Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 23 | 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: | 10814.01 |
Total net P/L: | 814.01 | Total ROI: | 8.14 % |
CAGR: | 16.79 % | Max. DD: | 7.81 % |
System Score: | 1.773 | Sharpe Ratio: | 0.920 |
Start Date: | 2025-01-28 | End Date: | 2025-07-31 |
Total days: | 184 | ||
Commissions: | 83.82 | Comm.% P/L | 9.34 % |
Total Transactions: | 36 | Log. Linearity: | 47.266 % |
Total | ![]() |
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MBINL | MBINN | |
---|---|---|---|---|---|
Total Profit/Loss | 897.83 | 451.39 | 446.44 | 960.66 | -62.83 |
Total Profit | 1138.03 | 451.39 | 686.64 | 1135.62 | 1046.60 |
Total Loss | 240.20 | 0.00 | 240.20 | 174.96 | 1109.43 |
Profit Factor | 4.74 | 0.00 | 2.86 | 6.49 | 0.94 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 8 | 4 | 4 | 6 | 6 |
Losing Trades | 1 | 0 | 1 | 2 | 3 |
% Profitable | 88.00 | 100.00 | 80.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 0.96 | 1.10 | 0.86 | 1.02 | -0.14 |
Profit Per Trade % | 1.38 | 1.10 | 1.67 | 1.81 | 1.69 |
Loss Per Trade % | 2.34 | 0.00 | 2.34 | 0.82 | 3.52 |
Days In Trade | 54 | 23 | 31 | 54 | 54 |
Days In Trade (Avg. Per Trade) | 6.00 | 5.75 | 6.20 | 6.00 | 6.00 |
% Days In Trade | 29.35 | 12.50 | 16.85 | 29.35 | 29.35 |