Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | 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: | 10000.00 | Final Equity: | 13708.62 |
Total net P/L: | 3708.62 | Total ROI: | 37.09 % |
CAGR: | 89.58 % | Max. DD: | 29.10 % |
System Score: | 41.454 | Sharpe Ratio: | 0.950 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 199.27 | Comm.% P/L | 5.10 % |
Total Transactions: | 24 | Log. Linearity: | 77.348 % |
Total | Long | Short | NBL | MRO | |
---|---|---|---|---|---|
Total Profit/Loss | 3907.89 | 3162.99 | 744.90 | 10067.64 | -6159.75 |
Total Profit | 3986.26 | 3241.36 | 744.90 | 10099.58 | 1018.40 |
Total Loss | 78.37 | 78.37 | 0.00 | 31.94 | 7178.15 |
Profit Factor | 50.86 | 41.36 | 0.00 | 316.20 | 0.14 |
Trades | 6 | 4 | 2 | 6 | 6 |
Winning Trades | 4 | 2 | 2 | 4 | 1 |
Losing Trades | 2 | 2 | 0 | 2 | 5 |
% Profitable | 66.00 | 50.00 | 100.00 | 66.00 | 16.00 |
Profit/Loss Per Trade % | 5.68 | 6.70 | 3.66 | 14.28 | -11.94 |
Profit Per Trade % | 8.79 | 14.18 | 3.66 | 22.24 | 9.53 |
Loss Per Trade % | 0.28 | 0.28 | 0.00 | 0.12 | 12.06 |
Days In Trade | 33 | 14 | 19 | 33 | 33 |
Days In Trade (Avg. Per Trade) | 5.50 | 3.50 | 9.50 | 5.50 | 5.50 |
% Days In Trade | 18.33 | 7.78 | 10.56 | 18.33 | 18.33 |