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: | 13483.24 |
Total net P/L: | -6516.76 | Total ROI: | -32.58 % |
CAGR: | -11.73 % | Max. DD: | 40.68 % |
System Score: | -0.000 | Sharpe Ratio: | 0.258 |
Start Date: | 2015-01-02 | End Date: | 2018-02-28 |
Total days: | 1153 | ||
Commissions: | 583.47 | Comm.% P/L | 9.83 % |
Total Transactions: | 12 | Log. Linearity: | 0.462 % |
Total | Long | Short | HEAT | NGAS | |
---|---|---|---|---|---|
Total Profit/Loss | -5933.29 | 2873.00 | -8806.29 | -2489.66 | -3443.63 |
Total Profit | 2873.00 | 2873.00 | 0.00 | 533.54 | 2339.46 |
Total Loss | 8806.29 | 0.00 | 8806.29 | 3023.20 | 5783.09 |
Profit Factor | 0.33 | 0.00 | 0.00 | 0.18 | 0.40 |
Trades | 3 | 1 | 2 | 3 | 3 |
Winning Trades | 1 | 1 | 0 | 1 | 1 |
Losing Trades | 2 | 0 | 2 | 2 | 2 |
% Profitable | 33.00 | 100.00 | 0.00 | 33.00 | 33.00 |
Profit/Loss Per Trade % | -11.36 | 16.46 | -22.67 | -4.21 | -6.85 |
Profit Per Trade % | 16.46 | 16.46 | 0.00 | 3.06 | 13.41 |
Loss Per Trade % | 21.47 | 0.00 | 21.47 | 7.51 | 13.46 |
Days In Trade | 255 | 56 | 199 | 255 | 255 |
Days In Trade (Avg. Per Trade) | 85.00 | 56.00 | 99.50 | 85.00 | 85.00 |
% Days In Trade | 22.12 | 4.86 | 17.26 | 22.12 | 22.12 |