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2020-01-01 => 2020-12-31BTC-USDT1h
PortfolioBTC-USDT

Performance Metrics

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

Risk Metrics

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

Trade Metrics

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