Wealth-Lab Developer 6.

9 Performance
Strategy: Channel Breakout VT 13.11.2016 15:51:23
Dataset/Symbol: Silver

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 105 579,97 kr 110 819,80 kr 94 760,17 kr 1 411 759,97
kr 5 579,97 kr 10 819,80 kr -5 239,83 kr 1 311 759,97
Net Profit % 5.58% 10.82% -5.24% 1,311.76%
0.10% 0.20% -0.10% 5.20%
Exposure 7.13% 3.61% 4.12% 100.02%
Total Commission kr -4 690,50 kr -2 337,30 kr -2 353,20 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

295 147 148 1

Average Profit kr 18,92 kr 73,60 kr -35,40 kr 1 311 759,97
Average Profit % 0.14% 0.63% -0.35% 1,309.75%
Average Bars Held 18.18 18.28 18.08 7,521.00

113 59 54 1
Win Rate 38.31% 40.14% 36.49% 100.00%
Gross Profit kr 118 941,75 kr 76 194,67 kr 42 747,08 kr 1 311 759,97
Average Profit kr 1 052,58 kr 1 291,44 kr 791,61 kr 1 311 759,97
Average Profit % 8.76% 10.70% 6.63% 1,309.75%
Average Bars Held 26.17 27.66 24.54 7,521.00
Max Consecutive Winners 6 4 4 1

182 88 94 0
Loss Rate 61.69% 59.86% 63.51% 0.00%
Gross Loss kr -113 361,78 kr -65 374,87 kr -47 986,91 kr 0,00
Average Loss kr -622,87 kr -742,90 kr -510,50 kr 0,00
Average Loss % -5.21% -6.12% -4.35% 0.00%
Average Bars Held 13.22 11.99 14.37 0.00
Max Consecutive Losses 7 15 8 0

Maximum Drawdown kr -30 062,03 kr -27 479,02 kr -16 348,17 kr -2 686 535,78
Maximum Drawdown Date 29.09.2016 28.06.2016 21.09.2011 14.12.2015
Maximum Drawdown % -22.30% -19.94% -15.16% -85.93%
Maximum Drawdown % Date 29.09.2016 28.06.2016 21.09.2011 29.12.1992

1.13 4.37 -2.87 0.73

Sharpe Ratio 0.06 0.09 -0.05 0.37
Profit Factor 1.05 1.17 0.89 ∞
Recovery Factor 0.19 0.39 0.00 0.49
Payoff Ratio 1.68 1.75 1.52 0.00
Profit / Total Bars kr 0,74 kr 1,44 kr -0,70 kr 174,39

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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