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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT30m
PortfolioBTC-USDT
- PNL:
- 16548.96 (165.49%)
- Win rate:
- 72.00%
- Sharpe ratio:
- 2.48
- Smart Sharpe:
- 2.23
- Sortino ratio:
- 5.78
- Smart Sortino:
- 5.21
- Calmar ratio:
- 12.86
- Omega ratio:
- 2.43
- Serenity index:
- 8.14
- Average win/loss:
- 0.00
- Average win:
- 741.86
- Average loss:
- 725.56
- Total losing streak:
- 2
- Largest losing trade:
- -1100.92
- Largest winning trade:
- 1941.61
- Total winning streak:
- 9
- Current streak:
- 9
- Expectancy:
- 330.98 (3.31%)
- Expected net profit:
- 330.98
- Average holding period:
- 30158.40
- Gross profit:
- 26706.81
- Gross loss:
- -10157.86
- Max drawdown:
- -12.93
- Total trades:
- 50
- Total winning trades:
- 36
- Total losing trades:
- 14
- Starting balance:
- 10000.00
- Finishing balance:
- 26548.96
- Longs count:
- 17
- Longs percentage:
- 34.00
- Shorts percentage:
- 66.00
- Shorts count:
- 33
- Fee:
- 1802.14
- Total open trades:
- 0
- Open PL:
- 0.00