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Equity Curve
2020-01-01 => 2020-12-31BTC-USDT30m
PortfolioBTC-USDT
- PNL:
- -5376.68 (-53.77%)
- Win rate:
- 48.28%
- Sharpe ratio:
- -0.32
- Smart Sharpe:
- -0.30
- Sortino ratio:
- -0.47
- Smart Sortino:
- -0.45
- Calmar ratio:
- -0.69
- Omega ratio:
- 0.95
- Serenity index:
- -0.07
- Average win/loss:
- 0.00
- Average win:
- 291.05
- Average loss:
- 289.57
- Total losing streak:
- 10
- Largest losing trade:
- -1531.80
- Largest winning trade:
- 1752.40
- Total winning streak:
- 8
- Current streak:
- 2
- Expectancy:
- -9.24 (-0.09%)
- Expected net profit:
- -9.24
- Average holding period:
- 29946.60
- Gross profit:
- 81784.16
- Gross loss:
- -87160.84
- Max drawdown:
- -78.24
- Total trades:
- 582
- Total winning trades:
- 281
- Total losing trades:
- 301
- Starting balance:
- 10000.00
- Finishing balance:
- 4623.32
- Longs count:
- 360
- Longs percentage:
- 61.86
- Shorts percentage:
- 38.14
- Shorts count:
- 222
- Fee:
- 7884.01
- Total open trades:
- 1
- Open PL:
- 31.86