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: | 11137.37 |
Total net P/L: | 1137.37 | Total ROI: | 11.37 % |
CAGR: | 11.51 % | Max. DD: | 3.46 % |
System Score: | 3.747 | Sharpe Ratio: | 1.492 |
Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
Total days: | 361 | ||
Commissions: | 32.00 | Comm.% P/L | 2.74 % |
Total Transactions: | 32 | Log. Linearity: | 68.796 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 1169.37 | 1169.37 | 0.00 | 1376.49 | -207.12 |
Total Profit | 1358.80 | 1358.80 | 0.00 | 1549.59 | 764.34 |
Total Loss | 189.43 | 189.43 | 0.00 | 173.10 | 971.46 |
Profit Factor | 7.17 | 7.17 | 0.00 | 8.95 | 0.79 |
Trades | 8 | 8 | 0 | 8 | 8 |
Winning Trades | 6 | 6 | 0 | 6 | 5 |
Losing Trades | 2 | 2 | 0 | 2 | 3 |
% Profitable | 75.00 | 75.00 | 0.00 | 75.00 | 62.00 |
Profit/Loss Per Trade % | 1.39 | 1.39 | 0.00 | 1.60 | -0.27 |
Profit Per Trade % | 2.16 | 2.16 | 0.00 | 2.42 | 1.43 |
Loss Per Trade % | 0.86 | 0.86 | 0.00 | 0.80 | 2.91 |
Days In Trade | 92 | 92 | 0 | 92 | 92 |
Days In Trade (Avg. Per Trade) | 11.50 | 11.50 | 0.00 | 11.50 | 11.50 |
% Days In Trade | 25.48 | 25.48 | 0.00 | 25.48 | 25.48 |