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: | 3235.51 |
Total net P/L: | -1764.49 | Total ROI: | -35.29 % |
CAGR: | -25.65 % | Max. DD: | 64.01 % |
System Score: | -0.006 | Sharpe Ratio: | 0.197 |
Start Date: | 2020-02-10 | End Date: | 2021-07-30 |
Total days: | 536 | ||
Commissions: | 136.32 | Comm.% P/L | 8.37 % |
Total Transactions: | 72 | Log. Linearity: | 6.242 % |
Total | Long | Short | ENBL | WMB | |
---|---|---|---|---|---|
Total Profit/Loss | -1628.17 | -2476.14 | 847.97 | -3744.59 | 2116.42 |
Total Profit | 2710.69 | 580.88 | 2129.81 | 2785.00 | 3098.96 |
Total Loss | 4338.86 | 3057.02 | 1281.84 | 6529.59 | 982.54 |
Profit Factor | 0.62 | 0.19 | 1.66 | 0.43 | 3.15 |
Trades | 18 | 6 | 12 | 18 | 18 |
Winning Trades | 12 | 3 | 9 | 11 | 12 |
Losing Trades | 6 | 3 | 3 | 7 | 6 |
% Profitable | 66.00 | 50.00 | 75.00 | 61.00 | 66.00 |
Profit/Loss Per Trade % | -2.15 | -11.29 | 2.77 | -6.60 | 2.62 |
Profit Per Trade % | 8.07 | 6.55 | 8.58 | 8.87 | 6.85 |
Loss Per Trade % | 18.46 | 24.88 | 12.37 | 22.38 | 5.19 |
Days In Trade | 264 | 92 | 172 | 264 | 264 |
Days In Trade (Avg. Per Trade) | 14.67 | 15.33 | 14.33 | 14.67 | 14.67 |
% Days In Trade | 49.25 | 17.16 | 32.09 | 49.25 | 49.25 |