| RSIDouble_bitflyer_ETH-JPY-SPOT_15min | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2026-04-02 22:15:00 |
| Duration | 1573 days 22:15:00 |
| Exposure Time [%] | 5.831583549158448 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 14570223.3665375 |
| Equity Peak [$] | 14634736.6790375 |
| Return [%] | 45.702233665375005 |
| Buy & Hold Return [%] | -25.837095804202104 |
| Return (Ann.) [%] | 9.120591931902155 |
| Volatility (Ann.) [%] | 24.679694376456613 |
| Sharpe Ratio | 0.3695585444770667 |
| Sortino Ratio | 0.6304137794167282 |
| Calmar Ratio | 0.3321023298328816 |
| Max. Drawdown [%] | -27.46319767311407 |
| Avg. Drawdown [%] | -4.075246318557227 |
| Max. Drawdown Duration | 887 days 06:45:00 |
| Avg. Drawdown Duration | 41 days 09:27:00 |
| # Trades | 4 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 15.461351023370185 |
| Worst Trade [%] | 4.489154206685431 |
| Avg. Trade [%] | 9.984886229939027 |
| Max. Trade Duration | 42 days 20:00:00 |
| Avg. Trade Duration | 22 days 22:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 10.085192442004093 |
| SQN | 4.657588313952234 |
| Kelly Criterion | NaN |
| _parameter | {'2021-12-11 00:00:00_2022-10-21 14:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2022-10-21 14:15:00_2023-09-01 02:45:00': {'RSI_shifter': 9, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2023-09-01 03:00:00_2024-07-11 15:15:00': {'RSI_shifter': 3, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2024-07-11 15:30:00_2025-05-22 03:45:00': {'RSI_shifter': 6, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2025-05-22 04:00:00_2026-04-02 22:15:00': {'RSI_shifter': 1, '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 | 5379 | 296,806.68 | 342,697.00 | 1,514,380.64 | 15.46 | 2022-01-22 02:15:00 | 2022-02-05 02:15:00 | NaN | 14 days 00:00:00 |
| 2 | 77 | 17763 | 20083 | 148,514.85 | 169,211.00 | 1,593,603.55 | 13.94 | 2022-06-14 02:15:00 | 2022-07-08 06:15:00 | NaN | 24 days 04:00:00 |
| 3 | 54 | 59137 | 60161 | 241,912.19 | 252,772.00 | 586,429.80 | 4.49 | 2023-08-19 02:15:00 | 2023-08-29 18:15:00 | NaN | 10 days 16:00:00 |
| 4 | 39 | 145218 | 149330 | 347,903.16 | 370,359.81 | 875,809.38 | 6.45 | 2026-02-02 00:15:00 | 2026-03-16 20:15:00 | NaN | 42 days 20:00:00 |