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: | 20 |
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: | 15232.27 |
Total net P/L: | 5232.27 | Total ROI: | 52.32 % |
CAGR: | 53.03 % | Max. DD: | 6.95 % |
System Score: | 32.451 | Sharpe Ratio: | 2.394 |
Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
Total days: | 361 | ||
Commissions: | 60.00 | Comm.% P/L | 1.13 % |
Total Transactions: | 60 | Log. Linearity: | 84.897 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 5292.27 | 2640.98 | 2651.29 | 3587.31 | 1704.96 |
Total Profit | 5983.59 | 3127.65 | 2855.94 | 4675.29 | 4390.54 |
Total Loss | 691.32 | 486.67 | 204.65 | 1087.98 | 2685.58 |
Profit Factor | 8.66 | 6.43 | 13.96 | 4.30 | 1.63 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 13 | 7 | 6 | 9 | 11 |
Losing Trades | 2 | 1 | 1 | 6 | 4 |
% Profitable | 86.00 | 87.00 | 85.00 | 60.00 | 73.00 |
Profit/Loss Per Trade % | 2.88 | 2.78 | 2.99 | 1.80 | 0.88 |
Profit Per Trade % | 3.74 | 3.73 | 3.77 | 4.06 | 3.20 |
Loss Per Trade % | 2.58 | 3.58 | 1.58 | 1.49 | 4.80 |
Days In Trade | 175 | 92 | 83 | 175 | 175 |
Days In Trade (Avg. Per Trade) | 11.67 | 11.50 | 11.86 | 11.67 | 11.67 |
% Days In Trade | 48.48 | 25.48 | 22.99 | 48.48 | 48.48 |