Model: | Ratio |
Entry Threshold: | 1.00 | 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: | 8114.42 |
Total net P/L: | 3114.42 | Total ROI: | 62.29 % |
CAGR: | 131.08 % | Max. DD: | 12.65 % |
System Score: | 66.003 | Sharpe Ratio: | 1.678 |
Start Date: | 2020-01-02 | End Date: | 2020-07-31 |
Total days: | 211 | ||
Commissions: | 60.00 | Comm.% P/L | 1.89 % |
Total Transactions: | 60 | Log. Linearity: | 79.556 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 3174.42 | 892.18 | 2282.24 | -2377.00 | 5551.42 |
Total Profit | 4172.33 | 1887.72 | 2284.61 | 2669.14 | 7332.44 |
Total Loss | 997.91 | 995.54 | 2.37 | 5046.14 | 1781.02 |
Profit Factor | 4.18 | 1.90 | 963.97 | 0.53 | 4.12 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 12 | 6 | 6 | 7 | 10 |
Losing Trades | 3 | 2 | 1 | 8 | 5 |
% Profitable | 80.00 | 75.00 | 85.00 | 46.00 | 66.00 |
Profit/Loss Per Trade % | 3.34 | 2.06 | 4.82 | -3.16 | 5.49 |
Profit Per Trade % | 5.25 | 4.85 | 5.65 | 5.40 | 11.08 |
Loss Per Trade % | 3.70 | 5.59 | 0.03 | 9.19 | 4.78 |
Days In Trade | 166 | 100 | 66 | 166 | 166 |
Days In Trade (Avg. Per Trade) | 11.07 | 12.50 | 9.43 | 11.07 | 11.07 |
% Days In Trade | 78.67 | 47.39 | 31.28 | 78.67 | 78.67 |