1.2 KiB
1.2 KiB
| 1 | metric | value |
|---|---|---|
| 2 | Start Value | 100000.0 |
| 3 | End Value | 90946.19395033258 |
| 4 | Total Return [%] | -9.053806049667415 |
| 5 | Total Fees Paid | 4198.746641799065 |
| 6 | Max Drawdown [%] | 9.508147558772901 |
| 7 | Max Drawdown Duration | 648.0 |
| 8 | Total Trades | 22.0 |
| 9 | Total Closed Trades | 22.0 |
| 10 | Total Open Trades | 0.0 |
| 11 | Open Trade PnL | -0.0 |
| 12 | Win Rate [%] | 22.727272727272727 |
| 13 | Best Trade [%] | 2.1497425552953047 |
| 14 | Worst Trade [%] | -1.7066535995137522 |
| 15 | Avg Winning Trade [%] | 1.3532841800373892 |
| 16 | Avg Losing Trade [%] | -0.9482213240612305 |
| 17 | Avg Winning Trade Duration | 14.4 |
| 18 | Avg Losing Trade Duration | 9.470588235294118 |
| 19 | Profit Factor | 0.41654128046637545 |
| 20 | Expectancy | -411.5366386212467 |
| 21 | SQN | -1.8217208364286983 |
| 22 | Sharpe Ratio | -1.4024998779001383 |
| 23 | Sortino Ratio | -1.8223785994388895 |
| 24 | Calmar Ratio | -0.4368857120897103 |
| 25 | Omega Ratio | 0.6849595839574596 |
| 26 | total_trades | 22.0 |
| 27 | total_closed_trades | 22.0 |
| 28 | total_open_trades | 0.0 |
| 29 | winning_trades | 5.0 |
| 30 | losing_trades | 17.0 |
| 31 | max_consecutive_wins | 2.0 |
| 32 | max_consecutive_losses | 8.0 |
| 33 | avg_holding_period | 10.590909090909092 |
| 34 | avg_winning_duration | 14.4 |
| 35 | avg_losing_duration | 9.470588235294118 |
| 36 | start_value | 100000.0 |
| 37 | end_value | 90946.19395033258 |
| 38 | total_fees_paid | 4198.746641799065 |
| 39 | open_trade_pnl | -0.0 |
| 40 | exposure_pct | 28.518971848225217 |
| 41 | payoff_ratio | 1.4271817619975842 |
| 42 | recovery_factor | -0.9522155597294789 |
| 43 | omega_ratio | 0.6849595839574596 |