| RSIDouble_bitflyer_ETH-JPY-SPOT_15min | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2026-09-25 14:15:00 |
| Duration | 1749 days 14:15:00 |
| Exposure Time [%] | 6.378998045664712 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 15752783.815459376 |
| Equity Peak [$] | 15859105.127959376 |
| Return [%] | 57.52783815459376 |
| Buy & Hold Return [%] | -4.9489982949221565 |
| Return (Ann.) [%] | 9.941864203765238 |
| Volatility (Ann.) [%] | 26.12820895570079 |
| Sharpe Ratio | 0.3805030884673812 |
| Sortino Ratio | 0.6545671530342284 |
| Calmar Ratio | 0.3616312619495147 |
| Max. Drawdown [%] | -27.491716701066526 |
| Avg. Drawdown [%] | -3.5839977728221757 |
| Max. Drawdown Duration | 887 days 13:30:00 |
| Avg. Drawdown Duration | 29 days 14:13:00 |
| # Trades | 5 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 17.443474507768066 |
| Worst Trade [%] | 4.438722684154395 |
| Avg. Trade [%] | 9.623796866328549 |
| Max. Trade Duration | 42 days 20:00:00 |
| Avg. Trade Duration | 22 days 07:12:00 |
| Profit Factor | NaN |
| Expectancy [%] | 9.787015786995465 |
| SQN | 4.000745858071825 |
| Kelly Criterion | NaN |
| _parameter | {'2021-12-11 00:00:00_2022-11-25 17:15:00': {'RSI_shifter': 9, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2022-11-25 17:30:00_2023-11-10 08:45:00': {'RSI_shifter': 9, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2023-11-10 09:00:00_2024-10-25 00:15:00': {'RSI_shifter': 7, 'RSI_timeperiod': 20, 'RSI_lower_threshold': 28, 'RSI_upper_threshold': 75}, '2024-10-25 00:30:00_2025-10-09 15:45:00': {'RSI_shifter': 4, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2025-10-09 16:00:00_2026-09-25 14:15:00': {'RSI_shifter': 8, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 33 | 4035 | 5443 | 296,806.68 | 346,814.00 | 1,650,241.64 | 16.85 | 2022-01-22 02:15:00 | 2022-02-05 18:15:00 | NaN | 14 days 16:00:00 |
| 2 | 78 | 17763 | 20819 | 148,514.85 | 174,421.00 | 2,020,679.70 | 17.44 | 2022-06-14 02:15:00 | 2022-07-15 22:15:00 | NaN | 31 days 20:00:00 |
| 3 | 56 | 59137 | 60177 | 241,912.19 | 252,650.00 | 601,317.43 | 4.44 | 2023-08-19 02:15:00 | 2023-08-29 22:15:00 | NaN | 10 days 20:00:00 |
| 4 | 40 | 145225 | 149337 | 355,567.49 | 375,749.50 | 807,280.37 | 5.68 | 2026-02-02 02:00:00 | 2026-03-16 22:00:00 | NaN | 42 days 20:00:00 |
| 5 | 53 | 156969 | 158054 | 280,518.83 | 293,221.94 | 673,264.68 | 4.53 | 2026-06-04 10:00:00 | 2026-06-15 18:00:00 | NaN | 11 days 08:00:00 |