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2024-01-01 => 2024-12-31BTC-USDT30m
PortfolioBTC-USDT

TemaTrendFollowing

Performance Metrics

PNL:
30925.87 (309.26%)
Win rate:
76.12%
Sharpe ratio:
2.97
Smart Sharpe:
0.00
Sortino ratio:
5.33
Smart Sortino:
0.00
Calmar ratio:
11.90
Omega ratio:
2.04
Serenity index:
0.00
Average win/loss:
0.00
Average win:
1225.86
Average loss:
1974.56

Risk Metrics

Total losing streak:
2
Largest losing trade:
-4062.08
Largest winning trade:
2722.46
Total winning streak:
7
Current streak:
1
Expectancy:
461.58 (4.62%)
Expected net profit:
461.58
Average holding period:
81843.58
Gross profit:
62518.79
Gross loss:
-31592.92
Max drawdown:
-25.99

Trade Metrics

Total trades:
67
Total winning trades:
51
Total losing trades:
16
Starting balance:
10000.00
Finishing balance:
40925.87
Longs count:
35
Longs percentage:
52.24
Shorts percentage:
47.76
Shorts count:
32
Fee:
4059.79
Total open trades:
0
Open PL:
0.00