| RSILongOnly_bitflyer_ETH-JPY-SPOT_1D | |
|---|---|
| Start | 2019-09-26 00:00:00 |
| End | 2026-04-03 00:00:00 |
| Duration | 2381 days 00:00:00 |
| Exposure Time [%] | 28.337531486146094 |
| Equity Initial [$] | 10000000.0 |
| Equity Final [$] | 122124079.30253442 |
| Equity Peak [$] | 134267983.5212844 |
| Return [%] | 1121.2407930253441 |
| Buy & Hold Return [%] | 1735.7468917261376 |
| Return (Ann.) [%] | 46.73488127689254 |
| Volatility (Ann.) [%] | 65.51396508984004 |
| Sharpe Ratio | 0.7133575446518077 |
| Sortino Ratio | 1.8418690301103122 |
| Calmar Ratio | 0.9677136125278237 |
| Max. Drawdown [%] | -48.29412407955439 |
| Avg. Drawdown [%] | -7.830704410894978 |
| Max. Drawdown Duration | 987 days 00:00:00 |
| Avg. Drawdown Duration | 38 days 00:00:00 |
| # Trades | 18 |
| Win Rate [%] | 66.66666666666666 |
| Best Trade [%] | 170.9351589593516 |
| Worst Trade [%] | -36.66887351831524 |
| Avg. Trade [%] | 14.926183174357277 |
| Max. Trade Duration | 207 days 00:00:00 |
| Avg. Trade Duration | 38 days 00:00:00 |
| Profit Factor | 7.090755309817905 |
| Expectancy [%] | 21.540731012384388 |
| SQN | 1.621175911499072 |
| Kelly Criterion | 0.4810668282303506 |
| _parameter | {'2019-09-26 00:00:00_2021-01-13 00:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 76}, '2021-01-14 00:00:00_2022-05-04 00:00:00': {'RSI_shifter': 7, 'RSI_timeperiod': 13, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 76}, '2022-05-05 00:00:00_2023-08-23 00:00:00': {'RSI_shifter': 2, 'RSI_timeperiod': 14, 'RSI_lower_threshold': 22, 'RSI_upper_threshold': 74}, '2023-08-24 00:00:00_2024-12-11 00:00:00': {'RSI_shifter': 8, 'RSI_timeperiod': 11, 'RSI_lower_threshold': 21, 'RSI_upper_threshold': 76}, '2024-12-12 00:00:00_2026-04-03 00:00:00': {'RSI_shifter': 6, 'RSI_timeperiod': 16, 'RSI_lower_threshold': 26, 'RSI_upper_threshold': 72}} |
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Tag | Duration | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 714 | 89 | 139 | 14,002.40 | 25,979.00 | 8,551,292.33 | 85.53 | 2019-12-24 | 2020-02-12 | NaN | 50 days |
| 2 | 1434 | 175 | 309 | 12,929.29 | 35,030.00 | 31,692,414.12 | 170.94 | 2020-03-19 | 2020-07-31 | NaN | 134 days |
| 3 | 171 | 857 | 922 | 292,916.29 | 431,442.00 | 23,687,896.63 | 47.29 | 2022-01-30 | 2022-04-05 | NaN | 65 days |
| 4 | 286 | 968 | 994 | 257,724.77 | 163,220.00 | -27,028,364.19 | -36.67 | 2022-05-21 | 2022-06-16 | NaN | 26 days |
| 5 | 287 | 994 | 995 | 163,236.32 | 165,752.00 | 721,999.59 | 1.54 | 2022-06-16 | 2022-06-17 | NaN | 1 days |
| 6 | 287 | 995 | 997 | 165,768.58 | 146,198.00 | -5,616,755.08 | -11.81 | 2022-06-17 | 2022-06-19 | NaN | 2 days |
| 7 | 287 | 997 | 998 | 146,212.62 | 134,400.00 | -3,390,221.88 | -8.08 | 2022-06-19 | 2022-06-20 | NaN | 1 days |
| 8 | 287 | 998 | 999 | 134,413.44 | 152,413.00 | 5,165,873.72 | 13.39 | 2022-06-20 | 2022-06-21 | NaN | 1 days |
| 9 | 287 | 999 | 1206 | 152,428.24 | 183,107.00 | 8,804,803.75 | 20.13 | 2022-06-21 | 2023-01-14 | NaN | 207 days |
| 10 | 139 | 1783 | 1784 | 376,369.63 | 400,454.00 | 3,347,726.99 | 6.40 | 2024-08-13 | 2024-08-14 | NaN | 1 days |
| 11 | 139 | 1784 | 1785 | 400,494.05 | 397,543.00 | -410,195.31 | -0.74 | 2024-08-14 | 2024-08-15 | NaN | 1 days |
| 12 | 139 | 1785 | 1786 | 397,582.75 | 393,063.00 | -628,245.85 | -1.14 | 2024-08-15 | 2024-08-16 | NaN | 1 days |
| 13 | 139 | 1786 | 1880 | 393,102.31 | 484,144.28 | 12,654,834.52 | 23.16 | 2024-08-16 | 2024-11-18 | NaN | 94 days |
| 14 | 294 | 2028 | 2058 | 229,378.94 | 395,654.00 | 48,884,868.93 | 72.49 | 2025-04-15 | 2025-05-15 | NaN | 30 days |
| 15 | 359 | 2327 | 2329 | 323,487.72 | 328,180.19 | 1,684,595.64 | 1.45 | 2026-02-08 | 2026-02-10 | NaN | 2 days |
| 16 | 359 | 2329 | 2330 | 328,213.01 | 329,256.56 | 374,636.96 | 0.32 | 2026-02-10 | 2026-02-11 | NaN | 1 days |
| 17 | 359 | 2330 | 2331 | 329,289.49 | 312,061.97 | -6,184,679.47 | -5.23 | 2026-02-11 | 2026-02-12 | NaN | 1 days |
| 18 | 359 | 2331 | 2381 | 312,093.17 | 339,423.53 | 9,811,597.91 | 8.76 | 2026-02-12 | 2026-04-03 | NaN | 50 days |