Wealth-Lab Developer 6.

9 Performance
Strategy: Channel Breakout VT 13.11.2016 15:06:45
Dataset/Symbol: HGCopper

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 122 222,06 kr 120 438,44 kr 101 783,62 kr 714 496,28
kr 22 222,06 kr 20 438,44 kr 1 783,62 kr 614 496,28
Net Profit % 22.22% 20.44% 1.78% 614.50%
0.35% 0.33% 0.03% 3.51%
Exposure 7.26% 3.66% 3.93% 99.83%
Total Commission kr -2 392,95 kr -1 264,05 kr -1 128,90 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

151 80 71 1
Average Profit kr 147,17 kr 255,48 kr 25,12 kr 614 496,28
Average Profit % 1.35% 2.32% 0.25% 619.28%
Average Bars Held 40.80 38.45 43.45 9,082.00

53 27 26 1
Win Rate 35.10% 33.75% 36.62% 100.00%
Gross Profit kr 83 510,14 kr 51 752,63 kr 31 757,51 kr 614 496,28
Average Profit kr 1 575,66 kr 1 916,76 kr 1 221,44 kr 614 496,28
Average Profit % 14.45% 17.39% 11.39% 619.28%
Average Bars Held 68.74 67.22 70.31 9,082.00
Max Consecutive Winners 4 3 5 1

98 53 45 0
Loss Rate 64.90% 66.25% 63.38% 0.00%
Gross Loss kr -61 288,08 kr -31 314,18 kr -29 973,89 kr 0,00
Average Loss kr -625,39 kr -590,83 kr -666,09 kr 0,00
Average Loss % -5.73% -5.35% -6.19% 0.00%
Average Bars Held 25.69 23.79 27.93 0.00
Max Consecutive Losses 7 8 7 0

Maximum Drawdown kr -24 774,77 kr -16 314,42 kr -13 529,32 kr -1 428 390,55
Maximum Drawdown Date 15.07.2014 15.05.2015 23.06.2016 01.05.2014
Maximum Drawdown % -18.40% -13.08% -11.73% -99.94%
Maximum Drawdown % Date 15.07.2014 15.05.2015 23.06.2016 01.05.2014

3.96 7.77 0.70 0.00

Sharpe Ratio 0.13 0.16 0.03 0.30
Profit Factor 1.36 1.65 1.06 ∞
Recovery Factor 0.90 1.25 0.13 0.43
Payoff Ratio 2.52 3.25 1.84 0.00
Profit / Total Bars kr 2,45 kr 2,25 kr 0,20 kr 67,65

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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