| RSIDouble_bitflyer_ETH-JPY-SPOT_15min | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-08-27 06:15:00 |
| Duration | 1355 days 06:15:00 |
| Exposure Time [%] | 6.889421820473797 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 13999020.318600003 |
| Equity Peak [$] | 15492382.318600003 |
| Return [%] | 39.99020318600003 |
| Buy & Hold Return [%] | 53.283795228484934 |
| Return (Ann.) [%] | 9.477707164129455 |
| Volatility (Ann.) [%] | 26.61307673277153 |
| Sharpe Ratio | 0.3561297049303037 |
| Sortino Ratio | 0.6359045712308813 |
| Calmar Ratio | 0.34374906252358606 |
| Max. Drawdown [%] | -27.571586943540105 |
| Avg. Drawdown [%] | -4.654259204942745 |
| Max. Drawdown Duration | 753 days 22:45:00 |
| Avg. Drawdown Duration | 28 days 12:27:00 |
| # Trades | 3 |
| Win Rate [%] | 66.66666666666666 |
| Best Trade [%] | 23.273734010439018 |
| Worst Trade [%] | -5.6357336307200745 |
| Avg. Trade [%] | 11.881126926013884 |
| Max. Trade Duration | 46 days 08:00:00 |
| Avg. Trade Duration | 31 days 02:40:00 |
| Profit Factor | 7.747754072307607 |
| Expectancy [%] | 12.676181519044105 |
| SQN | 1.2295158071163768 |
| Kelly Criterion | 0.5517656707655315 |
| _parameter | {'2021-12-11 00:00:00_2022-09-08 02:15:00': {'RSI_shifter': 6, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 24, 'RSI_upper_threshold': 75}, '2022-09-08 02:30:00_2023-06-06 03:15:00': {'RSI_shifter': 6, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 24, 'RSI_upper_threshold': 75}, '2023-06-06 03:30:00_2024-03-03 04:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 75}, '2024-03-03 04:15:00_2024-11-29 04:45:00': {'RSI_shifter': 2, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}, '2024-11-29 05:00:00_2025-08-27 06:15:00': {'RSI_shifter': 3, 'RSI_timeperiod': 19, 'RSI_lower_threshold': 28, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 36 | 4128 | 5440 | 277,429.74 | 341,998.00 | 2,324,457.35 | 23.27 | 2022-01-23 01:30:00 | 2022-02-05 17:30:00 | NaN | 13 days 16:00:00 |
| 2 | 78 | 17760 | 20960 | 157,647.76 | 189,793.00 | 2,507,328.47 | 20.39 | 2022-06-14 01:30:00 | 2022-07-17 09:30:00 | NaN | 33 days 08:00:00 |
| 3 | 38 | 92922 | 97370 | 388,855.88 | 366,941.00 | -832,765.50 | -5.64 | 2024-08-05 00:30:00 | 2024-09-20 08:30:00 | NaN | 46 days 08:00:00 |