Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 16154.66 |
Total net P/L: | 6154.66 | Total ROI: | 61.55 % |
CAGR: | 246.11 % | Max. DD: | 8.40 % |
System Score: | 197.434 | Sharpe Ratio: | 2.498 |
Start Date: | 2024-03-20 | End Date: | 2024-08-08 |
Total days: | 141 | ||
Commissions: | 36.02 | Comm.% P/L | 0.58 % |
Total Transactions: | 32 | Log. Linearity: | 92.918 % |
Total | Long | Short | COIN | FBTC | |
---|---|---|---|---|---|
Total Profit/Loss | 6190.68 | 388.91 | 5801.77 | 2780.92 | 3409.76 |
Total Profit | 7472.98 | 1671.21 | 5801.77 | 7416.46 | 6110.93 |
Total Loss | 1282.30 | 1282.30 | 0.00 | 4635.54 | 2701.17 |
Profit Factor | 5.83 | 1.30 | 0.00 | 1.60 | 2.26 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 7 | 2 | 5 | 6 | 4 |
Losing Trades | 1 | 1 | 0 | 2 | 4 |
% Profitable | 87.00 | 66.00 | 100.00 | 75.00 | 50.00 |
Profit/Loss Per Trade % | 6.21 | 1.95 | 8.85 | 3.04 | 2.27 |
Profit Per Trade % | 8.31 | 6.95 | 8.85 | 9.42 | 10.15 |
Loss Per Trade % | 7.35 | 7.35 | 0.00 | 13.08 | 4.93 |
Days In Trade | 68 | 27 | 41 | 68 | 68 |
Days In Trade (Avg. Per Trade) | 8.50 | 9.00 | 8.20 | 8.50 | 8.50 |
% Days In Trade | 48.23 | 19.15 | 29.08 | 48.23 | 48.23 |