metric,value
Start Value,100000.0
End Value,94992.925702201
Total Return [%],-5.007074297799001
Total Fees Paid,4299.095017658301
Max Drawdown [%],9.32832172554047
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 [%],3.796000000000013
Worst Trade [%],-2.198000000000002
Avg Winning Trade [%],2.0027355950916155
Avg Losing Trade [%],-0.8772319382499455
Avg Winning Trade Duration,27.6
Avg Losing Trade Duration,10.588235294117647
Profit Factor,0.6591787877351036
Expectancy,-227.5942862635913
SQN,-0.7238525883160277
Sharpe Ratio,-0.6039451115606126
Sortino Ratio,-0.8636398465951732
Calmar Ratio,-0.24337622652512184
Omega Ratio,0.8626407142511092
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,14.454545454545455
avg_winning_duration,27.6
avg_losing_duration,10.588235294117647
start_value,100000.0
end_value,94992.925702201
total_fees_paid,4299.095017658301
open_trade_pnl,-0.0
exposure_pct,38.922888616891065
payoff_ratio,2.2830171905129446
recovery_factor,-0.5367604640060695
omega_ratio,0.8626407142511092