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: | 145779.62 |
Total net P/L: | 45779.62 | Total ROI: | 45.78 % |
CAGR: | 46.08 % | Max. DD: | 16.78 % |
System Score: | 3.975 | Sharpe Ratio: | 1.730 |
Start Date: | 2014-01-02 | End Date: | 2014-12-31 |
Total days: | 363 | Leverage: | 1:2 |
Commissions: | 2111.89 | Comm.% P/L | 4.41 % |
Total Transactions: | 64 | Log. Linearity: | 44.186 % |
Total | Long | Short | ARUN | RVBD | |
---|---|---|---|---|---|
Total Profit/Loss | 47891.51 | 47263.00 | 628.51 | 16881.68 | 31009.83 |
Total Profit | 71993.29 | 53129.38 | 18863.91 | 45131.29 | 47211.21 |
Total Loss | 24101.78 | 5866.38 | 18235.40 | 28249.61 | 16201.38 |
Profit Factor | 2.99 | 9.06 | 1.03 | 1.60 | 2.91 |
Trades | 16 | 10 | 6 | 16 | 16 |
Winning Trades | 13 | 9 | 4 | 13 | 9 |
Losing Trades | 3 | 1 | 2 | 3 | 7 |
% Profitable | 81.00 | 90.00 | 66.00 | 81.00 | 56.00 |
Profit/Loss Per Trade % | 2.49 | 3.81 | 0.33 | 0.92 | 1.49 |
Profit Per Trade % | 4.54 | 4.74 | 4.07 | 2.88 | 4.17 |
Loss Per Trade % | 5.78 | 4.26 | 6.54 | 6.69 | 1.85 |
Days In Trade | 148 | 75 | 73 | 148 | 148 |
Days In Trade (Avg. Per Trade) | 9.25 | 7.50 | 12.17 | 9.25 | 9.25 |
% Days In Trade | 40.77 | 20.66 | 20.11 | 40.77 | 40.77 |