Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 2000.00 | Final Equity: | 2067.19 |
Total net P/L: | 67.19 | Total ROI: | 3.36 % |
CAGR: | 0.62 % | Max. DD: | 35.63 % |
System Score: | 0.129 | Sharpe Ratio: | 0.271 |
Start Date: | 2016-01-04 | End Date: | 2021-04-30 |
Total days: | 1943 | ||
Commissions: | 268.00 | Comm.% P/L | 79.95 % |
Total Transactions: | 268 | Log. Linearity: | 59.097 % |
Total | Long | Short | RNST | PBCT | |
---|---|---|---|---|---|
Total Profit/Loss | 335.19 | 272.94 | 62.24 | -743.07 | 1078.26 |
Total Profit | 2033.10 | 995.63 | 1037.46 | 2687.60 | 3083.02 |
Total Loss | 1697.90 | 722.68 | 975.22 | 3430.67 | 2004.76 |
Profit Factor | 1.20 | 1.38 | 1.06 | 0.78 | 1.54 |
Trades | 67 | 34 | 33 | 67 | 67 |
Winning Trades | 42 | 21 | 21 | 34 | 34 |
Losing Trades | 25 | 13 | 12 | 33 | 33 |
% Profitable | 62.00 | 61.00 | 63.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.26 | 0.39 | 0.12 | -0.83 | 0.78 |
Profit Per Trade % | 2.58 | 2.50 | 2.66 | 4.02 | 4.77 |
Loss Per Trade % | 3.45 | 2.87 | 4.07 | 5.33 | 3.06 |
Days In Trade | 938 | 501 | 437 | 938 | 938 |
Days In Trade (Avg. Per Trade) | 14.00 | 14.74 | 13.24 | 14.00 | 14.00 |
% Days In Trade | 48.28 | 25.78 | 22.49 | 48.28 | 48.28 |