Model: | Ratio |
Entry Threshold: | 2.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 4 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | 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: | 9507.50 |
Total net P/L: | -492.50 | Total ROI: | -4.92 % |
CAGR: | -4.58 % | Max. DD: | 6.41 % |
System Score: | -2.455 | Sharpe Ratio: | -0.636 |
Start Date: | 2018-11-01 | End Date: | 2019-11-29 |
Total days: | 393 | ||
Commissions: | 28.00 | Comm.% P/L | 6.03 % |
Total Transactions: | 28 | Log. Linearity: | 81.214 % |
Total | Long | Short | AAPL | FB | |
---|---|---|---|---|---|
Total Profit/Loss | -464.50 | -247.64 | -216.86 | 959.76 | -1424.26 |
Total Profit | 252.49 | 188.50 | 63.99 | 1781.69 | 368.64 |
Total Loss | 716.99 | 436.14 | 280.85 | 821.93 | 1792.90 |
Profit Factor | 0.35 | 0.43 | 0.23 | 2.17 | 0.21 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 3 | 1 | 2 | 3 | 2 |
Losing Trades | 4 | 2 | 2 | 4 | 5 |
% Profitable | 42.00 | 33.00 | 50.00 | 42.00 | 28.00 |
Profit/Loss Per Trade % | -0.68 | -0.84 | -0.55 | 1.30 | -2.14 |
Profit Per Trade % | 0.86 | 1.93 | 0.33 | 6.07 | 1.92 |
Loss Per Trade % | 1.82 | 2.20 | 1.43 | 2.12 | 3.60 |
Days In Trade | 39 | 15 | 24 | 39 | 39 |
Days In Trade (Avg. Per Trade) | 5.57 | 5.00 | 6.00 | 5.57 | 5.57 |
% Days In Trade | 9.92 | 3.82 | 6.11 | 9.92 | 9.92 |