| 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: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 1000.00 | Final Equity: | 1206.34 |
| Total net P/L: | 206.34 | Total ROI: | 20.63 % |
| CAGR: | 20.89 % | Max. DD: | 6.77 % |
| System Score: | 5.487 | Sharpe Ratio: | 1.406 |
| Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
| Total days: | 361 | ||
| Commissions: | 32.00 | Comm.% P/L | 13.43 % |
| Total Transactions: | 32 | Log. Linearity: | 64.047 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 238.34 | 238.34 | 0.00 | 275.42 | -37.08 |
| Total Profit | 275.92 | 275.92 | 0.00 | 309.74 | 157.76 |
| Total Loss | 37.57 | 37.57 | 0.00 | 34.32 | 194.84 |
| Profit Factor | 7.34 | 7.34 | 0.00 | 9.03 | 0.81 |
| Trades | 8 | 8 | 0 | 8 | 8 |
| Winning Trades | 7 | 7 | 0 | 6 | 5 |
| Losing Trades | 1 | 1 | 0 | 2 | 3 |
| % Profitable | 87.00 | 87.00 | 0.00 | 75.00 | 62.00 |
| Profit/Loss Per Trade % | 2.74 | 2.74 | 0.00 | 3.02 | -0.52 |
| Profit Per Trade % | 3.62 | 3.62 | 0.00 | 4.59 | 2.81 |
| Loss Per Trade % | 3.21 | 3.21 | 0.00 | 1.51 | 5.36 |
| Days In Trade | 92 | 92 | 0 | 92 | 92 |
| Days In Trade (Avg. Per Trade) | 11.50 | 11.50 | 0.00 | 11.50 | 11.50 |
| % Days In Trade | 25.48 | 25.48 | 0.00 | 25.48 | 25.48 |