44 lines
1.2 KiB
CSV
44 lines
1.2 KiB
CSV
metric,value
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Start Value,100000.0
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End Value,94992.925702201
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Total Return [%],-5.007074297799001
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Total Fees Paid,4299.095017658301
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Max Drawdown [%],9.32832172554047
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Max Drawdown Duration,648.0
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Total Trades,22.0
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Total Closed Trades,22.0
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Total Open Trades,0.0
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Open Trade PnL,-0.0
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Win Rate [%],22.727272727272727
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Best Trade [%],3.796000000000013
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Worst Trade [%],-2.198000000000002
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Avg Winning Trade [%],2.0027355950916155
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Avg Losing Trade [%],-0.8772319382499455
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Avg Winning Trade Duration,27.6
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Avg Losing Trade Duration,10.588235294117647
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Profit Factor,0.6591787877351036
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Expectancy,-227.5942862635913
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SQN,-0.7238525883160277
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Sharpe Ratio,-0.6039451115606126
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Sortino Ratio,-0.8636398465951732
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Calmar Ratio,-0.24337622652512184
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Omega Ratio,0.8626407142511092
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total_trades,22.0
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total_closed_trades,22.0
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total_open_trades,0.0
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winning_trades,5.0
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losing_trades,17.0
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max_consecutive_wins,2.0
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max_consecutive_losses,8.0
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avg_holding_period,14.454545454545455
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avg_winning_duration,27.6
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avg_losing_duration,10.588235294117647
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start_value,100000.0
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end_value,94992.925702201
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total_fees_paid,4299.095017658301
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open_trade_pnl,-0.0
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exposure_pct,38.922888616891065
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payoff_ratio,2.2830171905129446
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recovery_factor,-0.5367604640060695
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omega_ratio,0.8626407142511092
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