Simple Donchian Strategy
Uses Donchian Channels to capture long term uptrends, the idea is to buy when price closes above the upperband and only exit the position when prices closes below the lowerband. Repo: https://github.com/gabrielweich/jesse-strategies
Filter Metrics
Select the info for the backtest metrics that you want to see:
Equity Curve
2019-01-01 => 2019-12-31BTC-USD6h
- PNL:
- 4919.74 (49.20%)
- Win rate:
- 50.00%
- Sharpe ratio:
- 1.06
- Smart Sharpe:
- 1.04
- Sortino ratio:
- 1.61
- Smart Sortino:
- 1.58
- Calmar ratio:
- 1.13
- Omega ratio:
- 1.27
- Serenity index:
- 0.10
- Average win/loss:
- 0.00
- Average win:
- 2486.41
- Average loss:
- 1502.46
- Total losing streak:
- 3
- Largest losing trade:
- -2871.56
- Largest winning trade:
- 5063.54
- Total winning streak:
- 4
- Current streak:
- -3
- Expectancy:
- 491.97 (4.92%)
- Expected net profit:
- 491.97
- Average holding period:
- 1373760.00
- Gross profit:
- 12432.03
- Gross loss:
- -7512.30
- Max drawdown:
- -43.80
- Total trades:
- 10
- Total winning trades:
- 5
- Total losing trades:
- 5
- Starting balance:
- 10000.00
- Finishing balance:
- 14919.74
- Longs count:
- 10
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 151.41
- Total open trades:
- 0
- Open PL:
- 0.00