Filter Metrics

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

2026-01-01 => 2026-03-31BTC-USDT4h
PortfolioBTC-USDT

ADXMacdTrail

Performance Metrics

PNL:
1728.88 (17.29%)
Win rate:
33.33%
Sharpe ratio:
2.45
Smart Sharpe:
0.00
Sortino ratio:
5.73
Smart Sortino:
0.00
Calmar ratio:
16.74
Omega ratio:
1.97
Serenity index:
0.00
Average win/loss:
0.00
Average win:
1168.40
Average loss:
151.98

Risk Metrics

Total losing streak:
2
Largest losing trade:
-211.47
Largest winning trade:
2321.73
Total winning streak:
1
Current streak:
-1
Expectancy:
288.15 (2.88%)
Expected net profit:
288.15
Average holding period:
232490.00
Gross profit:
2336.81
Gross loss:
-607.93
Max drawdown:
-5.51

Trade Metrics

Total trades:
6
Total winning trades:
2
Total losing trades:
4
Starting balance:
10000.00
Finishing balance:
11728.88
Longs count:
1
Longs percentage:
16.67
Shorts percentage:
83.33
Shorts count:
5
Fee:
60.06
Total open trades:
0
Open PL:
0.00