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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT30m
PortfolioBTC-USDT
- PNL:
- 9569.64 (95.70%)
- Win rate:
- 73.81%
- Sharpe ratio:
- 1.72
- Smart Sharpe:
- 1.57
- Sortino ratio:
- 3.17
- Smart Sortino:
- 2.88
- Calmar ratio:
- 5.47
- Omega ratio:
- 1.92
- Serenity index:
- 2.35
- Average win/loss:
- 0.00
- Average win:
- 689.09
- Average loss:
- 1072.01
- Total losing streak:
- 2
- Largest losing trade:
- -1517.07
- Largest winning trade:
- 1557.68
- Total winning streak:
- 6
- Current streak:
- 2
- Expectancy:
- 227.85 (2.28%)
- Expected net profit:
- 227.85
- Average holding period:
- 32828.57
- Gross profit:
- 21361.71
- Gross loss:
- -11792.07
- Max drawdown:
- -17.55
- Total trades:
- 42
- Total winning trades:
- 31
- Total losing trades:
- 11
- Starting balance:
- 10000.00
- Finishing balance:
- 19569.64
- Longs count:
- 16
- Longs percentage:
- 38.10
- Shorts percentage:
- 61.90
- Shorts count:
- 26
- Fee:
- 1374.26
- Total open trades:
- 0
- Open PL:
- 0.00