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: | 2000.00 | Final Equity: | 1579.93 |
Total net P/L: | -420.06 | Total ROI: | -21.00 % |
CAGR: | -12.69 % | Max. DD: | 33.04 % |
System Score: | -3.459 | Sharpe Ratio: | -0.480 |
Start Date: | 2021-01-04 | End Date: | 2022-09-30 |
Total days: | 634 | ||
Commissions: | 84.00 | Comm.% P/L | 25.00 % |
Total Transactions: | 84 | Log. Linearity: | 64.836 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | -336.06 | -299.47 | -36.60 | 97.24 | -433.31 |
Total Profit | 957.60 | 704.37 | 253.23 | 102.60 | 857.93 |
Total Loss | 1293.66 | 1003.84 | 289.82 | 5.36 | 1291.23 |
Profit Factor | 0.74 | 0.70 | 0.87 | 19.14 | 0.66 |
Trades | 21 | 13 | 8 | 21 | 21 |
Winning Trades | 12 | 7 | 5 | 1 | 12 |
Losing Trades | 9 | 6 | 3 | 20 | 9 |
% Profitable | 57.00 | 53.00 | 62.00 | 4.00 | 57.00 |
Profit/Loss Per Trade % | -0.89 | -1.22 | -0.35 | 0.22 | -1.11 |
Profit Per Trade % | 4.57 | 5.68 | 3.05 | 5.14 | 4.16 |
Loss Per Trade % | 7.49 | 8.40 | 5.70 | 0.01 | 7.47 |
Days In Trade | 312 | 188 | 124 | 312 | 312 |
Days In Trade (Avg. Per Trade) | 14.86 | 14.46 | 15.50 | 14.86 | 14.86 |
% Days In Trade | 49.21 | 29.65 | 19.56 | 49.21 | 49.21 |