Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 100 | MA Type: | SMA | StdDev Period: | 100 |
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: | 20000.00 | Final Equity: | 54135.60 |
Total net P/L: | 34135.60 | Total ROI: | 170.68 % |
CAGR: | 50.64 % | Max. DD: | 32.89 % |
System Score: | 38.743 | Sharpe Ratio: | 2.309 |
Start Date: | 2015-09-25 | End Date: | 2018-02-28 |
Total days: | 887 | ||
Commissions: | 597.10 | Comm.% P/L | 1.72 % |
Total Transactions: | 44 | Log. Linearity: | 91.457 % |
Total | Long | Short | BOJA | DFRG | |
---|---|---|---|---|---|
Total Profit/Loss | 34732.70 | 17290.17 | 17442.53 | 18524.10 | 16208.60 |
Total Profit | 54091.83 | 36649.30 | 17442.53 | 29352.39 | 35206.74 |
Total Loss | 19359.13 | 19359.13 | 0.00 | 10828.29 | 18998.14 |
Profit Factor | 2.79 | 1.89 | 0.00 | 2.71 | 1.85 |
Trades | 11 | 8 | 3 | 11 | 11 |
Winning Trades | 10 | 7 | 3 | 7 | 9 |
Losing Trades | 1 | 1 | 0 | 4 | 2 |
% Profitable | 90.00 | 87.00 | 100.00 | 63.00 | 81.00 |
Profit/Loss Per Trade % | 9.61 | 8.53 | 12.53 | 6.10 | 3.16 |
Profit Per Trade % | 14.05 | 14.70 | 12.53 | 12.85 | 7.82 |
Loss Per Trade % | 26.32 | 26.32 | 0.00 | 4.50 | 14.65 |
Days In Trade | 370 | 346 | 24 | 370 | 370 |
Days In Trade (Avg. Per Trade) | 33.64 | 43.25 | 8.00 | 33.64 | 33.64 |
% Days In Trade | 41.71 | 39.01 | 2.71 | 41.71 | 41.71 |