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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 18008.77 (180.09%)
- Win rate:
- 61.72%
- Sharpe ratio:
- 2.32
- Smart Sharpe:
- 2.23
- Sortino ratio:
- 4.18
- Smart Sortino:
- 4.02
- Calmar ratio:
- 7.73
- Omega ratio:
- 1.69
- Serenity index:
- 3.50
- Average win/loss:
- 0.00
- Average win:
- 751.49
- Average loss:
- 844.07
- Total losing streak:
- 5
- Largest losing trade:
- -2561.67
- Largest winning trade:
- 1520.79
- Total winning streak:
- 9
- Current streak:
- 1
- Expectancy:
- 140.69 (1.41%)
- Expected net profit:
- 140.69
- Average holding period:
- 25557.66
- Gross profit:
- 59368.09
- Gross loss:
- -41359.32
- Max drawdown:
- -23.40
- Total trades:
- 128
- Total winning trades:
- 79
- Total losing trades:
- 49
- Starting balance:
- 10000.00
- Finishing balance:
- 28008.77
- Longs count:
- 63
- Longs percentage:
- 49.22
- Shorts percentage:
- 50.78
- Shorts count:
- 65
- Fee:
- 6192.09
- Total open trades:
- 0
- Open PL:
- 0.00