Smart ichimoku Model

Start 2020-01-01 00:00:00
End 2020-09-01 00:00:00
Duration 244 days 00:00:00
Exposure Time [%] 96.1092
Equity Final [$] 33916.7
Equity Peak [$] 37619.1
Return [%] 126.111
Buy & Hold Return [%] 61.8654
Max. Drawdown [%] -20.6689
Avg. Drawdown [%] -4.03115
Max. Drawdown Duration 85 days 08:00:00
Avg. Drawdown Duration 5 days 16:00:00
# Trades 28
Win Rate [%] 32.1429
Best Trade [%] 39.1936
Worst Trade [%] -5.07037
Avg. Trade [%] 3.3298
Max. Trade Duration 48 days 08:00:00
Avg. Trade Duration 8 days 08:00:00
Profit Factor 3.51772
Expectancy [%] 7.07646

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