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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 2001.55 (20.02%)
- Win rate:
- 63.79%
- Sharpe ratio:
- 0.63
- Smart Sharpe:
- 0.54
- Sortino ratio:
- 0.90
- Smart Sortino:
- 0.78
- Calmar ratio:
- 0.88
- Omega ratio:
- 1.11
- Serenity index:
- 0.25
- Average win/loss:
- 0.00
- Average win:
- 185.55
- Average loss:
- 303.10
- Total losing streak:
- 4
- Largest losing trade:
- -685.83
- Largest winning trade:
- 1042.89
- Total winning streak:
- 10
- Current streak:
- 2
- Expectancy:
- 8.63 (0.09%)
- Expected net profit:
- 8.63
- Average holding period:
- 74787.67
- Gross profit:
- 27462.06
- Gross loss:
- -25460.51
- Max drawdown:
- -22.73
- Total trades:
- 232
- Total winning trades:
- 148
- Total losing trades:
- 84
- Starting balance:
- 10000.00
- Finishing balance:
- 12001.55
- Longs count:
- 232
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 2011.62
- Total open trades:
- 0
- Open PL:
- 0.00