| 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: | 2286.44 |
| Total net P/L: | -7713.56 | Total ROI: | -77.14 % |
| CAGR: | -65.94 % | Max. DD: | 123.58 % |
| System Score: | -0.034 | Sharpe Ratio: | -1.249 |
| Start Date: | 2024-07-16 | End Date: | 2025-11-28 |
| Total days: | 500 | ||
| Commissions: | 356.12 | Comm.% P/L | 4.84 % |
| Total Transactions: | 68 | Log. Linearity: | 8.015 % |
| Total | Long |
Short |
SMR_W | NNE | |
|---|---|---|---|---|---|
| Total Profit/Loss | -7357.44 | 2950.14 | -10307.58 | -24433.49 | 17076.05 |
| Total Profit | 9859.14 | 4917.85 | 4941.29 | 0.00 | 20894.02 |
| Total Loss | 17216.58 | 1967.71 | 15248.87 | 24433.49 | 3817.97 |
| Profit Factor | 0.57 | 2.50 | 0.32 | 0.00 | 5.47 |
| Trades | 17 | 8 | 9 | 17 | 17 |
| Winning Trades | 11 | 6 | 5 | 0 | 12 |
| Losing Trades | 6 | 2 | 4 | 17 | 5 |
| % Profitable | 64.00 | 75.00 | 55.00 | 0.00 | 70.00 |
| Profit/Loss Per Trade % | -8.04 | 2.91 | -16.80 | -17.63 | 7.62 |
| Profit Per Trade % | 13.69 | 14.39 | 12.84 | 0.00 | 20.77 |
| Loss Per Trade % | 28.43 | 20.02 | 32.85 | 10.08 | 15.90 |
| Days In Trade | 235 | 97 | 138 | 235 | 235 |
| Days In Trade (Avg. Per Trade) | 13.82 | 12.12 | 15.33 | 13.82 | 13.82 |
| % Days In Trade | 47.00 | 19.40 | 27.60 | 47.00 | 47.00 |