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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 14303.16 (143.03%)
- Win rate:
- 45.45%
- Sharpe ratio:
- 2.01
- Smart Sharpe:
- 1.91
- Sortino ratio:
- 5.57
- Smart Sortino:
- 5.29
- Calmar ratio:
- 9.78
- Omega ratio:
- 1.90
- Serenity index:
- 5.08
- Average win/loss:
- 0.00
- Average win:
- 1050.53
- Average loss:
- 478.13
- Total losing streak:
- 7
- Largest losing trade:
- -1209.51
- Largest winning trade:
- 4316.46
- Total winning streak:
- 5
- Current streak:
- -4
- Expectancy:
- 216.71 (2.17%)
- Expected net profit:
- 216.71
- Average holding period:
- 55870.00
- Gross profit:
- 31515.98
- Gross loss:
- -17212.82
- Max drawdown:
- -14.68
- Total trades:
- 66
- Total winning trades:
- 30
- Total losing trades:
- 36
- Starting balance:
- 10000.00
- Finishing balance:
- 24303.16
- Longs count:
- 22
- Longs percentage:
- 33.33
- Shorts percentage:
- 66.67
- Shorts count:
- 44
- Fee:
- 2347.68
- Total open trades:
- 0
- Open PL:
- 0.00