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: | 64085.04 |
Total net P/L: | 44085.04 | Total ROI: | 220.43 % |
CAGR: | 65.37 % | Max. DD: | 14.10 % |
System Score: | 59.713 | Sharpe Ratio: | 2.682 |
Start Date: | 2015-11-06 | End Date: | 2018-02-28 |
Total days: | 845 | ||
Commissions: | 591.01 | Comm.% P/L | 1.32 % |
Total Transactions: | 48 | Log. Linearity: | 97.029 % |
Total | Long | Short | DFRG | FOGO | |
---|---|---|---|---|---|
Total Profit/Loss | 44676.05 | 9937.56 | 34738.49 | 3193.78 | 41482.27 |
Total Profit | 44755.81 | 10017.32 | 34738.49 | 9384.90 | 41523.46 |
Total Loss | 79.76 | 79.76 | 0.00 | 6191.12 | 41.19 |
Profit Factor | 561.13 | 125.59 | 0.00 | 1.52 | 1008.10 |
Trades | 12 | 4 | 8 | 12 | 12 |
Winning Trades | 11 | 3 | 8 | 7 | 11 |
Losing Trades | 1 | 1 | 0 | 5 | 1 |
% Profitable | 91.00 | 75.00 | 100.00 | 58.00 | 91.00 |
Profit/Loss Per Trade % | 10.33 | 6.98 | 12.05 | 0.85 | 9.29 |
Profit Per Trade % | 11.34 | 9.46 | 12.05 | 4.00 | 10.18 |
Loss Per Trade % | 0.12 | 0.12 | 0.00 | 3.31 | 0.06 |
Days In Trade | 367 | 102 | 265 | 367 | 367 |
Days In Trade (Avg. Per Trade) | 30.58 | 25.50 | 33.12 | 30.58 | 30.58 |
% Days In Trade | 43.43 | 12.07 | 31.36 | 43.43 | 43.43 |