Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | EMA | 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: | 1000.00 | Final Equity: | 1142.84 |
Total net P/L: | 142.84 | Total ROI: | 14.28 % |
CAGR: | 436.81 % | Max. DD: | 0.47 % |
System Score: | 134.357 | Sharpe Ratio: | 1.668 |
Start Date: | 2021-06-01 | End Date: | 2021-06-30 |
Total days: | 29 | ||
Commissions: | 4.00 | Comm.% P/L | 2.72 % |
Total Transactions: | 4 | Log. Linearity: | 67.503 % |
Total | Long | Short | ENS | FEYE | |
---|---|---|---|---|---|
Total Profit/Loss | 146.84 | 0.00 | 146.84 | 10.10 | 136.74 |
Total Profit | 146.84 | 0.00 | 146.84 | 10.10 | 136.74 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 1 | 0 | 1 | 1 | 1 |
Losing Trades | 0 | 0 | 0 | 0 | 0 |
% Profitable | 100.00 | 0.00 | 100.00 | 100.00 | 100.00 |
Profit/Loss Per Trade % | 14.71 | 0.00 | 14.71 | 1.01 | 13.70 |
Profit Per Trade % | 14.71 | 0.00 | 14.71 | 1.01 | 13.70 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Days In Trade | 7 | 0 | 7 | 7 | 7 |
Days In Trade (Avg. Per Trade) | 7.00 | 0.00 | 7.00 | 7.00 | 7.00 |
% Days In Trade | 24.14 | 0.00 | 24.14 | 24.14 | 24.14 |