| 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 |