| RSILongOnly_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2025-12-03 00:00:00 |
| Duration | 2260 days 00:00:00 |
| Exposure Time [%] | 17.823971693940734 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 49131126.0301 |
| Equity Peak [$] | 49730406.0301 |
| Return [%] | 391.311260301 |
| Buy & Hold Return [%] | 2389.502258028546 |
| Return (Ann.) [%] | 29.30275700582157 |
| Volatility (Ann.) [%] | 50.18978635943028 |
| Sharpe Ratio | 0.5838390463743387 |
| Sortino Ratio | 1.3419747886210878 |
| Calmar Ratio | 0.7204849306083029 |
| Max. Drawdown [%] | -40.67088118148613 |
| Avg. Drawdown [%] | -7.220417975261741 |
| Max. Drawdown Duration | 999 days 00:00:00 |
| Avg. Drawdown Duration | 78 days 00:00:00 |
| # Trades | 14 |
| Win Rate [%] | 71.42857142857143 |
| Best Trade [%] | 71.15755379879832 |
| Worst Trade [%] | -14.977854017291447 |
| Avg. Trade [%] | 12.068645384215326 |
| Max. Trade Duration | 209 days 00:00:00 |
| Avg. Trade Duration | 29 days 00:00:00 |
| Profit Factor | 6.755305912024509 |
| Expectancy [%] | 14.400339412668556 |
| SQN | 1.8398738862513444 |
| Kelly Criterion | 0.571560963823097 |
| _parameter | {'2019-09-26 00:00:00_2020-12-20 00:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 72}, '2020-12-21 00:00:00_2022-03-17 00:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 12, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 72}, '2022-03-18 00:00:00_2023-06-12 00:00:00': {'RSI_shifter': 2, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 27, 'RSI_upper_threshold': 72}, '2023-06-13 00:00:00_2024-09-06 00:00:00': {'RSI_shifter': 4, 'RSI_timeperiod': 15, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 74}, '2024-09-07 00:00:00_2025-12-03 00:00:00': {'RSI_shifter': 5, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 24, 'RSI_upper_threshold': 71}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 712 | 86 | 114 | 14,039.40 | 18,659.00 | 3,289,152.49 | 32.90 | 2019-12-21 | 2020-01-18 | NaN | 28 days |
| 2 | 992 | 172 | 220 | 13,392.34 | 22,922.00 | 9,453,423.61 | 71.16 | 2020-03-16 | 2020-05-03 | NaN | 48 days |
| 3 | 81 | 854 | 903 | 280,044.00 | 309,889.00 | 2,417,444.87 | 10.66 | 2022-01-27 | 2022-03-17 | NaN | 49 days |
| 4 | 154 | 994 | 995 | 163,236.32 | 165,752.00 | 387,414.41 | 1.54 | 2022-06-16 | 2022-06-17 | NaN | 1 days |
| 5 | 154 | 995 | 996 | 165,768.58 | 140,940.00 | -3,823,600.58 | -14.98 | 2022-06-17 | 2022-06-18 | NaN | 1 days |
| 6 | 154 | 996 | 997 | 140,954.09 | 146,198.00 | 807,561.52 | 3.72 | 2022-06-18 | 2022-06-19 | NaN | 1 days |
| 7 | 154 | 997 | 998 | 146,212.62 | 134,400.00 | -1,819,143.45 | -8.08 | 2022-06-19 | 2022-06-20 | NaN | 1 days |
| 8 | 154 | 998 | 999 | 134,413.44 | 152,413.00 | 2,771,932.24 | 13.39 | 2022-06-20 | 2022-06-21 | NaN | 1 days |
| 9 | 154 | 999 | 1208 | 152,428.24 | 198,181.00 | 7,045,924.84 | 30.02 | 2022-06-21 | 2023-01-16 | NaN | 209 days |
| 10 | 89 | 1779 | 1780 | 342,030.20 | 396,643.00 | 4,860,539.24 | 15.97 | 2024-08-09 | 2024-08-10 | NaN | 1 days |
| 11 | 89 | 1780 | 1781 | 396,682.66 | 381,401.00 | -1,360,068.12 | -3.85 | 2024-08-10 | 2024-08-11 | NaN | 1 days |
| 12 | 89 | 1781 | 1782 | 381,439.14 | 383,065.00 | 144,701.53 | 0.43 | 2024-08-11 | 2024-08-12 | NaN | 1 days |
| 13 | 89 | 1782 | 1807 | 383,103.31 | 351,995.00 | -2,768,639.28 | -8.12 | 2024-08-12 | 2024-09-06 | NaN | 25 days |
| 14 | 132 | 2027 | 2057 | 236,182.62 | 370,459.00 | 17,724,482.70 | 56.85 | 2025-04-14 | 2025-05-14 | NaN | 30 days |