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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 12159.00 (121.59%)
- Win rate:
- 37.66%
- Sharpe ratio:
- 2.02
- Smart Sharpe:
- 1.91
- Sortino ratio:
- 4.11
- Smart Sortino:
- 3.89
- Calmar ratio:
- 8.27
- Omega ratio:
- 1.52
- Serenity index:
- 3.69
- Average win/loss:
- 0.00
- Average win:
- 453.13
- Average loss:
- 147.11
- Total losing streak:
- 9
- Largest losing trade:
- -1254.02
- Largest winning trade:
- 2673.63
- Total winning streak:
- 3
- Current streak:
- 2
- Expectancy:
- 78.95 (0.79%)
- Expected net profit:
- 78.95
- Average holding period:
- 64519.48
- Gross profit:
- 26281.50
- Gross loss:
- -14122.50
- Max drawdown:
- -14.70
- Total trades:
- 154
- Total winning trades:
- 58
- Total losing trades:
- 96
- Starting balance:
- 10000.00
- Finishing balance:
- 22159.00
- Longs count:
- 154
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 1586.85
- Total open trades:
- 1
- Open PL:
- 1152.19