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: | 15105.75 |
Total net P/L: | 5105.75 | Total ROI: | 51.06 % |
CAGR: | 28.15 % | Max. DD: | 42.48 % |
System Score: | 2.937 | Sharpe Ratio: | 0.911 |
Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
Total days: | 607 | ||
Commissions: | 669.89 | Comm.% P/L | 11.60 % |
Total Transactions: | 92 | Log. Linearity: | 47.078 % |
Total | Long | Short | ASPU | SNE | |
---|---|---|---|---|---|
Total Profit/Loss | 5775.64 | 13135.20 | -7359.56 | 5250.03 | 525.61 |
Total Profit | 24659.20 | 16516.35 | 8142.85 | 21856.34 | 7651.52 |
Total Loss | 18883.56 | 3381.15 | 15502.41 | 16606.31 | 7125.91 |
Profit Factor | 1.31 | 4.88 | 0.53 | 1.32 | 1.07 |
Trades | 23 | 11 | 12 | 23 | 23 |
Winning Trades | 15 | 9 | 6 | 14 | 12 |
Losing Trades | 8 | 2 | 6 | 9 | 11 |
% Profitable | 65.00 | 81.00 | 50.00 | 60.00 | 52.00 |
Profit/Loss Per Trade % | 2.00 | 7.67 | -2.94 | 1.90 | -0.03 |
Profit Per Trade % | 10.98 | 12.54 | 8.68 | 10.28 | 3.90 |
Loss Per Trade % | 12.57 | 11.69 | 12.87 | 9.17 | 4.05 |
Days In Trade | 282 | 119 | 163 | 282 | 282 |
Days In Trade (Avg. Per Trade) | 12.26 | 10.82 | 13.58 | 12.26 | 12.26 |
% Days In Trade | 46.46 | 19.60 | 26.85 | 46.46 | 46.46 |