Model: | Ratio |
Entry Threshold: | 3.00 | 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: | 12477.73 |
Total net P/L: | 2477.73 | Total ROI: | 24.78 % |
CAGR: | 25.08 % | Max. DD: | 4.63 % |
System Score: | 14.999 | Sharpe Ratio: | 1.691 |
Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
Total days: | 361 | ||
Commissions: | 28.00 | Comm.% P/L | 1.12 % |
Total Transactions: | 28 | Log. Linearity: | 84.247 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 2505.73 | 1836.81 | 668.92 | 1587.28 | 918.45 |
Total Profit | 2683.72 | 1836.81 | 846.91 | 1886.62 | 1211.08 |
Total Loss | 177.99 | 0.00 | 177.99 | 299.34 | 292.63 |
Profit Factor | 15.08 | 0.00 | 4.76 | 6.30 | 4.14 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 6 | 3 | 3 | 4 | 5 |
Losing Trades | 1 | 0 | 1 | 3 | 2 |
% Profitable | 85.00 | 100.00 | 75.00 | 57.00 | 71.00 |
Profit/Loss Per Trade % | 3.25 | 5.76 | 1.41 | 2.09 | 1.12 |
Profit Per Trade % | 4.08 | 5.76 | 2.43 | 4.38 | 2.13 |
Loss Per Trade % | 1.58 | 0.00 | 1.58 | 0.88 | 1.35 |
Days In Trade | 82 | 19 | 63 | 82 | 82 |
Days In Trade (Avg. Per Trade) | 11.71 | 6.33 | 15.75 | 11.71 | 11.71 |
% Days In Trade | 22.71 | 5.26 | 17.45 | 22.71 | 22.71 |