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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 14728.13 (147.28%)
- Win rate:
- 60.94%
- Sharpe ratio:
- 2.08
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.69
- Smart Sortino:
- 0.00
- Calmar ratio:
- 6.28
- Omega ratio:
- 1.59
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 714.77
- Average loss:
- 820.48
- Total losing streak:
- 5
- Largest losing trade:
- -2292.29
- Largest winning trade:
- 1520.57
- Total winning streak:
- 9
- Current streak:
- 1
- Expectancy:
- 115.06 (1.15%)
- Expected net profit:
- 115.06
- Average holding period:
- 24644.53
- Gross profit:
- 55752.28
- Gross loss:
- -41024.15
- Max drawdown:
- -23.55
- Total trades:
- 128
- Total winning trades:
- 78
- Total losing trades:
- 50
- Starting balance:
- 10000.00
- Finishing balance:
- 24728.13
- Longs count:
- 65
- Longs percentage:
- 50.78
- Shorts percentage:
- 49.22
- Shorts count:
- 63
- Fee:
- 7514.54
- Total open trades:
- 0
- Open PL:
- 0.00