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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 37780.30 (377.80%)
- Win rate:
- 71.43%
- Sharpe ratio:
- 2.85
- Smart Sharpe:
- 2.74
- Sortino ratio:
- 5.40
- Smart Sortino:
- 5.19
- Calmar ratio:
- 14.57
- Omega ratio:
- 1.62
- Serenity index:
- 11.25
- Average win/loss:
- 0.00
- Average win:
- 7750.18
- Average loss:
- 485.29
- Total losing streak:
- 1
- Largest losing trade:
- -634.30
- Largest winning trade:
- 30388.84
- Total winning streak:
- 3
- Current streak:
- 3
- Expectancy:
- 5397.19 (53.97%)
- Expected net profit:
- 5397.19
- Average holding period:
- 4143085.71
- Gross profit:
- 38750.88
- Gross loss:
- -970.57
- Max drawdown:
- -25.93
- Total trades:
- 7
- Total winning trades:
- 5
- Total losing trades:
- 2
- Starting balance:
- 10000.00
- Finishing balance:
- 47780.30
- Longs count:
- 4
- Longs percentage:
- 57.14
- Shorts percentage:
- 42.86
- Shorts count:
- 3
- Fee:
- 85.87
- Total open trades:
- 1
- Open PL:
- 30414.90