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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 6380.30 (63.80%)
- Win rate:
- 52.27%
- Sharpe ratio:
- 2.02
- Smart Sharpe:
- 1.86
- Sortino ratio:
- 4.13
- Smart Sortino:
- 3.81
- Calmar ratio:
- 5.23
- Omega ratio:
- 1.70
- Serenity index:
- 3.02
- Average win/loss:
- 0.00
- Average win:
- 302.17
- Average loss:
- 229.67
- Total losing streak:
- 5
- Largest losing trade:
- -517.98
- Largest winning trade:
- 678.58
- Total winning streak:
- 6
- Current streak:
- 2
- Expectancy:
- 48.34 (0.48%)
- Expected net profit:
- 48.34
- Average holding period:
- 31243.64
- Gross profit:
- 20849.39
- Gross loss:
- -14469.10
- Max drawdown:
- -12.24
- Total trades:
- 132
- Total winning trades:
- 69
- Total losing trades:
- 63
- Starting balance:
- 10000.00
- Finishing balance:
- 16380.30
- Longs count:
- 56
- Longs percentage:
- 42.42
- Shorts percentage:
- 57.58
- Shorts count:
- 76
- Fee:
- 1499.31
- Total open trades:
- 0
- Open PL:
- 0.00