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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT6h
PortfolioBTC-USDT
- PNL:
- 11727.28 (117.27%)
- Win rate:
- 38.30%
- Sharpe ratio:
- 2.07
- Smart Sharpe:
- 1.94
- Sortino ratio:
- 4.24
- Smart Sortino:
- 3.99
- Calmar ratio:
- 5.52
- Omega ratio:
- 1.60
- Serenity index:
- 1.69
- Average win/loss:
- 0.00
- Average win:
- 1004.44
- Average loss:
- 219.06
- Total losing streak:
- 10
- Largest losing trade:
- -532.77
- Largest winning trade:
- 2808.68
- Total winning streak:
- 3
- Current streak:
- 2
- Expectancy:
- 249.52 (2.50%)
- Expected net profit:
- 249.52
- Average holding period:
- 371283.83
- Gross profit:
- 18080.00
- Gross loss:
- -6352.72
- Max drawdown:
- -21.24
- Total trades:
- 47
- Total winning trades:
- 18
- Total losing trades:
- 29
- Starting balance:
- 10000.00
- Finishing balance:
- 21727.28
- Longs count:
- 35
- Longs percentage:
- 74.47
- Shorts percentage:
- 25.53
- Shorts count:
- 12
- Fee:
- 394.08
- Total open trades:
- 1
- Open PL:
- 2247.96