squeeZebox backtest WTI crude Daily

1. All trades Long trades Short trades
Profit & Loss (net total) 64,076.50 18,747.50 45,329.00
Total profit 90,295.50 22,899.50 67,396.00
Total loss -26,219.00 -4,152.00 -22,067.00
Total profit / Total loss 3.44 5.52 3.05
Number of trades 12 6 6
Percentage of winning trades 33.33% 50.00% 16.67%
Winning trades 4 3 1
Losing trades 8 3 5
Even trades 0 0 0
Trade expectancy (Total P&L / Nbr trades) 5,339.71 3,124.58 7,554.83
Average profit on winning trades 22,573.88 7,633.17 67,396.00
Average loss on losing trades -3,277.38 -1,384.00 -4,413.40
Standard deviation on profit and loss 19,619.49 6,138.47 26,876.65
Highest profit 67,396.00 15,596.00 67,396.00
Highest loss -9,441.00 -1,741.00 -9,441.00
Avg time in the market (nbr of bars) 93.25 149.17 37.33
Avg time beetween trades (nbr of bars) 11.55 25.40 25.40
Avg time on winning trades (nbr of bars) 182.50 193.33 150.00
Avg time on losing trades (nbr of bars) 48.62 105.00 14.80
Avg time on even trades (nbr of bars) n/a n/a n/a
Percent of time in the market 89.82% 89.82% 89.82%
Total brokerage fee 0.00 0.00 0.00
Highest nbr of consecutive winning trades 1 1 1
Highest nbr of consecutive losing trades 2 1 1
Drawdown (highest loss of the equity curve) 22,936.50 19,561.00 30,445.00
Highest gain of the equity curve 91,054.00 29,716.50 72,108.00
Return on initial capital (Profit&Loss/Initial C) 6,407.65% 1,874.75% 4,532.90%