| Model: | Ratio |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | 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: | 10000.00 | Final Equity: | 9443.99 |
| Total net P/L: | -556.01 | Total ROI: | -5.56 % |
| CAGR: | -5.57 % | Max. DD: | 29.22 % |
| System Score: | -0.064 | Sharpe Ratio: | -0.049 |
| Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
| Total days: | 364 | ||
| Commissions: | 103.01 | Comm.% P/L | 22.74 % |
| Total Transactions: | 64 | Log. Linearity: | 22.514 % |
| Total | Long |
Short |
SVMK | GWRE | |
|---|---|---|---|---|---|
| Total Profit/Loss | -453.00 | -468.20 | 15.20 | -1841.09 | 1388.09 |
| Total Profit | 4017.78 | 1830.61 | 2187.16 | 3508.41 | 4955.39 |
| Total Loss | 4470.77 | 2298.81 | 2171.97 | 5349.50 | 3567.30 |
| Profit Factor | 0.90 | 0.80 | 1.01 | 0.66 | 1.39 |
| Trades | 16 | 6 | 10 | 16 | 16 |
| Winning Trades | 10 | 4 | 6 | 9 | 9 |
| Losing Trades | 6 | 2 | 4 | 7 | 7 |
| % Profitable | 62.00 | 66.00 | 60.00 | 56.00 | 56.00 |
| Profit/Loss Per Trade % | -0.29 | -0.73 | -0.03 | -1.63 | 0.92 |
| Profit Per Trade % | 4.14 | 4.63 | 3.81 | 3.88 | 5.62 |
| Loss Per Trade % | 7.05 | 10.33 | 5.45 | 7.66 | 4.60 |
| Days In Trade | 219 | 82 | 137 | 219 | 219 |
| Days In Trade (Avg. Per Trade) | 13.69 | 13.67 | 13.70 | 13.69 | 13.69 |
| % Days In Trade | 60.16 | 22.53 | 37.64 | 60.16 | 60.16 |