Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 5000.00 | Final Equity: | 6712.08 |
Total net P/L: | 1712.08 | Total ROI: | 34.24 % |
CAGR: | 18.38 % | Max. DD: | 16.89 % |
System Score: | 3.664 | Sharpe Ratio: | 1.066 |
Start Date: | 2019-01-02 | End Date: | 2020-09-30 |
Total days: | 637 | ||
Commissions: | 96.00 | Comm.% P/L | 5.31 % |
Total Transactions: | 96 | Log. Linearity: | 58.414 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 1808.08 | -735.22 | 2543.30 | 1263.02 | 545.06 |
Total Profit | 3825.67 | 1213.23 | 2612.44 | 4316.56 | 3380.93 |
Total Loss | 2017.59 | 1948.45 | 69.14 | 3053.54 | 2835.87 |
Profit Factor | 1.90 | 0.62 | 37.78 | 1.41 | 1.19 |
Trades | 24 | 13 | 11 | 24 | 24 |
Winning Trades | 16 | 6 | 10 | 13 | 14 |
Losing Trades | 8 | 7 | 1 | 11 | 10 |
% Profitable | 66.00 | 46.00 | 90.00 | 54.00 | 58.00 |
Profit/Loss Per Trade % | 1.31 | -0.98 | 4.08 | 0.77 | 0.30 |
Profit Per Trade % | 4.36 | 3.88 | 4.64 | 6.03 | 4.51 |
Loss Per Trade % | 4.41 | 4.84 | 1.40 | 5.03 | 5.10 |
Days In Trade | 371 | 212 | 159 | 371 | 371 |
Days In Trade (Avg. Per Trade) | 15.46 | 16.31 | 14.45 | 15.46 | 15.46 |
% Days In Trade | 58.24 | 33.28 | 24.96 | 58.24 | 58.24 |