Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 24 | 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: | 1000.00 | Final Equity: | 1287.69 |
Total net P/L: | 287.69 | Total ROI: | 28.77 % |
CAGR: | 68.44 % | Max. DD: | 13.35 % |
System Score: | 11.516 | Sharpe Ratio: | 1.435 |
Start Date: | 2021-01-04 | End Date: | 2021-06-30 |
Total days: | 177 | ||
Commissions: | 28.00 | Comm.% P/L | 8.87 % |
Total Transactions: | 28 | Log. Linearity: | 55.207 % |
Total | Long | Short | FEYE | ENS | |
---|---|---|---|---|---|
Total Profit/Loss | 315.69 | 187.56 | 128.13 | 253.07 | 62.62 |
Total Profit | 365.93 | 237.79 | 128.13 | 332.05 | 149.41 |
Total Loss | 50.23 | 50.23 | 0.00 | 78.97 | 86.79 |
Profit Factor | 7.28 | 4.73 | 0.00 | 4.20 | 1.72 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 6 | 3 | 3 | 6 | 5 |
Losing Trades | 1 | 1 | 0 | 1 | 2 |
% Profitable | 85.00 | 75.00 | 100.00 | 85.00 | 71.00 |
Profit/Loss Per Trade % | 4.07 | 4.00 | 4.16 | 3.32 | 0.66 |
Profit Per Trade % | 5.64 | 7.15 | 4.16 | 5.15 | 2.71 |
Loss Per Trade % | 4.90 | 4.90 | 0.00 | 7.04 | 4.22 |
Days In Trade | 85 | 54 | 31 | 85 | 85 |
Days In Trade (Avg. Per Trade) | 12.14 | 13.50 | 10.33 | 12.14 | 12.14 |
% Days In Trade | 48.02 | 30.51 | 17.51 | 48.02 | 48.02 |