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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT4h
PortfolioBTC-USDT
- PNL:
- 7206.34 (72.06%)
- Win rate:
- 56.67%
- Sharpe ratio:
- 1.97
- Smart Sharpe:
- 1.82
- Sortino ratio:
- 3.83
- Smart Sortino:
- 3.53
- Calmar ratio:
- 6.75
- Omega ratio:
- 1.59
- Serenity index:
- 2.28
- Average win/loss:
- 0.00
- Average win:
- 813.56
- Average loss:
- 509.55
- Total losing streak:
- 2
- Largest losing trade:
- -884.20
- Largest winning trade:
- 1480.35
- Total winning streak:
- 5
- Current streak:
- 1
- Expectancy:
- 240.21 (2.40%)
- Expected net profit:
- 240.21
- Average holding period:
- 410468.00
- Gross profit:
- 13830.49
- Gross loss:
- -6624.15
- Max drawdown:
- -10.71
- Total trades:
- 30
- Total winning trades:
- 17
- Total losing trades:
- 13
- Starting balance:
- 10000.00
- Finishing balance:
- 17206.34
- Longs count:
- 7
- Longs percentage:
- 23.33
- Shorts percentage:
- 76.67
- Shorts count:
- 23
- Fee:
- 249.48
- Total open trades:
- 1
- Open PL:
- 550.12