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my-python-backteat/backtest_output/ferro_sar_adx_cci_metrics.csv
2026-07-09 05:08:16 +08:00

880 B

1metricvalue
2Start Value100000.0
3End Value100000.0
4Total Return [%]0.0
5Total Fees Paid-0.0
6Max Drawdown [%]0.0
7Max Drawdown Duration0.0
8Total Trades0.0
9Total Closed Trades0.0
10Total Open Trades0.0
11Open Trade PnL-0.0
12Win Rate [%]0.0
13Best Trade [%]0.0
14Worst Trade [%]0.0
15Avg Winning Trade [%]0.0
16Avg Losing Trade [%]0.0
17Avg Winning Trade Duration0.0
18Avg Losing Trade Duration0.0
19Profit Factor0.0
20Expectancy0.0
21SQN0.0
22Sharpe Ratio0.0
23Sortino Ratio0.0
24Calmar Ratio0.0
25Omega Ratio1.0
26total_trades0.0
27total_closed_trades0.0
28total_open_trades0.0
29winning_trades0.0
30losing_trades0.0
31max_consecutive_wins0.0
32max_consecutive_losses0.0
33avg_holding_period0.0
34avg_winning_duration0.0
35avg_losing_duration0.0
36start_value100000.0
37end_value100000.0
38total_fees_paid-0.0
39open_trade_pnl-0.0
40exposure_pct0.0
41payoff_ratio0.0
42recovery_factor0.0
43omega_ratio1.0