Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9268.58 |
Total net P/L: | -731.42 | Total ROI: | -7.31 % |
CAGR: | -62.85 % | Max. DD: | 11.79 % |
System Score: | -2.611 | Sharpe Ratio: | -1.008 |
Start Date: | 2020-08-03 | End Date: | 2020-08-31 |
Total days: | 28 | ||
Commissions: | 4.00 | Comm.% P/L | 0.55 % |
Total Transactions: | 4 | Log. Linearity: | 34.633 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | -727.42 | -727.42 | 0.00 | 13.58 | -741.00 |
Total Profit | 0.00 | 0.00 | 0.00 | 13.58 | 0.00 |
Total Loss | 727.42 | 727.42 | 0.00 | 0.00 | 741.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 1 | 0 | 1 | 1 |
Winning Trades | 0 | 0 | 0 | 1 | 0 |
Losing Trades | 1 | 1 | 0 | 0 | 1 |
% Profitable | 0.00 | 0.00 | 0.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | -7.28 | -7.28 | 0.00 | 0.14 | -7.41 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.14 | 0.00 |
Loss Per Trade % | 7.28 | 7.28 | 0.00 | 0.00 | 7.41 |
Days In Trade | 21 | 21 | 0 | 21 | 21 |
Days In Trade (Avg. Per Trade) | 21.00 | 21.00 | 0.00 | 21.00 | 21.00 |
% Days In Trade | 75.00 | 75.00 | 0.00 | 75.00 | 75.00 |