Filter Metrics
Select the info for the backtest metrics that you want to see:
Equity Curve
2023-04-01 => 2023-06-30BTC-USDT30m
PortfolioBTC-USDT
- PNL:
- -9887.67 (-98.88%)
- Win rate:
- 39.06%
- Sharpe ratio:
- -4.89
- Smart Sharpe:
- 0.00
- Sortino ratio:
- -6.09
- Smart Sortino:
- 0.00
- Calmar ratio:
- -1.01
- Omega ratio:
- 0.47
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 201.27
- Average loss:
- 255.78
- Total losing streak:
- 7
- Largest losing trade:
- -1338.98
- Largest winning trade:
- 1029.05
- Total winning streak:
- 5
- Current streak:
- -4
- Expectancy:
- -77.25 (-0.77%)
- Expected net profit:
- -77.25
- Average holding period:
- 29581.41
- Gross profit:
- 10063.37
- Gross loss:
- -19951.04
- Max drawdown:
- -98.88
- Total trades:
- 128
- Total winning trades:
- 50
- Total losing trades:
- 78
- Starting balance:
- 10000.00
- Finishing balance:
- 112.33
- Longs count:
- 72
- Longs percentage:
- 56.25
- Shorts percentage:
- 43.75
- Shorts count:
- 56
- Fee:
- 2336.57
- Total open trades:
- 0
- Open PL:
- 0.00