar Ratio | 0.9883284812305576 |
| Max. Drawdown [%] | -66.67825944457657 |
| Avg. Drawdown [%] | -9.81932862025629 |
| Max. Drawdown Duration | 1051 days 00:00:00 |
| Avg. Drawdown Duration | 49 days 00:00:00 |
| # Trades | 90 |
| Win Rate [%] | 40.0 |
| Best Trade [%] | 208.62870159057846 |
| Worst Trade [%] | -22.474503979938177 |
| Avg. Trade [%] | 5.745974070141191 |
| Max. Trade Duration | 156 days 00:00:00 |
| Avg. Trade Duration | 38 days 00:00:00 |
| Profit Factor | 2.9405169126638238 |
| Expectancy [%] | 10.31372653795439 |
| SQN | 1.0814291971020895 |
| Kelly Criterion | 0.12594423467617166 |
| _parameter | {'2016-01-01 00:00:00_2017-12-25 00:00:00': {'GoldenCross_timeperiod_short': 11, 'GoldenCross_timeperiod_long': 25, 'DeadCross_timeperiod_short': 15, 'DeadCross_timeperiod_long': 44}, '2017-12-26 00:00:00_2019-12-20 00:00:00': {'GoldenCross_timeperiod_short': 11, 'GoldenCross_timeperiod_long': 25, 'DeadCross_timeperiod_short': 15, 'DeadCross_timeperiod_long': 44}, '2019-12-21 00:00:00_2021-12-14 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 32, 'DeadCross_timeperiod_short': 8, 'DeadCross_timeperiod_long': 34}, '2021-12-15 00:00:00_2023-12-09 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 34, 'DeadCross_timeperiod_short': 10, 'DeadCross_timeperiod_long': 41}, '2023-12-10 00:00:00_2025-12-03 00:00:00': {'GoldenCross_timeperiod_short': 18, 'GoldenCross_timeperiod_long': 32, 'DeadCross_timeperiod_short': 9, 'DeadCross_timeperiod_long': 36}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2277 | 52 | 84 | 439.00 | 412.86 | -59,517.50 | -5.95 | 2016-02-22 | 2016-03-25 | NaN | 32 days |
| 2 | -2280 | 84 | 96 | 412.45 | 422.40 | -22,692.52 | -2.41 | 2016-03-25 | 2016-04-06 | NaN | 12 days |
| 3 | 2170 | 96 | 201 | 422.82 | 673.98 | 545,011.99 | 59.40 | 2016-04-06 | 2016-07-20 | NaN | 105 days |
| 4 | -2172 | 201 | 253 | 673.31 | 622.07 | 111,284.64 | 7.61 | 2016-07-20 | 2016-09-10 | NaN | 52 days |
| 5 | 2527 | 253 | 386 | 622.69 | 894.31 | 686,378.51 | 43.62 | 2016-09-10 | 2017-01-21 | NaN | 133 days |
| 6 | -2530 | 386 | 397 | 893.42 | 970.00 | -193,758.30 | -8.57 | 2017-01-21 | 2017-02-01 | NaN | 11 days |
| 7 | 2128 | 397 | 448 | 970.97 | 1,025.13 | 115,252.48 | 5.58 | 2017-02-01 | 2017-03-24 | NaN | 51 days |
| 8 | -2130 | 448 | 468 | 1,024.10 | 1,214.68 | -405,925.03 | -18.61 | 2017-03-24 | 2017-04-13 | NaN | 20 days |
| 9 | 1460 | 468 | 554 | 1,215.89 | 2,501.15 | 1,876,472.77 | 105.70 | 2017-04-13 | 2017-07-08 | NaN | 86 days |
| 10 | -1461 | 554 | 576 | 2,498.65 | 2,700.01 | -294,188.64 | -8.06 | 2017-07-08 | 2017-07-30 | NaN | 22 days |
| 11 | 1242 | 576 | 627 | 2,702.71 | 4,100.00 | 1,735,434.17 | 51.70 | 2017-07-30 | 2017-09-19 | NaN | 51 days |
| 12 | -1243 | 627 | 647 | 4,095.90 | 4,603.50 | -630,946.80 | -12.39 | 2017-09-19 | 2017-10-09 | NaN | 20 days |
| 13 | 968 | 647 | 724 | 4,608.10 | 14,221.93 | 9,306,184.05 | 208.63 | 2017-10-09 | 2017-12-25 | NaN | 77 days |
| 14 | 1303 | 789 | 808 | 10,566.85 | 8,192.00 | -3,094,424.72 | -22.47 | 2018-02-28 | 2018-03-19 | NaN | 19 days |
| 15 | -1304 | 808 | 844 | 8,183.81 | 8,931.31 | -974,742.61 | -9.13 | 2018-03-19 | 2018-04-24 | NaN | 36 days |
| 16 | 1084 | 844 | 873 | 8,940.24 | 7,987.70 | -1,032,554.78 | -10.65 | 2018-04-24 | 2018-05-23 | NaN | 29 days |
| 17 | -1086 | 873 | 931 | 7,979.71 | 7,470.01 | 553,536.70 | 6.39 | 2018-05-23 | 2018-07-20 | NaN | 58 days |
| 18 | 1233 | 931 | 956 | 7,477.48 | 6,253.67 | -1,508,957.74 | -16.37 | 2018-07-20 | 2018-08-14 | NaN | 25 days |
| 19 | -1234 | 956 | 981 | 6,247.42 | 6,395.01 | -182,130.59 | -2.36 | 2018-08-14 | 2018-09-08 | NaN | 25 days |
| 20 | 1176 | 981 | 990 | 6,401.41 | 6,498.00 | 113,595.71 | 1.51 | 2018-09-08 | 2018-09-17 | NaN | 9 days |
| 21 | -1177 | 990 | 1097 | 6,491.50 | 3,826.10 | 3,137,178.15 | 41.06 | 2018-09-17 | 2019-01-02 | NaN | 107 days |
| 22 | 2814 | 1097 | 1118 | 3,829.93 | 3,576.21 | -713,957.11 | -6.62 | 2019-01-02 | 2019-01-23 | NaN | 21 days |
| 23 | -2817 | 1118 | 1146 | 3,572.63 | 3,888.37 | -889,428.90 | -8.84 | 2019-01-23 | 2019-02-20 | NaN | 28 days |
| 24 | 2357 | 1146 | 1302 | 3,892.26 | 9,880.86 | 14,115,134.04 | 153.86 | 2019-02-20 | 2019-07-26 | NaN | 156 days |
| 25 | -2359 | 1302 | 1319 | 9,870.98 | 11,540.76 | -3,939,013.05 | -16.92 | 2019-07-26 | 2019-08-12 | NaN | 17 days |
| 26 | 1675 | 1319 | 1333 | 11,552.30 | 10,140.90 | -2,364,096.27 | -12.22 | 2019-08-12 | 2019-08-26 | NaN | 14 days |
| 27 | -1676 | 1333 | 1401 | 10,130.76 | 9,253.09 | 1,470,973.41 | 8.66 | 2019-08-26 | 2019-11-02 | NaN | 68 days |
| 28 | 1993 | 1401 | 1421 | 9,262.34 | 7,616.48 | -3,280,205.14 | -17.77 | 2019-11-02 | 2019-11-22 | NaN | 20 days |
| 29 | -1995 | 1421 | 1449 | 7,608.86 | 7,149.13 | 917,168.37 | 6.04 | 2019-11-22 | 2019-12-20 | NaN | 28 days |
| 30 | -1835 | 1518 | 1558 | 8,769.52 | 7,341.55 | 2,620,328.07 | 16.28 | 2020-02-27 | 2020-04-07 | NaN | 40 days |
| 31 | 2546 | 1558 | 1631 | 7,348.89 | 9,376.14 | 5,161,374.55 | 27.59 | 2020-04-07 | 2020-06-19 | NaN | 73 days |
| 32 | -2549 | 1631 | 1666 | 9,366.76 | 9,613.24 | -628,267.68 | -2.63 | 2020-06-19 | 2020-07-24 | NaN | 35 days |
| 33 | 2416 | 1666 | 1703 | 9,622.85 | 11,474.30 | 4,473,095.37 | 19.24 | 2020-07-24 | 2020-08-30 | NaN | 37 days |
| 34 | -2418 | 1703 | 1736 | 11,462.83 | 10,616.35 | 2,046,778.24 | 7.38 | 2020-08-30 | 2020-10-02 | NaN | 33 days |
| 35 | 2801 | 1736 | 1853 | 10,626.97 | 32,510.82 | 61,296,674.07 | 205.93 | 2020-10-02 | 2021-01-27 | NaN | 117 days |
| 36 | -2803 | 1853 | 1863 | 32,478.31 | 38,327.09 | -16,394,132.64 | -18.01 | 2021-01-27 | 2021-02-06 | NaN | 10 days |
| 37 | 1946 | 1863 | 1939 | 38,365.42 | 51,695.98 | 25,941,275.42 | 34.75 | 2021-02-06 | 2021-04-23 | NaN | 76 days |
| 38 | -1948 | 1939 | 1956 | 51,644.28 | 58,313.84 | -12,992,295.05 | -12.91 | 2021-04-23 | 2021-05-10 | NaN | 17 days |
| 39 | 1501 | 1956 | 1958 | 58,372.15 | 56,753.19 | -2,430,064.72 | -2.77 | 2021-05-10 | 2021-05-12 | NaN | 2 days |
| 40 | -1502 | 1958 | 1995 | 56,696.44 | 38,103.94 | 27,925,930.21 | 32.79 | 2021-05-12 | 2021-06-18 | NaN | 37 days |
| 41 | 2965 | 1995 | 2000 | 38,142.04 | 32,538.90 | -16,613,321.78 | -14.69 | 2021-06-18 | 2021-06-23 | NaN | 5 days |
| 42 | -2968 | 2000 | 2035 | 32,506.36 | 39,475.99 | -20,685,858.58 | -21.44 | 2021-06-23 | 2021-07-28 | NaN | 35 days |
| 43 | 1918 | 2035 | 2082 | 39,515.47 | 46,027.80 | 12,490,656.63 | 16.48 | 2021-07-28 | 2021-09-13 | NaN | 47 days |
| 44 | -1920 | 2082 | 2105 | 45,981.77 | 51,499.77 | -10,594,555.78 | -12.00 | 2021-09-13 | 2021-10-06 | NaN | 23 days |
| 45 | 1507 | 2105 | 2150 | 51,551.27 | 58,122.15 | 9,902,316.51 | 12.75 | 2021-10-06 | 2021-11-20 | NaN | 45 days |
| 46 | -1508 | 2150 | 2174 | 58,064.03 | 50,057.81 | 12,073,376.52 | 13.79 | 2021-11-20 | 2021-12-14 | NaN | 24 days |
| 47 | 2290 | 2234 | 2248 | 43,518.83 | 38,367.60 | -11,796,306.05 | -11.84 | 2022-02-12 | 2022-02-26 | NaN | 14 days |
| 48 | -2293 | 2248 | 2255 | 38,329.23 | 42,432.00 | -9,407,646.11 | -10.70 | 2022-02-26 | 2022-03-05 | NaN | 7 days |
| 49 | 1847 | 2255 | 2263 | 42,474.43 | 38,669.95 | -7,026,878.25 | -8.96 | 2022-03-05 | 2022-03-13 | NaN | 8 days |
| 50 | -1849 | 2263 | 2274 | 38,631.28 | 42,359.89 | -6,894,199.80 | -9.65 | 2022-03-13 | 2022-03-24 | NaN | 11 days |
| 51 | 1522 | 2274 | 2297 | 42,402.25 | 39,906.52 | -3,798,500.89 | -5.89 | 2022-03-24 | 2022-04-16 | NaN | 23 days |
| 52 | -1524 | 2297 | 2395 | 39,866.61 | 23,139.02 | 25,492,852.46 | 41.96 | 2022-04-16 | 2022-07-23 | NaN | 98 days |
| 53 | 3724 | 2395 | 2428 | 23,162.16 | 21,527.47 | -6,087,581.91 | -7.06 | 2022-07-23 | 2022-08-25 | NaN | 33 days |
| 54 | -3727 | 2428 | 2492 | 21,505.94 | 20,756.83 | 2,791,942.40 | 3.48 | 2022-08-25 | 2022-10-28 | NaN | 64 days |
| 55 | 3992 | 2492 | 2507 | 20,777.59 | 17,572.80 | -12,793,509.03 | -15.42 | 2022-10-28 | 2022-11-12 | NaN | 15 days |
| 56 | -3997 | 2507 | 2542 | 17,555.23 | 17,357.87 | 788,836.73 | 1.12 | 2022-11-12 | 2022-12-17 | NaN | 35 days |
| 57 | 4083 | 2542 | 2552 | 17,375.23 | 16,830.78 | -2,222,980.65 | -3.13 | 2022-12-17 | 2022-12-27 | NaN | 10 days |
| 58 | -4088 | 2552 | 2569 | 16,813.95 | 17,942.22 | -4,612,370.95 | -6.71 | 2022-12-27 | 2023-01-13 | NaN | 17 days |
| 59 | 3570 | 2569 | 2622 | 17,960.16 | 22,428.62 | 15,952,394.27 | 24.88 | 2023-01-13 | 2023-03-07 | NaN | 53 days |
| 60 | -3573 | 2622 | 2635 | 22,406.19 | 26,991.44 | -16,383,093.32 | -20.46 | 2023-03-07 | 2023-03-20 | NaN | 13 days |
| 61 | 2357 | 2635 | 2674 | 27,018.43 | 28,400.13 | 3,256,663.51 | 5.11 | 2023-03-20 | 2023-04-28 | NaN | 39 days |
| 62 | -2359 | 2674 | 2681 | 28,371.73 | 29,046.75 | -1,592,372.49 | -2.38 | 2023-04-28 | 2023-05-05 | NaN | 7 days |
| 63 | 2247 | 2681 | 2686 | 29,075.80 | 27,684.64 | -3,125,929.22 | -4.78 | 2023-05-05 | 2023-05-10 | NaN | 5 days |
| 64 | -2250 | 2686 | 2731 | 27,656.96 | 29,887.97 | -5,019,782.94 | -8.07 | 2023-05-10 | 2023-06-24 | NaN | 45 days |
| 65 | 1912 | 2731 | 2765 | 29,917.86 | 29,350.16 | -1,085,438.52 | -1.90 | 2023-06-24 | 2023-07-28 | NaN | 34 days |
| 66 | -1914 | 2765 | 2823 | 29,320.81 | 26,582.63 | 5,240,876.21 | 9.34 | 2023-07-28 | 2023-09-24 | NaN | 58 days |
| 67 | 2306 | 2823 | 2899 | 26,609.21 | 43,306.27 | 38,503,414.30 | 62.75 | 2023-09-24 | 2023-12-09 | NaN | 76 days |
| 68 | -2424 | 2941 | 2960 | 41,193.73 | 43,093.38 | -4,604,763.62 | -4.61 | 2024-01-20 | 2024-02-08 | NaN | 19 days |
| 69 | 2208 | 2960 | 3029 | 43,136.47 | 63,357.83 | 44,648,755.42 | 46.88 | 2024-02-08 | 2024-04-17 | NaN | 69 days |
| 70 | -2210 | 3029 | 3061 | 63,294.47 | 66,941.22 | -8,059,312.70 | -5.76 | 2024-04-17 | 2024-05-19 | NaN | 32 days |
| 71 | 1967 | 3061 | 3091 | 67,008.16 | 66,614.22 | -774,882.38 | -0.59 | 2024-05-19 | 2024-06-18 | NaN | 30 days |
| 72 | -1969 | 3091 | 3124 | 66,547.61 | 66,771.27 | -440,394.85 | -0.34 | 2024-06-18 | 2024-07-21 | NaN | 33 days |
| 73 | 1954 | 3124 | 3142 | 66,838.04 | 56,097.14 | -20,987,721.08 | -16.07 | 2024-07-21 | 2024-08-08 | NaN | 18 days |
| 74 | -1956 | 3142 | 3164 | 56,041.04 | 59,027.35 | -5,841,216.77 | -5.33 | 2024-08-08 | 2024-08-30 | NaN | 22 days |
| 75 | 1756 | 3164 | 3168 | 59,086.38 | 57,347.48 | -3,053,503.75 | -2.94 | 2024-08-30 | 2024-09-03 | NaN | 4 days |
| 76 | -1758 | 3168 | 3185 | 57,290.13 | 61,734.10 | -7,812,494.83 | -7.76 | 2024-09-03 | 2024-09-20 | NaN | 17 days |
| 77 | 1504 | 3185 | 3283 | 61,795.83 | 99,432.99 | 56,606,282.47 | 60.91 | 2024-09-20 | 2024-12-27 | NaN | 98 days |
| 78 | -1505 | 3283 | 3307 | 99,333.56 | 104,392.35 | -7,613,483.45 | -5.09 | 2024-12-27 | 2025-01-20 | NaN | 24 days |
| 79 | 1358 | 3307 | 3327 | 104,496.74 | 96,405.99 | -10,987,241.69 | -7.74 | 2025-01-20 | 2025-02-09 | NaN | 20 days |
| 80 | -1359 | 3327 | 3397 | 96,309.58 | 84,456.08 | 16,108,911.95 | 12.31 | 2025-02-09 | 2025-04-20 | NaN | 70 days |
| 81 | 1739 | 3397 | 3459 | 84,540.54 | 104,671.81 | 35,008,285.35 | 23.81 | 2025-04-20 | 2025-06-21 | NaN | 62 days |
| 82 | -1741 | 3459 | 3470 | 104,567.14 | 107,150.57 | -4,497,754.78 | -2.47 | 2025-06-21 | 2025-07-02 | NaN | 11 days |
| 83 | 1655 | 3470 | 3507 | 107,257.72 | 114,988.98 | 12,795,234.36 | 7.21 | 2025-07-02 | 2025-08-08 | NaN | 37 days |
| 84 | -1657 | 3507 | 3513 | 114,873.99 | 120,045.26 | -8,568,792.70 | -4.50 | 2025-08-08 | 2025-08-14 | NaN | 6 days |
| 85 | 1512 | 3513 | 3522 | 120,165.31 | 112,526.73 | -11,549,525.79 | -6.36 | 2025-08-14 | 2025-08-23 | NaN | 9 days |
| 86 | -1514 | 3522 | 3547 | 112,414.20 | 115,368.32 | -4,472,532.73 | -2.63 | 2025-08-23 | 2025-09-17 | NaN | 25 days |
| 87 | 1435 | 3547 | 3559 | 115,483.69 | 109,687.04 | -8,318,190.34 | -5.02 | 2025-09-17 | 2025-09-29 | NaN | 12 days |
| 88 | -1436 | 3559 | 3564 | 109,577.35 | 120,519.05 | -15,712,276.95 | -9.99 | 2025-09-29 | 2025-10-04 | NaN | 5 days |
| 89 | 1174 | 3564 | 3578 | 120,639.57 | 108,114.83 | -14,704,043.64 | -10.38 | 2025-10-04 | 2025-10-18 | NaN | 14 days |
| 90 | -1176 | 3578 | 3624 | 108,006.72 | 86,316.34 | 25,507,885.98 | 20.08 | 2025-10-18 | 2025-12-03 | NaN | 46 days |