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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 29620.52 (296.21%)
- Win rate:
- 35.59%
- Sharpe ratio:
- 2.84
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 5.34
- Smart Sortino:
- 0.00
- Calmar ratio:
- 15.39
- Omega ratio:
- 1.65
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 1054.58
- Average loss:
- 193.05
- Total losing streak:
- 10
- Largest losing trade:
- -1368.86
- Largest winning trade:
- 7426.88
- Total winning streak:
- 4
- Current streak:
- 1
- Expectancy:
- 251.02 (2.51%)
- Expected net profit:
- 251.02
- Average holding period:
- 163922.03
- Gross profit:
- 44292.17
- Gross loss:
- -14671.64
- Max drawdown:
- -19.25
- Total trades:
- 118
- Total winning trades:
- 42
- Total losing trades:
- 76
- Starting balance:
- 10000.00
- Finishing balance:
- 39620.52
- Longs count:
- 118
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 1849.63
- Total open trades:
- 1
- Open PL:
- 7455.58