Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 8491.55 |
Total net P/L: | -1508.45 | Total ROI: | -15.08 % |
CAGR: | -15.16 % | Max. DD: | 32.11 % |
System Score: | -2.206 | Sharpe Ratio: | -0.438 |
Start Date: | 2019-01-02 | End Date: | 2019-12-31 |
Total days: | 363 | ||
Commissions: | 202.93 | Comm.% P/L | 15.54 % |
Total Transactions: | 56 | Log. Linearity: | 52.598 % |
Total | Long | Short | AXTA | TREC | |
---|---|---|---|---|---|
Total Profit/Loss | -1305.52 | 312.93 | -1618.45 | -3580.27 | 2274.75 |
Total Profit | 3075.60 | 1493.47 | 1582.13 | 1359.11 | 3652.20 |
Total Loss | 4381.12 | 1180.54 | 3200.58 | 4939.38 | 1377.45 |
Profit Factor | 0.70 | 1.27 | 0.49 | 0.28 | 2.65 |
Trades | 14 | 5 | 9 | 14 | 14 |
Winning Trades | 8 | 4 | 4 | 5 | 11 |
Losing Trades | 6 | 1 | 5 | 9 | 3 |
% Profitable | 57.00 | 80.00 | 44.00 | 35.00 | 78.00 |
Profit/Loss Per Trade % | -1.01 | 1.07 | -2.15 | -2.63 | 1.62 |
Profit Per Trade % | 4.04 | 4.12 | 3.95 | 2.97 | 3.47 |
Loss Per Trade % | 6.91 | 10.25 | 6.26 | 5.32 | 4.74 |
Days In Trade | 148 | 42 | 106 | 148 | 148 |
Days In Trade (Avg. Per Trade) | 10.57 | 8.40 | 11.78 | 10.57 | 10.57 |
% Days In Trade | 40.77 | 11.57 | 29.20 | 40.77 | 40.77 |