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All trades       Long trades       Short trades
                        Profit & Loss (net total)      29,354.00         17,800.00         11,554.00
                                      Total profit     29,354.00         17,800.00         11,554.00
                                       Total loss            0.00             0.00               0.00
                         Total profit / Total loss            n/a              n/a                n/a
                              Number of trades                    2                 1                  1
                Percentage of winning trades            100.00%           100.00%           100.00%
                                 Winning trades                   2                 1                  1
                                  Losing trades                   0                 0                  0
                                    Even trades                   0                 0                  0
  Trade expectancy (Total P&L / Nbr trades)            14,677.00         17,800.00         11,554.00
            Average profit on winning trades           14,677.00         17,800.00         11,554.00
                Average loss on losing trades                 n/a              n/a                n/a
        Standard deviation on profit and loss           3,123.00              0.00               0.00
                                   Highest profit      17,800.00         17,800.00         11,554.00
                                    Highest loss             0.00             0.00               0.00
          Avg time in the market (nbr of bars)            415.50            662.00            169.00
    Avg time beetween trades (nbr of bars)                415.00               n/a                n/a
    Avg time on winning trades (nbr of bars)              415.50            662.00            169.00
      Avg time on losing trades (nbr of bars)                 n/a              n/a                n/a
       Avg time on even trades (nbr of bars)                  n/a              n/a                n/a
                  Percent of time in the market          66.72%            66.72%            66.72%
                            Total brokerage fee              0.00             0.00               0.00
  Highest nbr of consecutive winning trades                       0                 0                  0
    Highest nbr of consecutive losing trades                      0                 0                  0
Drawdown (highest loss of the equity curve)             6,952.00          6,952.00           3,822.00
              Highest gain of the equity curve         35,644.00         26,192.00         15,376.00
 Return on initial capital (Profit&Loss/Initial C)    2,935.40%         1,780.00%          1,155.40%

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Crude daily backtest megatrend

  • 1. All trades Long trades Short trades Profit & Loss (net total) 29,354.00 17,800.00 11,554.00 Total profit 29,354.00 17,800.00 11,554.00 Total loss 0.00 0.00 0.00 Total profit / Total loss n/a n/a n/a Number of trades 2 1 1 Percentage of winning trades 100.00% 100.00% 100.00% Winning trades 2 1 1 Losing trades 0 0 0 Even trades 0 0 0 Trade expectancy (Total P&L / Nbr trades) 14,677.00 17,800.00 11,554.00 Average profit on winning trades 14,677.00 17,800.00 11,554.00 Average loss on losing trades n/a n/a n/a Standard deviation on profit and loss 3,123.00 0.00 0.00 Highest profit 17,800.00 17,800.00 11,554.00 Highest loss 0.00 0.00 0.00 Avg time in the market (nbr of bars) 415.50 662.00 169.00 Avg time beetween trades (nbr of bars) 415.00 n/a n/a Avg time on winning trades (nbr of bars) 415.50 662.00 169.00 Avg time on losing trades (nbr of bars) n/a n/a n/a Avg time on even trades (nbr of bars) n/a n/a n/a Percent of time in the market 66.72% 66.72% 66.72% Total brokerage fee 0.00 0.00 0.00 Highest nbr of consecutive winning trades 0 0 0 Highest nbr of consecutive losing trades 0 0 0 Drawdown (highest loss of the equity curve) 6,952.00 6,952.00 3,822.00 Highest gain of the equity curve 35,644.00 26,192.00 15,376.00 Return on initial capital (Profit&Loss/Initial C) 2,935.40% 1,780.00% 1,155.40%