Model: | Ratio |
Entry Threshold: | 1.50 | 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: | 27011.11 |
Total net P/L: | 17011.11 | Total ROI: | 170.11 % |
CAGR: | 356.09 % | Max. DD: | 17.33 % |
System Score: | 296.799 | Sharpe Ratio: | 2.675 |
Start Date: | 2021-01-04 | End Date: | 2021-08-31 |
Total days: | 239 | ||
Commissions: | 153.15 | Comm.% P/L | 0.89 % |
Total Transactions: | 52 | Log. Linearity: | 94.110 % |
Total | Long | Short | NLS | SUMR | |
---|---|---|---|---|---|
Total Profit/Loss | 17164.26 | 6516.20 | 10648.06 | 4835.15 | 12329.11 |
Total Profit | 17164.26 | 6516.20 | 10648.06 | 6279.76 | 13108.33 |
Total Loss | 0.00 | 0.00 | 0.00 | 1444.61 | 779.22 |
Profit Factor | 0.00 | 0.00 | 0.00 | 4.35 | 16.82 |
Trades | 13 | 6 | 7 | 13 | 13 |
Winning Trades | 13 | 6 | 7 | 8 | 12 |
Losing Trades | 0 | 0 | 0 | 5 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 61.00 | 92.00 |
Profit/Loss Per Trade % | 8.01 | 6.39 | 9.42 | 2.09 | 5.71 |
Profit Per Trade % | 8.01 | 6.39 | 9.42 | 4.67 | 6.74 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.87 | 5.89 |
Days In Trade | 138 | 65 | 73 | 138 | 138 |
Days In Trade (Avg. Per Trade) | 10.62 | 10.83 | 10.43 | 10.62 | 10.62 |
% Days In Trade | 57.74 | 27.20 | 30.54 | 57.74 | 57.74 |