Wealth-Lab Developer 6.

9 Performance
Strategy: Channel Breakout VT 13.11.2016 15:05:29
Dataset/Symbol: GOLD1440

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 107 057,69 kr 117 125,65 kr 89 932,04 kr 691 576,85
kr 7 057,69 kr 17 125,65 kr -10 067,96 kr 591 576,85
Net Profit % 7.06% 17.13% -10.07% 591.58%
0.16% 0.38% -0.25% 4.73%
Exposure 6.21% 3.11% 3.48% 100.02%
Total Commission kr -3 044,85 kr -1 478,70 kr -1 566,15 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

192 93 99 1
Average Profit kr 36,76 kr 184,15 kr -101,70 kr 591 576,85
Average Profit % 0.40% 1.85% -0.96% 591.17%
Average Bars Held 34.27 35.49 33.12 10,459.00

70 41 29 1
Win Rate 36.46% 44.09% 29.29% 100.00%
Gross Profit kr 52 981,22 kr 37 399,61 kr 15 581,61 kr 591 576,85
Average Profit kr 756,87 kr 912,19 kr 537,30 kr 591 576,85
Average Profit % 7.10% 8.67% 4.88% 591.17%
Average Bars Held 55.14 55.37 54.83 10,459.00
Max Consecutive Winners 6 9 3 1

122 52 70 0
Loss Rate 63.54% 55.91% 70.71% 0.00%
Gross Loss kr -45 923,53 kr -20 273,96 kr -25 649,57 kr 0,00
Average Loss kr -376,42 kr -389,88 kr -366,42 kr 0,00
Average Loss % -3.44% -3.53% -3.38% 0.00%
Average Bars Held 22.30 19.83 24.13 0.00
Max Consecutive Losses 11 6 12 0

Maximum Drawdown kr -16 373,46 kr -11 654,37 kr -15 486,99 kr -451 651,00
Maximum Drawdown Date 05.09.2007 02.09.2005 12.04.2012 17.12.2015
Maximum Drawdown % -13.35% -9.46% -14.77% -70.55%
Maximum Drawdown % Date 05.09.2007 02.09.2005 12.04.2012 25.08.1999

2.27 11.03 -8.34 1.39

Sharpe Ratio 0.10 0.26 -0.24 0.33
Profit Factor 1.15 1.84 0.61 ∞
Recovery Factor 0.43 1.47 0.00 1.31
Payoff Ratio 2.06 2.46 1.44 0.00
Profit / Total Bars kr 0,67 kr 1,64 kr -0,96 kr 56,56

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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