Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 2000.00 | Final Equity: | 1996.15 |
Total net P/L: | -3.85 | Total ROI: | -0.19 % |
CAGR: | -2.40 % | Max. DD: | 2.04 % |
System Score: | -0.000 | Sharpe Ratio: | -0.119 |
Start Date: | 2019-01-02 | End Date: | 2019-01-31 |
Total days: | 29 | ||
Commissions: | 4.00 | Comm.% P/L | 2666.67 % |
Total Transactions: | 4 | Log. Linearity: | 1.478 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 0.15 | 0.00 | 0.15 | 33.68 | -33.53 |
Total Profit | 0.15 | 0.00 | 0.15 | 33.68 | 0.00 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 33.53 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 1 | 0 | 1 | 1 | 0 |
Losing Trades | 0 | 0 | 0 | 0 | 1 |
% Profitable | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | 0.01 | 0.00 | 0.01 | 1.69 | -1.68 |
Profit Per Trade % | 0.01 | 0.00 | 0.01 | 1.69 | 0.00 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 1.68 |
Days In Trade | 15 | 0 | 15 | 15 | 15 |
Days In Trade (Avg. Per Trade) | 15.00 | 0.00 | 15.00 | 15.00 | 15.00 |
% Days In Trade | 51.72 | 0.00 | 51.72 | 51.72 | 51.72 |