| Model: | Ratio |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 12498.69 |
| Total net P/L: | 2498.69 | Total ROI: | 24.99 % |
| CAGR: | 13.00 % | Max. DD: | 19.11 % |
| System Score: | 0.564 | Sharpe Ratio: | 0.784 |
| Start Date: | 2020-01-02 | End Date: | 2021-10-29 |
| Total days: | 666 | ||
| Commissions: | 94.44 | Comm.% P/L | 3.64 % |
| Total Transactions: | 88 | Log. Linearity: | 35.141 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2593.13 | -2583.14 | 5176.27 | 2037.61 | 555.52 |
| Total Profit | 9624.90 | 4168.00 | 5456.90 | 7798.00 | 9097.64 |
| Total Loss | 7031.77 | 6751.14 | 280.63 | 5760.39 | 8542.13 |
| Profit Factor | 1.37 | 0.62 | 19.44 | 1.35 | 1.07 |
| Trades | 22 | 12 | 10 | 22 | 22 |
| Winning Trades | 16 | 7 | 9 | 8 | 13 |
| Losing Trades | 6 | 5 | 1 | 14 | 9 |
| % Profitable | 72.00 | 58.00 | 90.00 | 36.00 | 59.00 |
| Profit/Loss Per Trade % | 1.05 | -1.43 | 4.12 | 0.69 | 0.10 |
| Profit Per Trade % | 4.72 | 4.58 | 4.84 | 7.84 | 5.36 |
| Loss Per Trade % | 7.85 | 9.03 | 2.13 | 3.00 | 6.79 |
| Days In Trade | 328 | 184 | 144 | 328 | 328 |
| Days In Trade (Avg. Per Trade) | 14.91 | 15.33 | 14.40 | 14.91 | 14.91 |
| % Days In Trade | 49.25 | 27.63 | 21.62 | 49.25 | 49.25 |