Silver 1hr undelievable squee zebox backtest

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All trades Long trades Short trades Profit & Loss (net total) 14,987.92 10,249.90 4,738.02 Total profit 23,341.10 14,200.90 9,140.21 Total loss -8,353.18 -3,951.00 -4,402.19 Total profit / Total loss 2.79 3.59 2.08 Number of trades 32 16 16 Percentage of winning trades 43.75% 50.00% 37.50% Winning trades 14 8 6 Losing trades 18 8 10 Even trades 0 0 0 Trade expectancy (Total P&L / Nbr trades) 468.37 640.62 296.13 Average profit on winning trades 1,667.22 1,775.11 1,523.37 Average loss on losing trades -464.07 -493.87 -440.22 Standard deviation on profit and loss 1,368.49 1,579.02 1,092.19 Highest profit 5,274.20 5,274.20 2,616.40 Highest loss -831.00 -763.50 -831.00 Avg time in the market (nbr of bars) 38.56 53.69 23.44 Avg time beetween trades (nbr of bars) 10.58 21.87 21.87 Avg time on winning trades (nbr of bars) 66.86 95.62 28.50 Avg time on losing trades (nbr of bars) 16.56 11.75 20.40 Avg time on even trades (nbr of bars) n/a n/a n/a Percent of time in the market 79.00% 79.00% 79.00% Total brokerage fee 0.00 0.00 0.00 Highest nbr of consecutive winning trades 4 3 4 Highest nbr of consecutive losing trades 6 2 6 Drawdown (highest loss of the equity curve) 4,289.00 5,557.79 3,744.90 Highest gain of the equity curve 19,419.21 12,939.70 8,762.20 Return on initial capital (Profit&Loss/Initial C) 1,498.79% 1,024.99% 473.80%

Transcript of Silver 1hr undelievable squee zebox backtest

Page 1: Silver 1hr undelievable squee zebox backtest

All trades Long trades Short trades

Profit & Loss (net total) 14,987.92 10,249.90 4,738.02

Total profit 23,341.10 14,200.90 9,140.21

Total loss -8,353.18 -3,951.00 -4,402.19

Total profit / Total loss 2.79 3.59 2.08

Number of trades 32 16 16

Percentage of winning trades 43.75% 50.00% 37.50%

Winning trades 14 8 6

Losing trades 18 8 10

Even trades 0 0 0

Trade expectancy (Total P&L / Nbr trades) 468.37 640.62 296.13

Average profit on winning trades 1,667.22 1,775.11 1,523.37

Average loss on losing trades -464.07 -493.87 -440.22

Standard deviation on profit and loss 1,368.49 1,579.02 1,092.19

Highest profit 5,274.20 5,274.20 2,616.40

Highest loss -831.00 -763.50 -831.00

Avg time in the market (nbr of bars) 38.56 53.69 23.44

Avg time beetween trades (nbr of bars) 10.58 21.87 21.87

Avg time on winning trades (nbr of bars) 66.86 95.62 28.50

Avg time on losing trades (nbr of bars) 16.56 11.75 20.40

Avg time on even trades (nbr of bars) n/a n/a n/a

Percent of time in the market 79.00% 79.00% 79.00%

Total brokerage fee 0.00 0.00 0.00

Highest nbr of consecutive winning trades 4 3 4

Highest nbr of consecutive losing trades 6 2 6

Drawdown (highest loss of the equity curve) 4,289.00 5,557.79 3,744.90

Highest gain of the equity curve 19,419.21 12,939.70 8,762.20

Return on initial capital (Profit&Loss/Initial C) 1,498.79% 1,024.99% 473.80%