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Equity Curve
2023-01-01 => 2023-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 6212.71 (62.13%)
- Win rate:
- 42.11%
- Sharpe ratio:
- 1.03
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.28
- Smart Sortino:
- 0.00
- Calmar ratio:
- 2.19
- Omega ratio:
- 1.96
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 1909.25
- Average loss:
- 823.75
- Total losing streak:
- 5
- Largest losing trade:
- -1963.65
- Largest winning trade:
- 6410.31
- Total winning streak:
- 3
- Current streak:
- 1
- Expectancy:
- 326.98 (3.27%)
- Expected net profit:
- 326.98
- Average holding period:
- 62753.68
- Gross profit:
- 15273.99
- Gross loss:
- -9061.28
- Max drawdown:
- -28.43
- Total trades:
- 19
- Total winning trades:
- 8
- Total losing trades:
- 11
- Starting balance:
- 10000.00
- Finishing balance:
- 16212.71
- Longs count:
- 11
- Longs percentage:
- 57.89
- Shorts percentage:
- 42.11
- Shorts count:
- 8
- Fee:
- 1289.95
- Total open trades:
- 0
- Open PL:
- 0.00