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 |