| Model: | Ratio |
| Entry Threshold: | 3.00 | 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: | 6323.04 |
| Total net P/L: | 1323.04 | Total ROI: | 26.46 % |
| CAGR: | 50.10 % | Max. DD: | 7.85 % |
| System Score: | 19.081 | Sharpe Ratio: | 1.297 |
| Start Date: | 2020-01-02 | End Date: | 2020-07-31 |
| Total days: | 211 | ||
| Commissions: | 16.00 | Comm.% P/L | 1.19 % |
| Total Transactions: | 16 | Log. Linearity: | 72.488 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1339.04 | 345.97 | 993.07 | 1052.90 | 286.14 |
| Total Profit | 1341.92 | 348.85 | 993.07 | 1111.46 | 648.70 |
| Total Loss | 2.88 | 2.88 | 0.00 | 58.56 | 362.56 |
| Profit Factor | 465.94 | 121.13 | 0.00 | 18.98 | 1.79 |
| Trades | 4 | 2 | 2 | 4 | 4 |
| Winning Trades | 3 | 1 | 2 | 3 | 3 |
| Losing Trades | 1 | 1 | 0 | 1 | 1 |
| % Profitable | 75.00 | 50.00 | 100.00 | 75.00 | 75.00 |
| Profit/Loss Per Trade % | 6.12 | 3.37 | 8.94 | 5.08 | 1.02 |
| Profit Per Trade % | 8.26 | 6.91 | 8.94 | 7.16 | 3.94 |
| Loss Per Trade % | 0.05 | 0.05 | 0.00 | 0.93 | 7.25 |
| Days In Trade | 63 | 26 | 37 | 63 | 63 |
| Days In Trade (Avg. Per Trade) | 15.75 | 13.00 | 18.50 | 15.75 | 15.75 |
| % Days In Trade | 29.86 | 12.32 | 17.54 | 29.86 | 29.86 |