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: | 20000.00 | Final Equity: | 384285.47 |
Total net P/L: | 364285.47 | Total ROI: | 1821.43 % |
CAGR: | 106.58 % | Max. DD: | 12.08 % |
System Score: | 47.925 | Sharpe Ratio: | 4.318 |
Start Date: | 2017-04-04 | End Date: | 2021-04-30 |
Total days: | 1487 | ||
Commissions: | 21940.39 | Comm.% P/L | 5.68 % |
Total Transactions: | 260 | Log. Linearity: | 76.613 % |
Total | Long | Short | MDLQ | MDLX | |
---|---|---|---|---|---|
Total Profit/Loss | 386225.86 | 190033.33 | 196192.53 | 123499.38 | 262726.48 |
Total Profit | 398036.48 | 200459.45 | 197577.03 | 326560.15 | 394748.64 |
Total Loss | 11810.62 | 10426.12 | 1384.50 | 203060.77 | 132022.17 |
Profit Factor | 33.70 | 19.23 | 142.71 | 1.61 | 2.99 |
Trades | 65 | 35 | 30 | 65 | 65 |
Winning Trades | 62 | 34 | 28 | 44 | 50 |
Losing Trades | 3 | 1 | 2 | 21 | 15 |
% Profitable | 95.00 | 97.00 | 93.00 | 67.00 | 76.00 |
Profit/Loss Per Trade % | 4.87 | 4.80 | 4.96 | 1.83 | 0.94 |
Profit Per Trade % | 5.26 | 5.03 | 5.54 | 6.72 | 5.83 |
Loss Per Trade % | 2.72 | 2.63 | 2.76 | 7.01 | 10.26 |
Days In Trade | 486 | 268 | 218 | 486 | 486 |
Days In Trade (Avg. Per Trade) | 7.48 | 7.66 | 7.27 | 7.48 | 7.48 |
% Days In Trade | 32.68 | 18.02 | 14.66 | 32.68 | 32.68 |