Filter Metrics

Select the info for the backtest metrics that you want to see:

2025-01-01 => 2025-12-31SOL-USDT1h
PortfolioSOL-USDT

MtfMomo2xA

Performance Metrics

PNL:
8347.10 (83.47%)
Win rate:
37.50%
Sharpe ratio:
2.38
Smart Sharpe:
0.00
Sortino ratio:
4.89
Smart Sortino:
0.00
Calmar ratio:
4.70
Omega ratio:
1.53
Serenity index:
0.00
Average win/loss:
0.00
Average win:
444.79
Average loss:
174.13

Risk Metrics

Total losing streak:
9
Largest losing trade:
-438.29
Largest winning trade:
1095.62
Total winning streak:
4
Current streak:
-2
Expectancy:
57.97 (0.58%)
Expected net profit:
57.97
Average holding period:
81265.42
Gross profit:
24018.90
Gross loss:
-15671.81
Max drawdown:
-17.83

Trade Metrics

Total trades:
144
Total winning trades:
54
Total losing trades:
90
Starting balance:
10000.00
Finishing balance:
18347.10
Longs count:
64
Longs percentage:
44.44
Shorts percentage:
55.56
Shorts count:
80
Fee:
1259.71
Total open trades:
0
Open PL:
0.00