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Equity Curve
2023-01-01 => 2023-12-31BTC-USDT1h
PortfolioBTC-USDT
- PNL:
- 7364.78 (73.65%)
- Win rate:
- 48.57%
- Sharpe ratio:
- 1.65
- Smart Sharpe:
- 0.00
- Sortino ratio:
- 4.26
- Smart Sortino:
- 0.00
- Calmar ratio:
- 6.23
- Omega ratio:
- 1.81
- Serenity index:
- 0.00
- Average win/loss:
- 0.00
- Average win:
- 778.35
- Average loss:
- 325.96
- Total losing streak:
- 3
- Largest losing trade:
- -848.46
- Largest winning trade:
- 2382.22
- Total winning streak:
- 4
- Current streak:
- -3
- Expectancy:
- 210.42 (2.10%)
- Expected net profit:
- 210.42
- Average holding period:
- 105572.57
- Gross profit:
- 13232.03
- Gross loss:
- -5867.25
- Max drawdown:
- -11.86
- Total trades:
- 35
- Total winning trades:
- 17
- Total losing trades:
- 18
- Starting balance:
- 10000.00
- Finishing balance:
- 17364.78
- Longs count:
- 26
- Longs percentage:
- 74.29
- Shorts percentage:
- 25.71
- Shorts count:
- 9
- Fee:
- 973.80
- Total open trades:
- 0
- Open PL:
- 0.00