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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 11822.62 (118.23%)
- Win rate:
- 44.12%
- Sharpe ratio:
- 1.79
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 4.81
- Smart Sortino:
- 0.00
- Calmar ratio:
- 7.15
- Omega ratio:
- 1.75
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 980.39
- Average loss:
- 462.87
- Total losing streak:
- 7
- Largest losing trade:
- -1119.19
- Largest winning trade:
- 3934.66
- Total winning streak:
- 5
- Current streak:
- -4
- Expectancy:
- 173.86 (1.74%)
- Expected net profit:
- 173.86
- Average holding period:
- 54631.76
- Gross profit:
- 29411.67
- Gross loss:
- -17589.04
- Max drawdown:
- -16.61
- Total trades:
- 68
- Total winning trades:
- 30
- Total losing trades:
- 38
- Starting balance:
- 10000.00
- Finishing balance:
- 21822.62
- Longs count:
- 24
- Longs percentage:
- 35.29
- Shorts percentage:
- 64.71
- Shorts count:
- 44
- Fee:
- 2828.10
- Total open trades:
- 0
- Open PL:
- 0.00