How we evaluate our trading strategy's performance
This video shows how we evaluate our trading strategies' results.
Performance to date
As at Saturday, 26th September 2020, 12pm (Paris time),here are the results so far.
Provisions:
- Only Algorithmic trades are considered because Discretionary trades are still very experimental.
- Open trades are included at the last rows and the current price is used to calculate the open gains/losses.
- Pairs that we have just started paper trading are not included because they haven't traded long enough yet.
What the columns mean:
- Posn — 1 for Long Trades, -1 for Short Trades. Used for calculations.
- Move is the price movement during the duration of the trade.
- % (of the move) is how much of the trading account has reduced or increased.
Another set of columns at the right puts in practice what this means in dollars.
- Start Equity — Assumed Equity in USDs available for trading the pair.
- Gain/Loss — Gain or Loss in USDs
- End Equity — Equity after the trade is closed.
- HODL Move — The price when we first traded / Price now.
- HODL Gain — The percentage gain on the Assumed Initial Capital given the current price.
- HODL Eq — The equity if you HODL'd.
SUMMARY
Our current parameters: allocate $1000 to trade each currency pair, trading 15 currency pairs, for a total of 15000 initial capital.
If we traded this strategy, our equity would now be $17,879. We have gained $2,879. That is a return of 19.20%.
If we compare this to having HODL'd, meaning we just bought and held during the same period, our equity would now be $15,299. We have gained $299.
That is a return of 1.99%.
This means that we are 963.81%, that is about 10 times, better off trading this strategy than if we just bought and held the same time.
Calculations:
| INITIAL $ | EQUITY $ | TRADING GAIN (%) | HODL MOVE | HODL GAIN | HODL EQ | |||
| ADA | 1000 | 983.584 | -1.64% | 0.85% | 8.47 | 1008.47 | ||
| ATOM | 1000 | 1052.157 | 0.00% | -5.22% | -52.16 | 947.84 | ||
| BSV | 1000 | 1088.652 | 8.87% | -17.77% | -177.72 | 822.28 | ||
| BTC | 1000 | 1118.031 | 11.80% | 13.86% | 138.61 | 1138.61 | ||
| DOT | 1000 | 1105.262 | 10.53% | -24.09% | -240.86 | 759.14 | ||
| EOS | 1000 | 965.916 | -3.41% | 0.41% | 4.14 | 1004.14 | ||
| ETH | 1000 | 1300.106 | 30.01% | 46.90% | 469.01 | 1469.01 | ||
| IOTA | 1000 | 1238.623 | 23.86% | -35.18% | -351.77 | 648.23 | ||
| LINK | 1000 | 1037.297 | 3.73% | -32.34% | -323.36 | 676.64 | ||
| NEO | 1000 | 1542.633 | 54.26% | 104.29% | 1042.87 | 2042.87 | ||
| OMG | 1000 | 2067.615 | 106.76% | 102.25% | 1022.46 | 2022.46 | ||
| TRX | 1000 | 940.154 | -5.98% | -17.30% | -173.04 | 826.96 | ||
| XLM | 1000 | 1143.796 | 14.38% | -24.43% | -244.32 | 755.68 | ||
| XTZ | 1000 | 1481.108 | 48.11% | -24.30% | -243.03 | 756.97 | ||
| ZRX | 1000 | 814.549 | -18.55% | -58.05% | -580.52 | 419.48 | ||
| TOTAL | 15000 | 17879.483 | 15298.760 | |||||
| 2879.483 | 19.20% | <<-- Strategy Gain | 298.760 | 1.99% | <<-- HODL Gain | |||
| 9.638 | <<-- How much our trading strategy is out-performing the HODL strategy | |||||||
| * Note: Trading commissions or fees charged by exchanges are not factored in. We use roughly 0.3%. | ||||||||
BREAKDOWN PER CURRENCY PAIR
Current exchange rates were used to calculate open trades' gains or losses.
Cardano (ADA)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-09-13T22:15:07+0200 | ADA/USD | 0.09446 | Short | -1 | 0.00 | -1.25% | 1000.00000 | -12.49206 | 987.50794 | -1.25% | 0.8% | ||
| 2020-09-26T00:58:42+0200 | ADA/USD | 0.09564 | Long | 1 | 0.00 | -0.40% | 987.50794 | -3.92360 | 983.58434 | -1.64% | |||
| 0.09526 |
Cosmos (ATO/ATOM)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-09-19T17:30:13+0200 | ATO/USD | 4.96 | Short | -1 | 0.26 | 5.22% | 1000.00000 | 52.15726 | 1052.15726 | 5.22% | -5.2% | ||
| Still Open. | 4.7013 |
Bitcoin SV (BSV)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-06T22:20:37+0200 | BSV/USD | 189.51 | Long | 1 | -17.05 | -9.00% | 1000.00000 | -89.96887 | 910.03113 | -9.00% | -17.8% | ||
| 2020-07-16T22:24:35+0200 | BSV/USD | 172.46 | Short | -1 | -5.54 | -3.21% | 910.03113 | -29.23329 | 880.79785 | -11.92% | |||
| 2020-07-22T17:22:38+0200 | BSV/USD | 178 | Long | 1 | 59.51 | 33.43% | 880.79785 | 294.47348 | 1175.27133 | 17.53% | |||
| 2020-08-07T14:01:26+0200 | BSV/USD | 237.51 | Short | -1 | 13.69 | 5.76% | 1175.27133 | 67.74226 | 1243.01359 | 24.30% | |||
| 2020-08-16T06:15:50+0200 | BSV/USD | 223.82 | Long | 1 | -8.91 | -3.98% | 1243.01359 | -49.48285 | 1193.53074 | 19.35% | |||
| 2020-08-16T14:23:19+0200 | BSV/USD | 214.91 | Short | -1 | -14.09 | -6.56% | 1193.53074 | -78.25065 | 1115.28009 | 11.53% | |||
| 2020-08-17T20:14:58+0200 | BSV/USD | 229 | Long | 1 | -21.36 | -9.33% | 1115.28009 | -104.02787 | 1011.25222 | 1.13% | |||
| 2020-08-20T08:43:51+0200 | BSV/USD | 207.64 | Short | -1 | 7.19 | 3.46% | 1011.25222 | 35.01687 | 1046.26909 | 4.63% | |||
| 2020-09-01T11:43:52+0200 | BSV/USD | 200.45 | Long | 1 | -18.25 | -9.10% | 1046.26909 | -95.25772 | 951.01136 | -4.90% | |||
| 2020-09-02T20:22:21+0200 | BSV/USD | 182.2 | Short | -1 | 26.37 | 14.47% | 951.01136 | 137.64089 | 1088.65225 | 8.87% | |||
| Still Open. | 155.83 |
BITCOIN(BTC)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-09T06:25:14+0200 | BTC/USD | 9415 | Long | 1 | -185.00 | -1.96% | 1000.00000 | -19.64950 | 980.35050 | -1.96% | 13.9% | ||
| 2020-07-09T19:01:27+0200 | BTC/USD | 9230 | Short | -1 | -67.00 | -0.73% | 980.35050 | -7.11630 | 973.23420 | -2.68% | |||
| 2020-07-13T07:18:44+0200 | BTC/USD | 9297 | Long | 1 | -166.40 | -1.79% | 973.23420 | -17.41919 | 955.81501 | -4.42% | |||
| 2020-07-16T18:47:21+0200 | BTC/USD | 9130.6 | Short | -1 | -389.00 | -4.26% | 955.81501 | -40.72153 | 915.09348 | -8.49% | |||
| 2020-07-23T14:47:27+0200 | BTC/USD | 9519.6 | Long | 1 | 2243.40 | 23.57% | 915.09348 | 215.65199 | 1130.74547 | 13.07% | |||
| 2020-08-24T23:17:18+0200 | BTC/USD | 11763 | Short | -1 | -228.00 | -1.94% | 1130.74547 | -21.91703 | 1108.82845 | 10.88% | |||
| 2020-09-01T21:52:24+0200 | BTC/USD | 11991 | Long | 1 | -573.00 | -4.78% | 1108.82845 | -52.98630 | 1055.84215 | 5.58% | |||
| 2020-09-02T13:20:01+0200 | BTC/USD | 11418 | Short | -1 | 668.00 | 5.85% | 1055.84215 | 61.77111 | 1117.61326 | 11.76% | |||
| 2020-09-25T01:58:11+0200 | BTC/USD | 10750 | Long | 1 | -20.00 | -0.19% | 1117.61326 | -2.07928 | 1115.53398 | 11.55% | |||
| 2020-09-25T02:28:46+0200 | BTC/USD | 10730 | Short | -1 | 17.00 | 0.16% | 1115.53398 | 1.76739 | 1117.30137 | 11.73% | |||
| 2020-09-26T00:54:00+0200 | BTC/USD | 10713 | Long | 1 | 7.00 | 0.07% | 1117.30137 | 0.73006 | 1118.03143 | 11.80% | |||
| 10,720 | |||||||||||||
POLKADOT (DOT)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-08-30T16:49:35+0200 | DOT/USD | 5.8 | Short | -1 | -0.55 | -9.48% | 1000.00000 | -94.82759 | 905.17241 | -9.48% | -24.1% | ||
| 2020-08-31T18:15:29+0200 | DOT/USD | 6.35 | Out | 0 | 0.00 | 0.00% | 905.17241 | 0.00000 | 905.17241 | -9.48% | |||
| 2020-09-12T01:35:55+0200 | DOT/USD | 4.6077 | Long | 1 | -0.06 | -1.33% | 905.17241 | -12.02260 | 893.14981 | -10.69% | |||
| 2020-09-12T09:06:17+0200 | DOT/USD | 4.5465 | Short | -1 | -0.08 | -1.81% | 893.14981 | -16.20694 | 876.94287 | -12.31% | |||
| 2020-09-12T12:31:36+0200 | DOT/USD | 4.629 | Long | 1 | 0.48 | 10.47% | 876.94287 | 91.80525 | 968.74812 | -3.13% | |||
| 2020-09-16T06:41:03+0200 | DOT/USD | 5.1136 | Short | -1 | 0.71 | 13.98% | 968.74812 | 135.43453 | 1104.18265 | 10.42% | |||
| 2020-09-24T23:02:00+0200 | DOT/USD | 4.3987 | Long | 1 | 0.00 | 0.10% | 1104.18265 | 1.07941 | 1105.26206 | 10.53% | |||
| 4.403 | |||||||||||||
EOS(EOS)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-14T10:13:39+0200 | EOS/USD | 2.5366 | Short | -1 | -0.09 | -3.48% | 1000.00000 | -34.81038 | 965.18962 | -3.48% | 0.4% | ||
| 2020-07-21T10:01:03+0200 | EOS/USD | 2.6249 | Long | 1 | 0.40 | 15.38% | 965.18962 | 148.44263 | 1113.63225 | 11.36% | |||
| 2020-08-05T06:50:36+0200 | EOS/USD | 3.0286 | Short | -1 | -0.20 | -6.68% | 1113.63225 | -74.38678 | 1039.24547 | 3.92% | |||
| 2020-08-10T20:21:42+0200 | EOS/USD | 3.2309 | Long | 1 | -0.23 | -7.15% | 1039.24547 | -74.27088 | 964.97459 | -3.50% | |||
| 2020-08-12T10:49:53+0200 | EOS/USD | 3 | Short | -1 | -0.16 | -5.42% | 964.97459 | -52.26946 | 912.70514 | -8.73% | |||
| 2020-08-14T18:04:54+0200 | EOS/USD | 3.1625 | Long | 1 | 0.13 | 4.24% | 912.70514 | 38.67272 | 951.37786 | -4.86% | |||
| 2020-08-22T10:03:20+0200 | EOS/USD | 3.2965 | Short | -1 | -0.07 | -2.27% | 951.37786 | -21.61632 | 929.76154 | -7.02% | |||
| 2020-09-01T18:27:35+0200 | EOS/USD | 3.3714 | Long | 1 | -0.35 | -10.28% | 929.76154 | -95.58502 | 834.17651 | -16.58% | |||
| 2020-09-03T08:38:41+0200 | EOS/USD | 3.0248 | Short | -1 | 0.48 | 15.79% | 834.17651 | 131.73966 | 965.91617 | -3.41% | |||
| Still Open. | 2.5471 | ||||||||||||
ETHEREUM (ETH)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-07T17:41:10+0200 | ETH/USD | 238.76 | Long | 1 | 4.00 | 1.68% | 1000.00000 | 16.75322 | 1016.75322 | 1.68% | 46.9% | ||
| 2020-07-13T07:17:45+0200 | ETH/USD | 242.76 | Short | -1 | 9.21 | 3.79% | 1016.75322 | 38.57430 | 1055.32753 | 5.53% | |||
| 2020-07-18T10:48:47+0200 | ETH/USD | 233.55 | Long | 1 | 0.55 | 0.24% | 1055.32753 | 2.48525 | 1057.81278 | 5.78% | |||
| 2020-07-19T17:57:19+0200 | ETH/USD | 234.1 | Short | -1 | -10.23 | -4.37% | 1057.81278 | -46.22565 | 1011.58713 | 1.16% | |||
| 2020-07-21T17:52:30+0200 | ETH/USD | 244.33 | Long | 1 | 161.40 | 66.06% | 1011.58713 | 668.23625 | 1679.82337 | 67.98% | |||
| 2020-08-24T23:18:31+0200 | ETH/USD | 405.73 | Short | -1 | -71.34 | -17.58% | 1679.82337 | -295.36539 | 1384.45798 | 38.45% | |||
| 2020-09-01T21:53:14+0200 | ETH/USD | 477.07 | Long | 1 | -76.79 | -16.10% | 1384.45798 | -222.84472 | 1161.61327 | 16.16% | |||
| 2020-09-03T23:53:56+0200 | ETH/USD | 400.28 | Short | -1 | 47.52 | 11.87% | 1161.61327 | 137.90312 | 1299.51639 | 29.95% | |||
| 2020-09-26T00:55:24+0200 | ETH/USD | 352.76 | Long | 1 | -0.93 | -0.26% | 1299.51639 | -3.42598 | 1296.09041 | 29.61% | |||
| 2020-09-26T11:34:18+0200 | ETH/USD | 351.83 | Short | -1 | 1.09 | 0.31% | 1296.09041 | 4.01540 | 1300.10581 | 30.01% | |||
| 350.74 | |||||||||||||
IOTA (IOTA)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-08-11T08:09:32+0200 | IOT/USD | 0.3919 | Short | -1 | -0.01 | -1.35% | 1000.00000 | -13.47282 | 986.52718 | -1.35% | -35.2% | ||
| 2020-08-13T05:57:18+0200 | IOT/USD | 0.39718 | Out | 0 | 0.00 | 0.00% | 986.52718 | 0.00000 | 986.52718 | -1.35% | |||
| 2020-08-27T15:42:51+0200 | IOT/USD | 0.34124 | Short | -1 | 0.09 | 25.55% | 986.52718 | 252.09580 | 1238.62297 | 23.86% | |||
| Still Open. | 0.25404 | ||||||||||||
LINK (LINK)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-08-29T10:45:17+0200 | LINK/USD | 15.911 | Long | 1 | -2.38 | -14.98% | 1000.00000 | -149.77060 | 850.22940 | -14.98% | -32.3% | ||
| 2020-09-03T15:33:14+0200 | LINK/USD | 13.528 | Short | -1 | 2.81 | 20.79% | 850.22940 | 176.72679 | 1026.95619 | 2.70% | |||
| 2020-09-26T01:00:39+0200 | LINK/USD | 10.7161 | Long | 1 | 0.08 | 0.74% | 1026.95619 | 7.56123 | 1034.51742 | 3.45% | |||
| 2020-09-26T10:12:26+0200 | LINK/USD | 10.795 | Short | -1 | 0.03 | 0.27% | 1034.51742 | 2.77916 | 1037.29658 | 3.73% | |||
| 10.766 | |||||||||||||
NEO (NEO)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-17T00:56:20+0200 | NEO/USD | 10.707 | Long | 1 | 7.53 | 70.36% | 1000.00000 | 703.55842 | 1703.55842 | 70.36% | 104.3% | ||
| 2020-09-04T08:17:45+0200 | NEO/USD | 18.24 | Short | -1 | -1.72 | -9.43% | 1703.55842 | -160.64257 | 1542.91585 | 54.29% | |||
| 2020-09-11T17:53:29+0200 | NEO/USD | 19.96 | Long | 1 | 0.14 | 0.70% | 1542.91585 | 10.82206 | 1553.73790 | 55.37% | |||
| 2020-09-21T20:21:56+0200 | NEO/USD | 20.1 | Short | -1 | -0.92 | -4.58% | 1553.73790 | -71.19366 | 1482.54424 | 48.25% | |||
| 2020-09-23T20:12:16+0200 | NEO/USD | 21.021 | Long | 1 | 0.85 | 4.05% | 1482.54424 | 60.08885 | 1542.63309 | 54.26% | |||
| 21.873 | |||||||||||||
OMG NETWORK (OMG)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-27T18:06:01+0200 | OMG/USD | 1.5229 | Short | -1 | -0.10 | -6.36% | 1000.00000 | -63.62860 | 936.37140 | -6.36% | 102.2% | ||
| 2020-07-29T08:48:51+0200 | OMG/USD | 1.6198 | Long | 1 | -0.06 | -3.67% | 936.37140 | -34.33786 | 902.03354 | -9.80% | |||
| 2020-07-30T10:16:29+0200 | OMG/USD | 1.5604 | Short | -1 | -0.05 | -3.06% | 902.03354 | -27.57434 | 874.45920 | -12.55% | |||
| 2020-07-31T10:48:51+0200 | OMG/USD | 1.6081 | Long | 1 | -0.04 | -2.46% | 874.45920 | -21.53385 | 852.92535 | -14.71% | |||
| 2020-08-08T01:03:23+0200 | OMG/USD | 1.5685 | Short | -1 | -0.23 | -14.91% | 852.92535 | -127.19110 | 725.73425 | -27.43% | |||
| 2020-08-10T20:22:31+0200 | OMG/USD | 1.8024 | Long | 1 | 3.70 | 205.15% | 725.73425 | 1488.83431 | 2214.56856 | 121.46% | |||
| 2020-08-20T20:20:00+0200 | OMG/USD | 5.5 | Short | -1 | 0.25 | 4.56% | 2214.56856 | 101.06486 | 2315.63342 | 131.56% | |||
| 2020-08-21T00:02:27+0200 | OMG/USD | 5.249 | Long | 1 | -1.37 | -26.02% | 2315.63342 | -602.44408 | 1713.18933 | 71.32% | |||
| 2020-09-06T13:32:21+0200 | OMG/USD | 3.8834 | Short | -1 | 0.80 | 20.69% | 1713.18933 | 354.42558 | 2067.61492 | 106.76% | |||
| Still Open. | 3.08 | ||||||||||||
TRON (TRX)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-09-11T18:38:38+0200 | TRX/USD | 0.03398 | Long | 1 | 0.00 | -0.35% | 1000.00000 | -3.53149 | 996.46851 | -0.35% | -17.3% | ||
| 2020-09-11T22:50:17+0200 | TRX/USD | 0.03386 | Out | 0 | 0.00 | 0.00% | 996.46851 | 0.00000 | 996.46851 | -0.35% | |||
| 2020-09-12T01:53:58+0200 | TRX/USD | 0.03339 | Long | 1 | 0.00 | -2.04% | 996.46851 | -20.29346 | 976.17505 | -2.38% | |||
| 2020-09-12T09:03:56+0200 | TRX/USD | 0.03271 | Out | 0 | 0.00 | 0.00% | 976.17505 | 0.00000 | 976.17505 | -2.38% | |||
| 2020-09-20T17:34:20+0200 | TRX/USD | 0.0271 | Short | -1 | 0.00 | -3.69% | 976.17505 | -36.02122 | 940.15383 | -5.98% | |||
| 0.0281 | |||||||||||||
STELLAR LUMENS(XLM)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-08-12T06:56:35+0200 | XLM/USD | 0.09773 | Short | -1 | -0.01 | -7.97% | 1000.00000 | -79.70940 | 920.29060 | -7.97% | -24.4% | ||
| 2020-08-14T15:23:08+0200 | XLM/USD | 0.10552 | Long | 1 | 0.00 | -2.86% | 920.29060 | -26.33887 | 893.95173 | -10.60% | |||
| 2020-08-21T22:19:48+0200 | XLM/USD | 0.1025 | Short | -1 | 0.03 | 27.95% | 893.95173 | 249.84424 | 1143.79597 | 14.38% | |||
| 0.073853 | |||||||||||||
TEZOS(XTZ)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-07-28T18:58:55+0200 | XTZ/USD | 2.87 | Short | -1 | -0.33 | -11.34% | 1000.00000 | -113.44948 | 886.55052 | -11.34% | -24.3% | ||
| 2020-08-05T06:51:58+0200 | XTZ/USD | 3.1956 | Long | 1 | 0.56 | 17.52% | 886.55052 | 155.35996 | 1041.91048 | 4.19% | |||
| 2020-08-19T05:28:36+0200 | XTZ/USD | 3.7556 | Short | -1 | 1.58 | 42.15% | 1041.91048 | 439.19706 | 1481.10755 | 48.11% | |||
| Still Open. | 2.1725 | ||||||||||||
OX (ZRX)
| DATE & TIME | PAIR | PRICE | POSITION | POSN | MOVE | % | START EQUITY | GAIN/LOSS | END EQUITY | ROI | HODL | ||
| 2020-08-29T18:11:51+0200 | ZRX/USD | 0.9499 | Long | 1 | -0.36 | -38.30% | 1000.00000 | -382.98768 | 617.01232 | -38.30% | -58.1% | ||
| 2020-09-02T08:39:13+0200 | ZRX/USD | 0.5861 | Short | -1 | 0.19 | 32.02% | 617.01232 | 197.53658 | 814.54890 | -18.55% | |||
| Still Open. | 0.39846 | ||||||||||||
Back Test Results
These are the simulated test results given certain experimental parameters using data the last 12 months. Because the tests are done on many cryptocurrencies, ranges are given, instead of specific values.
It assumed an initial trading account of $10000 and commission fees of 0.3%. Numbers normally expressed in money are expressed in percentages of the initial trading account.
| ALL Trades | |
| Net Profit | 160% — 1200% |
| Gross Profit | 183% — 2100% |
| Gross Loss | 19% — 800% |
| Max Drawdown | 8% — 31% |
| Buy & Hold Return | 1.5% — 58% |
| Sharpe Ratio | 0.6 — 0.5 |
| Profit Factor | 9 — 2 |
| Total Trades | 10 — 70 |
| Percent Profitable | 40% — 60% |
| Avg Trade | 13% — 18% |
| Avg Win Trade | 26 % — 70% |
| Avg Los Trade | 3% — 20% |
| Ratio Avg Win / Avg Loss | 2% — 7% |
| Largest Win Trade | 180.13 % |
| Largest Losing Trade | 40% — 240% |
| Avg # Days in Trades | 5 — 30 days |
| Avg # Days in Winning Trades | 9 — 37 days |
| Avg # Days in Losing Trades | 2 — 20 days |
Please note:.
- This is NOT an invitation to trade these signals. It is placed here only to keep us aware of when our actual paper-trading goes beyond these limits because that might indicate when we need to recalibrate. We may re-run tests based on those recalibrated parameters on the same data set or using another time-frame.