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:
Equity Curve
2019-01-01 => 2019-12-31BTC-USD1h
- PNL:
- 1317.45 (13.17%)
- Win rate:
- 60.87%
- Sharpe ratio:
- 0.50
- Smart Sharpe:
- 0.47
- Sortino ratio:
- 0.71
- Smart Sortino:
- 0.67
- Calmar ratio:
- 0.26
- Omega ratio:
- 1.09
- Serenity index:
- 0.02
- Average win/loss:
- 0.00
- Average win:
- 262.58
- Average loss:
- 393.83
- Total losing streak:
- 6
- Largest losing trade:
- -1046.23
- Largest winning trade:
- 1747.06
- Total winning streak:
- 8
- Current streak:
- -1
- Expectancy:
- 5.73 (0.06%)
- Expected net profit:
- 5.73
- Average holding period:
- 79899.65
- Gross profit:
- 36761.86
- Gross loss:
- -35444.41
- Max drawdown:
- -51.72
- Total trades:
- 230
- Total winning trades:
- 140
- Total losing trades:
- 90
- Starting balance:
- 10000.00
- Finishing balance:
- 11317.45
- Longs count:
- 230
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 2958.49
- Total open trades:
- 1
- Open PL:
- -188.39