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Equity Curve
2023-01-01 => 2023-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 6456.37 (64.56%)
- Win rate:
- 47.37%
- Sharpe ratio:
- 1.05
- Smart Sharpe:
- 0.91
- Sortino ratio:
- 3.38
- Smart Sortino:
- 2.91
- Calmar ratio:
- 2.33
- Omega ratio:
- 1.99
- Serenity index:
- 0.61
- Average win/loss:
- 0.00
- Average win:
- 1716.55
- Average loss:
- 899.26
- Total losing streak:
- 3
- Largest losing trade:
- -1973.34
- Largest winning trade:
- 6450.32
- Total winning streak:
- 3
- Current streak:
- 1
- Expectancy:
- 339.81 (3.40%)
- Expected net profit:
- 339.81
- Average holding period:
- 62753.68
- Gross profit:
- 15448.94
- Gross loss:
- -8992.57
- Max drawdown:
- -27.87
- Total trades:
- 19
- Total winning trades:
- 9
- Total losing trades:
- 10
- Starting balance:
- 10000.00
- Finishing balance:
- 16456.37
- Longs count:
- 11
- Longs percentage:
- 57.89
- Shorts percentage:
- 42.11
- Shorts count:
- 8
- Fee:
- 1040.35
- Total open trades:
- 0
- Open PL:
- 0.00