Wealth-Lab Developer 6.

9 Performance
Strategy: Channel Breakout VT 13.11.2016 15:11:47
Dataset/Symbol: Palladium

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 144 741,75 kr 140 221,55 kr 104 520,20 kr 1 270 787,15
kr 44 741,75 kr 40 221,55 kr 4 520,20 kr 1 170 787,15
Net Profit % 44.74% 40.22% 4.52% 1,170.79%
0.93% 0.85% 0.11% 6.59%
Exposure 6.83% 4.04% 3.70% 100.17%
Total Commission kr -2 559,90 kr -1 367,40 kr -1 192,50 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

161 86 75 1
Average Profit kr 277,90 kr 467,69 kr 60,27 kr 1 170 787,15
Average Profit % 2.41% 4.00% 0.58% 1,159.61%
Average Bars Held 39.81 40.78 38.71 9,907.00

61 32 29 1
Win Rate 37.89% 37.21% 38.67% 100.00%
Gross Profit kr 131 003,40 kr 82 739,10 kr 48 264,30 kr 1 170 787,15
Average Profit kr 2 147,60 kr 2 585,60 kr 1 664,29 kr 1 170 787,15
Average Profit % 16.89% 20.47% 12.95% 1,159.61%
Average Bars Held 67.75 70.63 64.59 9,907.00
Max Consecutive Winners 5 5 2 1

100 54 46 0
Loss Rate 62.11% 62.79% 61.33% 0.00%
Gross Loss kr -86 261,65 kr -42 517,55 kr -43 744,10 kr 0,00
Average Loss kr -862,62 kr -787,36 kr -950,96 kr 0,00
Average Loss % -6.43% -5.76% -7.21% 0.00%
Average Bars Held 22.77 23.09 22.39 0.00
Max Consecutive Losses 7 8 7 0

Maximum Drawdown kr -17 731,65 kr -13 249,50 kr -12 439,40 kr -1 795 017,55
Maximum Drawdown Date 28.09.2016 25.05.2016 16.04.2015 05.12.2008
Maximum Drawdown % -10.91% -9.30% -10.99% -85.01%
Maximum Drawdown % Date 28.09.2016 07.07.1986 26.02.2001 05.12.2008

12.16 19.13 2.67 0.99

Sharpe Ratio 0.31 0.31 0.07 0.36
Profit Factor 1.52 1.95 1.10 ∞
Recovery Factor 2.52 3.04 0.36 0.65
Payoff Ratio 2.63 3.56 1.80 0.00
Profit / Total Bars kr 4,52 kr 4,06 kr 0,46 kr 118,17

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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