Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 22 | 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: | 1175.93 |
Total net P/L: | 175.93 | Total ROI: | 17.59 % |
CAGR: | 39.68 % | Max. DD: | 14.25 % |
System Score: | 0.105 | Sharpe Ratio: | 0.995 |
Start Date: | 2021-01-04 | End Date: | 2021-06-30 |
Total days: | 177 | ||
Commissions: | 28.00 | Comm.% P/L | 13.73 % |
Total Transactions: | 28 | Log. Linearity: | 13.830 % |
Total | Long | Short | FEYE | ENS | |
---|---|---|---|---|---|
Total Profit/Loss | 203.93 | 87.75 | 116.18 | 191.38 | 12.55 |
Total Profit | 336.58 | 220.41 | 116.18 | 287.60 | 136.63 |
Total Loss | 132.66 | 132.66 | 0.00 | 96.22 | 124.08 |
Profit Factor | 2.54 | 1.66 | 0.00 | 2.99 | 1.10 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 6 | 3 | 3 | 5 | 5 |
Losing Trades | 1 | 1 | 0 | 2 | 2 |
% Profitable | 85.00 | 75.00 | 100.00 | 71.00 | 71.00 |
Profit/Loss Per Trade % | 2.76 | 1.74 | 4.12 | 2.66 | 0.08 |
Profit Per Trade % | 5.64 | 7.17 | 4.12 | 5.77 | 2.71 |
Loss Per Trade % | 12.95 | 12.95 | 0.00 | 4.67 | 5.98 |
Days In Trade | 81 | 50 | 31 | 81 | 81 |
Days In Trade (Avg. Per Trade) | 11.57 | 12.50 | 10.33 | 11.57 | 11.57 |
% Days In Trade | 45.76 | 28.25 | 17.51 | 45.76 | 45.76 |