Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 1000.00 | Final Equity: | 543.25 |
Total net P/L: | -456.75 | Total ROI: | -45.67 % |
CAGR: | -84.61 % | Max. DD: | 94.29 % |
System Score: | -1.978 | Sharpe Ratio: | 1.116 |
Start Date: | 2020-01-02 | End Date: | 2020-04-30 |
Total days: | 119 | ||
Commissions: | 24.79 | Comm.% P/L | 5.74 % |
Total Transactions: | 24 | Log. Linearity: | 28.593 % |
Total | Long | Short | TLND | TRN | |
---|---|---|---|---|---|
Total Profit/Loss | -431.96 | -759.52 | 327.56 | -328.79 | -103.17 |
Total Profit | 417.93 | 90.37 | 327.56 | 610.29 | 390.10 |
Total Loss | 849.89 | 849.89 | 0.00 | 939.08 | 493.27 |
Profit Factor | 0.49 | 0.11 | 0.00 | 0.65 | 0.79 |
Trades | 6 | 3 | 3 | 6 | 6 |
Winning Trades | 4 | 1 | 3 | 4 | 2 |
Losing Trades | 2 | 2 | 0 | 2 | 4 |
% Profitable | 66.00 | 33.00 | 100.00 | 66.00 | 33.00 |
Profit/Loss Per Trade % | -8.83 | -33.64 | 25.25 | -10.63 | -2.62 |
Profit Per Trade % | 28.15 | 37.26 | 25.25 | 35.20 | 41.59 |
Loss Per Trade % | 39.31 | 39.31 | 0.00 | 60.71 | 17.49 |
Days In Trade | 76 | 45 | 31 | 76 | 76 |
Days In Trade (Avg. Per Trade) | 12.67 | 15.00 | 10.33 | 12.67 | 12.67 |
% Days In Trade | 63.87 | 37.82 | 26.05 | 63.87 | 63.87 |