| RSIDouble_bitflyer_ETH-JPY-SPOT_15min | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-07-03 22:15:00 |
| Duration | 1300 days 22:15:00 |
| Exposure Time [%] | 5.498790858570491 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 12140637.715200001 |
| Equity Peak [$] | 13464993.715200001 |
| Return [%] | 21.406377152000015 |
| Buy & Hold Return [%] | -15.273398082744702 |
| Return (Ann.) [%] | 5.592784116779037 |
| Volatility (Ann.) [%] | 23.576182950517925 |
| Sharpe Ratio | 0.2372217813425211 |
| Sortino Ratio | 0.39737362895828493 |
| Calmar Ratio | 0.20255218364578292 |
| Max. Drawdown [%] | -27.611571576831416 |
| Avg. Drawdown [%] | -4.175226656186911 |
| Max. Drawdown Duration | 786 days 06:15:00 |
| Avg. Drawdown Duration | 39 days 08:00:00 |
| # Trades | 3 |
| Win Rate [%] | 66.66666666666666 |
| Best Trade [%] | 14.872109492027995 |
| Worst Trade [%] | -4.352574174819335 |
| Avg. Trade [%] | 6.784378988676609 |
| Max. Trade Duration | 46 days 08:00:00 |
| Avg. Trade Duration | 23 days 20:00:00 |
| Profit Factor | 5.903744512346747 |
| Expectancy [%] | 7.114637241450827 |
| SQN | 1.124301696118677 |
| Kelly Criterion | 0.5304332570357143 |
| _parameter | {'2021-12-11 00:00:00_2022-08-28 05:30:00': {'RSI_shifter': 8, 'RSI_timeperiod': 10, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 75}, '2022-08-28 05:45:00_2023-05-15 09:45:00': {'RSI_shifter': 8, 'RSI_timeperiod': 10, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 75}, '2023-05-15 10:00:00_2024-01-30 13:45:00': {'RSI_shifter': 5, 'RSI_timeperiod': 20, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2024-01-30 14:00:00_2024-10-16 17:45:00': {'RSI_shifter': 4, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}, '2024-10-16 18:00:00_2025-07-03 22:15:00': {'RSI_shifter': 7, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 33 | 4034 | 5362 | 295,811.58 | 339,805.00 | 1,451,782.92 | 14.87 | 2022-01-22 02:00:00 | 2022-02-04 22:00:00 | NaN | 13 days 20:00:00 |
| 2 | 76 | 17762 | 18850 | 150,567.06 | 166,865.00 | 1,238,643.80 | 10.82 | 2022-06-14 02:00:00 | 2022-06-25 10:00:00 | NaN | 11 days 08:00:00 |
| 3 | 33 | 92924 | 97372 | 382,768.27 | 366,108.00 | -549,789.01 | -4.35 | 2024-08-05 01:00:00 | 2024-09-20 09:00:00 | NaN | 46 days 08:00:00 |