| GoldenDeadCross_coinbase_BTC-USD-SPOT_1D | |
|---|---|
| Start | 2016-01-01 00:00:00 |
| End | 2026-04-03 00:00:00 |
| Duration | 3745 days 00:00:00 |
| Exposure Time [%] | 92.23171382808329 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 313238442.900978 |
| Equity Peak [$] | 381007565.76567996 |
| Return [%] | 31223.844290097804 |
| Buy & Hold Return [%] | 15262.504949387136 |
| Return (Ann.) [%] | 75.06174083067374 |
| Volatility (Ann.) [%] | 111.27876063325952 |
| Sharpe Ratio | 0.6745378938758502 |
| Sortino Ratio | 1.957506165176694 |
| Calmar Ratio | 1.387868924363602 |
| Max. Drawdown [%] | -54.08417143217815 |
| Avg. Drawdown [%] | -9.164885876517893 |
| Max. Drawdown Duration | 620 days 00:00:00 |
| Avg. Drawdown Duration | 41 days 00:00:00 |
| # Trades | 81 |
| Win Rate [%] | 46.913580246913575 |
| Best Trade [%] | 223.37234135143805 |
| Worst Trade [%] | -35.5072314282447 |
| Avg. Trade [%] | 7.353387067673789 |
| Max. Trade Duration | 155 days 00:00:00 |
| Avg. Trade Duration | 43 days 00:00:00 |
| Profit Factor | 3.5032392240683854 |
| Expectancy [%] | 12.546288893496534 |
| SQN | 1.0311302156114728 |
| Kelly Criterion | 0.1513049341633267 |
| _parameter | {'2016-01-01 00:00:00_2018-01-18 00:00:00': {'GoldenCross_timeperiod_short': 14, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 14, 'DeadCross_timeperiod_long': 43}, '2018-01-19 00:00:00_2020-02-06 00:00:00': {'GoldenCross_timeperiod_short': 14, 'GoldenCross_timeperiod_long': 27, 'DeadCross_timeperiod_short': 14, 'DeadCross_timeperiod_long': 43}, '2020-02-07 00:00:00_2022-02-24 00:00:00': {'GoldenCross_timeperiod_short': 20, 'GoldenCross_timeperiod_long': 31, 'DeadCross_timeperiod_short': 14, 'DeadCross_timeperiod_long': 36}, '2022-02-25 00:00:00_2024-03-14 00:00:00': {'GoldenCross_timeperiod_short': 10, 'GoldenCross_timeperiod_long': 37, 'DeadCross_timeperiod_short': 13, 'DeadCross_timeperiod_long': 38}, '2024-03-15 00:00:00_2026-04-03 00:00:00': {'GoldenCross_timeperiod_short': 15, 'GoldenCross_timeperiod_long': 38, 'DeadCross_timeperiod_short': 11, 'DeadCross_timeperiod_long': 42}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2280 | 51 | 83 | 438.48 | 417.53 | -47,761.53 | -4.78 | 2016-02-21 | 2016-03-24 | NaN | 32 days |
| 2 | -2282 | 83 | 96 | 417.11 | 422.40 | -12,066.14 | -1.27 | 2016-03-24 | 2016-04-06 | NaN | 13 days |
| 3 | 2223 | 96 | 200 | 422.82 | 675.51 | 561,724.53 | 59.76 | 2016-04-06 | 2016-07-19 | NaN | 104 days |
| 4 | -2225 | 200 | 253 | 674.83 | 622.07 | 117,400.99 | 7.82 | 2016-07-19 | 2016-09-10 | NaN | 53 days |
| 5 | 2600 | 253 | 385 | 622.69 | 902.92 | 728,592.62 | 45.00 | 2016-09-10 | 2017-01-20 | NaN | 132 days |
| 6 | -2602 | 385 | 396 | 902.02 | 923.26 | -55,274.08 | -2.36 | 2017-01-20 | 2017-01-31 | NaN | 11 days |
| 7 | 2480 | 396 | 448 | 924.18 | 1,025.13 | 250,347.92 | 10.92 | 2017-01-31 | 2017-03-24 | NaN | 52 days |
| 8 | -2483 | 448 | 467 | 1,024.10 | 1,224.00 | -496,339.61 | -19.52 | 2017-03-24 | 2017-04-12 | NaN | 19 days |
| 9 | 1670 | 467 | 553 | 1,225.22 | 2,604.89 | 2,304,042.22 | 112.61 | 2017-04-12 | 2017-07-07 | NaN | 86 days |
| 10 | -1671 | 553 | 576 | 2,602.29 | 2,700.01 | -163,298.29 | -3.76 | 2017-07-07 | 2017-07-30 | NaN | 23 days |
| 11 | 1549 | 576 | 626 | 2,702.71 | 3,719.98 | 1,575,751.21 | 37.64 | 2017-07-30 | 2017-09-18 | NaN | 50 days |
| 12 | -1550 | 626 | 647 | 3,716.26 | 4,603.50 | -1,375,221.97 | -23.87 | 2017-09-18 | 2017-10-09 | NaN | 21 days |
| 13 | 952 | 647 | 741 | 4,608.10 | 14,875.17 | 9,774,247.31 | 222.80 | 2017-10-09 | 2018-01-11 | NaN | 94 days |
| 14 | -953 | 741 | 748 | 14,860.29 | 11,204.64 | 3,483,839.05 | 24.60 | 2018-01-11 | 2018-01-18 | NaN | 7 days |
| 15 | -2249 | 807 | 843 | 7,845.27 | 8,795.00 | -2,135,949.79 | -12.11 | 2018-03-18 | 2018-04-23 | NaN | 36 days |
| 16 | 1761 | 843 | 872 | 8,803.79 | 8,393.43 | -722,652.76 | -4.66 | 2018-04-23 | 2018-05-22 | NaN | 29 days |
| 17 | -1763 | 872 | 930 | 8,385.04 | 7,378.99 | 1,773,660.10 | 12.00 | 2018-05-22 | 2018-07-19 | NaN | 58 days |
| 18 | 2242 | 930 | 955 | 7,386.37 | 6,316.00 | -2,399,767.28 | -14.49 | 2018-07-19 | 2018-08-13 | NaN | 25 days |
| 19 | -2244 | 955 | 980 | 6,309.68 | 6,495.00 | -415,849.10 | -2.94 | 2018-08-13 | 2018-09-07 | NaN | 25 days |
| 20 | 2114 | 980 | 989 | 6,501.49 | 6,518.68 | 36,329.09 | 0.26 | 2018-09-07 | 2018-09-16 | NaN | 9 days |
| 21 | -2116 | 989 | 1096 | 6,512.16 | 3,691.87 | 5,967,736.43 | 43.31 | 2018-09-16 | 2019-01-01 | NaN | 107 days |
| 22 | 5344 | 1096 | 1117 | 3,695.56 | 3,531.75 | -875,410.63 | -4.43 | 2019-01-01 | 2019-01-22 | NaN | 21 days |
| 23 | -5349 | 1117 | 1146 | 3,528.22 | 3,888.37 | -1,926,451.71 | -10.21 | 2019-01-22 | 2019-02-20 | NaN | 29 days |
| 24 | 4354 | 1146 | 1301 | 3,892.26 | 9,772.59 | 25,602,963.92 | 151.08 | 2019-02-20 | 2019-07-25 | NaN | 155 days |
| 25 | -4358 | 1301 | 1318 | 9,762.82 | 11,280.95 | -6,616,021.83 | -15.55 | 2019-07-25 | 2019-08-11 | NaN | 17 days |
| 26 | 3182 | 1318 | 1333 | 11,292.23 | 10,140.90 | -3,663,535.08 | -10.20 | 2019-08-11 | 2019-08-26 | NaN | 15 days |
| 27 | -3185 | 1333 | 1400 | 10,130.76 | 9,159.96 | 3,091,995.13 | 9.58 | 2019-08-26 | 2019-11-01 | NaN | 67 days |
| 28 | 3856 | 1400 | 1420 | 9,169.12 | 8,082.97 | -4,188,194.25 | -11.85 | 2019-11-01 | 2019-11-21 | NaN | 20 days |
| 29 | -3860 | 1420 | 1468 | 8,074.89 | 8,160.01 | -328,574.66 | -1.05 | 2019-11-21 | 2020-01-08 | NaN | 48 days |
| 30 | 3776 | 1468 | 1497 | 8,168.17 | 9,613.91 | 5,459,114.20 | 17.70 | 2020-01-08 | 2020-02-06 | NaN | 29 days |
| 31 | 4973 | 1561 | 1636 | 7,299.58 | 9,623.56 | 11,557,141.15 | 31.84 | 2020-04-10 | 2020-06-24 | NaN | 75 days |
| 32 | -4978 | 1636 | 1666 | 9,613.94 | 9,613.24 | 3,466.88 | 0.01 | 2020-06-24 | 2020-07-24 | NaN | 30 days |
| 33 | 4974 | 1666 | 1707 | 9,622.85 | 11,395.49 | 8,817,095.24 | 18.42 | 2020-07-24 | 2020-09-03 | NaN | 41 days |
| 34 | -4979 | 1707 | 1741 | 11,384.09 | 10,601.20 | 3,898,031.77 | 6.88 | 2020-09-03 | 2020-10-07 | NaN | 34 days |
| 35 | 5708 | 1741 | 1857 | 10,611.80 | 34,315.63 | 135,301,454.79 | 223.37 | 2020-10-07 | 2021-01-31 | NaN | 116 days |
| 36 | -5713 | 1857 | 1866 | 34,281.31 | 46,453.66 | -69,540,610.58 | -35.51 | 2021-01-31 | 2021-02-09 | NaN | 9 days |
| 37 | 2717 | 1866 | 1942 | 46,500.11 | 49,121.00 | 7,120,948.19 | 5.64 | 2021-02-09 | 2021-04-26 | NaN | 76 days |
| 38 | -2719 | 1942 | 2037 | 49,071.88 | 40,039.44 | 24,559,201.64 | 18.41 | 2021-04-26 | 2021-07-30 | NaN | 95 days |
| 39 | 3942 | 2037 | 2087 | 40,079.48 | 47,306.87 | 28,490,373.59 | 18.03 | 2021-07-30 | 2021-09-18 | NaN | 50 days |
| 40 | -3946 | 2087 | 2108 | 47,259.56 | 53,965.18 | -26,460,364.17 | -14.19 | 2021-09-18 | 2021-10-09 | NaN | 21 days |
| 41 | 2962 | 2108 | 2153 | 54,019.15 | 56,280.81 | 6,699,051.20 | 4.19 | 2021-10-09 | 2021-11-23 | NaN | 45 days |
| 42 | -2965 | 2153 | 2235 | 56,224.53 | 42,395.43 | 41,003,279.10 | 24.60 | 2021-11-23 | 2022-02-13 | NaN | 82 days |
| 43 | 4895 | 2235 | 2246 | 42,437.83 | 38,265.05 | -20,425,735.73 | -9.83 | 2022-02-13 | 2022-02-24 | NaN | 11 days |
| 44 | -4622 | 2298 | 2393 | 40,522.43 | 23,409.99 | 79,093,683.86 | 42.23 | 2022-04-17 | 2022-07-21 | NaN | 95 days |
| 45 | 11369 | 2393 | 2429 | 23,433.40 | 21,358.10 | -23,594,085.59 | -8.86 | 2022-07-21 | 2022-08-26 | NaN | 36 days |
| 46 | -11380 | 2429 | 2492 | 21,336.74 | 20,756.83 | 6,599,397.42 | 2.72 | 2022-08-26 | 2022-10-28 | NaN | 63 days |
| 47 | 12004 | 2492 | 2508 | 20,777.59 | 16,997.52 | -45,375,922.23 | -18.19 | 2022-10-28 | 2022-11-13 | NaN | 16 days |
| 48 | -12016 | 2508 | 2540 | 16,980.52 | 17,763.65 | -9,410,060.28 | -4.61 | 2022-11-13 | 2022-12-15 | NaN | 32 days |
| 49 | 10946 | 2540 | 2554 | 17,781.41 | 16,694.85 | -11,893,525.71 | -6.11 | 2022-12-15 | 2022-12-29 | NaN | 14 days |
| 50 | -10957 | 2554 | 2570 | 16,678.16 | 18,863.05 | -23,939,892.87 | -13.10 | 2022-12-29 | 2023-01-14 | NaN | 16 days |
| 51 | 8410 | 2570 | 2623 | 18,881.91 | 22,417.46 | 29,733,949.85 | 18.72 | 2023-01-14 | 2023-03-08 | NaN | 53 days |
| 52 | -8418 | 2623 | 2635 | 22,395.04 | 26,991.44 | -38,692,473.82 | -20.52 | 2023-03-08 | 2023-03-20 | NaN | 12 days |
| 53 | 5546 | 2635 | 2678 | 27,018.43 | 29,271.12 | 12,493,410.75 | 8.34 | 2023-03-20 | 2023-05-02 | NaN | 43 days |
| 54 | -5551 | 2678 | 2685 | 29,241.85 | 28,425.77 | 4,530,053.86 | 2.79 | 2023-05-02 | 2023-05-09 | NaN | 7 days |
| 55 | 5864 | 2685 | 2687 | 28,454.20 | 27,646.58 | -4,735,858.88 | -2.84 | 2023-05-09 | 2023-05-11 | NaN | 2 days |
| 56 | -5870 | 2687 | 2732 | 27,618.93 | 30,692.18 | -18,039,957.42 | -11.13 | 2023-05-11 | 2023-06-25 | NaN | 45 days |
| 57 | 4690 | 2732 | 2764 | 30,722.87 | 29,221.74 | -7,040,309.92 | -4.89 | 2023-06-25 | 2023-07-27 | NaN | 32 days |
| 58 | -4694 | 2764 | 2823 | 29,192.52 | 26,582.63 | 12,250,815.49 | 8.94 | 2023-07-27 | 2023-09-24 | NaN | 59 days |
| 59 | 5611 | 2823 | 2944 | 26,609.21 | 41,565.86 | 83,921,748.39 | 56.21 | 2023-09-24 | 2024-01-23 | NaN | 121 days |
| 60 | -5616 | 2944 | 2962 | 41,524.29 | 45,342.16 | -21,441,134.67 | -9.19 | 2024-01-23 | 2024-02-10 | NaN | 18 days |
| 61 | 4666 | 2962 | 2995 | 45,387.50 | 71,471.62 | 121,708,493.84 | 57.47 | 2024-02-10 | 2024-03-14 | NaN | 33 days |
| 62 | 4661 | 3064 | 3094 | 71,537.68 | 64,903.52 | -30,921,802.09 | -9.27 | 2024-05-22 | 2024-06-21 | NaN | 30 days |
| 63 | -4666 | 3094 | 3126 | 64,838.62 | 68,240.01 | -15,870,902.16 | -5.25 | 2024-06-21 | 2024-07-23 | NaN | 32 days |
| 64 | 4197 | 3126 | 3143 | 68,308.25 | 55,099.13 | -55,438,676.68 | -19.34 | 2024-07-23 | 2024-08-09 | NaN | 17 days |
| 65 | -4201 | 3143 | 3186 | 55,044.03 | 62,997.33 | -33,411,809.65 | -14.45 | 2024-08-09 | 2024-09-21 | NaN | 43 days |
| 66 | 3137 | 3186 | 3286 | 63,060.33 | 95,093.67 | 100,488,595.96 | 50.80 | 2024-09-21 | 2024-12-30 | NaN | 100 days |
| 67 | -3140 | 3286 | 3309 | 94,998.58 | 102,233.73 | -22,718,382.52 | -7.62 | 2024-12-30 | 2025-01-22 | NaN | 23 days |
| 68 | 2693 | 3309 | 3329 | 102,335.96 | 96,519.94 | -15,662,551.90 | -5.68 | 2025-01-22 | 2025-02-11 | NaN | 20 days |
| 69 | -2696 | 3329 | 3398 | 96,423.42 | 85,068.07 | 30,614,023.76 | 11.78 | 2025-02-11 | 2025-04-21 | NaN | 69 days |
| 70 | 3412 | 3398 | 3461 | 85,153.14 | 102,314.54 | 58,554,703.39 | 20.15 | 2025-04-21 | 2025-06-23 | NaN | 63 days |
| 71 | -3415 | 3461 | 3472 | 102,212.23 | 108,947.80 | -23,001,987.05 | -6.59 | 2025-06-23 | 2025-07-04 | NaN | 11 days |
| 72 | 2990 | 3472 | 3522 | 109,056.75 | 112,526.73 | 10,375,246.78 | 3.18 | 2025-07-04 | 2025-08-23 | NaN | 50 days |
| 73 | -2993 | 3522 | 3549 | 112,414.20 | 116,445.30 | -12,065,072.51 | -3.59 | 2025-08-23 | 2025-09-19 | NaN | 27 days |
| 74 | 2783 | 3549 | 3561 | 116,561.75 | 114,315.99 | -6,249,937.00 | -1.93 | 2025-09-19 | 2025-10-01 | NaN | 12 days |
| 75 | -2786 | 3561 | 3564 | 114,201.67 | 120,519.05 | -17,600,209.51 | -5.53 | 2025-10-01 | 2025-10-04 | NaN | 3 days |
| 76 | 2491 | 3564 | 3579 | 120,639.57 | 106,470.30 | -35,295,649.20 | -11.75 | 2025-10-04 | 2025-10-19 | NaN | 15 days |
| 77 | -2494 | 3579 | 3660 | 106,363.83 | 93,557.20 | 31,939,726.68 | 12.04 | 2025-10-19 | 2026-01-08 | NaN | 81 days |
| 78 | 3173 | 3660 | 3681 | 93,650.76 | 89,054.59 | -14,583,636.55 | -4.91 | 2026-01-08 | 2026-01-29 | NaN | 21 days |
| 79 | -3177 | 3681 | 3726 | 88,965.54 | 70,821.28 | 57,644,307.37 | 20.39 | 2026-01-29 | 2026-03-15 | NaN | 45 days |
| 80 | 4800 | 3726 | 3743 | 70,892.10 | 66,712.61 | -20,061,567.15 | -5.90 | 2026-03-15 | 2026-04-01 | NaN | 17 days |
| 81 | -4804 | 3743 | 3745 | 66,645.90 | 68,101.56 | -6,993,018.19 | -2.18 | 2026-04-01 | 2026-04-03 | NaN | 2 days |