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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 3919.60 (39.20%)
- Win rate:
- 48.57%
- Sharpe ratio:
- 1.07
- Smart Sharpe:
- 1.06
- Sortino ratio:
- 1.86
- Smart Sortino:
- 1.84
- Calmar ratio:
- 2.01
- Omega ratio:
- 1.30
- Serenity index:
- 0.35
- Average win/loss:
- 0.00
- Average win:
- 828.37
- Average loss:
- 564.59
- Total losing streak:
- 5
- Largest losing trade:
- -1151.53
- Largest winning trade:
- 1892.20
- Total winning streak:
- 6
- Current streak:
- 1
- Expectancy:
- 111.99 (1.12%)
- Expected net profit:
- 111.99
- Average holding period:
- 343683.43
- Gross profit:
- 14082.23
- Gross loss:
- -10162.63
- Max drawdown:
- -19.59
- Total trades:
- 35
- Total winning trades:
- 17
- Total losing trades:
- 18
- Starting balance:
- 10000.00
- Finishing balance:
- 13919.60
- Longs count:
- 1
- Longs percentage:
- 2.86
- Shorts percentage:
- 97.14
- Shorts count:
- 34
- Fee:
- 346.63
- Total open trades:
- 1
- Open PL:
- 739.11