44 lines
1.2 KiB
CSV
44 lines
1.2 KiB
CSV
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
|