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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 1222.99 (12.23%)
- Win rate:
- 76.42%
- Sharpe ratio:
- 0.70
- Smart Sharpe:
- 0.65
- Sortino ratio:
- 0.83
- Smart Sortino:
- 0.78
- Calmar ratio:
- 1.30
- Omega ratio:
- 1.24
- Serenity index:
- 0.23
- Average win/loss:
- 0.00
- Average win:
- 83.84
- Average loss:
- 222.71
- Total losing streak:
- 3
- Largest losing trade:
- -1011.97
- Largest winning trade:
- 383.79
- Total winning streak:
- 11
- Current streak:
- 3
- Expectancy:
- 11.54 (0.12%)
- Expected net profit:
- 11.54
- Average holding period:
- 22924.53
- Gross profit:
- 6790.68
- Gross loss:
- -5567.69
- Max drawdown:
- -9.39
- Total trades:
- 106
- Total winning trades:
- 81
- Total losing trades:
- 25
- Starting balance:
- 10000.00
- Finishing balance:
- 11222.99
- Longs count:
- 106
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 889.59
- Total open trades:
- 0
- Open PL:
- 0.00