Net profit | |
---|---|
Average drawdown | |
Average drawdown day loss | |
Max drawdown | |
Net profit / Max drawdown | |
Net profit / Std | |
Net profit / Avg Vol | |
Profit factor | |
% Profitable | |
Avg. trade | |
Number of trades | |
Total slippage | |
Max required margin | |
Current drawdown / Max drawdown |
|
Distance from lower bollinger band (200 days) |
|
# of observations | Min | Max | Mean | Variance | Skewness | Kurtosis |
Yr | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Net profit (year) |