1.2 KiB
1.2 KiB
| 1 | metric | value |
|---|---|---|
| 2 | Start Value | 100000.0 |
| 3 | End Value | 97211.84712229742 |
| 4 | Total Return [%] | -2.7881528777025815 |
| 5 | Total Fees Paid | 4296.098928082393 |
| 6 | Max Drawdown [%] | 7.659251006789218 |
| 7 | Max Drawdown Duration | 546.0 |
| 8 | Total Trades | 21.0 |
| 9 | Total Closed Trades | 21.0 |
| 10 | Total Open Trades | 0.0 |
| 11 | Open Trade PnL | -0.0 |
| 12 | Win Rate [%] | 33.33333333333333 |
| 13 | Best Trade [%] | 3.196952880053045 |
| 14 | Worst Trade [%] | -3.1687475423077114 |
| 15 | Avg Winning Trade [%] | 1.4665268393501272 |
| 16 | Avg Losing Trade [%] | -0.9214541360329661 |
| 17 | Avg Winning Trade Duration | 23.714285714285715 |
| 18 | Avg Losing Trade Duration | 14.0 |
| 19 | Profit Factor | 0.788080414612577 |
| 20 | Expectancy | -132.7691846525046 |
| 21 | SQN | -0.4321184623041379 |
| 22 | Sharpe Ratio | -0.2923100943334959 |
| 23 | Sortino Ratio | -0.42150656548706195 |
| 24 | Calmar Ratio | -0.16401445694169173 |
| 25 | Omega Ratio | 0.9352887502326621 |
| 26 | total_trades | 21.0 |
| 27 | total_closed_trades | 21.0 |
| 28 | total_open_trades | 0.0 |
| 29 | winning_trades | 7.0 |
| 30 | losing_trades | 14.0 |
| 31 | max_consecutive_wins | 3.0 |
| 32 | max_consecutive_losses | 6.0 |
| 33 | avg_holding_period | 17.238095238095237 |
| 34 | avg_winning_duration | 23.714285714285715 |
| 35 | avg_losing_duration | 14.0 |
| 36 | start_value | 100000.0 |
| 37 | end_value | 97211.84712229742 |
| 38 | total_fees_paid | 4296.098928082393 |
| 39 | open_trade_pnl | -0.0 |
| 40 | exposure_pct | 44.30844553243574 |
| 41 | payoff_ratio | 1.591535359170237 |
| 42 | recovery_factor | -0.3640242205446905 |
| 43 | omega_ratio | 0.9352887502326621 |