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Wealth-Lab Developer 6.9 Performance: Strategy: Channel Breakout VT Dataset/Symbol: Hgcopper

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Hamahid pour

This document summarizes the performance of the Wealth-Lab Developer 6.9 strategy when applied to the HGCopper dataset from November 13, 2016 to present. Key metrics for the overall strategy, long trades, short trades, and buy-and-hold are provided, including ending capital, net profit, exposure levels, average profit/loss, win/loss rates, and maximum drawdown. The reader is warned that backtesting is hypothetical and past performance does not guarantee future results.

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Wealth-Lab Developer 6.9 Performance: Strategy: Channel Breakout VT Dataset/Symbol: Hgcopper

Uploaded by

Hamahid pour
46 views1 page
This document summarizes the performance of the Wealth-Lab Developer 6.9 strategy when applied to the HGCopper dataset from November 13, 2016 to present. Key metrics for the overall strategy, long trades, short trades, and buy-and-hold are provided, including ending capital, net profit, exposure levels, average profit/loss, win/loss rates, and maximum drawdown. The reader is warned that backtesting is hypothetical and past performance does not guarantee future results.

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This document summarizes the performance of the Wealth-Lab Developer 6.9 strategy when applied to the HGCopper dataset from November 13, 2016 to present. Key metrics for the overall strategy, long trades, short trades, and buy-and-hold are provided, including ending capital, net profit, exposure levels, average profit/loss, win/loss rates, and maximum drawdown. The reader is warned that backtesting is hypothetical and past performance does not guarantee future results.

Copyright:

© All Rights Reserved
Download as PDF, TXT or read online from Scribd
Download as pdf or txt
46 views1 page

Wealth-Lab Developer 6.9 Performance: Strategy: Channel Breakout VT Dataset/Symbol: Hgcopper

Uploaded by

Hamahid pour
This document summarizes the performance of the Wealth-Lab Developer 6.9 strategy when applied to the HGCopper dataset from November 13, 2016 to present. Key metrics for the overall strategy, long trades, short trades, and buy-and-hold are provided, including ending capital, net profit, exposure levels, average profit/loss, win/loss rates, and maximum drawdown. The reader is warned that backtesting is hypothetical and past performance does not guarantee future results.

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Wealth-Lab Developer 6.

9 Performance
Strategy: Channel Breakout VT 13.11.2016 15:08:17
Dataset/Symbol: HGCopper

All Trades Long Trades Short Trades Buy & Hold


Starting Capital kr 100 000,00 kr 100 000,00 kr 100 000,00 kr 100 000,00
Ending Capital kr 119 361,52 kr 123 583,39 kr 95 778,13 kr 714 496,28
kr 19 361,52 kr 23 583,39 kr -4 221,87 kr 614 496,28
Net Profit % 19.36% 23.58% -4.22% 614.50%
0.31% 0.37% -0.08% 3.51%
Exposure 7.15% 3.54% 4.18% 99.83%
Total Commission kr -5 207,25 kr -2 663,25 kr -2 544,00 kr -7,95
Return on Cash kr 0,00 kr 0,00 kr 0,00 kr 0,00
Margin Interest Paid kr 0,00 kr 0,00 kr 0,00 kr 0,00
Dividends Received kr 0,00 kr 0,00 kr 0,00 kr 0,00

328 168 160 1


Average Profit kr 59,03 kr 140,38 kr -26,39 kr 614 496,28
Average Profit % 0.58% 1.30% -0.19% 619.28%
Average Bars Held 19.86 19.82 19.90 9,082.00

124 66 58 1
Win Rate 37.80% 39.29% 36.25% 100.00%
Gross Profit kr 112 676,44 kr 67 681,61 kr 44 994,84 kr 614 496,28
Average Profit kr 908,68 kr 1 025,48 kr 775,77 kr 614 496,28
Average Profit % 7.96% 8.99% 6.79% 619.28%
Average Bars Held 30.96 30.00 32.05 9,082.00
Max Consecutive Winners 6 4 5 1

204 102 102 0


Loss Rate 62.20% 60.71% 63.75% 0.00%
Gross Loss kr -93 314,92 kr -44 098,21 kr -49 216,71 kr 0,00
Average Loss kr -457,43 kr -432,34 kr -482,52 kr 0,00
Average Loss % -3.92% -3.67% -4.16% 0.00%
Average Bars Held 13.11 13.23 12.99 0.00
Max Consecutive Losses 8 6 12 0

Maximum Drawdown kr -24 897,31 kr -15 271,28 kr -16 536,98 kr -1 428 390,55
Maximum Drawdown Date 15.05.2015 15.05.2015 05.12.2006 01.05.2014
Maximum Drawdown % -18.68% -11.92% -15.86% -99.94%
Maximum Drawdown % Date 15.05.2015 15.05.2015 05.12.2006 01.05.2014

3.54 9.26 -2.10 0.00


Sharpe Ratio 0.11 0.18 0.00 0.30
Profit Factor 1.21 1.53 0.91 ∞
Recovery Factor 0.78 1.54 0.00 0.43
Payoff Ratio 2.03 2.45 1.63 0.00
Profit / Total Bars kr 2,13 kr 2,60 kr -0,46 kr 67,65

Backtesting provides a hypothetical calculation of how a security or portfolio of securities, subject to a trading strategy, would have performed over a historical time
period. You should not assume that backtesting of a trading strategy will provide any indication of how your portfolio of securities, or a new portfolio of securities,
might perform over time. You should choose your own trading strategies based on your particular objectives and risk tolerances. Be sure to review your decisions
periodically to make sure they are still consistent with your goals. Past performance is no guarantee of future results.

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