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: | 2405.27 |
Total net P/L: | 405.27 | Total ROI: | 20.26 % |
CAGR: | 20.32 % | Max. DD: | 12.86 % |
System Score: | 1.822 | Sharpe Ratio: | 1.073 |
Start Date: | 2020-05-01 | End Date: | 2021-04-30 |
Total days: | 364 | ||
Commissions: | 48.00 | Comm.% P/L | 10.59 % |
Total Transactions: | 48 | Log. Linearity: | 44.753 % |
Total | Long | Short | RNST | PBCT | |
---|---|---|---|---|---|
Total Profit/Loss | 453.27 | 410.60 | 42.67 | 301.72 | 151.55 |
Total Profit | 821.47 | 410.60 | 410.87 | 833.12 | 535.15 |
Total Loss | 368.20 | 0.00 | 368.20 | 531.40 | 383.60 |
Profit Factor | 2.23 | 0.00 | 1.12 | 1.57 | 1.40 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 9 | 5 | 4 | 8 | 4 |
Losing Trades | 3 | 0 | 3 | 4 | 8 |
% Profitable | 75.00 | 100.00 | 57.00 | 66.00 | 33.00 |
Profit/Loss Per Trade % | 1.74 | 3.81 | 0.29 | 0.91 | 0.55 |
Profit Per Trade % | 4.43 | 3.81 | 5.21 | 4.96 | 6.53 |
Loss Per Trade % | 5.75 | 0.00 | 5.75 | 6.52 | 2.28 |
Days In Trade | 153 | 54 | 99 | 153 | 153 |
Days In Trade (Avg. Per Trade) | 12.75 | 10.80 | 14.14 | 12.75 | 12.75 |
% Days In Trade | 42.03 | 14.84 | 27.20 | 42.03 | 42.03 |