[go: up one dir, main page]

0% found this document useful (0 votes)
14 views2 pages

BackTest Ichimoku

Download as pdf or txt
Download as pdf or txt
Download as pdf or txt
You are on page 1/ 2

Ichi_Trading_Systems - Backtest Report Page 1 of 2

Statistics | Charts | Trades | Formula | Settings | Symbols | Monte Carlo

Statistics
All trades Long trades Short trades
Initial capital 100000000.00 100000000.00 100000000.00
Ending capital 350160805.19 350160805.19 100000000.00
Net Profit 250160805.19 250160805.19 0.00
Net Profit % 250.16% 250.16% 0.00%
Exposure % 93.50% 93.50% 0.00%
Net Risk Adjusted Return % 267.56% 267.56% N/A
Annual Return % 11.61% 11.61% 0.00%
Risk Adjusted Return % 12.41% 12.41% N/A
Total transaction costs 137460124.07 137460124.07 0.00

All trades 1591 1591 (100.00 %) 0 (0.00 %)


Avg. Profit/Loss 157234.95 157234.95 N/A
Avg. Profit/Loss % 2.34% 2.34% N/A
Avg. Bars Held 31.67 31.67 N/A

Winners 496 (31.18 %) 496 (31.18 %) 0 (0.00 %)


Total Profit 1051802236.50 1051802236.50 0.00
Avg. Profit 2120569.03 2120569.03 N/A
Avg. Profit % 26.63% 26.63% N/A
Avg. Bars Held 54.15 54.15 N/A
Max. Consecutive 7 7 0
Largest win 51407248.50 51407248.50 0.00
# bars in largest win 90 90 0

Losers 1095 (68.82 %) 1095 (68.82 %) 0 (0.00 %)


Total Loss -801641431.30 -801641431.30 0.00
Avg. Loss -732092.63 -732092.63 N/A
Avg. Loss % -8.66% -8.66% N/A
Avg. Bars Held 21.49 21.49 N/A
Max. Consecutive 30 30 0
Largest loss -8077912.50 -8077912.50 0.00
# bars in largest loss 619 619 0

file:///C:/Program%20Files%20(x86)/AmiBroker/Reports/Ichi_Trading_Systems-20211117131708127/stats.html 17-Nov-21
Ichi_Trading_Systems - Backtest Report Page 2 of 2

Max. trade drawdown -19690254.00 -19690254.00 0.00


Max. trade % drawdown -94.95 -94.95 0.00
Max. system drawdown -153511896.13 -153511896.13 0.00
Max. system % drawdown -60.33% -60.33% 0.00%
Recovery Factor 1.63 1.63 N/A
CAR/MaxDD 0.19 0.19 N/A
RAR/MaxDD 0.21 0.21 N/A
Profit Factor 1.31 1.31 N/A
Payoff Ratio 2.90 2.90 N/A
Standard Error 38379483.73 38379483.73 0.00
Risk-Reward Ratio 0.09 0.09 N/A
Ulcer Index 27.54 27.54 0.00
Ulcer Performance Index 0.23 0.23 N/A
Sharpe Ratio of trades 0.13 0.13 0.00
K-Ratio 0.01 0.01 N/A

file:///C:/Program%20Files%20(x86)/AmiBroker/Reports/Ichi_Trading_Systems-20211117131708127/stats.html 17-Nov-21

You might also like