| 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: | 7520.57 |
| Total net P/L: | -2479.43 | Total ROI: | -24.79 % |
| CAGR: | -24.91 % | Max. DD: | 46.85 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.448 |
| Start Date: | 2015-01-02 | End Date: | 2015-12-31 |
| Total days: | 363 | ||
| Commissions: | 78.94 | Comm.% P/L | 3.29 % |
| Total Transactions: | 52 | Log. Linearity: | 0.341 % |
| Total | Long |
Short |
NGLS | OIS | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2400.49 | -2461.58 | 61.09 | -7043.03 | 4642.54 |
| Total Profit | 4688.65 | 3040.33 | 1648.32 | 2212.94 | 6469.75 |
| Total Loss | 7089.14 | 5501.91 | 1587.23 | 9255.97 | 1827.21 |
| Profit Factor | 0.66 | 0.55 | 1.04 | 0.24 | 3.54 |
| Trades | 13 | 8 | 5 | 13 | 13 |
| Winning Trades | 8 | 4 | 4 | 6 | 11 |
| Losing Trades | 5 | 4 | 1 | 7 | 2 |
| % Profitable | 61.00 | 50.00 | 80.00 | 46.00 | 84.00 |
| Profit/Loss Per Trade % | -2.11 | -3.22 | -0.31 | -5.45 | 3.18 |
| Profit Per Trade % | 5.68 | 7.63 | 3.76 | 3.77 | 5.58 |
| Loss Per Trade % | 12.38 | 11.72 | 15.04 | 11.82 | 8.62 |
| Days In Trade | 159 | 103 | 56 | 159 | 159 |
| Days In Trade (Avg. Per Trade) | 12.23 | 12.88 | 11.20 | 12.23 | 12.23 |
| % Days In Trade | 43.80 | 28.37 | 15.43 | 43.80 | 43.80 |