| RSIDouble_coinbase_BTC-USD-SPOT_4H | |
|---|---|
| Start | 2021-12-11 00:00:00 |
| End | 2025-08-27 08:00:00 |
| Duration | 1355 days 08:00:00 |
| Exposure Time [%] | 8.238042542727161 |
| Equity Initial [$] | 1000000.0 |
| Equity Final [$] | 1909737.7468200014 |
| Equity Peak [$] | 1909773.9968200014 |
| Return [%] | 90.97377468200014 |
| Buy & Hold Return [%] | 135.4493522956524 |
| Return (Ann.) [%] | 19.022984226485118 |
| Volatility (Ann.) [%] | 23.210911882908746 |
| Sharpe Ratio | 0.8195707399368747 |
| Sortino Ratio | 1.8493893085003519 |
| Calmar Ratio | 0.9573901518123692 |
| Max. Drawdown [%] | -19.869625972728066 |
| Avg. Drawdown [%] | -2.91331829268257 |
| Max. Drawdown Duration | 407 days 08:00:00 |
| Avg. Drawdown Duration | 44 days 15:00:00 |
| # Trades | 8 |
| Win Rate [%] | 87.5 |
| Best Trade [%] | 29.837765258725856 |
| Worst Trade [%] | -2.6175729701423345 |
| Avg. Trade [%] | 8.502276263086728 |
| Max. Trade Duration | 23 days 20:00:00 |
| Avg. Trade Duration | 13 days 19:00:00 |
| Profit Factor | 28.3319654047319 |
| Expectancy [%] | 8.942926733036453 |
| SQN | 2.4152370563848784 |
| Kelly Criterion | 0.8446394564535393 |
| _parameter | {'2021-12-11 00:00:00_2022-09-07 20:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2022-09-08 00:00:00_2023-06-05 20:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2023-06-06 00:00:00_2024-03-02 20:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 75}, '2024-03-03 00:00:00_2024-11-28 20:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 75}, '2024-11-29 00:00:00_2025-08-27 08:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 21, 'RSI_lower_threshold': 28, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 28 | 261 | 345 | 35,604.84 | 41,687.96 | 170,327.38 | 17.09 | 2022-01-23 12:00:00 | 2022-02-06 12:00:00 | NaN | 14 days 00:00:00 |
| 2 | 38 | 909 | 1030 | 30,590.42 | 31,741.58 | 43,744.09 | 3.76 | 2022-05-11 12:00:00 | 2022-05-31 16:00:00 | NaN | 20 days 04:00:00 |
| 3 | 58 | 1119 | 1262 | 20,709.93 | 21,596.58 | 51,425.74 | 4.28 | 2022-06-15 12:00:00 | 2022-07-09 08:00:00 | NaN | 23 days 20:00:00 |
| 4 | 72 | 2013 | 2138 | 17,350.94 | 16,896.77 | -32,700.50 | -2.62 | 2022-11-11 12:00:00 | 2022-12-02 08:00:00 | NaN | 20 days 20:00:00 |
| 5 | 61 | 2733 | 2753 | 20,009.51 | 25,979.90 | 364,193.82 | 29.84 | 2023-03-11 12:00:00 | 2023-03-14 20:00:00 | NaN | 3 days 08:00:00 |
| 6 | 60 | 3694 | 3765 | 26,510.51 | 27,428.56 | 55,082.76 | 3.46 | 2023-08-18 16:00:00 | 2023-08-30 12:00:00 | NaN | 11 days 20:00:00 |
| 7 | 26 | 5568 | 5605 | 62,136.38 | 62,870.34 | 19,082.85 | 1.18 | 2024-06-26 00:00:00 | 2024-07-02 04:00:00 | NaN | 6 days 04:00:00 |
| 8 | 29 | 5628 | 5689 | 56,544.37 | 64,771.32 | 238,581.61 | 14.55 | 2024-07-06 00:00:00 | 2024-07-16 04:00:00 | NaN | 10 days 04:00:00 |