1.2 KiB
1.2 KiB
| 1 | metric | value |
|---|---|---|
| 2 | Start Value | 100000.0 |
| 3 | End Value | 94992.925702201 |
| 4 | Total Return [%] | -5.007074297799001 |
| 5 | Total Fees Paid | 4299.095017658301 |
| 6 | Max Drawdown [%] | 9.32832172554047 |
| 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 [%] | 3.796000000000013 |
| 14 | Worst Trade [%] | -2.198000000000002 |
| 15 | Avg Winning Trade [%] | 2.0027355950916155 |
| 16 | Avg Losing Trade [%] | -0.8772319382499455 |
| 17 | Avg Winning Trade Duration | 27.6 |
| 18 | Avg Losing Trade Duration | 10.588235294117647 |
| 19 | Profit Factor | 0.6591787877351036 |
| 20 | Expectancy | -227.5942862635913 |
| 21 | SQN | -0.7238525883160277 |
| 22 | Sharpe Ratio | -0.6039451115606126 |
| 23 | Sortino Ratio | -0.8636398465951732 |
| 24 | Calmar Ratio | -0.24337622652512184 |
| 25 | Omega Ratio | 0.8626407142511092 |
| 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 | 14.454545454545455 |
| 34 | avg_winning_duration | 27.6 |
| 35 | avg_losing_duration | 10.588235294117647 |
| 36 | start_value | 100000.0 |
| 37 | end_value | 94992.925702201 |
| 38 | total_fees_paid | 4299.095017658301 |
| 39 | open_trade_pnl | -0.0 |
| 40 | exposure_pct | 38.922888616891065 |
| 41 | payoff_ratio | 2.2830171905129446 |
| 42 | recovery_factor | -0.5367604640060695 |
| 43 | omega_ratio | 0.8626407142511092 |