| GoldenDeadCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 3472 days 00:00:00 |
| Exposure Time [%] | 91.41952202706594 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 153638655.43416354 |
| Equity Peak [$] | 176147810.86373356 |
| Return [%] | 15263.865543416356 |
| Buy & Hold Return [%] | 25094.768856447685 |
| Return (Ann.) [%] | 69.74361951837298 |
| Volatility (Ann.) [%] | 109.47005620848633 |
| Sharpe Ratio | 0.6371022536568892 |
| Sortino Ratio | 1.8167615743963503 |
| Calmar Ratio | 1.1160362822165049 |
| Max. Drawdown [%] | -62.49225104031439 |
| Avg. Drawdown [%] | -9.900708115090492 |
| Max. Drawdown Duration | 1216 days 00:00:00 |
| Avg. Drawdown Duration | 41 days 00:00:00 |
| # Trades | 75 |
| Win Rate [%] | 44.0 |
| Best Trade [%] | 375.2993121900821 |
| Worst Trade [%] | -22.474503979938177 |
| Avg. Trade [%] | 6.9444751979368835 |
| Max. Trade Duration | 198 days 00:00:00 |
| Avg. Trade Duration | 43 days 00:00:00 |
| Profit Factor | 3.485118558640752 |
| Expectancy [%] | 12.735293669590488 |
| SQN | 1.0628403902187895 |
| Kelly Criterion | 0.15794805882163782 |
| _parameter | {'2016-01-01 00:00:00_2017-11-24 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 36, 'DeadCross_timeperiod_short': 15, 'DeadCross_timeperiod_long': 44}, '2017-11-25 00:00:00_2019-10-19 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 36, 'DeadCross_timeperiod_short': 15, 'DeadCross_timeperiod_long': 44}, '2019-10-20 00:00:00_2021-09-12 00:00:00': {'GoldenCross_timeperiod_short': 12, 'GoldenCross_timeperiod_long': 39, 'DeadCross_timeperiod_short': 19, 'DeadCross_timeperiod_long': 45}, '2021-09-13 00:00:00_2023-08-07 00:00:00': {'GoldenCross_timeperiod_short': 15, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 42}, '2023-08-08 00:00:00_2025-07-04 00:00:00': {'GoldenCross_timeperiod_short': 6, 'GoldenCross_timeperiod_long': 36, 'DeadCross_timeperiod_short': 11, 'DeadCross_timeperiod_long': 40}} |
| 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 | 693 | 4,608.10 | 8,023.79 | 3,306,384.53 | 74.12 | 2017-10-09 | 2017-11-24 | NaN | 46 days |
| 14 | -584 | 742 | 789 | 13,294.75 | 10,556.29 | 1,599,261.77 | 20.60 | 2018-01-12 | 2018-02-28 | NaN | 47 days |
| 15 | 886 | 789 | 808 | 10,566.85 | 8,192.00 | -2,104,113.81 | -22.47 | 2018-02-28 | 2018-03-19 | NaN | 19 days |
| 16 | -887 | 808 | 844 | 8,183.81 | 8,931.31 | -663,034.27 | -9.13 | 2018-03-19 | 2018-04-24 | NaN | 36 days |
| 17 | 738 | 844 | 873 | 8,940.24 | 7,987.70 | -702,975.49 | -10.65 | 2018-04-24 | 2018-05-23 | NaN | 29 days |
| 18 | -739 | 873 | 931 | 7,979.71 | 7,470.01 | 376,670.00 | 6.39 | 2018-05-23 | 2018-07-20 | NaN | 58 days |
| 19 | 839 | 931 | 956 | 7,477.48 | 6,253.67 | -1,026,776.60 | -16.37 | 2018-07-20 | 2018-08-14 | NaN | 25 days |
| 20 | -840 | 956 | 981 | 6,247.42 | 6,395.01 | -123,978.68 | -2.36 | 2018-08-14 | 2018-09-08 | NaN | 25 days |
| 21 | 800 | 981 | 990 | 6,401.41 | 6,498.00 | 77,275.99 | 1.51 | 2018-09-08 | 2018-09-17 | NaN | 9 days |
| 22 | -801 | 990 | 1097 | 6,491.50 | 3,826.10 | 2,134,987.00 | 41.06 | 2018-09-17 | 2019-01-02 | NaN | 107 days |
| 23 | 1915 | 1097 | 1118 | 3,829.93 | 3,576.21 | -485,866.33 | -6.62 | 2019-01-02 | 2019-01-23 | NaN | 21 days |
| 24 | -1917 | 1118 | 1146 | 3,572.63 | 3,888.37 | -605,266.31 | -8.84 | 2019-01-23 | 2019-02-20 | NaN | 28 days |
| 25 | 1604 | 1146 | 1302 | 3,892.26 | 9,880.86 | 9,605,717.01 | 153.86 | 2019-02-20 | 2019-07-26 | NaN | 156 days |
| 26 | -1605 | 1302 | 1319 | 9,870.98 | 11,540.76 | -2,679,998.28 | -16.92 | 2019-07-26 | 2019-08-12 | NaN | 17 days |
| 27 | 1140 | 1319 | 1333 | 11,552.30 | 10,140.90 | -1,608,996.87 | -12.22 | 2019-08-12 | 2019-08-26 | NaN | 14 days |
| 28 | -1141 | 1333 | 1387 | 10,130.76 | 7,954.15 | 2,483,510.98 | 21.49 | 2019-08-26 | 2019-10-19 | NaN | 54 days |
| 29 | 1719 | 1468 | 1525 | 8,168.17 | 8,759.99 | 1,017,338.56 | 7.25 | 2020-01-08 | 2020-03-05 | NaN | 57 days |
| 30 | -1721 | 1525 | 1568 | 8,751.23 | 7,114.76 | 2,816,364.89 | 18.70 | 2020-03-05 | 2020-04-17 | NaN | 43 days |
| 31 | 2510 | 1568 | 1639 | 7,121.87 | 9,155.42 | 5,104,198.55 | 28.55 | 2020-04-17 | 2020-06-27 | NaN | 71 days |
| 32 | -2512 | 1639 | 1668 | 9,146.26 | 9,711.79 | -1,420,599.86 | -6.18 | 2020-06-27 | 2020-07-26 | NaN | 29 days |
| 33 | 2218 | 1668 | 1711 | 9,721.50 | 10,258.67 | 1,191,439.09 | 5.53 | 2020-07-26 | 2020-09-07 | NaN | 43 days |
| 34 | -2220 | 1711 | 1747 | 10,248.41 | 11,535.46 | -2,857,248.05 | -12.56 | 2020-09-07 | 2020-10-13 | NaN | 36 days |
| 35 | 1723 | 1747 | 1945 | 11,547.00 | 54,882.79 | 74,667,573.99 | 375.30 | 2020-10-13 | 2021-04-29 | NaN | 198 days |
| 36 | -1724 | 1945 | 2039 | 54,827.91 | 41,499.00 | 22,979,036.03 | 24.31 | 2021-04-29 | 2021-08-01 | NaN | 94 days |
| 37 | 2829 | 2039 | 2081 | 41,540.50 | 45,173.66 | 10,278,212.47 | 8.75 | 2021-08-01 | 2021-09-12 | NaN | 42 days |
| 38 | -2273 | 2153 | 2236 | 56,224.53 | 42,216.29 | 31,840,727.68 | 24.91 | 2021-11-23 | 2022-02-14 | NaN | 83 days |
| 39 | 3778 | 2236 | 2250 | 42,258.51 | 39,138.21 | -11,788,479.38 | -7.38 | 2022-02-14 | 2022-02-28 | NaN | 14 days |
| 40 | -3782 | 2250 | 2261 | 39,099.07 | 41,983.44 | -10,908,680.57 | -7.38 | 2022-02-28 | 2022-03-11 | NaN | 11 days |
| 41 | 3259 | 2261 | 2262 | 42,025.42 | 39,454.88 | -8,377,401.07 | -6.12 | 2022-03-11 | 2022-03-12 | NaN | 1 days |
| 42 | -3262 | 2262 | 2264 | 39,415.43 | 38,767.08 | 2,114,901.78 | 1.64 | 2022-03-12 | 2022-03-14 | NaN | 2 days |
| 43 | 3368 | 2264 | 2265 | 38,805.85 | 37,780.13 | -3,454,615.13 | -2.64 | 2022-03-14 | 2022-03-15 | NaN | 1 days |
| 44 | -3371 | 2265 | 2275 | 37,742.35 | 42,940.10 | -17,521,615.69 | -13.77 | 2022-03-15 | 2022-03-25 | NaN | 10 days |
| 45 | 2552 | 2275 | 2299 | 42,983.04 | 40,382.57 | -6,636,399.70 | -6.05 | 2022-03-25 | 2022-04-18 | NaN | 24 days |
| 46 | -2555 | 2299 | 2396 | 40,342.19 | 22,705.02 | 45,062,962.78 | 43.72 | 2022-04-18 | 2022-07-24 | NaN | 97 days |
| 47 | 6518 | 2396 | 2429 | 22,727.73 | 21,358.10 | -8,927,215.88 | -6.03 | 2022-07-24 | 2022-08-26 | NaN | 33 days |
| 48 | -6525 | 2429 | 2492 | 21,336.74 | 20,756.83 | 3,783,925.15 | 2.72 | 2022-08-26 | 2022-10-28 | NaN | 63 days |
| 49 | 6882 | 2492 | 2508 | 20,777.59 | 16,997.52 | -26,014,419.92 | -18.19 | 2022-10-28 | 2022-11-13 | NaN | 16 days |
| 50 | -6889 | 2508 | 2543 | 16,980.52 | 16,636.57 | 2,369,499.94 | 2.03 | 2022-11-13 | 2022-12-18 | NaN | 35 days |
| 51 | 7167 | 2543 | 2555 | 16,653.20 | 16,539.02 | -818,363.38 | -0.69 | 2022-12-18 | 2022-12-30 | NaN | 12 days |
| 52 | -7174 | 2555 | 2570 | 16,522.48 | 18,863.05 | -16,791,242.15 | -14.17 | 2022-12-30 | 2023-01-14 | NaN | 15 days |
| 53 | 5389 | 2570 | 2624 | 18,881.91 | 22,199.41 | 17,877,991.06 | 17.57 | 2023-01-14 | 2023-03-09 | NaN | 54 days |
| 54 | -5394 | 2624 | 2635 | 22,177.21 | 26,991.44 | -25,967,953.44 | -21.71 | 2023-03-09 | 2023-03-20 | NaN | 11 days |
| 55 | 3466 | 2635 | 2679 | 27,018.43 | 28,056.38 | 3,597,529.71 | 3.84 | 2023-03-20 | 2023-05-03 | NaN | 44 days |
| 56 | -3470 | 2679 | 2683 | 28,028.32 | 29,518.16 | -5,169,732.24 | -5.32 | 2023-05-03 | 2023-05-07 | NaN | 4 days |
| 57 | 3116 | 2683 | 2688 | 29,547.68 | 27,616.17 | -6,018,579.43 | -6.54 | 2023-05-07 | 2023-05-12 | NaN | 5 days |
| 58 | -3119 | 2688 | 2732 | 27,588.55 | 30,692.18 | -9,680,210.02 | -11.25 | 2023-05-12 | 2023-06-25 | NaN | 44 days |
| 59 | 2486 | 2732 | 2766 | 30,722.87 | 29,212.99 | -3,753,567.10 | -4.91 | 2023-06-25 | 2023-07-29 | NaN | 34 days |
| 60 | -2489 | 2766 | 2775 | 29,183.78 | 29,045.70 | 343,673.68 | 0.47 | 2023-07-29 | 2023-08-07 | NaN | 9 days |
| 61 | 2742 | 2823 | 2943 | 26,609.21 | 41,664.80 | 41,282,420.57 | 56.58 | 2023-09-24 | 2024-01-22 | NaN | 120 days |
| 62 | -2745 | 2943 | 2961 | 41,623.14 | 44,391.72 | -7,599,765.28 | -6.65 | 2024-01-22 | 2024-02-09 | NaN | 18 days |
| 63 | 2400 | 2961 | 3029 | 44,436.11 | 63,357.83 | 45,412,123.87 | 42.58 | 2024-02-09 | 2024-04-17 | NaN | 68 days |
| 64 | -2402 | 3029 | 3063 | 63,294.47 | 66,267.10 | -7,140,252.05 | -4.70 | 2024-04-17 | 2024-05-21 | NaN | 34 days |
| 65 | 2185 | 3063 | 3093 | 66,333.37 | 65,126.59 | -2,636,807.96 | -1.82 | 2024-05-21 | 2024-06-20 | NaN | 30 days |
| 66 | -2187 | 3093 | 3126 | 65,061.46 | 68,240.01 | -6,951,481.39 | -4.89 | 2024-06-20 | 2024-07-23 | NaN | 33 days |
| 67 | 1981 | 3126 | 3143 | 68,308.25 | 55,099.13 | -26,167,266.74 | -19.34 | 2024-07-23 | 2024-08-09 | NaN | 17 days |
| 68 | -1983 | 3143 | 3186 | 55,044.03 | 62,997.33 | -15,771,392.17 | -14.45 | 2024-08-09 | 2024-09-21 | NaN | 43 days |
| 69 | 1481 | 3186 | 3285 | 63,060.33 | 94,185.99 | 46,097,106.41 | 49.36 | 2024-09-21 | 2024-12-29 | NaN | 99 days |
| 70 | -1482 | 3285 | 3309 | 94,091.80 | 102,233.73 | -12,066,334.32 | -8.65 | 2024-12-29 | 2025-01-22 | NaN | 24 days |
| 71 | 1245 | 3309 | 3329 | 102,335.96 | 96,519.94 | -7,240,949.54 | -5.68 | 2025-01-22 | 2025-02-11 | NaN | 20 days |
| 72 | -1246 | 3329 | 3398 | 96,423.42 | 85,068.07 | 14,148,766.17 | 11.78 | 2025-02-11 | 2025-04-21 | NaN | 69 days |
| 73 | 1577 | 3398 | 3460 | 85,153.14 | 103,269.83 | 28,570,023.17 | 21.28 | 2025-04-21 | 2025-06-22 | NaN | 62 days |
| 74 | -1579 | 3460 | 3472 | 103,166.56 | 108,947.80 | -9,128,577.69 | -5.60 | 2025-06-22 | 2025-07-04 | NaN | 12 days |
| 75 | 1410 | 3472 | 3472 | 109,056.75 | 108,947.80 | -153,616.40 | -0.10 | 2025-07-04 | 2025-07-04 | NaN | 0 days |