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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 2443.63 (24.44%)
- Win rate:
- 51.72%
- Sharpe ratio:
- 1.02
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 2.25
- Smart Sortino:
- 0.00
- Calmar ratio:
- 1.66
- Omega ratio:
- 1.94
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 219.64
- Average loss:
- 177.14
- Total losing streak:
- 4
- Largest losing trade:
- -1444.02
- Largest winning trade:
- 669.93
- Total winning streak:
- 9
- Current streak:
- -2
- Expectancy:
- 28.09 (0.28%)
- Expected net profit:
- 28.09
- Average holding period:
- 16068.28
- Gross profit:
- 9883.64
- Gross loss:
- -7440.01
- Max drawdown:
- -14.73
- Total trades:
- 87
- Total winning trades:
- 45
- Total losing trades:
- 42
- Starting balance:
- 10000.00
- Finishing balance:
- 12443.63
- Longs count:
- 6
- Longs percentage:
- 6.90
- Shorts percentage:
- 93.10
- Shorts count:
- 81
- Fee:
- 1019.20
- Total open trades:
- 0
- Open PL:
- 0.00