| RSIDouble_bitflyer_ETH-JPY-SPOT_15min | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-12-02 14:15:00 |
| Duration | 1452 days 14:15:00 |
| Exposure Time [%] | 2.631276736240705 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 12990276.724200001 |
| Equity Peak [$] | 13184760.724200001 |
| Return [%] | 29.90276724200001 |
| Buy & Hold Return [%] | 0.5741686337754073 |
| Return (Ann.) [%] | 6.7926696199045455 |
| Volatility (Ann.) [%] | 18.8441134026758 |
| Sharpe Ratio | 0.36046639471719644 |
| Sortino Ratio | 0.609974819242281 |
| Calmar Ratio | 0.24725980855871477 |
| Max. Drawdown [%] | -27.4717903386694 |
| Avg. Drawdown [%] | -4.167518365049707 |
| Max. Drawdown Duration | 1243 days 12:45:00 |
| Avg. Drawdown Duration | 52 days 05:37:00 |
| # Trades | 2 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 15.538073958999622 |
| Worst Trade [%] | 12.876618178024902 |
| Avg. Trade [%] | 14.199593078497452 |
| Max. Trade Duration | 24 days 04:00:00 |
| Avg. Trade Duration | 19 days 02:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 14.207346068512262 |
| SQN | 69.04497475457403 |
| Kelly Criterion | NaN |
| _parameter | {'2021-12-11 00:00:00_2022-09-27 07:30:00': {'RSI_shifter': 8, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 75}, '2022-09-27 07:45:00_2023-07-14 13:45:00': {'RSI_shifter': 8, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 75}, '2023-07-14 14:00:00_2024-04-29 19:45:00': {'RSI_shifter': 7, 'RSI_timeperiod': 21, 'RSI_lower_threshold': 28, 'RSI_upper_threshold': 75}, '2024-04-29 20:00:00_2025-02-14 01:45:00': {'RSI_shifter': 3, 'RSI_timeperiod': 20, 'RSI_lower_threshold': 28, 'RSI_upper_threshold': 75}, '2025-02-14 02:00:00_2025-12-02 14:15:00': {'RSI_shifter': 7, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 33 | 4034 | 5378 | 295,811.58 | 341,775.00 | 1,516,792.92 | 15.54 | 2022-01-22 02:00:00 | 2022-02-05 02:00:00 | NaN | 14 days 00:00:00 |
| 2 | 76 | 17762 | 20082 | 150,567.06 | 169,955.00 | 1,473,483.80 | 12.88 | 2022-06-14 02:00:00 | 2022-07-08 06:00:00 | NaN | 24 days 04:00:00 |