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Equity Curve
2022-01-01 => 2022-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 9648.05 (96.48%)
- Win rate:
- 43.06%
- Sharpe ratio:
- 1.69
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 4.61
- Smart Sortino:
- 0.00
- Calmar ratio:
- 5.08
- Omega ratio:
- 1.77
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 790.22
- Average loss:
- 362.16
- Total losing streak:
- 8
- Largest losing trade:
- -731.21
- Largest winning trade:
- 4369.70
- Total winning streak:
- 8
- Current streak:
- -4
- Expectancy:
- 134.00 (1.34%)
- Expected net profit:
- 134.00
- Average holding period:
- 34560.83
- Gross profit:
- 24496.77
- Gross loss:
- -14848.72
- Max drawdown:
- -19.05
- Total trades:
- 72
- Total winning trades:
- 31
- Total losing trades:
- 41
- Starting balance:
- 10000.00
- Finishing balance:
- 19648.05
- Longs count:
- 25
- Longs percentage:
- 34.72
- Shorts percentage:
- 65.28
- Shorts count:
- 47
- Fee:
- 2528.46
- Total open trades:
- 0
- Open PL:
- 0.00