Model: | Kalman-grid-v2 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Ve: | auto | Neutrality: | dollar | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 38206.98 |
Total net P/L: | 28206.98 | Total ROI: | 282.07 % |
CAGR: | 219.67 % | Max. DD: | 30.75 % |
System Score: | 132.036 | Sharpe Ratio: | 2.424 |
Start Date: | 2016-01-04 | End Date: | 2017-02-28 |
Total days: | 421 | ||
Commissions: | 304.00 | Comm.% P/L | 1.07 % |
Total Transactions: | 304 | Log. Linearity: | 84.392 % |
Total | Long | Short | CACX | DAXX | |
---|---|---|---|---|---|
Total Profit/Loss | 28510.98 | 8102.04 | 20408.94 | 27324.36 | 1186.62 |
Total Profit | 52560.70 | 21332.99 | 31227.71 | 34661.59 | 36182.67 |
Total Loss | 24049.72 | 13230.95 | 10818.77 | 7337.23 | 34996.05 |
Profit Factor | 2.19 | 1.61 | 2.89 | 4.72 | 1.03 |
Trades | 76 | 36 | 40 | 76 | 76 |
Winning Trades | 57 | 27 | 30 | 30 | 39 |
Losing Trades | 19 | 9 | 10 | 46 | 37 |
% Profitable | 75.00 | 75.00 | 75.00 | 39.00 | 51.00 |
Profit/Loss Per Trade % | 1.80 | 1.35 | 2.20 | 1.88 | -0.18 |
Profit Per Trade % | 4.24 | 3.84 | 4.59 | 5.90 | 4.06 |
Loss Per Trade % | 4.92 | 5.46 | 4.43 | 0.61 | 4.29 |
Days In Trade | 347 | 164 | 183 | 347 | 347 |
Days In Trade (Avg. Per Trade) | 4.57 | 4.56 | 4.58 | 4.57 | 4.57 |
% Days In Trade | 82.42 | 38.95 | 43.47 | 82.42 | 82.42 |