| 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) |