Model: | Ratio |
Entry Threshold: | 2.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | 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: | 9669.70 |
Total net P/L: | -330.30 | Total ROI: | -3.30 % |
CAGR: | -3.07 % | Max. DD: | 16.72 % |
System Score: | -0.028 | Sharpe Ratio: | -0.131 |
Start Date: | 2018-11-01 | End Date: | 2019-11-29 |
Total days: | 393 | ||
Commissions: | 28.00 | Comm.% P/L | 9.26 % |
Total Transactions: | 28 | Log. Linearity: | 20.916 % |
Total | Long | Short | AAPL | FB | |
---|---|---|---|---|---|
Total Profit/Loss | -302.30 | 10.71 | -313.01 | -955.51 | 653.21 |
Total Profit | 950.25 | 708.90 | 241.35 | 1887.35 | 2584.34 |
Total Loss | 1252.55 | 698.19 | 554.36 | 2842.86 | 1931.13 |
Profit Factor | 0.76 | 1.02 | 0.44 | 0.66 | 1.34 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 4 | 2 | 2 | 3 | 5 |
Losing Trades | 3 | 1 | 2 | 4 | 2 |
% Profitable | 57.00 | 66.00 | 50.00 | 42.00 | 71.00 |
Profit/Loss Per Trade % | -0.44 | 0.05 | -0.81 | -1.58 | 0.57 |
Profit Per Trade % | 2.34 | 3.49 | 1.21 | 6.05 | 5.01 |
Loss Per Trade % | 3.97 | 6.47 | 2.73 | 6.74 | 9.55 |
Days In Trade | 165 | 74 | 91 | 165 | 165 |
Days In Trade (Avg. Per Trade) | 23.57 | 24.67 | 22.75 | 23.57 | 23.57 |
% Days In Trade | 41.98 | 18.83 | 23.16 | 41.98 | 41.98 |