Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 16611.03 |
Total net P/L: | 6611.03 | Total ROI: | 66.11 % |
CAGR: | 5.35 % | Max. DD: | 35.05 % |
System Score: | 0.063 | Sharpe Ratio: | 1.108 |
Start Date: | 2016-01-04 | End Date: | 2025-09-30 |
Total days: | 3557 | ||
Commissions: | 457.97 | Comm.% P/L | 6.48 % |
Total Transactions: | 432 | Log. Linearity: | 22.732 % |
Total | ![]() |
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CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | 7069.00 | -6345.47 | 13414.47 | 3304.36 | 3764.64 |
Total Profit | 37966.99 | 15516.36 | 22450.63 | 27117.79 | 40240.51 |
Total Loss | 30897.99 | 21861.83 | 9036.16 | 23813.43 | 36475.87 |
Profit Factor | 1.23 | 0.71 | 2.48 | 1.14 | 1.10 |
Trades | 108 | 53 | 55 | 108 | 108 |
Winning Trades | 72 | 29 | 43 | 39 | 67 |
Losing Trades | 36 | 24 | 12 | 69 | 41 |
% Profitable | 66.00 | 54.00 | 78.00 | 36.00 | 62.00 |
Profit/Loss Per Trade % | 0.50 | -0.68 | 1.65 | 0.12 | 0.19 |
Profit Per Trade % | 3.64 | 3.74 | 3.58 | 4.72 | 4.09 |
Loss Per Trade % | 5.35 | 5.60 | 4.84 | 2.25 | 5.60 |
Days In Trade | 1604 | 847 | 757 | 1604 | 1604 |
Days In Trade (Avg. Per Trade) | 14.85 | 15.98 | 13.76 | 14.85 | 14.85 |
% Days In Trade | 45.09 | 23.81 | 21.28 | 45.09 | 45.09 |