扩展指标

2026-07-09 05:08:16 +08:00
commit 308c46ab9a
537 changed files with 152299 additions and 0 deletions
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+metric,value
+Start Value,100000.0
+End Value,90946.19395033258
+Total Return [%],-9.053806049667415
+Total Fees Paid,4198.746641799065
+Max Drawdown [%],9.508147558772901
+Max Drawdown Duration,648.0
+Total Trades,22.0
+Total Closed Trades,22.0
+Total Open Trades,0.0
+Open Trade PnL,-0.0
+Win Rate [%],22.727272727272727
+Best Trade [%],2.1497425552953047
+Worst Trade [%],-1.7066535995137522
+Avg Winning Trade [%],1.3532841800373892
+Avg Losing Trade [%],-0.9482213240612305
+Avg Winning Trade Duration,14.4
+Avg Losing Trade Duration,9.470588235294118
+Profit Factor,0.41654128046637545
+Expectancy,-411.5366386212467
+SQN,-1.8217208364286983
+Sharpe Ratio,-1.4024998779001383
+Sortino Ratio,-1.8223785994388895
+Calmar Ratio,-0.4368857120897103
+Omega Ratio,0.6849595839574596
+total_trades,22.0
+total_closed_trades,22.0
+total_open_trades,0.0
+winning_trades,5.0
+losing_trades,17.0
+max_consecutive_wins,2.0
+max_consecutive_losses,8.0
+avg_holding_period,10.590909090909092
+avg_winning_duration,14.4
+avg_losing_duration,9.470588235294118
+start_value,100000.0
+end_value,90946.19395033258
+total_fees_paid,4198.746641799065
+open_trade_pnl,-0.0
+exposure_pct,28.518971848225217
+payoff_ratio,1.4271817619975842
+recovery_factor,-0.9522155597294789
+omega_ratio,0.6849595839574596