Strategy running on Amazon EC2 and portfolio value pulled dynamically to plot this using plotly. Timezone is set at my local time, i.e. Europe/Amsterdam. Cheers!

Update April 11:

Strategy offline before I realized my AWS bills was being owed and the server down due to that... Performance excl. and incl. loss due to holding costs and enforcing execution, etc. (which I would call "true performance" but is actually summarized from two accounts) is compared below.

Gross Performance Adjusted Performance
Timespan in Days 78.72 78.72
Cumulative Returns +1386.17% +651.53%
Annualized Returns +6431.49% +3022.94%
Sharpe Ratio 7.35 7.06
Maximum Drawdown - 8.05%

Update June 3:

Since the mass slump this January, the strategy has experienced a remarkable decline in performance. Could be due to market panic and the corresponding flooding. Now that it's no longer profitable, I'm sharing part of codes in the main file as below. Feel free to tell me your suggestions in comments!