| 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: | 10000.00 | Final Equity: | 12307.60 |
| Total net P/L: | 2307.60 | Total ROI: | 23.08 % |
| CAGR: | 23.36 % | Max. DD: | 3.59 % |
| System Score: | 13.818 | Sharpe Ratio: | 2.347 |
| Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
| Total days: | 361 | ||
| Commissions: | 60.00 | Comm.% P/L | 2.53 % |
| Total Transactions: | 60 | Log. Linearity: | 83.945 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2367.60 | 1190.23 | 1177.37 | 1573.50 | 794.10 |
| Total Profit | 2676.59 | 1409.33 | 1267.26 | 2063.62 | 1955.80 |
| Total Loss | 308.99 | 219.10 | 89.89 | 490.12 | 1161.70 |
| Profit Factor | 8.66 | 6.43 | 14.10 | 4.21 | 1.68 |
| Trades | 15 | 8 | 7 | 15 | 15 |
| Winning Trades | 13 | 7 | 6 | 9 | 11 |
| Losing Trades | 2 | 1 | 1 | 6 | 4 |
| % Profitable | 86.00 | 87.00 | 85.00 | 60.00 | 73.00 |
| Profit/Loss Per Trade % | 1.43 | 1.37 | 1.50 | 0.91 | 0.47 |
| Profit Per Trade % | 1.86 | 1.84 | 1.89 | 2.03 | 1.60 |
| Loss Per Trade % | 1.33 | 1.88 | 0.79 | 0.74 | 2.45 |
| Days In Trade | 175 | 92 | 83 | 175 | 175 |
| Days In Trade (Avg. Per Trade) | 11.67 | 11.50 | 11.86 | 11.67 | 11.67 |
| % Days In Trade | 48.48 | 25.48 | 22.99 | 48.48 | 48.48 |