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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 29966.46 (299.66%)
- Win rate:
- 36.70%
- Sharpe ratio:
- 2.85
- Smart Sharpe:
- 2.63
- Sortino ratio:
- 5.36
- Smart Sortino:
- 4.95
- Calmar ratio:
- 15.77
- Omega ratio:
- 1.66
- Serenity index:
- 12.34
- Average win/loss:
- 0.00
- Average win:
- 1109.18
- Average loss:
- 208.70
- Total losing streak:
- 7
- Largest losing trade:
- -1229.37
- Largest winning trade:
- 7491.93
- Total winning streak:
- 4
- Current streak:
- 2
- Expectancy:
- 274.92 (2.75%)
- Expected net profit:
- 274.92
- Average holding period:
- 177985.32
- Gross profit:
- 44367.04
- Gross loss:
- -14400.58
- Max drawdown:
- -19.00
- Total trades:
- 109
- Total winning trades:
- 40
- Total losing trades:
- 69
- Starting balance:
- 10000.00
- Finishing balance:
- 39966.46
- Longs count:
- 109
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 1714.07
- Total open trades:
- 1
- Open PL:
- 7520.89