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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT6h
PortfolioBTC-USDT
- PNL:
- 18000.83 (180.01%)
- Win rate:
- 57.14%
- Sharpe ratio:
- 2.53
- Smart Sharpe:
- 2.53
- Sortino ratio:
- 4.54
- Smart Sortino:
- 4.54
- Calmar ratio:
- 8.10
- Omega ratio:
- 1.84
- Serenity index:
- 2.53
- Average win/loss:
- 0.00
- Average win:
- 5046.43
- Average loss:
- 728.30
- Total losing streak:
- 2
- Largest losing trade:
- -1082.46
- Largest winning trade:
- 8846.25
- Total winning streak:
- 2
- Current streak:
- 2
- Expectancy:
- 2571.55 (25.72%)
- Expected net profit:
- 2571.55
- Average holding period:
- 2064342.86
- Gross profit:
- 20185.72
- Gross loss:
- -2184.89
- Max drawdown:
- -22.23
- Total trades:
- 7
- Total winning trades:
- 4
- Total losing trades:
- 3
- Starting balance:
- 10000.00
- Finishing balance:
- 28000.83
- Longs count:
- 7
- Longs percentage:
- 100.00
- Shorts percentage:
- 0.00
- Shorts count:
- 0
- Fee:
- 75.58
- Total open trades:
- 1
- Open PL:
- 8865.09