Model: | Ratio |
Entry Threshold: | 3.00 | 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: | 1000.00 | Final Equity: | 892.00 |
Total net P/L: | -108.00 | Total ROI: | -10.80 % |
CAGR: | -13.48 % | Max. DD: | 98.38 % |
System Score: | -0.022 | Sharpe Ratio: | 0.970 |
Start Date: | 2020-01-02 | End Date: | 2020-10-16 |
Total days: | 288 | ||
Commissions: | 98.62 | Comm.% P/L | 1051.10 % |
Total Transactions: | 20 | Log. Linearity: | 11.769 % |
Total | Long | Short | CDEV | HPR | |
---|---|---|---|---|---|
Total Profit/Loss | -9.38 | 467.36 | -476.74 | -291.57 | 282.19 |
Total Profit | 713.07 | 467.36 | 245.71 | 1155.31 | 1087.17 |
Total Loss | 722.45 | 0.00 | 722.45 | 1446.88 | 804.98 |
Profit Factor | 0.99 | 0.00 | 0.34 | 0.80 | 1.35 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 4 | 2 | 2 | 3 | 3 |
Losing Trades | 1 | 0 | 1 | 2 | 2 |
% Profitable | 80.00 | 100.00 | 66.00 | 60.00 | 60.00 |
Profit/Loss Per Trade % | -0.34 | 22.96 | -13.37 | -22.41 | -7.45 |
Profit Per Trade % | 17.22 | 22.96 | 11.75 | 35.40 | 26.44 |
Loss Per Trade % | 47.94 | 0.00 | 47.94 | 44.08 | 36.01 |
Days In Trade | 71 | 23 | 48 | 71 | 71 |
Days In Trade (Avg. Per Trade) | 14.20 | 11.50 | 16.00 | 14.20 | 14.20 |
% Days In Trade | 24.65 | 7.99 | 16.67 | 24.65 | 24.65 |