Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 35 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | 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 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 26211.09 |
Total net P/L: | 16211.09 | Total ROI: | 162.11 % |
CAGR: | 37.96 % | Max. DD: | 26.08 % |
System Score: | 16.968 | Sharpe Ratio: | 2.133 |
Start Date: | 2015-05-18 | End Date: | 2018-05-15 |
Total days: | 1093 | ||
Commissions: | 744.08 | Comm.% P/L | 4.39 % |
Total Transactions: | 180 | Log. Linearity: | 76.461 % |
Total | Long | Short | ABY | NEP | |
---|---|---|---|---|---|
Total Profit/Loss | 16955.17 | 4456.98 | 12498.19 | 1259.86 | 15695.31 |
Total Profit | 29933.60 | 11948.26 | 17985.34 | 18284.56 | 29188.64 |
Total Loss | 12978.42 | 7491.28 | 5487.14 | 17024.70 | 13493.33 |
Profit Factor | 2.31 | 1.59 | 3.28 | 1.07 | 2.16 |
Trades | 45 | 22 | 23 | 45 | 45 |
Winning Trades | 35 | 14 | 21 | 20 | 33 |
Losing Trades | 10 | 8 | 2 | 25 | 12 |
% Profitable | 77.00 | 63.00 | 91.00 | 44.00 | 73.00 |
Profit/Loss Per Trade % | 2.25 | 1.11 | 3.34 | -0.49 | 2.45 |
Profit Per Trade % | 4.63 | 4.41 | 4.77 | 4.37 | 5.33 |
Loss Per Trade % | 5.32 | 4.20 | 9.92 | 3.95 | 4.95 |
Days In Trade | 563 | 329 | 234 | 563 | 563 |
Days In Trade (Avg. Per Trade) | 12.51 | 14.95 | 10.17 | 12.51 | 12.51 |
% Days In Trade | 51.51 | 30.10 | 21.41 | 51.51 | 51.51 |