| RSILongOnly_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2025-08-28 00:00:00 |
| Duration | 2163 days 00:00:00 |
| Exposure Time [%] | 23.65988909426987 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 87084625.64665002 |
| Equity Peak [$] | 91105229.55290002 |
| Return [%] | 770.8462564665002 |
| Buy & Hold Return [%] | 3694.218331846566 |
| Return (Ann.) [%] | 44.05857496873169 |
| Volatility (Ann.) [%] | 56.27283332167724 |
| Sharpe Ratio | 0.7829457371885981 |
| Sortino Ratio | 2.0033216147306465 |
| Calmar Ratio | 1.0833823502019007 |
| Max. Drawdown [%] | -40.66761375660298 |
| Avg. Drawdown [%] | -6.955567358260301 |
| Max. Drawdown Duration | 819 days 00:00:00 |
| Avg. Drawdown Duration | 57 days 00:00:00 |
| # Trades | 13 |
| Win Rate [%] | 76.92307692307693 |
| Best Trade [%] | 149.03043262995038 |
| Worst Trade [%] | -6.618061081684479 |
| Avg. Trade [%] | 18.123177647753465 |
| Max. Trade Duration | 210 days 00:00:00 |
| Avg. Trade Duration | 39 days 00:00:00 |
| Profit Factor | 35.790711605149795 |
| Expectancy [%] | 23.209151506145513 |
| SQN | 2.5367717905895177 |
| Kelly Criterion | 0.7255291156298482 |
| _parameter | {'2019-09-26 00:00:00_2020-11-30 00:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 77}, '2020-12-01 00:00:00_2022-02-05 00:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 17, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 77}, '2022-02-06 00:00:00_2023-04-13 00:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 28, 'RSI_upper_threshold': 76}, '2023-04-14 00:00:00_2024-06-18 00:00:00': {'RSI_shifter': 9, 'RSI_timeperiod': 18, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 71}, '2024-06-19 00:00:00_2025-08-28 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 75}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 712 | 86 | 137 | 14,039.40 | 25,014.00 | 7,813,912.49 | 78.17 | 2019-12-21 | 2020-02-10 | NaN | 51 days |
| 2 | 1330 | 172 | 307 | 13,392.34 | 33,351.00 | 26,545,019.00 | 149.03 | 2020-03-16 | 2020-07-29 | NaN | 135 days |
| 3 | 159 | 853 | 854 | 278,353.83 | 280,016.00 | 264,284.62 | 0.60 | 2022-01-26 | 2022-01-27 | NaN | 1 days |
| 4 | 159 | 854 | 863 | 280,044.00 | 309,379.00 | 4,664,264.75 | 10.48 | 2022-01-27 | 2022-02-05 | NaN | 9 days |
| 5 | 323 | 999 | 1000 | 152,428.24 | 151,991.00 | -141,228.94 | -0.29 | 2022-06-21 | 2022-06-22 | NaN | 1 days |
| 6 | 323 | 1000 | 1001 | 152,006.20 | 153,252.00 | 402,393.69 | 0.82 | 2022-06-22 | 2022-06-23 | NaN | 1 days |
| 7 | 323 | 1001 | 1002 | 153,267.33 | 143,124.00 | -3,276,294.04 | -6.62 | 2022-06-23 | 2022-06-24 | NaN | 1 days |
| 8 | 323 | 1002 | 1003 | 143,138.31 | 154,355.00 | 3,622,990.09 | 7.84 | 2022-06-24 | 2022-06-25 | NaN | 1 days |
| 9 | 323 | 1003 | 1004 | 154,370.44 | 165,577.00 | 3,619,720.33 | 7.26 | 2022-06-25 | 2022-06-26 | NaN | 1 days |
| 10 | 323 | 1004 | 1214 | 165,593.56 | 214,976.00 | 15,950,528.86 | 29.82 | 2022-06-26 | 2023-01-22 | NaN | 210 days |
| 11 | 181 | 1782 | 1783 | 383,103.31 | 376,332.00 | -1,225,606.48 | -1.77 | 2024-08-12 | 2024-08-13 | NaN | 1 days |
| 12 | 181 | 1783 | 1784 | 376,369.63 | 400,454.00 | 4,359,270.39 | 6.40 | 2024-08-13 | 2024-08-14 | NaN | 1 days |
| 13 | 181 | 1784 | 1878 | 400,494.05 | 480,523.72 | 14,485,370.88 | 19.98 | 2024-08-14 | 2024-11-16 | NaN | 94 days |