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Description
Enhancement description
In addition to the #Trades
I would also like to see the #Short Trades
and #Long Trades
as I would like to gauge how balanced are my bull and bear models. In addition, a bulls to bears ratio would be best as the ideal would be approximately 1 for perfectly balanced: #Short Trades / (#Long Trades + 1e-10)
Start 2025-09-01 00:00...
End 2025-09-07 09:00...
Duration 6 days 09:00:00
Exposure Time [%] 24.67532
Equity Final [$] 105.6097
Equity Peak [$] 107.64386
Commissions [$] 8.60254
Return [%] 5.6097
Buy & Hold Return [%] 2.37975
Return (Ann.) [%] 306.45261
Volatility (Ann.) [%] 130.1985
CAGR [%] 2175.93476
Sharpe Ratio 2.35373
Sortino Ratio 22.70538
Calmar Ratio 162.16873
Alpha [%] 5.22595
Beta 0.16126
Max. Drawdown [%] -1.88971
Avg. Drawdown [%] -0.43725
Max. Drawdown Duration 1 days 18:00:00
Avg. Drawdown Duration 0 days 15:00:00
# Trades 23
Win Rate [%] 65.21739
Best Trade [%] 1.77771
Worst Trade [%] -0.52609
Avg. Trade [%] 0.25156
Max. Trade Duration 0 days 01:00:00
Avg. Trade Duration 0 days 01:00:00
Profit Factor 3.39641
Expectancy [%] 0.25339
SQN 1.93883
Kelly Criterion 0.45458
_strategy KSpotTradingStra...
_equity_curve ...
_trades Size EntryB...
dtype: object
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