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: | 11354.68 |
Total net P/L: | 1354.68 | Total ROI: | 13.55 % |
CAGR: | 4.33 % | Max. DD: | 8.33 % |
System Score: | 2.079 | Sharpe Ratio: | 0.862 |
Start Date: | 2018-01-02 | End Date: | 2020-12-30 |
Total days: | 1093 | ||
Commissions: | 351.05 | Comm.% P/L | 20.58 % |
Total Transactions: | 188 | Log. Linearity: | 78.278 % |
Total | Long | Short | HR | HTA | |
---|---|---|---|---|---|
Total Profit/Loss | 1705.73 | 948.40 | 757.33 | 3290.53 | -1584.80 |
Total Profit | 4467.10 | 2539.99 | 1927.11 | 8914.71 | 7290.60 |
Total Loss | 2761.37 | 1591.59 | 1169.78 | 5624.18 | 8875.40 |
Profit Factor | 1.62 | 1.60 | 1.65 | 1.59 | 0.82 |
Trades | 47 | 26 | 21 | 47 | 47 |
Winning Trades | 31 | 18 | 13 | 24 | 28 |
Losing Trades | 16 | 8 | 8 | 23 | 19 |
% Profitable | 65.00 | 69.00 | 61.00 | 51.00 | 59.00 |
Profit/Loss Per Trade % | 0.34 | 0.37 | 0.31 | 0.55 | -0.40 |
Profit Per Trade % | 1.34 | 1.33 | 1.35 | 3.32 | 2.41 |
Loss Per Trade % | 1.55 | 1.75 | 1.34 | 2.23 | 4.17 |
Days In Trade | 538 | 279 | 259 | 538 | 538 |
Days In Trade (Avg. Per Trade) | 11.45 | 10.73 | 12.33 | 11.45 | 11.45 |
% Days In Trade | 49.22 | 25.53 | 23.70 | 49.22 | 49.22 |