| RSILongOnly_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2025-07-04 00:00:00 |
| Duration | 2108 days 00:00:00 |
| Exposure Time [%] | 23.660502607871027 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 83429601.48110002 |
| Equity Peak [$] | 86716629.3381 |
| Return [%] | 734.2960148110002 |
| Buy & Hold Return [%] | 1997.2290365744873 |
| Return (Ann.) [%] | 44.361324842124475 |
| Volatility (Ann.) [%] | 55.71187637633565 |
| Sharpe Ratio | 0.7962633414545615 |
| Sortino Ratio | 2.0399994609821013 |
| Calmar Ratio | 1.0920198847390354 |
| Max. Drawdown [%] | -40.62318412152878 |
| Avg. Drawdown [%] | -6.942137697486822 |
| Max. Drawdown Duration | 1055 days 00:00:00 |
| Avg. Drawdown Duration | 60 days 00:00:00 |
| # Trades | 11 |
| Win Rate [%] | 72.72727272727273 |
| Best Trade [%] | 139.27248968914182 |
| Worst Trade [%] | -6.618061081684479 |
| Avg. Trade [%] | 21.291329957190097 |
| Max. Trade Duration | 210 days 00:00:00 |
| Avg. Trade Duration | 45 days 00:00:00 |
| Profit Factor | 36.95727349929608 |
| Expectancy [%] | 27.758102398837934 |
| SQN | 2.268697776440969 |
| Kelly Criterion | 0.6843823742361004 |
| _parameter | {'2019-09-26 00:00:00_2020-11-19 00:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 72}, '2020-11-20 00:00:00_2022-01-14 00:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 72}, '2022-01-15 00:00:00_2023-03-11 00:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 77}, '2023-03-12 00:00:00_2024-05-05 00:00:00': {'RSI_shifter': 2, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 23, 'RSI_upper_threshold': 74}, '2024-05-06 00:00:00_2025-07-04 00:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 70}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 714 | 90 | 140 | 13,992.40 | 29,177.00 | 10,841,805.04 | 108.52 | 2019-12-25 | 2020-02-13 | NaN | 50 days |
| 2 | 1357 | 176 | 310 | 15,351.53 | 36,732.00 | 29,013,291.00 | 139.27 | 2020-03-20 | 2020-08-01 | NaN | 134 days |
| 3 | 327 | 1000 | 1001 | 152,006.20 | 153,252.00 | 407,376.89 | 0.82 | 2022-06-22 | 2022-06-23 | NaN | 1 days |
| 4 | 327 | 1001 | 1002 | 153,267.33 | 143,124.00 | -3,316,867.34 | -6.62 | 2022-06-23 | 2022-06-24 | NaN | 1 days |
| 5 | 327 | 1002 | 1003 | 143,138.31 | 154,355.00 | 3,667,856.85 | 7.84 | 2022-06-24 | 2022-06-25 | NaN | 1 days |
| 6 | 327 | 1003 | 1004 | 154,370.44 | 165,577.00 | 3,664,546.59 | 7.26 | 2022-06-25 | 2022-06-26 | NaN | 1 days |
| 7 | 327 | 1004 | 1005 | 165,593.56 | 167,686.00 | 684,228.63 | 1.26 | 2022-06-26 | 2022-06-27 | NaN | 1 days |
| 8 | 327 | 1005 | 1215 | 167,702.77 | 210,801.00 | 14,093,121.67 | 25.70 | 2022-06-27 | 2023-01-23 | NaN | 210 days |
| 9 | 172 | 1784 | 1785 | 400,494.05 | 397,543.00 | -507,579.81 | -0.74 | 2024-08-14 | 2024-08-15 | NaN | 1 days |
| 10 | 172 | 1785 | 1786 | 397,582.75 | 393,063.00 | -777,397.74 | -1.14 | 2024-08-15 | 2024-08-16 | NaN | 1 days |
| 11 | 172 | 1786 | 1880 | 393,102.31 | 484,144.28 | 15,659,219.69 | 23.16 | 2024-08-16 | 2024-11-18 | NaN | 94 days |