Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | BHP | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 100000.00 | Final Equity: | 35174.63 |
Total net P/L: | -64825.37 | Total ROI: | -64.83 % |
CAGR: | -40.69 % | Max. DD: | 71.57 % |
System Score: | -13.930 | Sharpe Ratio: | -0.908 |
Start Date: | 2014-12-01 | End Date: | 2016-11-30 |
Total days: | 730 | ||
Commissions: | 773.86 | Comm.% P/L | 1.21 % |
Total Transactions: | 112 | Log. Linearity: | 69.954 % |
Total | Long | Short | BHP | APC | |
---|---|---|---|---|---|
Total Profit/Loss | -64051.51 | -14175.44 | -49876.07 | -50148.52 | -13902.99 |
Total Profit | 62100.63 | 51850.94 | 10249.69 | 23363.96 | 45611.00 |
Total Loss | 126152.14 | 66026.38 | 60125.76 | 73512.48 | 59513.99 |
Profit Factor | 0.49 | 0.79 | 0.17 | 0.32 | 0.77 |
Trades | 28 | 18 | 10 | 28 | 28 |
Winning Trades | 10 | 6 | 4 | 8 | 14 |
Losing Trades | 18 | 12 | 6 | 19 | 14 |
% Profitable | 35.00 | 33.00 | 40.00 | 28.00 | 50.00 |
Profit/Loss Per Trade % | -3.61 | -2.37 | -5.81 | -2.77 | -0.45 |
Profit Per Trade % | 10.50 | 12.75 | 7.20 | 5.18 | 5.58 |
Loss Per Trade % | 9.94 | 8.50 | 12.88 | 5.91 | 5.85 |
Days In Trade | 331 | 202 | 129 | 331 | 331 |
Days In Trade (Avg. Per Trade) | 11.82 | 11.22 | 12.90 | 11.82 | 11.82 |
% Days In Trade | 45.34 | 27.67 | 17.67 | 45.34 | 45.34 |