| RSILongOnly_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2026-09-26 00:00:00 |
| Duration | 2557 days 00:00:00 |
| Exposure Time [%] | 25.449569976544172 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 37931465.89291721 |
| Equity Peak [$] | 76603060.7297 |
| Return [%] | 279.3146589291721 |
| Buy & Hold Return [%] | 2252.7878637934878 |
| Return (Ann.) [%] | 20.95316186989504 |
| Volatility (Ann.) [%] | 46.60661830335087 |
| Sharpe Ratio | 0.449574816467398 |
| Sortino Ratio | 0.9105735069463063 |
| Calmar Ratio | 0.29130554507764145 |
| Max. Drawdown [%] | -71.92846900429036 |
| Avg. Drawdown [%] | -8.195617576620318 |
| Max. Drawdown Duration | 1636 days 00:00:00 |
| Avg. Drawdown Duration | 67 days 00:00:00 |
| # Trades | 17 |
| Win Rate [%] | 47.05882352941176 |
| Best Trade [%] | 177.56951700027716 |
| Worst Trade [%] | -51.94747972800926 |
| Avg. Trade [%] | 8.14869310208004 |
| Max. Trade Duration | 142 days 00:00:00 |
| Avg. Trade Duration | 38 days 00:00:00 |
| Profit Factor | 4.043456338048873 |
| Expectancy [%] | 15.529034043728757 |
| SQN | 0.620803766413103 |
| Kelly Criterion | 0.20631553761747767 |
| _parameter | {'2019-09-26 00:00:00_2021-02-17 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 76}, '2021-02-18 00:00:00_2022-07-13 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 76}, '2022-07-14 00:00:00_2023-12-06 00:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 72}, '2023-12-07 00:00:00_2025-04-30 00:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 24, 'RSI_upper_threshold': 73}, '2025-05-01 00:00:00_2026-09-26 00:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 24, 'RSI_upper_threshold': 71}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 689 | 88 | 139 | 14,512.45 | 25,979.00 | 7,900,452.19 | 79.01 | 2019-12-23 | 2020-02-12 | NaN | 51 days |
| 2 | 1418 | 174 | 309 | 12,620.26 | 35,030.00 | 31,777,008.63 | 177.57 | 2020-03-18 | 2020-07-31 | NaN | 135 days |
| 3 | 177 | 856 | 998 | 279,693.97 | 134,400.00 | -25,717,032.09 | -51.95 | 2022-01-29 | 2022-06-20 | NaN | 142 days |
| 4 | 178 | 998 | 999 | 134,413.44 | 152,413.00 | 3,203,921.68 | 13.39 | 2022-06-20 | 2022-06-21 | NaN | 1 days |
| 5 | 178 | 999 | 1001 | 152,428.24 | 153,252.00 | 146,629.05 | 0.54 | 2022-06-21 | 2022-06-23 | NaN | 2 days |
| 6 | 178 | 1001 | 1002 | 153,267.33 | 143,124.00 | -1,805,511.89 | -6.62 | 2022-06-23 | 2022-06-24 | NaN | 1 days |
| 7 | 178 | 1002 | 1003 | 143,138.31 | 154,355.00 | 1,996,570.39 | 7.84 | 2022-06-24 | 2022-06-25 | NaN | 1 days |
| 8 | 178 | 1003 | 1021 | 154,370.44 | 150,570.00 | -676,477.52 | -2.46 | 2022-06-25 | 2022-07-13 | NaN | 18 days |
| 9 | 67 | 1785 | 1786 | 397,582.75 | 393,063.00 | -302,823.54 | -1.14 | 2024-08-15 | 2024-08-16 | NaN | 1 days |
| 10 | 67 | 1786 | 1787 | 393,102.31 | 384,097.00 | -603,355.52 | -2.29 | 2024-08-16 | 2024-08-17 | NaN | 1 days |
| 11 | 67 | 1787 | 1881 | 384,135.41 | 475,600.00 | 6,128,127.55 | 23.81 | 2024-08-17 | 2024-11-19 | NaN | 94 days |
| 12 | 97 | 2328 | 2332 | 328,421.40 | 298,944.03 | -2,859,304.90 | -8.98 | 2026-02-09 | 2026-02-13 | NaN | 4 days |
| 13 | 97 | 2332 | 2450 | 298,973.93 | 263,315.19 | -3,458,897.60 | -11.93 | 2026-02-13 | 2026-06-11 | NaN | 118 days |
| 14 | 97 | 2450 | 2451 | 263,341.52 | 260,327.45 | -292,364.39 | -1.14 | 2026-06-11 | 2026-06-12 | NaN | 1 days |
| 15 | 97 | 2451 | 2452 | 260,353.49 | 267,443.62 | 687,743.50 | 2.72 | 2026-06-12 | 2026-06-13 | NaN | 1 days |
| 16 | 97 | 2452 | 2453 | 267,470.37 | 266,830.47 | -62,070.36 | -0.24 | 2026-06-13 | 2026-06-14 | NaN | 1 days |
| 17 | 97 | 2453 | 2527 | 266,857.15 | 389,216.44 | 11,868,850.71 | 45.85 | 2026-06-14 | 2026-08-27 | NaN | 74 days |