Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 20 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 50000.00 | Final Equity: | 50120.29 |
Total net P/L: | 120.29 | Total ROI: | 0.24 % |
CAGR: | 0.28 % | Max. DD: | 3.72 % |
System Score: | 0.000 | Sharpe Ratio: | 0.070 |
Start Date: | 2020-03-10 | End Date: | 2021-01-19 |
Total days: | 315 | ||
Commissions: | 123.01 | Comm.% P/L | 50.56 % |
Total Transactions: | 20 | Log. Linearity: | 11.676 % |
Total | Long | Short | F-B | F-C | |
---|---|---|---|---|---|
Total Profit/Loss | 243.30 | 0.00 | 243.30 | -1176.80 | 1420.10 |
Total Profit | 1029.92 | 0.00 | 1029.92 | 6794.03 | 7988.25 |
Total Loss | 786.62 | 0.00 | 786.62 | 7970.83 | 6568.15 |
Profit Factor | 1.31 | 0.00 | 1.31 | 0.85 | 1.22 |
Trades | 5 | 0 | 5 | 5 | 5 |
Winning Trades | 3 | 0 | 3 | 2 | 3 |
Losing Trades | 2 | 0 | 2 | 3 | 2 |
% Profitable | 60.00 | 0.00 | 60.00 | 40.00 | 60.00 |
Profit/Loss Per Trade % | 0.10 | 0.00 | 0.10 | -0.78 | 0.28 |
Profit Per Trade % | 0.69 | 0.00 | 0.69 | 6.58 | 5.28 |
Loss Per Trade % | 0.78 | 0.00 | 0.78 | 5.23 | 6.38 |
Days In Trade | 49 | 0 | 49 | 49 | 49 |
Days In Trade (Avg. Per Trade) | 9.80 | 0.00 | 9.80 | 9.80 | 9.80 |
% Days In Trade | 15.56 | 0.00 | 15.56 | 15.56 | 15.56 |