Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 60 | Entry Mode: | Simple | Reversals: | |
MA Period: | 60 | MA Type: | SMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 5000.00 | Final Equity: | 4836.81 |
Total net P/L: | -163.19 | Total ROI: | -3.26 % |
CAGR: | -18.01 % | Max. DD: | 8.12 % |
System Score: | -4.290 | Sharpe Ratio: | -0.615 |
Start Date: | 2020-07-01 | End Date: | 2020-08-31 |
Total days: | 61 | ||
Commissions: | 8.00 | Comm.% P/L | 5.15 % |
Total Transactions: | 8 | Log. Linearity: | 61.991 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | -155.19 | -155.19 | 0.00 | 23.54 | -178.73 |
Total Profit | 0.00 | 0.00 | 0.00 | 24.00 | 0.00 |
Total Loss | 155.19 | 155.19 | 0.00 | 0.46 | 178.73 |
Profit Factor | 0.00 | 0.00 | 0.00 | 52.17 | 0.00 |
Trades | 2 | 2 | 0 | 2 | 2 |
Winning Trades | 0 | 0 | 0 | 1 | 0 |
Losing Trades | 2 | 2 | 0 | 1 | 2 |
% Profitable | 0.00 | 0.00 | 0.00 | 50.00 | 0.00 |
Profit/Loss Per Trade % | -1.56 | -1.56 | 0.00 | 0.24 | -1.80 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.48 | 0.00 |
Loss Per Trade % | 1.54 | 1.54 | 0.00 | 0.01 | 1.77 |
Days In Trade | 60 | 60 | 0 | 60 | 60 |
Days In Trade (Avg. Per Trade) | 30.00 | 30.00 | 0.00 | 30.00 | 30.00 |
% Days In Trade | 98.36 | 98.36 | 0.00 | 98.36 | 98.36 |