Moving Average (days: 600, threshold: 1) return: 371.79%
(15 transaction(s), max drawdown: -36.87%, on average invested: 64.37%)
Total number of trades: 7
Percent profitable: 42.86%
Winning trades: 3
Losing trades: 4
Even trades: 0
Largest winning trade: 199.41%
Largest losing trade: -7.53%
Average trade return: 36.87%
Average winning trade return: 93.24%
Average losing trade return: -5.40%
Average win/average loss ratio: 17.26
Average days in trade: 458.86
Average days in winning trade: 989.33
Average days in losing trade: 28.75
Max consecutive wins: 2
Max consecutive losses: 3
Profit factor (gross profit/gross loss): 4.68
Sterling ratio (return/drawdown): 10.08
Comparison to buy and hold, gain: 325.07%, max drawdown: -72.68%
Trade history:
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