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: | 1589.69 |
Total net P/L: | 589.69 | Total ROI: | 58.97 % |
CAGR: | 9.09 % | Max. DD: | 23.56 % |
System Score: | 1.047 | Sharpe Ratio: | 1.330 |
Start Date: | 2015-01-02 | End Date: | 2020-04-30 |
Total days: | 1945 | ||
Commissions: | 260.00 | Comm.% P/L | 30.60 % |
Total Transactions: | 260 | Log. Linearity: | 48.663 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 849.69 | 134.08 | 715.61 | 1016.85 | -167.16 |
Total Profit | 1796.98 | 683.77 | 1113.21 | 2458.62 | 1808.78 |
Total Loss | 947.29 | 549.69 | 397.60 | 1441.77 | 1975.94 |
Profit Factor | 1.90 | 1.24 | 2.80 | 1.71 | 0.92 |
Trades | 65 | 30 | 35 | 65 | 65 |
Winning Trades | 44 | 19 | 25 | 39 | 35 |
Losing Trades | 21 | 11 | 10 | 26 | 30 |
% Profitable | 67.00 | 63.00 | 71.00 | 60.00 | 53.00 |
Profit/Loss Per Trade % | 1.03 | 0.43 | 1.54 | 0.99 | -0.26 |
Profit Per Trade % | 3.16 | 2.87 | 3.39 | 4.67 | 3.93 |
Loss Per Trade % | 3.27 | 3.61 | 2.89 | 4.14 | 4.70 |
Days In Trade | 861 | 421 | 440 | 861 | 861 |
Days In Trade (Avg. Per Trade) | 13.25 | 14.03 | 12.57 | 13.25 | 13.25 |
% Days In Trade | 44.27 | 21.65 | 22.62 | 44.27 | 44.27 |