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 |