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: | 5000.00 | Final Equity: | 6321.45 |
Total net P/L: | 1321.45 | Total ROI: | 26.43 % |
CAGR: | 26.76 % | Max. DD: | 18.63 % |
System Score: | 2.291 | Sharpe Ratio: | 0.936 |
Start Date: | 2020-08-03 | End Date: | 2021-07-30 |
Total days: | 361 | ||
Commissions: | 166.59 | Comm.% P/L | 11.20 % |
Total Transactions: | 52 | Log. Linearity: | 44.075 % |
Total | Long | Short | ENBL | WMB | |
---|---|---|---|---|---|
Total Profit/Loss | 1488.04 | 399.25 | 1088.79 | 476.15 | 1011.89 |
Total Profit | 3422.25 | 1133.49 | 2288.76 | 3901.11 | 2372.42 |
Total Loss | 1934.21 | 734.24 | 1199.97 | 3424.96 | 1360.53 |
Profit Factor | 1.77 | 1.54 | 1.91 | 1.14 | 1.74 |
Trades | 13 | 4 | 9 | 13 | 13 |
Winning Trades | 10 | 3 | 7 | 9 | 8 |
Losing Trades | 3 | 1 | 2 | 4 | 5 |
% Profitable | 76.00 | 75.00 | 77.00 | 69.00 | 61.00 |
Profit/Loss Per Trade % | 2.04 | 1.30 | 2.37 | 0.52 | 1.01 |
Profit Per Trade % | 6.00 | 6.55 | 5.76 | 7.43 | 4.69 |
Loss Per Trade % | 9.94 | 12.94 | 8.46 | 12.74 | 4.48 |
Days In Trade | 176 | 50 | 126 | 176 | 176 |
Days In Trade (Avg. Per Trade) | 13.54 | 12.50 | 14.00 | 13.54 | 13.54 |
% Days In Trade | 48.75 | 13.85 | 34.90 | 48.75 | 48.75 |