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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- -3196.89 (-31.97%)
- Win rate:
- 61.82%
- Sharpe ratio:
- -0.44
- Smart Sharpe:
- -0.42
- Sortino ratio:
- -0.54
- Smart Sortino:
- -0.52
- Calmar ratio:
- -0.54
- Omega ratio:
- 0.93
- Serenity index:
- -0.03
- Average win/loss:
- 0.00
- Average win:
- 56.83
- Average loss:
- 102.34
- Total losing streak:
- 7
- Largest losing trade:
- -621.17
- Largest winning trade:
- 605.17
- Total winning streak:
- 12
- Current streak:
- 3
- Expectancy:
- -3.94 (-0.04%)
- Expected net profit:
- -3.94
- Average holding period:
- 23970.22
- Gross profit:
- 28529.99
- Gross loss:
- -31726.88
- Max drawdown:
- -59.56
- Total trades:
- 812
- Total winning trades:
- 502
- Total losing trades:
- 310
- Starting balance:
- 10000.00
- Finishing balance:
- 6803.11
- Longs count:
- 812
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 4541.84
- Total open trades:
- 1
- Open PL:
- 13.50