Trend Surfer Model

Start 2020-01-01 00:00:00
End 2020-09-01 00:00:00
Duration 244 days 00:00:00
Exposure Time [%] 51.733
Equity Final [$] 15785
Equity Peak [$] 17081.1
Return [%] 57.85
Buy & Hold Return [%] 61.7971
Max. Drawdown [%] -11.0688
Avg. Drawdown [%] -1.39433
Max. Drawdown Duration 113 days 08:00:00
Avg. Drawdown Duration 3 days 14:00:00
# Trades 137
Win Rate [%] 43.0657
Best Trade [%] 13.6509
Worst Trade [%] -15.0562
Avg. Trade [%] 0.457264
Max. Trade Duration 5 days 02:00:00
Avg. Trade Duration 0 days 22:00:00
Profit Factor 1.65614
Expectancy [%] 2.08153

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