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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT15m
PortfolioBTC-USDT
- PNL:
- 5941.10 (59.41%)
- Win rate:
- 52.27%
- Sharpe ratio:
- 1.93
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 3.88
- Smart Sortino:
- 0.00
- Calmar ratio:
- 4.78
- Omega ratio:
- 1.65
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 295.80
- Average loss:
- 229.66
- Total losing streak:
- 5
- Largest losing trade:
- -508.73
- Largest winning trade:
- 661.54
- Total winning streak:
- 6
- Current streak:
- 2
- Expectancy:
- 45.01 (0.45%)
- Expected net profit:
- 45.01
- Average holding period:
- 30914.55
- Gross profit:
- 20409.92
- Gross loss:
- -14468.82
- Max drawdown:
- -12.47
- Total trades:
- 132
- Total winning trades:
- 69
- Total losing trades:
- 63
- Starting balance:
- 10000.00
- Finishing balance:
- 15941.10
- Longs count:
- 56
- Longs percentage:
- 42.42
- Shorts percentage:
- 57.58
- Shorts count:
- 76
- Fee:
- 1847.14
- Total open trades:
- 0
- Open PL:
- 0.00