| RSIDouble_coinbase_BTC-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2026-05-19 16:00:00 |
| Duration | 1620 days 16:00:00 |
| Exposure Time [%] | 15.064267352185091 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1655963.3665228137 |
| Equity Peak [$] | 1775733.7493353137 |
| Return [%] | 65.59633665228137 |
| Buy & Hold Return [%] | 62.13440489307038 |
| Return (Ann.) [%] | 12.027224078835474 |
| Volatility (Ann.) [%] | 25.75917028723243 |
| Sharpe Ratio | 0.46691038355364983 |
| Sortino Ratio | 0.8549709515062724 |
| Calmar Ratio | 0.49175315809433984 |
| Max. Drawdown [%] | -24.457848172127296 |
| Avg. Drawdown [%] | -4.517951389240913 |
| Max. Drawdown Duration | 930 days 16:00:00 |
| Avg. Drawdown Duration | 39 days 09:00:00 |
| # Trades | 6 |
| Win Rate [%] | 100.0 |
| Best Trade [%] | 26.226661660197447 |
| Worst Trade [%] | 1.0770978320642222 |
| Avg. Trade [%] | 8.882813432843783 |
| Max. Trade Duration | 102 days 00:00:00 |
| Avg. Trade Duration | 40 days 13:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 9.225871972608585 |
| SQN | 2.6054492884534506 |
| Kelly Criterion | NaN |
| _parameter | {'2021-12-11 00:00:00_2022-10-31 00:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2022-10-31 04:00:00_2023-09-20 04:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2023-09-20 08:00:00_2024-08-09 08:00:00': {'RSI_shifter': 2, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2024-08-09 12:00:00_2025-06-29 12:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 10, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2025-06-29 16:00:00_2026-05-19 16:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 28 | 261 | 357 | 35,604.84 | 44,942.80 | 261,462.90 | 26.23 | 2022-01-23 12:00:00 | 2022-02-08 12:00:00 | NaN | 16 days 00:00:00 |
| 2 | 41 | 909 | 1035 | 30,590.42 | 31,452.47 | 35,344.06 | 2.82 | 2022-05-11 12:00:00 | 2022-06-01 12:00:00 | NaN | 21 days 00:00:00 |
| 3 | 62 | 1119 | 1645 | 20,709.93 | 21,658.22 | 58,794.03 | 4.58 | 2022-06-15 12:00:00 | 2022-09-11 04:00:00 | NaN | 87 days 16:00:00 |
| 4 | 52 | 3699 | 3769 | 25,939.70 | 27,297.10 | 70,584.60 | 5.23 | 2023-08-19 12:00:00 | 2023-08-31 04:00:00 | NaN | 11 days 16:00:00 |
| 5 | 16 | 7046 | 7075 | 85,141.19 | 86,058.24 | 14,672.86 | 1.08 | 2025-02-27 08:00:00 | 2025-03-04 04:00:00 | NaN | 4 days 20:00:00 |
| 6 | 21 | 9112 | 9724 | 66,420.31 | 76,663.41 | 215,104.92 | 15.42 | 2026-02-06 16:00:00 | 2026-05-19 16:00:00 | NaN | 102 days 00:00:00 |