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: | 31755.19 |
Total net P/L: | 21755.19 | Total ROI: | 217.55 % |
CAGR: | 483.94 % | Max. DD: | 17.03 % |
System Score: | 401.449 | Sharpe Ratio: | 3.245 |
Start Date: | 2021-01-04 | End Date: | 2021-08-31 |
Total days: | 239 | ||
Commissions: | 158.88 | Comm.% P/L | 0.73 % |
Total Transactions: | 48 | Log. Linearity: | 93.961 % |
Total | Long | Short | NLS | SUMR | |
---|---|---|---|---|---|
Total Profit/Loss | 21914.07 | 8762.82 | 13151.25 | 6022.94 | 15891.13 |
Total Profit | 21914.07 | 8762.82 | 13151.25 | 7382.35 | 16690.33 |
Total Loss | 0.00 | 0.00 | 0.00 | 1359.41 | 799.20 |
Profit Factor | 0.00 | 0.00 | 0.00 | 5.43 | 20.88 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 12 | 5 | 7 | 9 | 11 |
Losing Trades | 0 | 0 | 0 | 3 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 75.00 | 91.00 |
Profit/Loss Per Trade % | 10.18 | 9.38 | 10.75 | 2.79 | 7.19 |
Profit Per Trade % | 10.18 | 9.38 | 10.75 | 4.62 | 8.46 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 2.47 | 5.90 |
Days In Trade | 110 | 42 | 68 | 110 | 110 |
Days In Trade (Avg. Per Trade) | 9.17 | 8.40 | 9.71 | 9.17 | 9.17 |
% Days In Trade | 46.03 | 17.57 | 28.45 | 46.03 | 46.03 |