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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 46140.70 (461.41%)
- Win rate:
- 85.71%
- Sharpe ratio:
- 3.11
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 5.94
- Smart Sortino:
- 0.00
- Calmar ratio:
- 18.49
- Omega ratio:
- 1.69
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 7739.19
- Average loss:
- 294.45
- Total losing streak:
- 1
- Largest losing trade:
- -294.45
- Largest winning trade:
- 35851.51
- Total winning streak:
- 3
- Current streak:
- 3
- Expectancy:
- 6591.53 (65.92%)
- Expected net profit:
- 6591.53
- Average holding period:
- 4188342.86
- Gross profit:
- 46435.15
- Gross loss:
- -294.45
- Max drawdown:
- -24.95
- Total trades:
- 7
- Total winning trades:
- 6
- Total losing trades:
- 1
- Starting balance:
- 10000.00
- Finishing balance:
- 56140.70
- Longs count:
- 4
- Longs percentage:
- 57.14
- Shorts percentage:
- 42.86
- Shorts count:
- 3
- Fee:
- 97.68
- Total open trades:
- 1
- Open PL:
- 35882.06