| RSIDouble_coinbase_BTC-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-12-02 16:00:00 |
| Duration | 1452 days 16:00:00 |
| Exposure Time [%] | 8.007341975450268 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1554408.6188803136 |
| Equity Peak [$] | 1636583.0329428136 |
| Return [%] | 55.44086188803136 |
| Buy & Hold Return [%] | 86.43515192364974 |
| Return (Ann.) [%] | 11.717708977448392 |
| Volatility (Ann.) [%] | 21.629384549890553 |
| Sharpe Ratio | 0.5417495329291598 |
| Sortino Ratio | 1.0744399747137447 |
| Calmar Ratio | 0.59096596091362 |
| Max. Drawdown [%] | -19.828060755535027 |
| Avg. Drawdown [%] | -3.318664315945192 |
| Max. Drawdown Duration | 816 days 20:00:00 |
| Avg. Drawdown Duration | 44 days 23:00:00 |
| # Trades | 8 |
| Win Rate [%] | 75.0 |
| Best Trade [%] | 19.715441054972537 |
| Worst Trade [%] | -3.640871101947296 |
| Avg. Trade [%] | 5.748885572209961 |
| Max. Trade Duration | 23 days 20:00:00 |
| Avg. Trade Duration | 14 days 09:00:00 |
| Profit Factor | 10.403296041449336 |
| Expectancy [%] | 6.0429739034482015 |
| SQN | 2.0614339104216954 |
| Kelly Criterion | 0.6730194592196553 |
| _parameter | {'2021-12-11 00:00:00_2022-09-27 08:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2022-09-27 12:00:00_2023-07-14 20:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2023-07-15 00:00:00_2024-04-30 08:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2024-04-30 12:00:00_2025-02-14 20:00:00': {'RSI_shifter': 3, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 25, 'RSI_upper_threshold': 75}, '2025-02-15 00:00:00_2025-12-02 16:00:00': {'RSI_shifter': 5, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 28 | 259 | 342 | 35,143.30 | 41,645.98 | 182,075.09 | 18.50 | 2022-01-23 04:00:00 | 2022-02-06 00:00:00 | NaN | 13 days 20:00:00 |
| 2 | 38 | 907 | 1028 | 30,992.47 | 31,740.78 | 28,435.72 | 2.41 | 2022-05-11 04:00:00 | 2022-05-31 08:00:00 | NaN | 20 days 04:00:00 |
| 3 | 54 | 1117 | 1260 | 22,146.80 | 21,814.54 | -17,942.29 | -1.50 | 2022-06-15 04:00:00 | 2022-07-09 00:00:00 | NaN | 23 days 20:00:00 |
| 4 | 58 | 1573 | 1641 | 20,309.77 | 21,299.03 | 57,377.11 | 4.87 | 2022-08-30 04:00:00 | 2022-09-10 12:00:00 | NaN | 11 days 08:00:00 |
| 5 | 71 | 2011 | 2136 | 17,590.37 | 16,949.93 | -45,471.44 | -3.64 | 2022-11-11 04:00:00 | 2022-12-02 00:00:00 | NaN | 20 days 20:00:00 |
| 6 | 59 | 2731 | 2749 | 20,247.90 | 24,239.86 | 235,525.78 | 19.72 | 2023-03-11 04:00:00 | 2023-03-14 04:00:00 | NaN | 3 days 00:00:00 |
| 7 | 55 | 3697 | 3767 | 26,070.01 | 27,202.40 | 62,281.23 | 4.34 | 2023-08-19 04:00:00 | 2023-08-30 20:00:00 | NaN | 11 days 16:00:00 |
| 8 | 17 | 8654 | 8716 | 84,304.59 | 87,370.91 | 52,127.42 | 3.64 | 2025-11-22 08:00:00 | 2025-12-02 16:00:00 | NaN | 10 days 08:00:00 |