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: | 10706.79 |
Total net P/L: | 706.79 | Total ROI: | 7.07 % |
CAGR: | 171.04 % | Max. DD: | 4.61 % |
System Score: | 29.868 | Sharpe Ratio: | 0.736 |
Start Date: | 2016-01-04 | End Date: | 2016-01-29 |
Total days: | 25 | ||
Commissions: | 8.00 | Comm.% P/L | 1.12 % |
Total Transactions: | 8 | Log. Linearity: | 55.895 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 714.79 | 586.39 | 128.40 | -460.34 | 1175.13 |
Total Profit | 714.79 | 586.39 | 128.40 | 378.46 | 1175.13 |
Total Loss | 0.00 | 0.00 | 0.00 | 838.80 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.45 | 0.00 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 2 | 1 | 1 | 1 | 2 |
Losing Trades | 0 | 0 | 0 | 1 | 0 |
% Profitable | 100.00 | 100.00 | 100.00 | 50.00 | 100.00 |
Profit/Loss Per Trade % | 3.51 | 5.87 | 1.21 | -2.25 | 5.55 |
Profit Per Trade % | 3.51 | 5.87 | 1.21 | 3.79 | 5.55 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 7.93 | 0.00 |
Days In Trade | 11 | 8 | 3 | 11 | 11 |
Days In Trade (Avg. Per Trade) | 5.50 | 8.00 | 3.00 | 5.50 | 5.50 |
% Days In Trade | 44.00 | 32.00 | 12.00 | 44.00 | 44.00 |