Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 15 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
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: | 5000.00 | Final Equity: | 6143.57 |
Total net P/L: | 1143.57 | Total ROI: | 22.87 % |
CAGR: | 51.84 % | Max. DD: | 20.33 % |
System Score: | 14.482 | Sharpe Ratio: | 0.766 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 50.06 | Comm.% P/L | 4.19 % |
Total Transactions: | 28 | Log. Linearity: | 65.371 % |
Total | Long | Short | LBTYA | TGP | |
---|---|---|---|---|---|
Total Profit/Loss | 1193.63 | 758.98 | 434.65 | 779.71 | 413.92 |
Total Profit | 1561.86 | 758.98 | 802.88 | 1027.45 | 727.86 |
Total Loss | 368.23 | 0.00 | 368.23 | 247.74 | 313.94 |
Profit Factor | 4.24 | 0.00 | 2.18 | 4.15 | 2.32 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 6 | 3 | 3 | 5 | 5 |
Losing Trades | 1 | 0 | 1 | 2 | 2 |
% Profitable | 85.00 | 100.00 | 75.00 | 71.00 | 71.00 |
Profit/Loss Per Trade % | 3.12 | 4.68 | 1.97 | 2.09 | 1.06 |
Profit Per Trade % | 4.92 | 4.68 | 5.17 | 3.93 | 2.72 |
Loss Per Trade % | 7.04 | 0.00 | 7.04 | 2.35 | 2.97 |
Days In Trade | 81 | 28 | 53 | 81 | 81 |
Days In Trade (Avg. Per Trade) | 11.57 | 9.33 | 13.25 | 11.57 | 11.57 |
% Days In Trade | 45.00 | 15.56 | 29.44 | 45.00 | 45.00 |