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