| RSIDouble_coinbase_BTC-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 1301 days 00:00:00 |
| Exposure Time [%] | 7.28833098501345 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1495528.4997300014 |
| Equity Peak [$] | 1520093.0997300013 |
| Return [%] | 49.55284997300014 |
| Buy & Hold Return [%] | 132.21294613239095 |
| Return (Ann.) [%] | 11.944196799538108 |
| Volatility (Ann.) [%] | 21.07511266428826 |
| Sharpe Ratio | 0.5667441493576226 |
| Sortino Ratio | 1.150201162871725 |
| Calmar Ratio | 0.602141638446512 |
| Max. Drawdown [%] | -19.836191415616756 |
| Avg. Drawdown [%] | -3.274906546562613 |
| Max. Drawdown Duration | 674 days 04:00:00 |
| Avg. Drawdown Duration | 47 days 19:00:00 |
| # Trades | 6 |
| Win Rate [%] | 83.33333333333334 |
| Best Trade [%] | 20.77075417897296 |
| Worst Trade [%] | -0.16039904308027264 |
| Avg. Trade [%] | 7.009972881580495 |
| Max. Trade Duration | 23 days 20:00:00 |
| Avg. Trade Duration | 15 days 16:00:00 |
| Profit Factor | 276.0122896170378 |
| Expectancy [%] | 7.3519513483146115 |
| SQN | 1.9178339353874896 |
| Kelly Criterion | 0.830134091928355 |
| _parameter | {'2021-12-11 00:00:00_2022-08-28 00:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2022-08-28 04:00:00_2023-05-15 04:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2023-05-15 08:00:00_2024-01-30 08:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2024-01-30 12:00:00_2024-10-16 12:00:00': {'RSI_shifter': 2, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2024-10-16 16:00:00_2025-07-04 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 | 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 | 1029 | 31,236.72 | 31,579.29 | 12,675.26 | 1.10 | 2022-05-11 08:00:00 | 2022-05-31 12:00:00 | NaN | 20 days 04:00:00 |
| 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 | 2137 | 17,008.56 | 16,981.28 | -1,909.71 | -0.16 | 2022-11-11 08:00:00 | 2022-12-02 04:00:00 | NaN | 20 days 20:00:00 |
| 5 | 58 | 2732 | 2752 | 20,612.05 | 24,893.33 | 248,314.16 | 20.77 | 2023-03-11 08:00:00 | 2023-03-14 16:00:00 | NaN | 3 days 08:00:00 |
| 6 | 54 | 3694 | 3764 | 26,510.51 | 27,401.54 | 48,115.40 | 3.36 | 2023-08-18 16:00:00 | 2023-08-30 08:00:00 | NaN | 11 days 16:00:00 |