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: | 1000000.00 | Final Equity: | 1385065.52 |
Total net P/L: | 385065.53 | Total ROI: | 38.51 % |
CAGR: | 178.70 % | Max. DD: | 11.87 % |
System Score: | 102.902 | Sharpe Ratio: | 1.543 |
Start Date: | 2021-01-04 | End Date: | 2021-04-30 |
Total days: | 116 | ||
Commissions: | 43105.92 | Comm.% P/L | 10.07 % |
Total Transactions: | 28 | Log. Linearity: | 83.195 % |
Total | Long | Short | MDLQ | MDLX | |
---|---|---|---|---|---|
Total Profit/Loss | 428171.45 | 240070.75 | 188100.70 | -48423.12 | 476594.57 |
Total Profit | 465750.16 | 277649.47 | 188100.70 | 273157.09 | 588859.39 |
Total Loss | 37578.72 | 37578.72 | 0.00 | 321580.22 | 112264.82 |
Profit Factor | 12.39 | 7.39 | 0.00 | 0.85 | 5.25 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 6 | 3 | 3 | 3 | 5 |
Losing Trades | 1 | 1 | 0 | 4 | 2 |
% Profitable | 85.00 | 75.00 | 100.00 | 42.00 | 71.00 |
Profit/Loss Per Trade % | 5.28 | 4.87 | 5.83 | -0.95 | 5.56 |
Profit Per Trade % | 6.66 | 7.50 | 5.83 | 7.67 | 10.04 |
Loss Per Trade % | 2.63 | 2.63 | 0.00 | 6.74 | 4.72 |
Days In Trade | 34 | 26 | 8 | 34 | 34 |
Days In Trade (Avg. Per Trade) | 4.86 | 6.50 | 2.67 | 4.86 | 4.86 |
% Days In Trade | 29.31 | 22.41 | 6.90 | 29.31 | 29.31 |