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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 9731.12 (97.31%)
- Win rate:
- 63.33%
- Sharpe ratio:
- 1.35
- Smart Sharpe:
- 1.13
- Sortino ratio:
- 2.35
- Smart Sortino:
- 1.97
- Calmar ratio:
- 2.78
- Omega ratio:
- 1.27
- Serenity index:
- 0.58
- Average win/loss:
- 0.00
- Average win:
- 1401.03
- Average loss:
- 1535.31
- Total losing streak:
- 3
- Largest losing trade:
- -2260.18
- Largest winning trade:
- 5949.86
- Total winning streak:
- 4
- Current streak:
- 4
- Expectancy:
- 324.37 (3.24%)
- Expected net profit:
- 324.37
- Average holding period:
- 776726.00
- Gross profit:
- 26619.52
- Gross loss:
- -16888.40
- Max drawdown:
- -35.19
- Total trades:
- 30
- Total winning trades:
- 19
- Total losing trades:
- 11
- Starting balance:
- 10000.00
- Finishing balance:
- 19731.12
- Longs count:
- 11
- Longs percentage:
- 36.67
- Shorts percentage:
- 63.33
- Shorts count:
- 19
- Fee:
- 730.10
- Total open trades:
- 1
- Open PL:
- 1113.48