Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Version: | 4 | Model Version: | n/a | Bid-Ask 0.00 / 0.00 |
Initial Capital: | 100000.00 | Final Equity: | 116497.86 |
Total net P/L: | 16497.86 | Total ROI: | 16.50 % |
CAGR: | 16.60 % | Max. DD: | 41.27 % |
System Score: | 5.183 | Sharpe Ratio: | 0.604 |
Start Date: | 2014-01-02 | End Date: | 2014-12-31 |
Total days: | 363 | Leverage: | 1:2 |
Commissions: | 1001.79 | Comm.% P/L | 5.72 % |
Total Transactions: | 56 | Log. Linearity: | 67.845 % |
Total | Long | Short | ABGB | FSLR | |
---|---|---|---|---|---|
Total Profit/Loss | 17499.65 | 22048.75 | -4549.09 | -18335.09 | 35834.74 |
Total Profit | 51802.37 | 39881.31 | 11921.06 | 60633.08 | 64068.57 |
Total Loss | 34302.71 | 17832.56 | 16470.15 | 78968.17 | 28233.83 |
Profit Factor | 1.51 | 2.24 | 0.72 | 0.77 | 2.27 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 9 | 5 | 4 | 7 | 6 |
Losing Trades | 4 | 1 | 3 | 6 | 7 |
% Profitable | 64.00 | 71.00 | 57.00 | 50.00 | 42.00 |
Profit/Loss Per Trade % | 1.17 | 3.11 | -0.74 | -1.59 | 1.94 |
Profit Per Trade % | 5.50 | 7.40 | 3.18 | 8.97 | 10.20 |
Loss Per Trade % | 7.40 | 13.26 | 5.52 | 12.43 | 4.29 |
Days In Trade | 171 | 69 | 102 | 171 | 171 |
Days In Trade (Avg. Per Trade) | 12.21 | 9.86 | 14.57 | 12.21 | 12.21 |
% Days In Trade | 47.11 | 19.01 | 28.10 | 47.11 | 47.11 |