| 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: | 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: | 1218.61 |
| Total net P/L: | 218.61 | Total ROI: | 21.86 % |
| CAGR: | 83.39 % | Max. DD: | 7.50 % |
| System Score: | 53.127 | Sharpe Ratio: | 1.116 |
| Start Date: | 2020-01-02 | End Date: | 2020-04-30 |
| Total days: | 119 | ||
| Commissions: | 20.00 | Comm.% P/L | 8.38 % |
| Total Transactions: | 20 | Log. Linearity: | 86.048 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 238.61 | 41.84 | 196.77 | 311.53 | -72.92 |
| Total Profit | 246.77 | 41.84 | 204.93 | 402.66 | 120.61 |
| Total Loss | 8.16 | 0.00 | 8.16 | 91.13 | 193.53 |
| Profit Factor | 30.24 | 0.00 | 25.11 | 4.42 | 0.62 |
| Trades | 5 | 2 | 3 | 5 | 5 |
| Winning Trades | 4 | 2 | 2 | 4 | 2 |
| Losing Trades | 1 | 0 | 1 | 1 | 3 |
| % Profitable | 80.00 | 100.00 | 66.00 | 80.00 | 40.00 |
| Profit/Loss Per Trade % | 4.43 | 2.10 | 6.01 | 5.34 | -1.49 |
| Profit Per Trade % | 5.79 | 2.10 | 9.60 | 9.29 | 5.90 |
| Loss Per Trade % | 0.82 | 0.00 | 0.82 | 9.08 | 6.12 |
| Days In Trade | 62 | 22 | 40 | 62 | 62 |
| Days In Trade (Avg. Per Trade) | 12.40 | 11.00 | 13.33 | 12.40 | 12.40 |
| % Days In Trade | 52.10 | 18.49 | 33.61 | 52.10 | 52.10 |