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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 2995.63 (29.96%)
- Win rate:
- 51.72%
- Sharpe ratio:
- 1.22
- Smart Sharpe:
- 1.07
- Sortino ratio:
- 3.25
- Smart Sortino:
- 2.84
- Calmar ratio:
- 2.52
- Omega ratio:
- 2.25
- Serenity index:
- 0.32
- Average win/loss:
- 0.00
- Average win:
- 224.24
- Average loss:
- 168.93
- Total losing streak:
- 4
- Largest losing trade:
- -1110.08
- Largest winning trade:
- 679.89
- Total winning streak:
- 9
- Current streak:
- -2
- Expectancy:
- 34.43 (0.34%)
- Expected net profit:
- 34.43
- Average holding period:
- 16068.28
- Gross profit:
- 10090.83
- Gross loss:
- -7095.20
- Max drawdown:
- -11.92
- Total trades:
- 87
- Total winning trades:
- 45
- Total losing trades:
- 42
- Starting balance:
- 10000.00
- Finishing balance:
- 12995.63
- Longs count:
- 6
- Longs percentage:
- 6.90
- Shorts percentage:
- 93.10
- Shorts count:
- 81
- Fee:
- 829.74
- Total open trades:
- 0
- Open PL:
- 0.00