Model: | Ratio |
Entry Threshold: | 3.00 | 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: | -14.98 |
Total net P/L: | -1014.98 | Total ROI: | -101.50 % |
CAGR: | 0.00 % | Max. DD: | 101.23 % |
System Score: | 0.000 | Sharpe Ratio: | 0.925 |
Start Date: | 2019-01-02 | End Date: | 2020-04-30 |
Total days: | 484 | ||
Commissions: | 32.00 | Comm.% P/L | 3.26 % |
Total Transactions: | 32 | Log. Linearity: | 83.199 % |
Total | Long | Short | TLND | TRN | |
---|---|---|---|---|---|
Total Profit/Loss | -982.98 | -203.42 | -779.56 | -293.81 | -689.17 |
Total Profit | 164.76 | 58.56 | 106.20 | 118.02 | 120.83 |
Total Loss | 1147.74 | 261.98 | 885.76 | 411.83 | 810.00 |
Profit Factor | 0.14 | 0.22 | 0.12 | 0.29 | 0.15 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 3 | 1 | 2 | 2 | 2 |
Losing Trades | 5 | 2 | 3 | 6 | 6 |
% Profitable | 37.00 | 33.00 | 40.00 | 25.00 | 25.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | -29.79 | -15.67 | -21.29 |
Profit Per Trade % | 20.87 | 25.37 | 18.69 | 20.62 | 23.72 |
Loss Per Trade % | 52.57 | 68.35 | 42.88 | 22.69 | 26.19 |
Days In Trade | 137 | 51 | 86 | 137 | 137 |
Days In Trade (Avg. Per Trade) | 17.12 | 17.00 | 17.20 | 17.12 | 17.12 |
% Days In Trade | 28.31 | 10.54 | 17.77 | 28.31 | 28.31 |