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2025-01-01 => 2025-12-31BTC-USDT1h
PortfolioBTC-USDT

TFAtrExitBreakout

Performance Metrics

PNL:
-134.49 (-1.34%)
Win rate:
31.20%
Sharpe ratio:
-0.07
Smart Sharpe:
0.00
Sortino ratio:
-0.10
Smart Sortino:
0.00
Calmar ratio:
-0.11
Omega ratio:
0.99
Serenity index:
0.00
Average win/loss:
0.00
Average win:
132.81
Average loss:
61.79

Risk Metrics

Total losing streak:
15
Largest losing trade:
-142.09
Largest winning trade:
358.12
Total winning streak:
4
Current streak:
1
Expectancy:
-1.08 (-0.01%)
Expected net profit:
-1.08
Average holding period:
202172.64
Gross profit:
5179.60
Gross loss:
-5314.09
Max drawdown:
-12.52

Trade Metrics

Total trades:
125
Total winning trades:
39
Total losing trades:
86
Starting balance:
10000.00
Finishing balance:
9865.51
Longs count:
59
Longs percentage:
47.20
Shorts percentage:
52.80
Shorts count:
66
Fee:
341.82
Total open trades:
1
Open PL:
16.52