| RSIDouble_coinbase_BTC-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2026-09-25 16:00:00 |
| Duration | 1749 days 16:00:00 |
| Exposure Time [%] | 8.057910277169254 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1158271.6576112513 |
| Equity Peak [$] | 1260267.6819300004 |
| Return [%] | 15.827165761125134 |
| Buy & Hold Return [%] | 76.83574828828851 |
| Return (Ann.) [%] | 3.11195767998953 |
| Volatility (Ann.) [%] | 18.551190023932822 |
| Sharpe Ratio | 0.16774976031051403 |
| Sortino Ratio | 0.2653270481744601 |
| Calmar Ratio | 0.14170177948296486 |
| Max. Drawdown [%] | -21.96131686803301 |
| Avg. Drawdown [%] | -3.7846437942753415 |
| Max. Drawdown Duration | 1562 days 16:00:00 |
| Avg. Drawdown Duration | 93 days 23:00:00 |
| # Trades | 7 |
| Win Rate [%] | 71.42857142857143 |
| Best Trade [%] | 18.323739802120343 |
| Worst Trade [%] | -6.094285131355459 |
| Avg. Trade [%] | 2.131511898978089 |
| Max. Trade Duration | 43 days 00:00:00 |
| Avg. Trade Duration | 20 days 00:00:00 |
| Profit Factor | 2.8574571716463697 |
| Expectancy [%] | 2.3740110668580425 |
| SQN | 0.7468165489714249 |
| Kelly Criterion | 0.427826251191898 |
| _parameter | {'2021-12-11 00:00:00_2022-11-25 16:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2022-11-25 20:00:00_2023-11-10 12:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2023-11-10 16:00:00_2024-10-25 08:00:00': {'RSI_shifter': 3, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 75}, '2024-10-25 12:00:00_2025-10-10 04:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2025-10-10 08:00:00_2026-09-25 16:00:00': {'RSI_shifter': 5, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 28 | 260 | 344 | 35,054.42 | 41,477.70 | 179,851.86 | 18.32 | 2022-01-23 08:00:00 | 2022-02-06 08:00:00 | NaN | 14 days 00:00:00 |
| 2 | 37 | 908 | 1030 | 31,236.72 | 31,741.58 | 18,679.99 | 1.62 | 2022-05-11 08:00:00 | 2022-05-31 16:00:00 | NaN | 20 days 08:00:00 |
| 3 | 55 | 1118 | 1261 | 21,421.60 | 21,575.81 | 8,481.54 | 0.72 | 2022-06-15 08:00:00 | 2022-07-09 04:00:00 | NaN | 23 days 20:00:00 |
| 4 | 70 | 2012 | 2098 | 17,008.56 | 16,523.41 | -33,960.61 | -2.85 | 2022-11-11 08:00:00 | 2022-11-25 16:00:00 | NaN | 14 days 08:00:00 |
| 5 | 45 | 3698 | 3768 | 25,980.36 | 27,189.64 | 54,417.40 | 4.65 | 2023-08-19 08:00:00 | 2023-08-31 00:00:00 | NaN | 11 days 16:00:00 |
| 6 | 15 | 9089 | 9347 | 78,776.85 | 73,975.96 | -72,013.28 | -6.09 | 2026-02-02 20:00:00 | 2026-03-17 20:00:00 | NaN | 43 days 00:00:00 |
| 7 | 17 | 9815 | 9891 | 66,147.70 | 66,313.27 | 2,814.77 | 0.25 | 2026-06-03 20:00:00 | 2026-06-16 12:00:00 | NaN | 12 days 16:00:00 |