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Equity Curve
2023-01-01 => 2023-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 7583.47 (75.83%)
- Win rate:
- 48.57%
- Sharpe ratio:
- 1.68
- Smart Sharpe:
- 1.50
- Sortino ratio:
- 4.36
- Smart Sortino:
- 3.89
- Calmar ratio:
- 6.56
- Omega ratio:
- 1.83
- Serenity index:
- 2.73
- Average win/loss:
- 0.00
- Average win:
- 788.04
- Average loss:
- 322.95
- Total losing streak:
- 3
- Largest losing trade:
- -850.96
- Largest winning trade:
- 2407.70
- Total winning streak:
- 4
- Current streak:
- -3
- Expectancy:
- 216.67 (2.17%)
- Expected net profit:
- 216.67
- Average holding period:
- 105572.57
- Gross profit:
- 13396.65
- Gross loss:
- -5813.18
- Max drawdown:
- -11.60
- Total trades:
- 35
- Total winning trades:
- 17
- Total losing trades:
- 18
- Starting balance:
- 10000.00
- Finishing balance:
- 17583.47
- Longs count:
- 26
- Longs percentage:
- 74.29
- Shorts percentage:
- 25.71
- Shorts count:
- 9
- Fee:
- 784.73
- Total open trades:
- 0
- Open PL:
- 0.00