Wealth-Lab Developer 6.

9 Performance
Strategy: Channel Breakout VT 13.11.2016 15:52:29
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 -3 584 802,71 kr 122 182,39 kr -3 606 985,10 kr 1 411 759,97
kr -3 684 802,71 kr 22 182,39 kr -3 706 985,10 kr 1 311 759,97
Net Profit % -3,684.80% 22.18% -3,706.99% 1,311.76%
NaN% 0.38% NaN% 5.20%
Exposure 11.67% 2.95% 7.23% 100.02%
Total Commission kr -1 908,00 kr -906,30 kr -1 001,70 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

120 57 63 1
Average Profit kr -30 706,69 kr 389,16 kr -58 841,03 kr 1 311 759,97
Average Profit % -293.04% 3.43% -561.27% 1,309.75%
Average Bars Held 38.29 39.16 37.51 7,521.00

42 22 20 1
Win Rate 35.00% 38.60% 31.75% 100.00%
Gross Profit kr 67 824,59 kr 43 845,12 kr 23 979,48 kr 1 311 759,97
Average Profit kr 1 614,87 kr 1 992,96 kr 1 198,97 kr 1 311 759,97
Average Profit % 15.07% 18.32% 11.49% 1,309.75%
Average Bars Held 64.50 64.41 64.60 7,521.00
Max Consecutive Winners 5 3 3 1

78 35 43 0
Loss Rate 65.00% 61.40% 68.25% 0.00%
Gross Loss kr -3 752 627,31 kr -21 662,73 kr -3 730 964,58 kr 0,00
Average Loss kr -48 110,61 kr -618,94 kr -86 766,62 kr 0,00
Average Loss % -458.94% -5.93% -827.67% 0.00%
Average Bars Held 24.18 23.29 24.91 0.00
Max Consecutive Losses 8 10 11 0

Maximum Drawdown kr -3 701 394,08 kr -11 064,29 kr -3 707 091,65 kr -2 686 535,78
Maximum Drawdown Date 15.06.2016 17.11.2003 15.06.2016 14.12.2015
Maximum Drawdown % -3,174.67% -9.13% -3,703.15% -85.93%
Maximum Drawdown % Date 15.06.2016 17.11.2003 15.06.2016 29.12.1992

NaN 11.83 NaN 0.73

Sharpe Ratio -0.17 0.21 -0.17 0.37
Profit Factor 0.02 2.02 0.01 ∞
Recovery Factor 0.00 2.00 0.00 0.49
Payoff Ratio 0.03 3.09 0.01 0.00
Profit / Total Bars kr -489,87 kr 2,95 kr -492,82 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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