Crude 5min backtest sqb
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Transcript of Crude 5min backtest sqb
![Page 1: Crude 5min backtest sqb](https://reader036.fdocuments.net/reader036/viewer/2022071722/55b9d880bb61eb81618b4778/html5/thumbnails/1.jpg)
All trades Long trades Short trades
Profit & Loss (net total) 4,772.00 402.50 4,369.50
Total profit 8,732.00 2,504.00 6,228.00
Total loss -3,960.00 -2,101.50 -1,858.50
Total profit / Total loss 2.21 1.19 3.35
Number of trades 69 33 36
Percentage of winning trades 40.58% 33.33% 47.22%
Winning trades 28 11 17
Losing trades 41 22 19
Even trades 0 0 0
Trade expectancy (Total P&L / Nbr trades) 69.16 12.20 121.38
Average profit on winning trades 311.86 227.64 366.35
Average loss on losing trades -96.59 -95.52 -97.82
Standard deviation on profit and loss 289.15 208.95 338.42
Highest profit 1,288.50 803.50 1,288.50
Highest loss -325.50 -237.00 -325.50
Avg time in the market (nbr of bars) 46.83 41.67 51.56
Avg time beetween trades (nbr of bars) 9.84 20.91 19.11
Avg time on winning trades (nbr of bars) 63.96 71.18 59.29
Avg time on losing trades (nbr of bars) 35.12 26.91 44.63
Avg time on even trades (nbr of bars) n/a n/a n/a
Percent of time in the market 82.85% 82.85% 82.85%
Total brokerage fee 0.00 0.00 0.00
Highest nbr of consecutive winning trades 4 2 4
Highest nbr of consecutive losing trades 9 9 4
Drawdown (highest loss of the equity curve) 1,495.50 2,560.00 1,544.50
Highest gain of the equity curve 5,144.00 1,163.50 4,646.50
Return on initial capital (Profit&Loss/Initial C) 477.20% 40.25% 436.95%