| RSIDouble_bitflyer_ETH-JPY-SPOT_15min | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2026-05-19 14:15:00 |
| Duration | 1620 days 14:15:00 |
| Exposure Time [%] | 8.133109468578523 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 16187021.6183125 |
| Equity Peak [$] | 16546696.8683125 |
| Return [%] | 61.870216183125 |
| Buy & Hold Return [%] | -24.283330949527894 |
| Return (Ann.) [%] | 11.454612903286755 |
| Volatility (Ann.) [%] | 29.34731041695791 |
| Sharpe Ratio | 0.3903121867231784 |
| Sortino Ratio | 0.6911914626121439 |
| Calmar Ratio | 0.3786997198459686 |
| Max. Drawdown [%] | -30.24721779024757 |
| Avg. Drawdown [%] | -2.813809948882943 |
| Max. Drawdown Duration | 1295 days 05:30:00 |
| Avg. Drawdown Duration | 29 days 18:08:00 |
| # Trades | 3 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 26.858656420595928 |
| Worst Trade [%] | 1.312242770362082 |
| Avg. Trade [%] | 17.52642722330777 |
| Max. Trade Duration | 54 days 20:00:00 |
| Avg. Trade Duration | 43 days 21:20:00 |
| Profit Factor | NaN |
| Expectancy [%] | 18.159022927639214 |
| SQN | 2.182389883613694 |
| Kelly Criterion | NaN |
| _parameter | {'2021-12-11 00:00:00_2022-10-30 22:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2022-10-30 22:15:00_2023-09-19 18:45:00': {'RSI_shifter': 4, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2023-09-19 19:00:00_2024-08-08 15:15:00': {'RSI_shifter': 3, 'RSI_timeperiod': 19, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2024-08-08 15:30:00_2025-06-28 11:45:00': {'RSI_shifter': 7, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 75}, '2025-06-28 12:00:00_2026-05-19 14:15:00': {'RSI_shifter': 5, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 36 | 4126 | 9390 | 277,181.72 | 351,629.00 | 2,680,102.25 | 26.86 | 2022-01-23 01:00:00 | 2022-03-18 21:00:00 | NaN | 54 days 20:00:00 |
| 2 | 78 | 17758 | 21054 | 160,844.08 | 203,156.00 | 3,300,329.54 | 26.31 | 2022-06-14 01:00:00 | 2022-07-18 09:00:00 | NaN | 34 days 08:00:00 |
| 3 | 44 | 145222 | 149302 | 357,801.43 | 362,496.66 | 206,589.83 | 1.31 | 2026-02-02 01:15:00 | 2026-03-16 13:15:00 | NaN | 42 days 12:00:00 |