| 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: | 13706.60 |
| Total net P/L: | 3706.60 | Total ROI: | 37.07 % |
| CAGR: | 5.48 % | Max. DD: | 32.20 % |
| System Score: | 0.004 | Sharpe Ratio: | 0.856 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 219.52 | Comm.% P/L | 5.59 % |
| Total Transactions: | 212 | Log. Linearity: | 9.342 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3926.12 | -5291.88 | 9217.99 | 1978.76 | 1947.36 |
| Total Profit | 18544.60 | 7303.11 | 11241.49 | 7798.00 | 18053.16 |
| Total Loss | 14618.49 | 12594.99 | 2023.49 | 5819.24 | 16105.80 |
| Profit Factor | 1.27 | 0.58 | 5.56 | 1.34 | 1.12 |
| Trades | 53 | 27 | 26 | 53 | 53 |
| Winning Trades | 35 | 13 | 22 | 8 | 32 |
| Losing Trades | 18 | 14 | 4 | 45 | 21 |
| % Profitable | 66.00 | 48.00 | 84.00 | 15.00 | 60.00 |
| Profit/Loss Per Trade % | 0.63 | -1.39 | 2.77 | 0.28 | 0.24 |
| Profit Per Trade % | 4.26 | 4.51 | 4.11 | 7.84 | 4.48 |
| Loss Per Trade % | 5.87 | 6.37 | 4.15 | 0.93 | 5.69 |
| Days In Trade | 807 | 443 | 364 | 807 | 807 |
| Days In Trade (Avg. Per Trade) | 15.23 | 16.41 | 14.00 | 15.23 | 15.23 |
| % Days In Trade | 37.41 | 20.54 | 16.88 | 37.41 | 37.41 |