44 lines
1.2 KiB
CSV
44 lines
1.2 KiB
CSV
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metric,value
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Start Value,100000.0
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End Value,97211.84712229742
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Total Return [%],-2.7881528777025815
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Total Fees Paid,4296.098928082393
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Max Drawdown [%],7.659251006789218
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Max Drawdown Duration,546.0
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Total Trades,21.0
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Total Closed Trades,21.0
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Total Open Trades,0.0
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Open Trade PnL,-0.0
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Win Rate [%],33.33333333333333
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Best Trade [%],3.196952880053045
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Worst Trade [%],-3.1687475423077114
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Avg Winning Trade [%],1.4665268393501272
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Avg Losing Trade [%],-0.9214541360329661
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Avg Winning Trade Duration,23.714285714285715
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Avg Losing Trade Duration,14.0
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Profit Factor,0.788080414612577
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Expectancy,-132.7691846525046
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SQN,-0.4321184623041379
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Sharpe Ratio,-0.2923100943334959
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Sortino Ratio,-0.42150656548706195
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Calmar Ratio,-0.16401445694169173
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Omega Ratio,0.9352887502326621
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total_trades,21.0
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total_closed_trades,21.0
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total_open_trades,0.0
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winning_trades,7.0
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losing_trades,14.0
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max_consecutive_wins,3.0
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max_consecutive_losses,6.0
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avg_holding_period,17.238095238095237
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avg_winning_duration,23.714285714285715
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avg_losing_duration,14.0
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start_value,100000.0
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end_value,97211.84712229742
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total_fees_paid,4296.098928082393
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open_trade_pnl,-0.0
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exposure_pct,44.30844553243574
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payoff_ratio,1.591535359170237
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recovery_factor,-0.3640242205446905
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omega_ratio,0.9352887502326621
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