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: | 1000.00 | Final Equity: | 1107.89 |
Total net P/L: | 107.89 | Total ROI: | 10.79 % |
CAGR: | 10.85 % | Max. DD: | 21.28 % |
System Score: | 0.874 | Sharpe Ratio: | 0.458 |
Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
Total days: | 363 | ||
Commissions: | 52.00 | Comm.% P/L | 32.52 % |
Total Transactions: | 52 | Log. Linearity: | 43.178 % |
Total | Long | Short | FB | TWTR | |
---|---|---|---|---|---|
Total Profit/Loss | 159.89 | -31.03 | 190.92 | -300.98 | 460.87 |
Total Profit | 661.16 | 387.26 | 273.90 | 162.15 | 914.00 |
Total Loss | 501.27 | 418.29 | 82.98 | 463.13 | 453.13 |
Profit Factor | 1.32 | 0.93 | 3.30 | 0.35 | 2.02 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 9 | 4 | 5 | 6 | 10 |
Losing Trades | 4 | 3 | 1 | 7 | 3 |
% Profitable | 69.00 | 57.00 | 83.00 | 46.00 | 76.00 |
Profit/Loss Per Trade % | 1.19 | -0.21 | 2.85 | -2.82 | 3.60 |
Profit Per Trade % | 7.42 | 10.07 | 5.34 | 2.62 | 9.40 |
Loss Per Trade % | 11.41 | 12.32 | 8.72 | 7.00 | 13.31 |
Days In Trade | 186 | 100 | 86 | 186 | 186 |
Days In Trade (Avg. Per Trade) | 14.31 | 14.29 | 14.33 | 14.31 | 14.31 |
% Days In Trade | 51.24 | 27.55 | 23.69 | 51.24 | 51.24 |