| 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 |