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: | 4757.34 |
Total net P/L: | -242.66 | Total ROI: | -4.85 % |
CAGR: | -8.40 % | Max. DD: | 17.51 % |
System Score: | -1.250 | Sharpe Ratio: | -0.123 |
Start Date: | 2021-01-04 | End Date: | 2021-07-30 |
Total days: | 207 | ||
Commissions: | 55.87 | Comm.% P/L | 29.91 % |
Total Transactions: | 24 | Log. Linearity: | 52.995 % |
Total | Long | Short | ENBL | WMB | |
---|---|---|---|---|---|
Total Profit/Loss | -186.79 | 183.38 | -370.17 | -1018.18 | 831.39 |
Total Profit | 717.88 | 183.38 | 534.50 | 811.81 | 1124.91 |
Total Loss | 904.67 | 0.00 | 904.67 | 1829.99 | 293.52 |
Profit Factor | 0.79 | 0.00 | 0.59 | 0.44 | 3.83 |
Trades | 6 | 1 | 5 | 6 | 6 |
Winning Trades | 4 | 1 | 3 | 3 | 4 |
Losing Trades | 2 | 0 | 2 | 3 | 2 |
% Profitable | 66.00 | 100.00 | 60.00 | 50.00 | 66.00 |
Profit/Loss Per Trade % | -0.64 | 3.60 | -1.47 | -3.66 | 2.49 |
Profit Per Trade % | 3.65 | 3.60 | 3.67 | 5.51 | 5.41 |
Loss Per Trade % | 8.47 | 0.00 | 8.47 | 11.19 | 3.06 |
Days In Trade | 97 | 15 | 82 | 97 | 97 |
Days In Trade (Avg. Per Trade) | 16.17 | 15.00 | 16.40 | 16.17 | 16.17 |
% Days In Trade | 46.86 | 7.25 | 39.61 | 46.86 | 46.86 |