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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 6800.47 (68.00%)
- Win rate:
- 60.00%
- Sharpe ratio:
- 1.11
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 1.90
- Smart Sortino:
- 0.00
- Calmar ratio:
- 1.65
- Omega ratio:
- 1.22
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 1337.35
- Average loss:
- 1439.33
- Total losing streak:
- 3
- Largest losing trade:
- -2199.33
- Largest winning trade:
- 5763.84
- Total winning streak:
- 4
- Current streak:
- 4
- Expectancy:
- 226.68 (2.27%)
- Expected net profit:
- 226.68
- Average holding period:
- 759654.00
- Gross profit:
- 24072.39
- Gross loss:
- -17271.92
- Max drawdown:
- -41.40
- Total trades:
- 30
- Total winning trades:
- 18
- Total losing trades:
- 12
- Starting balance:
- 10000.00
- Finishing balance:
- 16800.47
- Longs count:
- 11
- Longs percentage:
- 36.67
- Shorts percentage:
- 63.33
- Shorts count:
- 19
- Fee:
- 853.85
- Total open trades:
- 1
- Open PL:
- 947.75