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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 1000.00 | Final Equity: | 1115.05 |
Total net P/L: | 115.05 | Total ROI: | 11.51 % |
CAGR: | 15.74 % | Max. DD: | 6.75 % |
System Score: | 2.277 | Sharpe Ratio: | 0.959 |
Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
Total days: | 272 | ||
Commissions: | 40.00 | Comm.% P/L | 25.80 % |
Total Transactions: | 40 | Log. Linearity: | 52.500 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 155.05 | -13.63 | 168.68 | 123.56 | 31.49 |
Total Profit | 214.25 | 45.57 | 168.68 | 234.52 | 150.61 |
Total Loss | 59.20 | 59.20 | 0.00 | 110.96 | 119.12 |
Profit Factor | 3.62 | 0.77 | 0.00 | 2.11 | 1.26 |
Trades | 10 | 5 | 5 | 10 | 10 |
Winning Trades | 8 | 3 | 5 | 6 | 5 |
Losing Trades | 2 | 2 | 0 | 4 | 5 |
% Profitable | 80.00 | 60.00 | 100.00 | 60.00 | 50.00 |
Profit/Loss Per Trade % | 1.47 | -0.20 | 3.17 | 1.13 | 0.28 |
Profit Per Trade % | 2.52 | 1.44 | 3.17 | 3.67 | 2.86 |
Loss Per Trade % | 2.61 | 2.61 | 0.00 | 2.55 | 2.21 |
Days In Trade | 154 | 84 | 70 | 154 | 154 |
Days In Trade (Avg. Per Trade) | 15.40 | 16.80 | 14.00 | 15.40 | 15.40 |
% Days In Trade | 56.62 | 30.88 | 25.74 | 56.62 | 56.62 |