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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 11424.08 (114.24%)
- Win rate:
- 43.66%
- Sharpe ratio:
- 1.87
- Smart Sharpe:
- 1.86
- Sortino ratio:
- 5.23
- Smart Sortino:
- 5.21
- Calmar ratio:
- 6.26
- Omega ratio:
- 1.90
- Serenity index:
- 2.59
- Average win/loss:
- 0.00
- Average win:
- 840.05
- Average loss:
- 365.44
- Total losing streak:
- 8
- Largest losing trade:
- -759.32
- Largest winning trade:
- 4619.55
- Total winning streak:
- 8
- Current streak:
- -4
- Expectancy:
- 160.90 (1.61%)
- Expected net profit:
- 160.90
- Average holding period:
- 34698.59
- Gross profit:
- 26041.48
- Gross loss:
- -14617.40
- Max drawdown:
- -18.33
- Total trades:
- 71
- Total winning trades:
- 31
- Total losing trades:
- 40
- Starting balance:
- 10000.00
- Finishing balance:
- 21424.08
- Longs count:
- 25
- Longs percentage:
- 35.21
- Shorts percentage:
- 64.79
- Shorts count:
- 46
- Fee:
- 2060.08
- Total open trades:
- 0
- Open PL:
- 0.00