Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 19505.58 |
Total net P/L: | 9505.58 | Total ROI: | 95.06 % |
CAGR: | 49.44 % | Max. DD: | 15.31 % |
System Score: | 29.329 | Sharpe Ratio: | 2.093 |
Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
Total days: | 607 | ||
Commissions: | 114.72 | Comm.% P/L | 1.19 % |
Total Transactions: | 96 | Log. Linearity: | 84.022 % |
Total | Long | Short | ATVI | SNE | |
---|---|---|---|---|---|
Total Profit/Loss | 9620.30 | 4633.63 | 4986.67 | 12876.33 | -3256.03 |
Total Profit | 12268.38 | 5806.81 | 6461.57 | 15053.60 | 4978.58 |
Total Loss | 2648.08 | 1173.18 | 1474.90 | 2177.27 | 8234.61 |
Profit Factor | 4.63 | 4.95 | 4.38 | 6.91 | 0.60 |
Trades | 24 | 12 | 12 | 24 | 24 |
Winning Trades | 19 | 10 | 9 | 19 | 9 |
Losing Trades | 5 | 2 | 3 | 5 | 15 |
% Profitable | 79.00 | 83.00 | 75.00 | 79.00 | 37.00 |
Profit/Loss Per Trade % | 2.86 | 2.75 | 2.97 | 3.81 | -1.09 |
Profit Per Trade % | 4.73 | 4.26 | 5.26 | 5.78 | 3.94 |
Loss Per Trade % | 3.92 | 4.44 | 3.58 | 3.24 | 3.88 |
Days In Trade | 292 | 156 | 136 | 292 | 292 |
Days In Trade (Avg. Per Trade) | 12.17 | 13.00 | 11.33 | 12.17 | 12.17 |
% Days In Trade | 48.11 | 25.70 | 22.41 | 48.11 | 48.11 |