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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 2000.00 | Final Equity: | 2167.27 |
Total net P/L: | 167.27 | Total ROI: | 8.36 % |
CAGR: | 1.43 % | Max. DD: | 17.22 % |
System Score: | 0.001 | Sharpe Ratio: | 0.451 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 212.00 | Comm.% P/L | 55.90 % |
Total Transactions: | 212 | Log. Linearity: | 7.504 % |
Total | ![]() |
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CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 379.27 | -388.05 | 767.32 | 189.62 | 189.65 |
Total Profit | 1505.18 | 584.28 | 920.90 | 678.19 | 1450.16 |
Total Loss | 1125.91 | 972.33 | 153.57 | 488.57 | 1260.51 |
Profit Factor | 1.34 | 0.60 | 6.00 | 1.39 | 1.15 |
Trades | 53 | 27 | 26 | 53 | 53 |
Winning Trades | 35 | 13 | 22 | 8 | 32 |
Losing Trades | 18 | 14 | 4 | 45 | 21 |
% Profitable | 66.00 | 48.00 | 84.00 | 15.00 | 60.00 |
Profit/Loss Per Trade % | 0.34 | -0.63 | 1.35 | 0.16 | 0.15 |
Profit Per Trade % | 1.98 | 2.07 | 1.94 | 3.85 | 2.08 |
Loss Per Trade % | 2.75 | 3.03 | 1.80 | 0.47 | 2.67 |
Days In Trade | 807 | 443 | 364 | 807 | 807 |
Days In Trade (Avg. Per Trade) | 15.23 | 16.41 | 14.00 | 15.23 | 15.23 |
% Days In Trade | 39.06 | 21.44 | 17.62 | 39.06 | 39.06 |