Filter Metrics
Select the info for the backtest metrics that you want to see:
Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 10892.63 (108.93%)
- Win rate:
- 53.68%
- Sharpe ratio:
- 1.64
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.07
- Smart Sortino:
- 0.00
- Calmar ratio:
- 4.06
- Omega ratio:
- 1.57
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 1037.78
- Average loss:
- 955.32
- Total losing streak:
- 4
- Largest losing trade:
- -1644.52
- Largest winning trade:
- 2198.50
- Total winning streak:
- 6
- Current streak:
- 2
- Expectancy:
- 114.66 (1.15%)
- Expected net profit:
- 114.66
- Average holding period:
- 30934.11
- Gross profit:
- 52926.80
- Gross loss:
- -42034.16
- Max drawdown:
- -26.94
- Total trades:
- 95
- Total winning trades:
- 51
- Total losing trades:
- 44
- Starting balance:
- 10000.00
- Finishing balance:
- 20892.63
- Longs count:
- 34
- Longs percentage:
- 35.79
- Shorts percentage:
- 64.21
- Shorts count:
- 61
- Fee:
- 4602.83
- Total open trades:
- 0
- Open PL:
- 0.00