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Total signal 132 but trade 110. Lost 22 trade why? #819

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vnvdev opened this issue Nov 25, 2022 · 1 comment
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Total signal 132 but trade 110. Lost 22 trade why? #819

vnvdev opened this issue Nov 25, 2022 · 1 comment
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@vnvdev
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vnvdev commented Nov 25, 2022

Total signal : 132
Start 0.0
End 1999.0
Duration 1999.0
Exposure Time [%] 67.6
Equity Final [$] 2674.95512
Equity Peak [$] 3848.32419
Return [%] -10.834829
Buy & Hold Return [%] -11.777393
Return (Ann.) [%] 0.0
Volatility (Ann.) [%] NaN
Sharpe Ratio NaN
Sortino Ratio NaN
Calmar Ratio 0.0
Max. Drawdown [%] -65.582658
Avg. Drawdown [%] -10.821976
Max. Drawdown Duration 1417.0
Avg. Drawdown Duration 141.666667

Trades 110.0

Win Rate [%] 36.363636
Best Trade [%] 2.605783
Worst Trade [%] -1.270857
Avg. Trade [%] 0.021787
Max. Trade Duration 94.0
Avg. Trade Duration 15.045455
@kernc
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kernc commented Nov 25, 2022

Duplicate of #732.

@kernc kernc closed this as completed Nov 25, 2022
@kernc kernc added the duplicate This issue or pull request already exists label Nov 25, 2022
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@kernc @vnvdev