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| 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 |
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