| RSIDouble_coinbase_BTC-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2026-04-03 00:00:00 |
| Duration | 1574 days 00:00:00 |
| Exposure Time [%] | 11.46638433033351 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1362185.1314987508 |
| Equity Peak [$] | 1598943.5689987508 |
| Return [%] | 36.21851314987508 |
| Buy & Hold Return [%] | 41.591794494978465 |
| Return (Ann.) [%] | 7.425823542363719 |
| Volatility (Ann.) [%] | 22.27561313839627 |
| Sharpe Ratio | 0.3333611288824142 |
| Sortino Ratio | 0.5799739862222897 |
| Calmar Ratio | 0.30273928647580434 |
| Max. Drawdown [%] | -24.528774011486643 |
| Avg. Drawdown [%] | -4.350960466431094 |
| Max. Drawdown Duration | 930 days 16:00:00 |
| Avg. Drawdown Duration | 43 days 16:00:00 |
| # Trades | 6 |
| Win Rate [%] | 83.33333333333334 |
| Best Trade [%] | 25.8483967172066 |
| Worst Trade [%] | -13.013338723991208 |
| Avg. Trade [%] | 5.413057403730148 |
| Max. Trade Duration | 83 days 04:00:00 |
| Avg. Trade Duration | 29 days 22:00:00 |
| Profit Factor | 3.782700992952845 |
| Expectancy [%] | 6.035371764813674 |
| SQN | 0.9941151163779542 |
| Kelly Criterion | 0.5368755632077136 |
| _parameter | {'2021-12-11 00:00:00_2022-10-21 16:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}, '2022-10-21 20:00:00_2023-09-01 12:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}, '2023-09-01 16:00:00_2024-07-12 08:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}, '2024-07-12 12:00:00_2025-05-23 04:00:00': {'RSI_shifter': 3, 'RSI_timeperiod': 10, 'RSI_lower_threshold': 24, 'RSI_upper_threshold': 75}, '2025-05-23 08:00:00_2026-04-03 00:00:00': {'RSI_shifter': 3, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 28 | 264 | 355 | 34,881.83 | 43,898.22 | 252,459.00 | 25.85 | 2022-01-24 00:00:00 | 2022-02-08 04:00:00 | NaN | 15 days 04:00:00 |
| 2 | 63 | 1145 | 1644 | 19,746.50 | 21,587.41 | 115,977.53 | 9.32 | 2022-06-19 20:00:00 | 2022-09-11 00:00:00 | NaN | 83 days 04:00:00 |
| 3 | 52 | 3696 | 3766 | 26,079.31 | 27,325.09 | 64,780.39 | 4.78 | 2023-08-19 00:00:00 | 2023-08-30 16:00:00 | NaN | 11 days 16:00:00 |
| 4 | 23 | 5569 | 5606 | 61,881.59 | 63,064.34 | 27,203.26 | 1.91 | 2024-06-26 04:00:00 | 2024-07-02 08:00:00 | NaN | 6 days 04:00:00 |
| 5 | 16 | 7047 | 7070 | 86,339.94 | 92,699.96 | 101,760.26 | 7.37 | 2025-02-27 12:00:00 | 2025-03-03 08:00:00 | NaN | 3 days 20:00:00 |
| 6 | 20 | 9087 | 9444 | 76,842.43 | 66,842.66 | -199,995.31 | -13.01 | 2026-02-02 12:00:00 | 2026-04-03 00:00:00 | NaN | 59 days 12:00:00 |