Hunting Crypto Profit with ALgos

Backtest Statistics

Start: 2020-12-01 08:00:00+08:00

End: 2021-03-26 08:00:00+08:00

Duration: 115 days 00:00:00

Trading Period: 0 years 3 months 25 days

Beginning Balance: $55,800.00

Ending Balance: $304,505.61

Total Net Profit: $248,705.61

Annualized Return: 3890.11%

Return on Initial Capital: 445.71%

Profit Factor: 221.12%

Gross Profit: $454,036.35

Gross Loss: $-205,330.74

Total Return: 445.71%

Max Return: 488.27%

Min Return: -5.37%

Number of Trades: 297

Number of Winning Trades: 165

Number of Losing Trades: 10

Win Ratio: 55.56%

Loss Ratio: 3.37%

Win Days: 67

Loss Days: 44

Max Win in Day: $52,224.36

Max Loss in Day: $-21,196.19

Sharpe Ratio: 4.6952

Sortino Ratio: 10.4885

Annualized Volatitlity: 86.84%

Information Ratio: 10.74%

Omega Ratio: 29.02%

Downside Risk: 39.13%

Beta: 0.5081

Alpha: -0.9345

Calmar Ratio: 237.7018

Tail Ratio: 1.8053

Stability of Timeseries: 95.0837%

Max Drawdown: 16.3655%

Max Drawdown Duration: 3 days 00:00:00

sqn: 2.5451