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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 19404.07 (194.04%)
- Win rate:
- 60.71%
- Sharpe ratio:
- 1.91
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.84
- Smart Sortino:
- 0.00
- Calmar ratio:
- 7.53
- Omega ratio:
- 1.93
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 1230.69
- Average loss:
- 1019.98
- Total losing streak:
- 3
- Largest losing trade:
- -4238.77
- Largest winning trade:
- 8723.74
- Total winning streak:
- 6
- Current streak:
- 1
- Expectancy:
- 346.50 (3.47%)
- Expected net profit:
- 346.50
- Average holding period:
- 27953.57
- Gross profit:
- 41843.60
- Gross loss:
- -22439.53
- Max drawdown:
- -25.88
- Total trades:
- 56
- Total winning trades:
- 34
- Total losing trades:
- 22
- Starting balance:
- 10000.00
- Finishing balance:
- 29404.07
- Longs count:
- 25
- Longs percentage:
- 44.64
- Shorts percentage:
- 55.36
- Shorts count:
- 31
- Fee:
- 4410.24
- Total open trades:
- 0
- Open PL:
- 0.00