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: | 5000.00 | Final Equity: | 6592.67 |
Total net P/L: | 1592.67 | Total ROI: | 31.85 % |
CAGR: | 61.34 % | Max. DD: | 7.89 % |
System Score: | 30.067 | Sharpe Ratio: | 1.251 |
Start Date: | 2020-01-02 | End Date: | 2020-07-31 |
Total days: | 211 | ||
Commissions: | 32.00 | Comm.% P/L | 1.97 % |
Total Transactions: | 32 | Log. Linearity: | 78.847 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 1624.67 | 192.00 | 1432.67 | 868.04 | 756.63 |
Total Profit | 2067.80 | 633.20 | 1434.60 | 2035.56 | 1766.43 |
Total Loss | 443.13 | 441.20 | 1.93 | 1167.52 | 1009.80 |
Profit Factor | 4.67 | 1.44 | 743.32 | 1.74 | 1.75 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 6 | 3 | 3 | 4 | 4 |
Losing Trades | 2 | 1 | 1 | 4 | 4 |
% Profitable | 75.00 | 75.00 | 75.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 3.59 | 1.05 | 6.19 | 1.75 | 1.49 |
Profit Per Trade % | 5.95 | 3.62 | 8.34 | 8.84 | 7.73 |
Loss Per Trade % | 3.10 | 6.27 | 0.03 | 4.74 | 4.26 |
Days In Trade | 119 | 63 | 56 | 119 | 119 |
Days In Trade (Avg. Per Trade) | 14.88 | 15.75 | 14.00 | 14.88 | 14.88 |
% Days In Trade | 56.40 | 29.86 | 26.54 | 56.40 | 56.40 |