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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 7324.67 (73.25%)
- Win rate:
- 52.63%
- Sharpe ratio:
- 1.29
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 2.31
- Smart Sortino:
- 0.00
- Calmar ratio:
- 2.39
- Omega ratio:
- 1.42
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 944.79
- Average loss:
- 886.99
- Total losing streak:
- 4
- Largest losing trade:
- -1507.47
- Largest winning trade:
- 2139.53
- Total winning streak:
- 6
- Current streak:
- 2
- Expectancy:
- 77.10 (0.77%)
- Expected net profit:
- 77.10
- Average holding period:
- 30081.47
- Gross profit:
- 47239.30
- Gross loss:
- -39914.64
- Max drawdown:
- -30.81
- Total trades:
- 95
- Total winning trades:
- 50
- Total losing trades:
- 45
- Starting balance:
- 10000.00
- Finishing balance:
- 17324.67
- Longs count:
- 35
- Longs percentage:
- 36.84
- Shorts percentage:
- 63.16
- Shorts count:
- 60
- Fee:
- 5169.98
- Total open trades:
- 0
- Open PL:
- 0.00