| RSILongOnly_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2026-05-20 00:00:00 |
| Duration | 2428 days 00:00:00 |
| Exposure Time [%] | 22.890078221490327 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 50603730.55932813 |
| Equity Peak [$] | 57449917.37182813 |
| Return [%] | 406.0373055932813 |
| Buy & Hold Return [%] | 1774.2070765499554 |
| Return (Ann.) [%] | 27.589759651848134 |
| Volatility (Ann.) [%] | 49.3867894940766 |
| Sharpe Ratio | 0.5586465517293288 |
| Sortino Ratio | 1.2223377818620127 |
| Calmar Ratio | 0.6784424614163106 |
| Max. Drawdown [%] | -40.66632208463484 |
| Avg. Drawdown [%] | -7.631497956020468 |
| Max. Drawdown Duration | 1310 days 00:00:00 |
| Avg. Drawdown Duration | 78 days 00:00:00 |
| # Trades | 13 |
| Win Rate [%] | 69.23076923076923 |
| Best Trade [%] | 75.08352976414857 |
| Worst Trade [%] | -11.8059621230309 |
| Avg. Trade [%] | 13.30100419069906 |
| Max. Trade Duration | 209 days 00:00:00 |
| Avg. Trade Duration | 43 days 00:00:00 |
| Profit Factor | 9.261517628124498 |
| Expectancy [%] | 15.349858107740852 |
| SQN | 2.4351913556849163 |
| Kelly Criterion | 0.577673519639665 |
| _parameter | {'2019-09-26 00:00:00_2021-01-22 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 70}, '2021-01-23 00:00:00_2022-05-22 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 70}, '2022-05-23 00:00:00_2023-09-19 00:00:00': {'RSI_shifter': 2, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 73}, '2023-09-20 00:00:00_2025-01-16 00:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 20, 'RSI_upper_threshold': 75}, '2025-01-17 00:00:00_2026-05-20 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 689 | 88 | 116 | 14,512.45 | 18,335.00 | 2,633,736.19 | 26.34 | 2019-12-23 | 2020-01-20 | NaN | 28 days |
| 2 | 1001 | 174 | 222 | 12,620.26 | 22,096.00 | 9,485,213.84 | 75.08 | 2020-03-18 | 2020-05-05 | NaN | 48 days |
| 3 | 79 | 856 | 919 | 279,693.97 | 398,881.00 | 9,415,775.64 | 42.61 | 2022-01-29 | 2022-04-02 | NaN | 63 days |
| 4 | 193 | 994 | 995 | 163,236.32 | 165,752.00 | 485,525.85 | 1.54 | 2022-06-16 | 2022-06-17 | NaN | 1 days |
| 5 | 193 | 995 | 997 | 165,768.58 | 146,198.00 | -3,777,121.01 | -11.81 | 2022-06-17 | 2022-06-19 | NaN | 2 days |
| 6 | 193 | 997 | 998 | 146,212.62 | 134,400.00 | -2,279,835.62 | -8.08 | 2022-06-19 | 2022-06-20 | NaN | 1 days |
| 7 | 193 | 998 | 999 | 134,413.44 | 152,413.00 | 3,473,915.08 | 13.39 | 2022-06-20 | 2022-06-21 | NaN | 1 days |
| 8 | 193 | 999 | 1208 | 152,428.24 | 198,181.00 | 8,830,282.43 | 30.02 | 2022-06-21 | 2023-01-16 | NaN | 209 days |
| 9 | 101 | 1783 | 1784 | 376,369.63 | 400,454.00 | 2,432,521.05 | 6.40 | 2024-08-13 | 2024-08-14 | NaN | 1 days |
| 10 | 101 | 1784 | 1785 | 400,494.05 | 397,543.00 | -298,055.59 | -0.74 | 2024-08-14 | 2024-08-15 | NaN | 1 days |
| 11 | 101 | 1785 | 1879 | 397,582.75 | 476,786.00 | 7,999,527.82 | 19.92 | 2024-08-15 | 2024-11-17 | NaN | 94 days |
| 12 | 149 | 2327 | 2331 | 323,487.72 | 312,061.97 | -1,702,437.02 | -3.53 | 2026-02-08 | 2026-02-12 | NaN | 4 days |
| 13 | 149 | 2331 | 2428 | 312,093.17 | 338,299.09 | 3,904,681.90 | 8.40 | 2026-02-12 | 2026-05-20 | NaN | 97 days |