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: | 13198.21 |
Total net P/L: | 3198.21 | Total ROI: | 31.98 % |
CAGR: | 18.16 % | Max. DD: | 16.35 % |
System Score: | 7.435 | Sharpe Ratio: | 1.099 |
Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
Total days: | 607 | ||
Commissions: | 84.47 | Comm.% P/L | 2.57 % |
Total Transactions: | 84 | Log. Linearity: | 74.254 % |
Total | Long | Short | RACE | SNE | |
---|---|---|---|---|---|
Total Profit/Loss | 3282.68 | 356.74 | 2925.94 | 2589.27 | 693.41 |
Total Profit | 6630.16 | 2212.10 | 4418.06 | 5317.61 | 5137.42 |
Total Loss | 3347.48 | 1855.36 | 1492.12 | 2728.34 | 4444.01 |
Profit Factor | 1.98 | 1.19 | 2.96 | 1.95 | 1.16 |
Trades | 21 | 9 | 12 | 21 | 21 |
Winning Trades | 12 | 4 | 8 | 13 | 12 |
Losing Trades | 9 | 5 | 4 | 8 | 9 |
% Profitable | 57.00 | 44.00 | 66.00 | 61.00 | 57.00 |
Profit/Loss Per Trade % | 1.37 | 0.40 | 2.10 | 1.04 | 0.23 |
Profit Per Trade % | 5.10 | 5.34 | 4.99 | 3.66 | 3.91 |
Loss Per Trade % | 3.36 | 3.32 | 3.41 | 3.06 | 4.39 |
Days In Trade | 301 | 142 | 159 | 301 | 301 |
Days In Trade (Avg. Per Trade) | 14.33 | 15.78 | 13.25 | 14.33 | 14.33 |
% Days In Trade | 49.59 | 23.39 | 26.19 | 49.59 | 49.59 |