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: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 5000.00 | Final Equity: | 3919.92 |
Total net P/L: | -1080.08 | Total ROI: | -21.60 % |
CAGR: | -76.69 % | Max. DD: | 52.75 % |
System Score: | -15.764 | Sharpe Ratio: | -0.337 |
Start Date: | 2020-07-01 | End Date: | 2020-08-31 |
Total days: | 61 | ||
Commissions: | 9.74 | Comm.% P/L | 0.91 % |
Total Transactions: | 8 | Log. Linearity: | 59.017 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | -1070.34 | -1070.34 | 0.00 | 158.99 | -1229.33 |
Total Profit | 0.00 | 0.00 | 0.00 | 161.50 | 0.00 |
Total Loss | 1070.34 | 1070.34 | 0.00 | 2.51 | 1229.33 |
Profit Factor | 0.00 | 0.00 | 0.00 | 64.34 | 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 % | -11.35 | -11.35 | 0.00 | 1.57 | -13.17 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 3.23 | 0.00 |
Loss Per Trade % | 10.21 | 10.21 | 0.00 | 0.06 | 11.63 |
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 |