| 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: | 10000.00 | Final Equity: | 15236.91 |
| Total net P/L: | 5236.91 | Total ROI: | 52.37 % |
| CAGR: | 53.08 % | Max. DD: | 6.95 % |
| System Score: | 32.625 | Sharpe Ratio: | 2.392 |
| Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
| Total days: | 361 | ||
| Commissions: | 60.00 | Comm.% P/L | 1.13 % |
| Total Transactions: | 60 | Log. Linearity: | 85.023 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5296.91 | 2644.14 | 2652.78 | 3587.31 | 1709.60 |
| Total Profit | 5985.92 | 3128.35 | 2857.57 | 4675.29 | 4392.01 |
| Total Loss | 689.01 | 484.22 | 204.79 | 1087.98 | 2682.41 |
| Profit Factor | 8.69 | 6.46 | 13.95 | 4.30 | 1.64 |
| Trades | 15 | 8 | 7 | 15 | 15 |
| Winning Trades | 13 | 7 | 6 | 9 | 11 |
| Losing Trades | 2 | 1 | 1 | 6 | 4 |
| % Profitable | 86.00 | 87.00 | 85.00 | 60.00 | 73.00 |
| Profit/Loss Per Trade % | 2.88 | 2.79 | 2.99 | 1.80 | 0.88 |
| Profit Per Trade % | 3.75 | 3.73 | 3.77 | 4.07 | 3.20 |
| Loss Per Trade % | 2.57 | 3.56 | 1.58 | 1.49 | 4.79 |
| Days In Trade | 175 | 92 | 83 | 175 | 175 |
| Days In Trade (Avg. Per Trade) | 11.67 | 11.50 | 11.86 | 11.67 | 11.67 |
| % Days In Trade | 48.48 | 25.48 | 22.99 | 48.48 | 48.48 |