Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 6880.23 |
Total net P/L: | 1880.23 | Total ROI: | 37.60 % |
CAGR: | 71.93 % | Max. DD: | 7.89 % |
System Score: | 35.138 | Sharpe Ratio: | 1.409 |
Start Date: | 2020-01-02 | End Date: | 2020-08-04 |
Total days: | 215 | ||
Commissions: | 32.00 | Comm.% P/L | 1.67 % |
Total Transactions: | 32 | Log. Linearity: | 78.757 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 1912.23 | 192.00 | 1720.23 | 1093.04 | 819.19 |
Total Profit | 2353.43 | 633.20 | 1720.23 | 2259.31 | 1828.31 |
Total Loss | 441.20 | 441.20 | 0.00 | 1166.27 | 1009.12 |
Profit Factor | 5.33 | 1.44 | 0.00 | 1.94 | 1.81 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 7 | 3 | 4 | 5 | 5 |
Losing Trades | 1 | 1 | 0 | 3 | 3 |
% Profitable | 87.00 | 75.00 | 100.00 | 62.00 | 62.00 |
Profit/Loss Per Trade % | 4.14 | 1.05 | 7.32 | 2.18 | 1.61 |
Profit Per Trade % | 5.72 | 3.62 | 7.32 | 7.73 | 6.33 |
Loss Per Trade % | 6.27 | 6.27 | 0.00 | 6.37 | 5.71 |
Days In Trade | 122 | 63 | 59 | 122 | 122 |
Days In Trade (Avg. Per Trade) | 15.25 | 15.75 | 14.75 | 15.25 | 15.25 |
% Days In Trade | 56.74 | 29.30 | 27.44 | 56.74 | 56.74 |