| 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: | 12703.56 |
| Total net P/L: | 2703.56 | Total ROI: | 27.04 % |
| CAGR: | 27.37 % | Max. DD: | 53.63 % |
| System Score: | 2.712 | Sharpe Ratio: | 0.741 |
| Start Date: | 2024-12-02 | End Date: | 2025-11-28 |
| Total days: | 361 | ||
| Commissions: | 261.34 | Comm.% P/L | 8.81 % |
| Total Transactions: | 44 | Log. Linearity: | 46.273 % |
| Total | Long |
Short |
SMR_W | NNE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2964.90 | 2696.84 | 268.06 | -211.80 | 3176.70 |
| Total Profit | 10628.16 | 7333.01 | 3295.15 | 0.00 | 10761.80 |
| Total Loss | 7663.26 | 4636.17 | 3027.09 | 211.80 | 7585.10 |
| Profit Factor | 1.39 | 1.58 | 1.09 | 0.00 | 1.42 |
| Trades | 11 | 6 | 5 | 11 | 11 |
| Winning Trades | 7 | 4 | 3 | 0 | 7 |
| Losing Trades | 4 | 2 | 2 | 11 | 4 |
| % Profitable | 63.00 | 66.00 | 60.00 | 0.00 | 63.00 |
| Profit/Loss Per Trade % | 2.37 | 3.55 | 0.96 | -0.13 | 2.50 |
| Profit Per Trade % | 11.36 | 12.74 | 9.55 | 0.00 | 11.49 |
| Loss Per Trade % | 10.87 | 11.26 | 10.48 | 0.13 | 10.74 |
| Days In Trade | 166 | 92 | 74 | 166 | 166 |
| Days In Trade (Avg. Per Trade) | 15.09 | 15.33 | 14.80 | 15.09 | 15.09 |
| % Days In Trade | 45.98 | 25.48 | 20.50 | 45.98 | 45.98 |