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