| Model: | Ratio |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 50 | 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: | 12203.90 |
| Total net P/L: | 2203.90 | Total ROI: | 22.04 % |
| CAGR: | 22.31 % | Max. DD: | 53.66 % |
| System Score: | 2.004 | Sharpe Ratio: | 0.677 |
| Start Date: | 2024-12-02 | End Date: | 2025-11-28 |
| Total days: | 361 | ||
| Commissions: | 121.09 | Comm.% P/L | 5.21 % |
| Total Transactions: | 24 | Log. Linearity: | 44.784 % |
| Total | Long |
Short |
SMR_W | NNE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2324.99 | 2324.99 | 0.00 | -100.33 | 2425.32 |
| Total Profit | 6104.89 | 6104.89 | 0.00 | 0.00 | 6171.06 |
| Total Loss | 3779.90 | 3779.90 | 0.00 | 100.33 | 3745.74 |
| Profit Factor | 1.62 | 1.62 | 0.00 | 0.00 | 1.65 |
| Trades | 6 | 6 | 0 | 6 | 6 |
| Winning Trades | 4 | 4 | 0 | 0 | 4 |
| Losing Trades | 2 | 2 | 0 | 6 | 2 |
| % Profitable | 66.00 | 66.00 | 0.00 | 0.00 | 66.00 |
| Profit/Loss Per Trade % | 3.54 | 3.54 | 0.00 | -0.13 | 3.67 |
| Profit Per Trade % | 12.72 | 12.72 | 0.00 | 0.00 | 12.85 |
| Loss Per Trade % | 11.27 | 11.27 | 0.00 | 0.13 | 11.13 |
| Days In Trade | 92 | 92 | 0 | 92 | 92 |
| Days In Trade (Avg. Per Trade) | 15.33 | 15.33 | 0.00 | 15.33 | 15.33 |
| % Days In Trade | 25.48 | 25.48 | 0.00 | 25.48 | 25.48 |