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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 16690.05 (166.90%)
- Win rate:
- 60.94%
- Sharpe ratio:
- 2.23
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 4.01
- Smart Sortino:
- 0.00
- Calmar ratio:
- 7.20
- Omega ratio:
- 1.64
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 754.24
- Average loss:
- 842.81
- Total losing streak:
- 5
- Largest losing trade:
- -2432.80
- Largest winning trade:
- 1590.43
- Total winning streak:
- 9
- Current streak:
- 1
- Expectancy:
- 130.39 (1.30%)
- Expected net profit:
- 130.39
- Average holding period:
- 24644.53
- Gross profit:
- 58830.57
- Gross loss:
- -42140.52
- Max drawdown:
- -23.30
- Total trades:
- 128
- Total winning trades:
- 78
- Total losing trades:
- 50
- Starting balance:
- 10000.00
- Finishing balance:
- 26690.05
- Longs count:
- 65
- Longs percentage:
- 50.78
- Shorts percentage:
- 49.22
- Shorts count:
- 63
- Fee:
- 6278.99
- Total open trades:
- 0
- Open PL:
- 0.00