| 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: | 10709.15 |
| Total net P/L: | 709.15 | Total ROI: | 7.09 % |
| CAGR: | 3.83 % | Max. DD: | 26.01 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.368 |
| Start Date: | 2020-01-02 | End Date: | 2021-10-29 |
| Total days: | 666 | ||
| Commissions: | 108.91 | Comm.% P/L | 13.31 % |
| Total Transactions: | 104 | Log. Linearity: | 0.003 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 818.06 | -3443.27 | 4261.33 | 4179.41 | -3361.35 |
| Total Profit | 8317.69 | 3285.68 | 5032.00 | 8317.24 | 6501.21 |
| Total Loss | 7499.63 | 6728.95 | 770.67 | 4137.83 | 9862.56 |
| Profit Factor | 1.11 | 0.49 | 6.53 | 2.01 | 0.66 |
| Trades | 26 | 15 | 11 | 26 | 26 |
| Winning Trades | 16 | 8 | 8 | 9 | 11 |
| Losing Trades | 10 | 7 | 3 | 17 | 15 |
| % Profitable | 61.00 | 53.00 | 72.00 | 34.00 | 42.00 |
| Profit/Loss Per Trade % | 0.30 | -1.73 | 3.13 | 1.28 | -1.18 |
| Profit Per Trade % | 4.32 | 3.45 | 5.20 | 7.79 | 4.80 |
| Loss Per Trade % | 5.54 | 7.01 | 2.17 | 1.90 | 5.15 |
| Days In Trade | 296 | 190 | 106 | 296 | 296 |
| Days In Trade (Avg. Per Trade) | 11.38 | 12.67 | 9.64 | 11.38 | 11.38 |
| % Days In Trade | 44.44 | 28.53 | 15.92 | 44.44 | 44.44 |