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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT30m
PortfolioBTC-USDT
- PNL:
- 9014.02 (90.14%)
- Win rate:
- 72.97%
- Sharpe ratio:
- 1.77
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.70
- Smart Sortino:
- 0.00
- Calmar ratio:
- 6.51
- Omega ratio:
- 2.06
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 728.45
- Average loss:
- 1065.41
- Total losing streak:
- 2
- Largest losing trade:
- -1488.86
- Largest winning trade:
- 1509.79
- Total winning streak:
- 6
- Current streak:
- 2
- Expectancy:
- 243.62 (2.44%)
- Expected net profit:
- 243.62
- Average holding period:
- 36635.68
- Gross profit:
- 19668.13
- Gross loss:
- -10654.10
- Max drawdown:
- -13.89
- Total trades:
- 37
- Total winning trades:
- 27
- Total losing trades:
- 10
- Starting balance:
- 10000.00
- Finishing balance:
- 19014.02
- Longs count:
- 13
- Longs percentage:
- 35.14
- Shorts percentage:
- 64.86
- Shorts count:
- 24
- Fee:
- 1563.57
- Total open trades:
- 0
- Open PL:
- 0.00