| Model: | Residual |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | -2181.76 |
| Total net P/L: | -12181.76 | Total ROI: | -121.82 % |
| CAGR: | 0.00 % | Max. DD: | 104.94 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.540 |
| Start Date: | 2021-12-21 | End Date: | 2025-11-28 |
| Total days: | 1438 | ||
| Commissions: | 2887.14 | Comm.% P/L | 31.06 % |
| Total Transactions: | 200 | Log. Linearity: | 28.238 % |
| Total | Long |
Short |
NXXT | SAFX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -9294.62 | -19617.04 | 10322.42 | 40936.50 | -50231.12 |
| Total Profit | 70364.82 | 22161.20 | 48203.62 | 73951.15 | 2627.19 |
| Total Loss | 79659.44 | 41778.24 | 37881.20 | 33014.66 | 52858.30 |
| Profit Factor | 0.88 | 0.53 | 1.27 | 2.24 | 0.05 |
| Trades | 50 | 23 | 27 | 50 | 50 |
| Winning Trades | 33 | 13 | 20 | 35 | 18 |
| Losing Trades | 17 | 10 | 7 | 15 | 30 |
| % Profitable | 66.00 | 56.00 | 74.00 | 70.00 | 36.00 |
| Profit/Loss Per Trade % | 0.00 | 0.00 | 3.91 | 3.67 | 0.00 |
| Profit Per Trade % | 12.06 | 11.34 | 12.53 | 11.92 | 0.66 |
| Loss Per Trade % | 18.68 | 21.65 | 14.57 | 12.46 | 4.62 |
| Days In Trade | 448 | 251 | 197 | 448 | 448 |
| Days In Trade (Avg. Per Trade) | 8.96 | 10.91 | 7.30 | 8.96 | 8.96 |
| % Days In Trade | 31.15 | 17.45 | 13.70 | 31.15 | 31.15 |