Backtest Results
| Start |
2017-06-06 00:00:00 |
| End |
2024-06-14 00:00:00 |
| Duration |
2565 days 00:00:00 |
| Exposure Time [%] |
96.22 |
| Equity Final [$] |
10332.1 |
| Equity Peak [$] |
10356.5 |
| Return [%] |
3.32 |
| Buy & Hold Return [%] |
-5.04 |
| Return (Ann.) [%] |
0.38 |
| Volatility (Ann.) [%] |
0.63 |
| Sharpe Ratio |
0.6 |
| Sortino Ratio |
0.88 |
| Calmar Ratio |
0.28 |
| Max. Drawdown [%] |
-1.34 |
| Avg. Drawdown [%] |
-0.14 |
| Max. Drawdown Duration |
625 days 00:00:00 |
| Avg. Drawdown Duration |
40 days 00:00:00 |
| # Trades |
13 |
| Win Rate [%] |
61.54 |
| Best Trade [%] |
6.81 |
| Worst Trade [%] |
-3.5 |
| Avg. Trade [%] |
2.42 |
| Max. Trade Duration |
576 days 00:00:00 |
| Avg. Trade Duration |
189 days 00:00:00 |
| Profit Factor |
3.04 |
| Expectancy [%] |
2.53 |
| SQN |
1.83 |
| _strategy |
Strat_01 |