MinMax Model

Start 2020-01-01 00:00:00
End 2020-09-01 00:00:00
Duration 244 days 00:00:00
Exposure Time [%] 25.525
Equity Final [$] 36265.2
Equity Peak [$] 39013.4
Return [%] 141.768
Buy & Hold Return [%] 61.7971
Max. Drawdown [%] -8.46805
Avg. Drawdown [%] -1.19292
Max. Drawdown Duration 32 days 11:00:00
Avg. Drawdown Duration 3 days 02:00:00
# Trades 114
Win Rate [%] 57.0175
Best Trade [%] 11.0118
Worst Trade [%] -5.99746
Avg. Trade [%] 0.952589
Max. Trade Duration 2 days 11:00:00
Avg. Trade Duration 0 days 13:00:00
Profit Factor 3.83418
Expectancy [%] 1.68496

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