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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 24923.93 |
Total net P/L: | 14923.93 | Total ROI: | 149.24 % |
CAGR: | 303.38 % | Max. DD: | 17.01 % |
System Score: | 240.631 | Sharpe Ratio: | 2.680 |
Start Date: | 2021-01-04 | End Date: | 2021-08-31 |
Total days: | 239 | ||
Commissions: | 123.96 | Comm.% P/L | 0.82 % |
Total Transactions: | 44 | Log. Linearity: | 92.567 % |
Total | Long | Short | SUMR | NLS | |
---|---|---|---|---|---|
Total Profit/Loss | 15047.89 | 7149.85 | 7898.04 | 9965.06 | 5082.83 |
Total Profit | 15047.89 | 7149.85 | 7898.04 | 10724.30 | 6451.50 |
Total Loss | 0.00 | 0.00 | 0.00 | 759.24 | 1368.67 |
Profit Factor | 0.00 | 0.00 | 0.00 | 14.13 | 4.71 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 11 | 5 | 6 | 10 | 8 |
Losing Trades | 0 | 0 | 0 | 1 | 3 |
% Profitable | 100.00 | 100.00 | 100.00 | 90.00 | 72.00 |
Profit/Loss Per Trade % | 8.72 | 9.59 | 8.00 | 5.63 | 2.85 |
Profit Per Trade % | 8.72 | 9.59 | 8.00 | 6.86 | 5.09 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 5.89 | 2.84 |
Days In Trade | 113 | 55 | 58 | 113 | 113 |
Days In Trade (Avg. Per Trade) | 10.27 | 11.00 | 9.67 | 10.27 | 10.27 |
% Days In Trade | 47.28 | 23.01 | 24.27 | 47.28 | 47.28 |