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: | 10000.00 | Final Equity: | 11059.17 |
Total net P/L: | 1059.17 | Total ROI: | 10.59 % |
CAGR: | 10.62 % | Max. DD: | 2.32 % |
System Score: | 8.737 | Sharpe Ratio: | 2.038 |
Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
Total days: | 364 | ||
Commissions: | 71.87 | Comm.% P/L | 6.35 % |
Total Transactions: | 68 | Log. Linearity: | 93.694 % |
Total | Long | Short | BHP | BBL | |
---|---|---|---|---|---|
Total Profit/Loss | 1131.04 | 547.34 | 583.70 | 1068.61 | 62.43 |
Total Profit | 1401.20 | 630.04 | 771.16 | 4287.87 | 4290.29 |
Total Loss | 270.16 | 82.70 | 187.46 | 3219.26 | 4227.86 |
Profit Factor | 5.19 | 7.62 | 4.11 | 1.33 | 1.01 |
Trades | 17 | 7 | 10 | 17 | 17 |
Winning Trades | 13 | 6 | 7 | 5 | 11 |
Losing Trades | 4 | 1 | 3 | 12 | 6 |
% Profitable | 76.00 | 85.00 | 70.00 | 29.00 | 64.00 |
Profit/Loss Per Trade % | 0.63 | 0.74 | 0.56 | 0.35 | -0.08 |
Profit Per Trade % | 1.02 | 1.00 | 1.05 | 7.76 | 3.71 |
Loss Per Trade % | 0.62 | 0.75 | 0.58 | 2.53 | 6.31 |
Days In Trade | 205 | 78 | 127 | 205 | 205 |
Days In Trade (Avg. Per Trade) | 12.06 | 11.14 | 12.70 | 12.06 | 12.06 |
% Days In Trade | 56.32 | 21.43 | 34.89 | 56.32 | 56.32 |