Model: | Residual |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 10000.00 | Final Equity: | 11665.66 |
Total net P/L: | 1665.66 | Total ROI: | 16.66 % |
CAGR: | 6.16 % | Max. DD: | 12.47 % |
System Score: | 2.384 | Sharpe Ratio: | 0.838 |
Start Date: | 2008-01-02 | End Date: | 2010-07-30 |
Total days: | 940 | ||
Commissions: | 173.08 | Comm.% P/L | 9.41 % |
Total Transactions: | 124 | Log. Linearity: | 72.855 % |
Total | ![]() |
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GSK.WI-202207 | NVS | |
---|---|---|---|---|---|
Total Profit/Loss | 1838.74 | 1880.59 | -41.84 | 2182.55 | -343.80 |
Total Profit | 4519.15 | 2620.36 | 1898.79 | 5962.20 | 5776.51 |
Total Loss | 2680.40 | 739.78 | 1940.63 | 3779.65 | 6120.31 |
Profit Factor | 1.69 | 3.54 | 0.98 | 1.58 | 0.94 |
Trades | 31 | 17 | 14 | 31 | 31 |
Winning Trades | 19 | 10 | 9 | 21 | 13 |
Losing Trades | 12 | 7 | 5 | 10 | 18 |
% Profitable | 61.00 | 58.00 | 64.00 | 67.00 | 41.00 |
Profit/Loss Per Trade % | 0.55 | 1.08 | -0.10 | 0.53 | -0.14 |
Profit Per Trade % | 2.21 | 2.52 | 1.86 | 2.59 | 4.11 |
Loss Per Trade % | 1.99 | 0.93 | 3.48 | 3.45 | 3.07 |
Days In Trade | 303 | 168 | 135 | 303 | 303 |
Days In Trade (Avg. Per Trade) | 9.77 | 9.88 | 9.64 | 9.77 | 9.77 |
% Days In Trade | 32.23 | 17.87 | 14.36 | 32.23 | 32.23 |