Silver 5min squee zebox x10 in 20 days backtest

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All trades Long trades Short trades Profit & Loss (net total) 11,058.20 399.89 10,658.30 Total profit 18,129.20 4,500.60 13,628.60 Total loss -7,071.00 -4,100.70 -2,970.30 Total profit / Total loss 2.56 1.10 4.59 Number of trades 50 25 25 Percentage of winning trades 52.00% 36.00% 68.00% Winning trades 26 9 17 Losing trades 24 16 8 Even trades 0 0 0 Trade expectancy (Total P&L / Nbr trades) 221.16 16.00 426.33 Average profit on winning trades 697.28 500.07 801.68 Average loss on losing trades -294.63 -256.29 -371.29 Standard deviation on profit and loss 725.82 439.53 881.08 Highest profit 3,441.60 1,053.00 3,441.60 Highest loss -654.00 -654.00 -573.00 Avg time in the market (nbr of bars) 65.46 61.76 69.16 Avg time beetween trades (nbr of bars) 17.22 35.17 35.17 Avg time on winning trades (nbr of bars) 79.65 82.67 78.06 Avg time on losing trades (nbr of bars) 50.08 50.00 50.25 Avg time on even trades (nbr of bars) n/a n/a n/a Percent of time in the market 79.50% 79.50% 79.50% Total brokerage fee 0.00 0.00 0.00 Highest nbr of consecutive winning trades 7 2 7 Highest nbr of consecutive losing trades 5 5 2 Drawdown (highest loss of the equity curve) 3,154.80 3,127.80 2,255.70 Highest gain of the equity curve 14,282.59 3,466.50 11,353.00 Return on initial capital (Profit&Loss/Initial C) 1,106.00% 40.17% 1,065.83%

Transcript of Silver 5min squee zebox x10 in 20 days backtest

Page 1: Silver 5min squee zebox x10 in 20 days backtest

All trades Long trades Short trades

Profit & Loss (net total) 11,058.20 399.89 10,658.30

Total profit 18,129.20 4,500.60 13,628.60

Total loss -7,071.00 -4,100.70 -2,970.30

Total profit / Total loss 2.56 1.10 4.59

Number of trades 50 25 25

Percentage of winning trades 52.00% 36.00% 68.00%

Winning trades 26 9 17

Losing trades 24 16 8

Even trades 0 0 0

Trade expectancy (Total P&L / Nbr trades) 221.16 16.00 426.33

Average profit on winning trades 697.28 500.07 801.68

Average loss on losing trades -294.63 -256.29 -371.29

Standard deviation on profit and loss 725.82 439.53 881.08

Highest profit 3,441.60 1,053.00 3,441.60

Highest loss -654.00 -654.00 -573.00

Avg time in the market (nbr of bars) 65.46 61.76 69.16

Avg time beetween trades (nbr of bars) 17.22 35.17 35.17

Avg time on winning trades (nbr of bars) 79.65 82.67 78.06

Avg time on losing trades (nbr of bars) 50.08 50.00 50.25

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

Percent of time in the market 79.50% 79.50% 79.50%

Total brokerage fee 0.00 0.00 0.00

Highest nbr of consecutive winning trades 7 2 7

Highest nbr of consecutive losing trades 5 5 2

Drawdown (highest loss of the equity curve) 3,154.80 3,127.80 2,255.70

Highest gain of the equity curve 14,282.59 3,466.50 11,353.00

Return on initial capital (Profit&Loss/Initial C) 1,106.00% 40.17% 1,065.83%