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: | 13654.15 |
Total net P/L: | 3654.15 | Total ROI: | 36.54 % |
CAGR: | 20.60 % | Max. DD: | 26.22 % |
System Score: | 0.678 | Sharpe Ratio: | 1.082 |
Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
Total days: | 607 | ||
Commissions: | 75.49 | Comm.% P/L | 2.02 % |
Total Transactions: | 72 | Log. Linearity: | 32.043 % |
Total | Long | Short | HELE | SNE | |
---|---|---|---|---|---|
Total Profit/Loss | 3729.64 | 717.25 | 3012.39 | 1070.16 | 2659.48 |
Total Profit | 8147.67 | 2918.36 | 5229.31 | 4656.96 | 6219.99 |
Total Loss | 4418.03 | 2201.11 | 2216.92 | 3586.80 | 3560.51 |
Profit Factor | 1.84 | 1.33 | 2.36 | 1.30 | 1.75 |
Trades | 18 | 7 | 11 | 18 | 18 |
Winning Trades | 11 | 4 | 7 | 9 | 10 |
Losing Trades | 7 | 3 | 4 | 9 | 8 |
% Profitable | 61.00 | 57.00 | 63.00 | 50.00 | 55.00 |
Profit/Loss Per Trade % | 1.78 | 0.98 | 2.29 | 0.44 | 1.23 |
Profit Per Trade % | 6.13 | 6.08 | 6.15 | 4.09 | 5.08 |
Loss Per Trade % | 4.66 | 5.41 | 4.10 | 2.99 | 3.32 |
Days In Trade | 290 | 110 | 180 | 290 | 290 |
Days In Trade (Avg. Per Trade) | 16.11 | 15.71 | 16.36 | 16.11 | 16.11 |
% Days In Trade | 47.78 | 18.12 | 29.65 | 47.78 | 47.78 |