Model: | Ratio |
Entry Threshold: | 5.00 | Exit Threshold: | -5.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 10000.00 | Final Equity: | 10216.03 |
Total net P/L: | 216.03 | Total ROI: | 2.16 % |
CAGR: | 0.11 % | Max. DD: | 3.23 % |
System Score: | 0.014 | Sharpe Ratio: | 0.514 |
Start Date: | 2000-01-03 | End Date: | 2020-01-31 |
Total days: | 7333 | ||
Commissions: | 56.00 | Comm.% P/L | 20.59 % |
Total Transactions: | 56 | Log. Linearity: | 51.130 % |
Total | Long | Short | RDS.A | RDS.B | |
---|---|---|---|---|---|
Total Profit/Loss | 272.03 | 49.75 | 222.28 | -1944.01 | 2216.04 |
Total Profit | 661.70 | 349.00 | 312.70 | 763.68 | 2849.96 |
Total Loss | 389.67 | 299.25 | 90.42 | 2707.69 | 633.92 |
Profit Factor | 1.70 | 1.17 | 3.46 | 0.28 | 4.50 |
Trades | 14 | 9 | 5 | 14 | 14 |
Winning Trades | 10 | 6 | 4 | 6 | 10 |
Losing Trades | 4 | 3 | 1 | 8 | 4 |
% Profitable | 71.00 | 66.00 | 80.00 | 42.00 | 71.00 |
Profit/Loss Per Trade % | 0.19 | 0.05 | 0.44 | -1.43 | 1.54 |
Profit Per Trade % | 0.66 | 0.58 | 0.78 | 1.28 | 2.82 |
Loss Per Trade % | 0.97 | 0.99 | 0.90 | 3.35 | 1.59 |
Days In Trade | 294 | 189 | 105 | 294 | 294 |
Days In Trade (Avg. Per Trade) | 21.00 | 21.00 | 21.00 | 21.00 | 21.00 |
% Days In Trade | 4.01 | 2.58 | 1.43 | 4.01 | 4.01 |