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: | 4512.82 |
Total net P/L: | -487.18 | Total ROI: | -9.74 % |
CAGR: | -26.98 % | Max. DD: | 15.02 % |
System Score: | -2.803 | Sharpe Ratio: | -0.679 |
Start Date: | 2021-04-02 | End Date: | 2021-07-30 |
Total days: | 119 | ||
Commissions: | 23.22 | Comm.% P/L | 5.00 % |
Total Transactions: | 12 | Log. Linearity: | 47.012 % |
Total | Long | Short | ENBL | WMB | |
---|---|---|---|---|---|
Total Profit/Loss | -463.96 | 0.00 | -463.96 | -845.13 | 381.17 |
Total Profit | 200.29 | 0.00 | 200.29 | 287.31 | 619.45 |
Total Loss | 664.25 | 0.00 | 664.25 | 1132.44 | 238.28 |
Profit Factor | 0.30 | 0.00 | 0.30 | 0.25 | 2.60 |
Trades | 3 | 0 | 3 | 3 | 3 |
Winning Trades | 2 | 0 | 2 | 1 | 2 |
Losing Trades | 1 | 0 | 1 | 2 | 1 |
% Profitable | 66.00 | 0.00 | 66.00 | 33.00 | 66.00 |
Profit/Loss Per Trade % | -3.19 | 0.00 | -3.19 | -6.28 | 2.35 |
Profit Per Trade % | 2.29 | 0.00 | 2.29 | 6.43 | 6.42 |
Loss Per Trade % | 13.30 | 0.00 | 13.30 | 10.79 | 5.33 |
Days In Trade | 54 | 0 | 54 | 54 | 54 |
Days In Trade (Avg. Per Trade) | 18.00 | 0.00 | 18.00 | 18.00 | 18.00 |
% Days In Trade | 45.38 | 0.00 | 45.38 | 45.38 | 45.38 |