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: | 4387.59 |
Total net P/L: | -5612.41 | Total ROI: | -56.12 % |
CAGR: | -39.07 % | Max. DD: | 73.67 % |
System Score: | -6.308 | Sharpe Ratio: | -0.535 |
Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
Total days: | 607 | ||
Commissions: | 242.13 | Comm.% P/L | 4.51 % |
Total Transactions: | 68 | Log. Linearity: | 54.456 % |
Total | Long | Short | XPEL | SNE | |
---|---|---|---|---|---|
Total Profit/Loss | -5370.28 | 330.30 | -5700.58 | -8579.75 | 3209.47 |
Total Profit | 5781.13 | 3571.11 | 2210.03 | 4783.21 | 6620.98 |
Total Loss | 11151.41 | 3240.80 | 7910.60 | 13362.95 | 3411.51 |
Profit Factor | 0.52 | 1.10 | 0.28 | 0.36 | 1.94 |
Trades | 17 | 7 | 10 | 17 | 17 |
Winning Trades | 8 | 4 | 4 | 8 | 10 |
Losing Trades | 9 | 3 | 6 | 9 | 7 |
% Profitable | 47.00 | 57.00 | 40.00 | 47.00 | 58.00 |
Profit/Loss Per Trade % | -4.59 | -0.09 | -7.62 | -6.63 | 1.68 |
Profit Per Trade % | 7.68 | 9.63 | 5.76 | 6.41 | 6.68 |
Loss Per Trade % | 13.47 | 11.52 | 14.45 | 15.89 | 4.89 |
Days In Trade | 292 | 99 | 193 | 292 | 292 |
Days In Trade (Avg. Per Trade) | 17.18 | 14.14 | 19.30 | 17.18 | 17.18 |
% Days In Trade | 48.11 | 16.31 | 31.80 | 48.11 | 48.11 |