Community strategies

CLMeanReversion

free
saleh @saleh Added 3 days ago

Performance snapshot

Net profit
$535.52
Win rate
83.33%
Max drawdown
-1.12
Total trades
6

Equity curve

2026-06-01 – 2026-06-30BTC-USDT30m
PortfolioBTC-USDT

About this strategy

Performance metrics

PNL
535.52 (5.36%)
Win rate
83.33%
Sharpe ratio
5.02
Smart Sharpe
0.00
Sortino ratio
16.51
Smart Sortino
0.00
Calmar ratio
82.63
Omega ratio
4.79
Serenity index
0.00
Average win/loss
0.00
Average win
150.61
Average loss
217.56

Risk metrics

Losing streak
1
Largest losing trade
-217.56
Largest winning trade
285.88
Winning streak
3
Current streak
2
Expectancy
89.25 (0.89%)
Expected net profit
89.25
Average holding period
35940.00
Gross profit
753.07
Gross loss
-217.56
Max drawdown
-1.12

Trade metrics

Total trades
6
Winning trades
5
Losing trades
1
Starting balance
10000.00
Finishing balance
10535.52
Longs count
6
Longs percentage
100.00
Shorts count
0
Shorts percentage
0.00
Fees
61.05
Open trades
0
Open P&L
0.00