Community strategies

CLMeanReversionPremium

premium
saleh @saleh Added 3 weeks ago

Performance snapshot

Net profit
$131.72
Win rate
66.67%
Max drawdown
-1.20
Total trades
3

Equity curve

2026-06-01 – 2026-06-30CL-USDT30m
Portfolio CL-USDT

About this strategy

Performance metrics

PNL
131.72 (1.32%)
Win rate
66.67%
Sharpe ratio
1.72
Smart Sharpe
0.00
Sortino ratio
2.99
Smart Sortino
0.00
Calmar ratio
14.89
Omega ratio
1.59
Serenity index
0.00
Average win/loss
0.00
Average win
90.76
Average loss
49.81

Risk metrics

Losing streak
1
Largest losing trade
-49.81
Largest winning trade
164.22
Winning streak
2
Current streak
2
Expectancy
43.91 (0.44%)
Expected net profit
43.91
Average holding period
35920.00
Gross profit
181.53
Gross loss
-49.81
Max drawdown
-1.20

Trade metrics

Total trades
3
Winning trades
2
Losing trades
1
Starting balance
10000.00
Finishing balance
10131.72
Longs count
1
Longs percentage
33.33
Shorts count
2
Shorts percentage
66.67
Fees
11.76
Open trades
0
Open P&L
0.00