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: | 1000.00 | Final Equity: | 1128.58 |
Total net P/L: | 128.58 | Total ROI: | 12.86 % |
CAGR: | 16.57 % | Max. DD: | 98.40 % |
System Score: | 0.000 | Sharpe Ratio: | 0.989 |
Start Date: | 2020-01-02 | End Date: | 2020-10-16 |
Total days: | 288 | ||
Commissions: | 279.49 | Comm.% P/L | 68.49 % |
Total Transactions: | 48 | Log. Linearity: | 0.721 % |
Total | Long | Short | CDEV | HPR | |
---|---|---|---|---|---|
Total Profit/Loss | 408.07 | 839.56 | -431.49 | -1722.44 | 2130.50 |
Total Profit | 1705.22 | 1082.77 | 622.45 | 1540.25 | 3603.25 |
Total Loss | 1297.15 | 243.21 | 1053.94 | 3262.69 | 1472.74 |
Profit Factor | 1.31 | 4.45 | 0.59 | 0.47 | 2.45 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 8 | 4 | 4 | 8 | 6 |
Losing Trades | 4 | 1 | 3 | 4 | 6 |
% Profitable | 66.00 | 80.00 | 57.00 | 66.00 | 50.00 |
Profit/Loss Per Trade % | 2.96 | 12.05 | -3.08 | -27.40 | 4.06 |
Profit Per Trade % | 18.17 | 21.21 | 15.20 | 16.71 | 45.04 |
Loss Per Trade % | 18.58 | 18.17 | 18.71 | 55.77 | 21.22 |
Days In Trade | 160 | 68 | 92 | 160 | 160 |
Days In Trade (Avg. Per Trade) | 13.33 | 13.60 | 13.14 | 13.33 | 13.33 |
% Days In Trade | 55.56 | 23.61 | 31.94 | 55.56 | 55.56 |