| Model: | Ratio |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 4189.76 |
| Total net P/L: | -5810.24 | Total ROI: | -58.10 % |
| CAGR: | -99.85 % | Max. DD: | 70.81 % |
| System Score: | -19.388 | Sharpe Ratio: | -1.001 |
| Start Date: | 2025-09-12 | End Date: | 2025-10-31 |
| Total days: | 49 | ||
| Commissions: | 18.73 | Comm.% P/L | 0.32 % |
| Total Transactions: | 8 | Log. Linearity: | 57.907 % |
| Total | Long |
Short |
RGTI | CCCX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -5791.51 | 672.19 | -6463.70 | -10730.00 | 4938.49 |
| Total Profit | 672.19 | 672.19 | 0.00 | 975.20 | 5241.50 |
| Total Loss | 6463.70 | 0.00 | 6463.70 | 11705.20 | 303.01 |
| Profit Factor | 0.10 | 0.00 | 0.00 | 0.08 | 17.30 |
| Trades | 2 | 1 | 1 | 2 | 2 |
| Winning Trades | 1 | 1 | 0 | 1 | 1 |
| Losing Trades | 1 | 0 | 1 | 1 | 1 |
| % Profitable | 50.00 | 100.00 | 0.00 | 50.00 | 50.00 |
| Profit/Loss Per Trade % | -35.15 | 19.10 | -64.68 | 0.00 | 18.04 |
| Profit Per Trade % | 19.10 | 19.10 | 0.00 | 27.71 | 52.45 |
| Loss Per Trade % | 64.68 | 0.00 | 64.68 | 117.14 | 8.61 |
| Days In Trade | 25 | 4 | 21 | 25 | 25 |
| Days In Trade (Avg. Per Trade) | 12.50 | 4.00 | 21.00 | 12.50 | 12.50 |
| % Days In Trade | 51.02 | 8.16 | 42.86 | 51.02 | 51.02 |