RSI Trend

Based on https://www.tradingview.com/script/Ru7qOVtp-RSI-Trend-Crypto/ Default Trading Rules: Long: RSI crosses over 35 Close Long: RSI crosses under 75 Emergency Exit: RSI crosses under 10 Author: https://github.com/spideyspideyspidey

Filter Metrics

Select the info for the backtest metrics that you want to see:

2019-01-01 => 2019-12-31BTC-USD1h

The equity curve for this strategy at this period, symbol and timeframe is not available.

Performance Metrics

PNL:
89.32 (0.89%)
Win rate:
59.13%
Sharpe ratio:
0.27
Smart Sharpe:
0.25
Sortino ratio:
0.39
Smart Sortino:
0.36
Calmar ratio:
0.02
Omega ratio:
1.05
Serenity index:
0.00
Average win/loss:
0.00
Average win:
249.33
Average loss:
359.79

Risk Metrics

Total losing streak:
6
Largest losing trade:
-1001.90
Largest winning trade:
1662.99
Total winning streak:
8
Current streak:
-2
Expectancy:
0.39 (0.00%)
Expected net profit:
0.39
Average holding period:
79899.65
Gross profit:
33909.16
Gross loss:
-33819.84
Max drawdown:
-53.35

Trade Metrics

Total trades:
230
Total winning trades:
136
Total losing trades:
94
Starting balance:
10000.00
Finishing balance:
10089.32
Longs count:
230
Longs percentage:
100.00
Shorts percentage:
0.00
Shorts count:
0
Fee:
4189.49
Total open trades:
1
Open PL:
-167.94