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 |