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: | 1284.94 |
Total net P/L: | 284.94 | Total ROI: | 28.49 % |
CAGR: | 15.04 % | Max. DD: | 98.39 % |
System Score: | 0.006 | Sharpe Ratio: | 0.984 |
Start Date: | 2019-01-02 | End Date: | 2020-10-16 |
Total days: | 653 | ||
Commissions: | 189.46 | Comm.% P/L | 39.94 % |
Total Transactions: | 40 | Log. Linearity: | 7.267 % |
Total | Long | Short | CDEV | HPR | |
---|---|---|---|---|---|
Total Profit/Loss | 474.40 | 652.08 | -177.68 | -94.47 | 568.87 |
Total Profit | 1536.50 | 673.30 | 863.20 | 2072.82 | 1878.89 |
Total Loss | 1062.10 | 21.22 | 1040.88 | 2167.30 | 1310.02 |
Profit Factor | 1.45 | 31.73 | 0.83 | 0.96 | 1.43 |
Trades | 10 | 3 | 7 | 10 | 10 |
Winning Trades | 8 | 2 | 6 | 7 | 7 |
Losing Trades | 2 | 1 | 1 | 3 | 3 |
% Profitable | 80.00 | 66.00 | 85.00 | 70.00 | 70.00 |
Profit/Loss Per Trade % | 3.97 | 13.95 | -0.04 | -9.37 | -2.91 |
Profit Per Trade % | 14.22 | 22.96 | 11.44 | 20.08 | 14.77 |
Loss Per Trade % | 22.92 | 2.13 | 47.94 | 31.00 | 28.80 |
Days In Trade | 135 | 44 | 91 | 135 | 135 |
Days In Trade (Avg. Per Trade) | 13.50 | 14.67 | 13.00 | 13.50 | 13.50 |
% Days In Trade | 20.67 | 6.74 | 13.94 | 20.67 | 20.67 |