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2024-01-01 => 2024-12-31BTC-USDT1h
PortfolioBTC-USDT

MeanReversionRSI

Performance Metrics

PNL:
4535.63 (45.36%)
Win rate:
100.00%
Sharpe ratio:
2.63
Smart Sharpe:
0.00
Sortino ratio:
14.67
Smart Sortino:
0.00
Calmar ratio:
27.81
Omega ratio:
8.74
Serenity index:
0.00
Average win/loss:
0.00
Average win:
647.95
Average loss:
0.00

Risk Metrics

Total losing streak:
0
Largest losing trade:
0.00
Largest winning trade:
1188.23
Total winning streak:
7
Current streak:
7
Expectancy:
647.95 (6.48%)
Expected net profit:
647.95
Average holding period:
94011.43
Gross profit:
4535.63
Gross loss:
0.00
Max drawdown:
-1.63

Trade Metrics

Total trades:
7
Total winning trades:
7
Total losing trades:
0
Starting balance:
10000.00
Finishing balance:
14535.63
Longs count:
6
Longs percentage:
85.71
Shorts percentage:
14.29
Shorts count:
1
Fee:
239.59
Total open trades:
0
Open PL:
0.00