@salehFor research, not investment advice
This strategy is an open-source example shared by a Jesse user, meant as a template for your own research, not a recommendation to trade. Backtest and paper-trade it yourself before risking real funds.
Backtest snapshot
Hypothetical results of an automated backtest on historical data. Past performance does not indicate future results, and this is not investment advice.
- Net profit
- $2325.62
- Win rate
- 55.36%
- Max drawdown
- -14.84
- Total trades
- 56
Equity curve
2025-01-01 – 2025-12-31NVDA-USD1h
Portfolio NVDA-USD
About this strategy
Performance metrics
- PNL
- 2325.62 (23.26%)
- Win rate
- 55.36%
- Sharpe ratio
- 1.08
- Smart Sharpe
- 0.98
- Sortino ratio
- 1.63
- Smart Sortino
- 1.48
- Calmar ratio
- 1.57
- Omega ratio
- 1.21
- Serenity index
- 0.44
- Average win/loss
- 0.00
- Average win
- 227.67
- Average loss
- 189.28
Risk metrics
- Losing streak
- 5
- Largest losing trade
- -451.77
- Largest winning trade
- 1180.10
- Winning streak
- 6
- Current streak
- 3
- Expectancy
- 41.53 (0.42%)
- Expected net profit
- 41.53
- Average holding period
- 312193.93
- Gross profit
- 7057.68
- Gross loss
- -4732.06
- Max drawdown
- -14.84
Trade metrics
- Total trades
- 56
- Winning trades
- 31
- Losing trades
- 25
- Starting balance
- 10000.00
- Finishing balance
- 12325.62
- Longs count
- 22
- Longs percentage
- 39.29
- Shorts count
- 34
- Shorts percentage
- 60.71
- Fees
- 187.02
- Open trades
- 1
- Open P&L
- 497.31