Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 12761.02 |
Total net P/L: | 2761.02 | Total ROI: | 27.61 % |
CAGR: | 27.61 % | Max. DD: | 10.33 % |
System Score: | 7.609 | Sharpe Ratio: | 1.000 |
Start Date: | 2019-07-01 | End Date: | 2020-06-30 |
Total days: | 365 | ||
Commissions: | 61.76 | Comm.% P/L | 2.19 % |
Total Transactions: | 60 | Log. Linearity: | 65.075 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 2822.78 | -330.57 | 3153.35 | 864.71 | 1958.07 |
Total Profit | 4529.48 | 1240.36 | 3289.12 | 5087.23 | 4978.44 |
Total Loss | 1706.70 | 1570.93 | 135.77 | 4222.52 | 3020.37 |
Profit Factor | 2.65 | 0.79 | 24.23 | 1.20 | 1.65 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 9 | 3 | 6 | 7 | 7 |
Losing Trades | 6 | 5 | 1 | 8 | 8 |
% Profitable | 60.00 | 37.00 | 85.00 | 46.00 | 46.00 |
Profit/Loss Per Trade % | 1.68 | -0.33 | 4.03 | 0.27 | 1.15 |
Profit Per Trade % | 4.52 | 3.64 | 4.96 | 6.65 | 6.71 |
Loss Per Trade % | 2.39 | 2.59 | 1.39 | 4.91 | 3.39 |
Days In Trade | 234 | 112 | 122 | 234 | 234 |
Days In Trade (Avg. Per Trade) | 15.60 | 14.00 | 17.43 | 15.60 | 15.60 |
% Days In Trade | 64.11 | 30.68 | 33.42 | 64.11 | 64.11 |