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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT30m
PortfolioBTC-USDT
- PNL:
- 6769.60 (67.70%)
- Win rate:
- 63.41%
- Sharpe ratio:
- 1.61
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.39
- Smart Sortino:
- 0.00
- Calmar ratio:
- 4.85
- Omega ratio:
- 1.81
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 610.98
- Average loss:
- 607.73
- Total losing streak:
- 3
- Largest losing trade:
- -932.37
- Largest winning trade:
- 1341.90
- Total winning streak:
- 5
- Current streak:
- 3
- Expectancy:
- 165.11 (1.65%)
- Expected net profit:
- 165.11
- Average holding period:
- 33084.88
- Gross profit:
- 15885.50
- Gross loss:
- -9115.91
- Max drawdown:
- -14.00
- Total trades:
- 41
- Total winning trades:
- 26
- Total losing trades:
- 15
- Starting balance:
- 10000.00
- Finishing balance:
- 16769.60
- Longs count:
- 14
- Longs percentage:
- 34.15
- Shorts percentage:
- 65.85
- Shorts count:
- 27
- Fee:
- 1541.79
- Total open trades:
- 0
- Open PL:
- 0.00