Model: | Residual |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10532.93 |
Total net P/L: | 532.93 | Total ROI: | 5.33 % |
CAGR: | 4.26 % | Max. DD: | 2.69 % |
System Score: | 2.959 | Sharpe Ratio: | 1.363 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 80.93 | Comm.% P/L | 13.18 % |
Total Transactions: | 72 | Log. Linearity: | 88.542 % |
Total | Long | Short | BHP | BBL | |
---|---|---|---|---|---|
Total Profit/Loss | 613.86 | 181.70 | 432.16 | 1978.84 | -1364.98 |
Total Profit | 861.74 | 363.78 | 497.96 | 4972.74 | 3516.77 |
Total Loss | 247.88 | 182.08 | 65.80 | 2993.90 | 4881.75 |
Profit Factor | 3.48 | 2.00 | 7.57 | 1.66 | 0.72 |
Trades | 18 | 7 | 11 | 18 | 18 |
Winning Trades | 15 | 5 | 10 | 10 | 10 |
Losing Trades | 3 | 2 | 1 | 8 | 8 |
% Profitable | 83.00 | 71.00 | 90.00 | 55.00 | 55.00 |
Profit/Loss Per Trade % | 0.33 | 0.27 | 0.37 | 0.90 | -0.88 |
Profit Per Trade % | 0.56 | 0.72 | 0.48 | 4.73 | 3.37 |
Loss Per Trade % | 0.78 | 0.85 | 0.65 | 3.60 | 5.83 |
Days In Trade | 136 | 47 | 89 | 136 | 136 |
Days In Trade (Avg. Per Trade) | 7.56 | 6.71 | 8.09 | 7.56 | 7.56 |
% Days In Trade | 29.96 | 10.35 | 19.60 | 29.96 | 29.96 |