Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
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: | 10000.00 | Final Equity: | 14840.90 |
Total net P/L: | 4840.90 | Total ROI: | 48.41 % |
CAGR: | 47.01 % | Max. DD: | 85.66 % |
System Score: | 0.001 | Sharpe Ratio: | 1.143 |
Start Date: | 2021-01-04 | End Date: | 2022-01-13 |
Total days: | 374 | ||
Commissions: | 2636.95 | Comm.% P/L | 35.26 % |
Total Transactions: | 72 | Log. Linearity: | 3.100 % |
Total | Long | Short | REDU | YQ | |
---|---|---|---|---|---|
Total Profit/Loss | 7477.85 | 12190.39 | -4712.54 | 10714.06 | -3236.22 |
Total Profit | 28255.14 | 12190.39 | 16064.75 | 22832.73 | 24680.70 |
Total Loss | 20777.30 | 0.00 | 20777.30 | 12118.67 | 27916.91 |
Profit Factor | 1.36 | 0.00 | 0.77 | 1.88 | 0.88 |
Trades | 18 | 6 | 12 | 18 | 18 |
Winning Trades | 13 | 6 | 7 | 12 | 11 |
Losing Trades | 5 | 0 | 5 | 6 | 7 |
% Profitable | 72.00 | 100.00 | 58.00 | 66.00 | 61.00 |
Profit/Loss Per Trade % | 3.07 | 11.78 | -1.02 | 3.64 | -2.98 |
Profit Per Trade % | 14.54 | 11.78 | 16.97 | 11.08 | 13.71 |
Loss Per Trade % | 20.95 | 0.00 | 20.95 | 9.00 | 20.44 |
Days In Trade | 215 | 54 | 161 | 215 | 215 |
Days In Trade (Avg. Per Trade) | 11.94 | 9.00 | 13.42 | 11.94 | 11.94 |
% Days In Trade | 57.49 | 14.44 | 43.05 | 57.49 | 57.49 |