| GoldenDeadCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2026-09-26 00:00:00 |
| Duration | 3921 days 00:00:00 |
| Exposure Time [%] | 93.93166751657319 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 154053831.2771722 |
| Equity Peak [$] | 160021692.63170022 |
| Return [%] | 15305.383127717221 |
| Buy & Hold Return [%] | 19086.42297032089 |
| Return (Ann.) [%] | 59.80678807582076 |
| Volatility (Ann.) [%] | 102.60201466064464 |
| Sharpe Ratio | 0.5829007186031506 |
| Sortino Ratio | 1.5687775260316674 |
| Calmar Ratio | 0.8504632423033693 |
| Max. Drawdown [%] | -70.32260196671385 |
| Avg. Drawdown [%] | -11.391579549585131 |
| Max. Drawdown Duration | 1707 days 00:00:00 |
| Avg. Drawdown Duration | 57 days 00:00:00 |
| # Trades | 109 |
| Win Rate [%] | 40.36697247706422 |
| Best Trade [%] | 203.31023820975707 |
| Worst Trade [%] | -28.27814793492356 |
| Avg. Trade [%] | 4.730793868639149 |
| Max. Trade Duration | 156 days 00:00:00 |
| Avg. Trade Duration | 34 days 00:00:00 |
| Profit Factor | 2.7795496917463227 |
| Expectancy [%] | 8.35756703856441 |
| SQN | 1.1382255042699978 |
| Kelly Criterion | 0.11669477951250207 |
| _parameter | {'2016-01-01 00:00:00_2018-02-22 00:00:00': {'GoldenCross_timeperiod_short': 17, 'GoldenCross_timeperiod_long': 37, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 42}, '2018-02-23 00:00:00_2020-04-16 00:00:00': {'GoldenCross_timeperiod_short': 17, 'GoldenCross_timeperiod_long': 37, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 42}, '2020-04-17 00:00:00_2022-06-09 00:00:00': {'GoldenCross_timeperiod_short': 7, 'GoldenCross_timeperiod_long': 30, 'DeadCross_timeperiod_short': 5, 'DeadCross_timeperiod_long': 28}, '2022-06-10 00:00:00_2024-08-01 00:00:00': {'GoldenCross_timeperiod_short': 8, 'GoldenCross_timeperiod_long': 37, 'DeadCross_timeperiod_short': 16, 'DeadCross_timeperiod_long': 35}, '2024-08-02 00:00:00_2026-09-26 00:00:00': {'GoldenCross_timeperiod_short': 9, 'GoldenCross_timeperiod_long': 28, 'DeadCross_timeperiod_short': 7, 'DeadCross_timeperiod_long': 43}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2280 | 51 | 79 | 438.48 | 410.20 | -64,473.93 | -6.45 | 2016-02-21 | 2016-03-20 | NaN | 28 days |
| 2 | -2282 | 79 | 96 | 409.79 | 422.40 | -28,776.48 | -3.08 | 2016-03-20 | 2016-04-06 | NaN | 17 days |
| 3 | 2144 | 96 | 200 | 422.82 | 675.51 | 541,762.21 | 59.76 | 2016-04-06 | 2016-07-19 | NaN | 104 days |
| 4 | -2146 | 200 | 253 | 674.83 | 622.07 | 113,232.60 | 7.82 | 2016-07-19 | 2016-09-10 | NaN | 53 days |
| 5 | 2508 | 253 | 386 | 622.69 | 894.31 | 681,217.77 | 43.62 | 2016-09-10 | 2017-01-21 | NaN | 133 days |
| 6 | -2510 | 386 | 399 | 893.42 | 1,008.40 | -288,610.62 | -12.87 | 2017-01-21 | 2017-02-03 | NaN | 13 days |
| 7 | 1936 | 399 | 448 | 1,009.41 | 1,025.13 | 30,437.02 | 1.56 | 2017-02-03 | 2017-03-24 | NaN | 49 days |
| 8 | -1938 | 448 | 468 | 1,024.10 | 1,214.68 | -369,334.60 | -18.61 | 2017-03-24 | 2017-04-13 | NaN | 20 days |
| 9 | 1328 | 468 | 554 | 1,215.89 | 2,501.15 | 1,706,819.06 | 105.70 | 2017-04-13 | 2017-07-08 | NaN | 86 days |
| 10 | -1329 | 554 | 577 | 2,498.65 | 2,723.99 | -299,478.39 | -9.02 | 2017-07-08 | 2017-07-31 | NaN | 23 days |
| 11 | 1108 | 577 | 627 | 2,726.71 | 4,100.00 | 1,521,600.90 | 50.36 | 2017-07-31 | 2017-09-19 | NaN | 50 days |
| 12 | -1109 | 627 | 648 | 4,095.90 | 4,769.55 | -747,077.85 | -16.45 | 2017-09-19 | 2017-10-10 | NaN | 21 days |
| 13 | 795 | 648 | 740 | 4,774.32 | 14,481.00 | 7,716,810.96 | 203.31 | 2017-10-10 | 2018-01-10 | NaN | 92 days |
| 14 | -795 | 740 | 783 | 14,466.52 | 10,450.01 | 3,193,124.65 | 27.76 | 2018-01-10 | 2018-02-22 | NaN | 43 days |
| 15 | 1645 | 844 | 872 | 8,940.24 | 8,393.43 | -899,504.60 | -6.12 | 2018-04-24 | 2018-05-22 | NaN | 28 days |
| 16 | -1646 | 872 | 930 | 8,385.04 | 7,378.99 | 1,655,952.65 | 12.00 | 2018-05-22 | 2018-07-19 | NaN | 58 days |
| 17 | 2093 | 930 | 956 | 7,386.37 | 6,253.67 | -2,370,738.99 | -15.33 | 2018-07-19 | 2018-08-14 | NaN | 26 days |
| 18 | -2095 | 956 | 981 | 6,247.42 | 6,395.01 | -309,208.74 | -2.36 | 2018-08-14 | 2018-09-08 | NaN | 25 days |
| 19 | 1997 | 981 | 991 | 6,401.41 | 6,250.71 | -300,937.93 | -2.35 | 2018-09-08 | 2018-09-18 | NaN | 10 days |
| 20 | -1999 | 991 | 1097 | 6,244.46 | 3,826.10 | 4,834,300.22 | 38.73 | 2018-09-18 | 2019-01-02 | NaN | 106 days |
| 21 | 4521 | 1097 | 1118 | 3,829.93 | 3,576.21 | -1,147,050.49 | -6.62 | 2019-01-02 | 2019-01-23 | NaN | 21 days |
| 22 | -4526 | 1118 | 1146 | 3,572.63 | 3,888.37 | -1,429,022.09 | -8.84 | 2019-01-23 | 2019-02-20 | NaN | 28 days |
| 23 | 3787 | 1146 | 1302 | 3,892.26 | 9,880.86 | 22,678,834.37 | 153.86 | 2019-02-20 | 2019-07-26 | NaN | 156 days |
| 24 | -3790 | 1302 | 1320 | 9,870.98 | 11,389.25 | -5,754,246.56 | -15.38 | 2019-07-26 | 2019-08-13 | NaN | 18 days |
| 25 | 2777 | 1320 | 1335 | 11,400.64 | 10,171.95 | -3,412,070.05 | -10.78 | 2019-08-13 | 2019-08-28 | NaN | 15 days |
| 26 | -2780 | 1335 | 1401 | 10,161.78 | 9,253.09 | 2,526,152.78 | 8.94 | 2019-08-28 | 2019-11-02 | NaN | 66 days |
| 27 | 3323 | 1401 | 1421 | 9,262.34 | 7,616.48 | -5,469,203.05 | -17.77 | 2019-11-02 | 2019-11-22 | NaN | 20 days |
| 28 | -3326 | 1421 | 1467 | 7,608.86 | 7,764.63 | -518,079.31 | -2.05 | 2019-11-22 | 2020-01-07 | NaN | 46 days |
| 29 | 3189 | 1467 | 1523 | 7,772.39 | 8,919.21 | 3,657,194.21 | 14.75 | 2020-01-07 | 2020-03-03 | NaN | 56 days |
| 30 | -3192 | 1523 | 1565 | 8,910.29 | 6,860.51 | 6,542,900.28 | 23.00 | 2020-03-03 | 2020-04-14 | NaN | 42 days |
| 31 | 5095 | 1565 | 1567 | 6,867.37 | 6,623.62 | -1,241,908.85 | -3.55 | 2020-04-14 | 2020-04-16 | NaN | 2 days |
| 32 | -3796 | 1607 | 1612 | 8,891.10 | 9,700.32 | -3,071,799.12 | -9.10 | 2020-05-26 | 2020-05-31 | NaN | 5 days |
| 33 | 3159 | 1612 | 1628 | 9,710.02 | 9,428.37 | -889,733.36 | -2.90 | 2020-05-31 | 2020-06-16 | NaN | 16 days |
| 34 | -3162 | 1628 | 1653 | 9,418.94 | 9,291.04 | 404,424.95 | 1.36 | 2020-06-16 | 2020-07-11 | NaN | 25 days |
| 35 | 3246 | 1653 | 1656 | 9,300.33 | 9,236.91 | -205,864.70 | -0.68 | 2020-07-11 | 2020-07-14 | NaN | 3 days |
| 36 | -3249 | 1656 | 1664 | 9,227.67 | 9,394.14 | -540,850.99 | -1.80 | 2020-07-14 | 2020-07-22 | NaN | 8 days |
| 37 | 3131 | 1664 | 1699 | 9,403.53 | 11,324.92 | 6,015,859.13 | 20.43 | 2020-07-22 | 2020-08-26 | NaN | 35 days |
| 38 | -3134 | 1699 | 1724 | 11,313.60 | 11,081.09 | 728,670.92 | 2.06 | 2020-08-26 | 2020-09-20 | NaN | 25 days |
| 39 | 3262 | 1724 | 1727 | 11,092.17 | 10,531.13 | -1,830,116.04 | -5.06 | 2020-09-20 | 2020-09-23 | NaN | 3 days |
| 40 | -3266 | 1727 | 1733 | 10,520.60 | 10,694.90 | -569,267.49 | -1.66 | 2020-09-23 | 2020-09-29 | NaN | 6 days |
| 41 | 3156 | 1733 | 1741 | 10,705.59 | 10,601.20 | -329,470.30 | -0.98 | 2020-09-29 | 2020-10-07 | NaN | 8 days |
| 42 | -3159 | 1741 | 1743 | 10,590.60 | 10,932.44 | -1,079,876.35 | -3.23 | 2020-10-07 | 2020-10-09 | NaN | 2 days |
| 43 | 2959 | 1743 | 1850 | 10,943.37 | 32,110.00 | 62,632,050.95 | 193.42 | 2020-10-09 | 2021-01-24 | NaN | 107 days |
| 44 | -2961 | 1850 | 1862 | 32,077.89 | 36,976.59 | -14,505,050.70 | -15.27 | 2021-01-24 | 2021-02-05 | NaN | 12 days |
| 45 | 2175 | 1862 | 1887 | 37,013.57 | 49,635.30 | 27,452,270.17 | 34.10 | 2021-02-05 | 2021-03-02 | NaN | 25 days |
| 46 | -2177 | 1887 | 1889 | 49,585.66 | 50,370.33 | -1,708,216.36 | -1.58 | 2021-03-02 | 2021-03-04 | NaN | 2 days |
| 47 | 2107 | 1889 | 1912 | 50,420.70 | 55,080.90 | 9,819,040.70 | 9.24 | 2021-03-04 | 2021-03-27 | NaN | 23 days |
| 48 | -2109 | 1912 | 1915 | 55,025.82 | 57,613.76 | -5,457,967.36 | -4.70 | 2021-03-27 | 2021-03-30 | NaN | 3 days |
| 49 | 1918 | 1915 | 1937 | 57,671.37 | 56,477.67 | -2,289,523.81 | -2.07 | 2021-03-30 | 2021-04-21 | NaN | 22 days |
| 50 | -1919 | 1937 | 1955 | 56,421.19 | 58,958.06 | -4,868,249.06 | -4.50 | 2021-04-21 | 2021-05-09 | NaN | 18 days |
| 51 | 1753 | 1955 | 1960 | 59,017.02 | 49,671.73 | -16,382,289.97 | -15.83 | 2021-05-09 | 2021-05-14 | NaN | 5 days |
| 52 | -1754 | 1960 | 1992 | 49,622.06 | 40,537.93 | 15,933,560.99 | 18.31 | 2021-05-14 | 2021-06-15 | NaN | 32 days |
| 53 | 2538 | 1992 | 1998 | 40,578.47 | 35,585.79 | -12,671,416.59 | -12.30 | 2021-06-15 | 2021-06-21 | NaN | 6 days |
| 54 | -2541 | 1998 | 2033 | 35,550.20 | 35,428.25 | 309,885.65 | 0.34 | 2021-06-21 | 2021-07-26 | NaN | 35 days |
| 55 | 2556 | 2033 | 2080 | 35,463.68 | 44,850.37 | 23,992,384.11 | 26.47 | 2021-07-26 | 2021-09-11 | NaN | 47 days |
| 56 | -2558 | 2080 | 2103 | 44,805.52 | 48,233.99 | -8,770,027.21 | -7.65 | 2021-09-11 | 2021-10-04 | NaN | 23 days |
| 57 | 2192 | 2103 | 2149 | 48,282.22 | 56,898.46 | 18,886,789.33 | 17.85 | 2021-10-04 | 2021-11-19 | NaN | 46 days |
| 58 | -2194 | 2149 | 2188 | 56,841.56 | 50,842.99 | 13,160,865.96 | 10.55 | 2021-11-19 | 2021-12-28 | NaN | 39 days |
| 59 | 2709 | 2188 | 2192 | 50,893.83 | 47,097.85 | -10,283,317.92 | -7.46 | 2021-12-28 | 2022-01-01 | NaN | 4 days |
| 60 | -2712 | 2192 | 2230 | 47,050.75 | 42,496.61 | 12,350,833.51 | 9.68 | 2022-01-01 | 2022-02-08 | NaN | 38 days |
| 61 | 3290 | 2230 | 2245 | 42,539.11 | 37,072.59 | -17,984,839.65 | -12.85 | 2022-02-08 | 2022-02-23 | NaN | 15 days |
| 62 | -3294 | 2245 | 2254 | 37,035.52 | 43,856.82 | -22,469,370.73 | -18.42 | 2022-02-23 | 2022-03-04 | NaN | 9 days |
| 63 | 2267 | 2254 | 2258 | 43,900.68 | 38,432.11 | -12,397,240.98 | -12.46 | 2022-03-04 | 2022-03-08 | NaN | 4 days |
| 64 | -2269 | 2258 | 2269 | 38,393.68 | 40,959.33 | -5,821,464.64 | -6.68 | 2022-03-08 | 2022-03-19 | NaN | 11 days |
| 65 | 1983 | 2269 | 2292 | 41,000.29 | 42,771.93 | 3,513,163.45 | 4.32 | 2022-03-19 | 2022-04-11 | NaN | 23 days |
| 66 | -1985 | 2292 | 2346 | 42,729.16 | 30,429.72 | 24,414,384.57 | 28.78 | 2022-04-11 | 2022-06-04 | NaN | 54 days |
| 67 | 3586 | 2346 | 2351 | 30,460.15 | 31,077.42 | 2,213,531.22 | 2.03 | 2022-06-04 | 2022-06-09 | NaN | 5 days |
| 68 | 4977 | 2392 | 2429 | 22,391.18 | 21,358.10 | -5,141,633.24 | -4.61 | 2022-07-20 | 2022-08-26 | NaN | 37 days |
| 69 | -4982 | 2429 | 2483 | 21,336.74 | 19,564.69 | 8,828,362.57 | 8.31 | 2022-08-26 | 2022-10-19 | NaN | 54 days |
| 70 | 5879 | 2483 | 2487 | 19,584.25 | 19,173.42 | -2,415,297.14 | -2.10 | 2022-10-19 | 2022-10-23 | NaN | 4 days |
| 71 | -5885 | 2487 | 2493 | 19,154.25 | 20,287.00 | -6,666,253.88 | -5.91 | 2022-10-23 | 2022-10-29 | NaN | 6 days |
| 72 | 5222 | 2493 | 2510 | 20,307.29 | 16,289.55 | -20,980,622.61 | -19.78 | 2022-10-29 | 2022-11-15 | NaN | 17 days |
| 73 | -5228 | 2510 | 2538 | 16,273.26 | 17,087.42 | -4,256,426.13 | -5.00 | 2022-11-15 | 2022-12-13 | NaN | 28 days |
| 74 | 4725 | 2538 | 2556 | 17,104.51 | 16,635.85 | -2,214,417.38 | -2.74 | 2022-12-13 | 2022-12-31 | NaN | 18 days |
| 75 | -4729 | 2556 | 2570 | 16,619.21 | 18,863.05 | -10,611,110.81 | -13.50 | 2022-12-31 | 2023-01-14 | NaN | 14 days |
| 76 | 3601 | 2570 | 2625 | 18,881.91 | 21,710.58 | 10,186,029.69 | 14.98 | 2023-01-14 | 2023-03-10 | NaN | 55 days |
| 77 | -3604 | 2625 | 2637 | 21,688.87 | 27,822.08 | -22,104,090.93 | -28.28 | 2023-03-10 | 2023-03-22 | NaN | 12 days |
| 78 | 2013 | 2637 | 2679 | 27,849.90 | 28,056.38 | 415,640.05 | 0.74 | 2023-03-22 | 2023-05-03 | NaN | 42 days |
| 79 | -2015 | 2679 | 2732 | 28,028.32 | 30,692.18 | -5,367,670.61 | -9.50 | 2023-05-03 | 2023-06-25 | NaN | 53 days |
| 80 | 1664 | 2732 | 2763 | 30,722.87 | 29,171.29 | -2,581,832.75 | -5.05 | 2023-06-25 | 2023-07-26 | NaN | 31 days |
| 81 | -1665 | 2763 | 2821 | 29,142.12 | 27,117.54 | 3,370,923.55 | 6.95 | 2023-07-26 | 2023-09-22 | NaN | 58 days |
| 82 | 1912 | 2821 | 2945 | 27,144.66 | 39,547.64 | 23,714,502.46 | 45.69 | 2023-09-22 | 2024-01-24 | NaN | 124 days |
| 83 | -1914 | 2945 | 2963 | 39,508.09 | 47,152.36 | -14,631,128.26 | -19.35 | 2024-01-24 | 2024-02-11 | NaN | 18 days |
| 84 | 1292 | 2963 | 3029 | 47,199.51 | 63,357.83 | 20,876,546.39 | 34.23 | 2024-02-11 | 2024-04-17 | NaN | 66 days |
| 85 | -1293 | 3029 | 3062 | 63,294.47 | 66,982.75 | -4,768,943.23 | -5.83 | 2024-04-17 | 2024-05-20 | NaN | 33 days |
| 86 | 1149 | 3062 | 3094 | 67,049.73 | 64,903.52 | -2,465,998.45 | -3.20 | 2024-05-20 | 2024-06-21 | NaN | 32 days |
| 87 | -1151 | 3094 | 3127 | 64,838.62 | 67,583.44 | -3,159,291.87 | -4.23 | 2024-06-21 | 2024-07-24 | NaN | 33 days |
| 88 | 1056 | 3127 | 3135 | 67,651.02 | 66,202.78 | -1,529,345.07 | -2.14 | 2024-07-24 | 2024-08-01 | NaN | 8 days |
| 89 | 1158 | 3184 | 3283 | 60,394.16 | 99,432.99 | 45,206,960.70 | 64.64 | 2024-09-19 | 2024-12-27 | NaN | 99 days |
| 90 | -1159 | 3283 | 3307 | 99,333.56 | 104,392.35 | -5,863,141.08 | -5.09 | 2024-12-27 | 2025-01-20 | NaN | 24 days |
| 91 | 1045 | 3307 | 3327 | 104,496.74 | 96,405.99 | -8,454,836.21 | -7.74 | 2025-01-20 | 2025-02-09 | NaN | 20 days |
| 92 | -1047 | 3327 | 3396 | 96,309.58 | 84,991.85 | 11,849,667.51 | 11.75 | 2025-02-09 | 2025-04-19 | NaN | 69 days |
| 93 | 1324 | 3396 | 3458 | 85,076.84 | 104,957.05 | 26,321,395.59 | 23.37 | 2025-04-19 | 2025-06-20 | NaN | 62 days |
| 94 | -1325 | 3458 | 3469 | 104,852.09 | 108,357.96 | -4,645,273.84 | -3.34 | 2025-06-20 | 2025-07-01 | NaN | 11 days |
| 95 | 1238 | 3469 | 3521 | 108,466.32 | 114,211.18 | 7,112,139.21 | 5.30 | 2025-07-01 | 2025-08-22 | NaN | 52 days |
| 96 | -1239 | 3521 | 3546 | 114,096.97 | 115,291.90 | -1,480,519.73 | -1.05 | 2025-08-22 | 2025-09-16 | NaN | 25 days |
| 97 | 1213 | 3546 | 3557 | 115,407.19 | 109,019.91 | -7,747,772.94 | -5.53 | 2025-09-16 | 2025-09-27 | NaN | 11 days |
| 98 | -1214 | 3557 | 3564 | 108,910.89 | 120,519.05 | -14,092,306.13 | -10.66 | 2025-09-27 | 2025-10-04 | NaN | 7 days |
| 99 | 979 | 3564 | 3577 | 120,639.57 | 110,866.67 | -9,567,668.17 | -8.10 | 2025-10-04 | 2025-10-17 | NaN | 13 days |
| 100 | -980 | 3577 | 3658 | 110,755.80 | 91,815.81 | 18,561,191.01 | 17.10 | 2025-10-17 | 2026-01-06 | NaN | 81 days |
| 101 | 1383 | 3658 | 3679 | 91,907.63 | 86,744.02 | -7,141,265.54 | -5.62 | 2026-01-06 | 2026-01-27 | NaN | 21 days |
| 102 | -1384 | 3679 | 3727 | 86,657.28 | 71,125.21 | 21,496,382.77 | 17.92 | 2026-01-27 | 2026-03-16 | NaN | 48 days |
| 103 | 1987 | 3727 | 3742 | 71,196.34 | 65,840.30 | -10,642,450.04 | -7.52 | 2026-03-16 | 2026-03-31 | NaN | 15 days |
| 104 | -1989 | 3742 | 3753 | 65,774.46 | 71,815.44 | -12,015,511.05 | -9.18 | 2026-03-31 | 2026-04-11 | NaN | 11 days |
| 105 | 1653 | 3753 | 3796 | 71,887.25 | 75,485.25 | 5,947,489.14 | 5.01 | 2026-04-11 | 2026-05-24 | NaN | 43 days |
| 106 | -1654 | 3796 | 3847 | 75,409.76 | 63,838.32 | 19,139,169.10 | 15.34 | 2026-05-24 | 2026-07-14 | NaN | 51 days |
| 107 | 2252 | 3847 | 3880 | 63,902.16 | 62,954.13 | -2,134,962.94 | -1.48 | 2026-07-14 | 2026-08-16 | NaN | 33 days |
| 108 | -2254 | 3880 | 3885 | 62,891.17 | 69,516.47 | -14,933,412.61 | -10.53 | 2026-08-16 | 2026-08-21 | NaN | 5 days |
| 109 | 1823 | 3885 | 3921 | 69,585.99 | 84,499.99 | 27,188,234.70 | 21.43 | 2026-08-21 | 2026-09-26 | NaN | 36 days |