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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT6h
PortfolioBTC-USDT
- PNL:
- 13062.16 (130.62%)
- Win rate:
- 45.10%
- Sharpe ratio:
- 2.15
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 4.36
- Smart Sortino:
- 0.00
- Calmar ratio:
- 6.54
- Omega ratio:
- 1.61
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 856.11
- Average loss:
- 236.73
- Total losing streak:
- 6
- Largest losing trade:
- -478.57
- Largest winning trade:
- 2691.16
- Total winning streak:
- 3
- Current streak:
- 2
- Expectancy:
- 256.12 (2.56%)
- Expected net profit:
- 256.12
- Average holding period:
- 345514.12
- Gross profit:
- 19690.53
- Gross loss:
- -6628.37
- Max drawdown:
- -19.99
- Total trades:
- 51
- Total winning trades:
- 23
- Total losing trades:
- 28
- Starting balance:
- 10000.00
- Finishing balance:
- 23062.16
- Longs count:
- 38
- Longs percentage:
- 74.51
- Shorts percentage:
- 25.49
- Shorts count:
- 13
- Fee:
- 460.54
- Total open trades:
- 1
- Open PL:
- 2261.48