Smart Ribbon Model

Start 2020-01-01 00:00:00
End 2020-09-01 00:00:00
Duration 244 days 00:00:00
Exposure Time [%] 45.1195
Equity Final [$] 26592.8
Equity Peak [$] 27882
Return [%] 77.2854
Buy & Hold Return [%] 61.8654
Max. Drawdown [%] -14.9659
Avg. Drawdown [%] -2.54411
Max. Drawdown Duration 55 days 20:00:00
Avg. Drawdown Duration 6 days 07:00:00
# Trades 19
Win Rate [%] 31.5789
Best Trade [%] 40.001
Worst Trade [%] -7.93223
Avg. Trade [%] 4.53861
Max. Trade Duration 19 days 04:00:00
Avg. Trade Duration 5 days 16:00:00
Profit Factor 4.71101
Expectancy [%] 8.17065

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