| 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: | 9882.43 |
| Total net P/L: | -117.57 | Total ROI: | -1.18 % |
| CAGR: | -3.53 % | Max. DD: | 11.17 % |
| System Score: | -0.010 | Sharpe Ratio: | -0.055 |
| Start Date: | 2025-10-02 | End Date: | 2026-01-30 |
| Total days: | 120 | ||
| Commissions: | 30.67 | Comm.% P/L | 35.30 % |
| Total Transactions: | 16 | Log. Linearity: | 14.369 % |
| Total | Long |
Short |
ETH | ETCO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -86.90 | 0.00 | -86.90 | 3762.16 | -3849.06 |
| Total Profit | 234.57 | 0.00 | 234.57 | 4016.32 | 0.00 |
| Total Loss | 321.47 | 0.00 | 321.47 | 254.16 | 3849.06 |
| Profit Factor | 0.73 | 0.00 | 0.73 | 15.80 | 0.00 |
| Trades | 4 | 0 | 4 | 4 | 4 |
| Winning Trades | 2 | 0 | 2 | 3 | 0 |
| Losing Trades | 2 | 0 | 2 | 1 | 4 |
| % Profitable | 50.00 | 0.00 | 50.00 | 75.00 | 0.00 |
| Profit/Loss Per Trade % | -0.22 | 0.00 | -0.22 | 9.23 | -10.03 |
| Profit Per Trade % | 1.20 | 0.00 | 1.20 | 13.47 | 0.00 |
| Loss Per Trade % | 1.60 | 0.00 | 1.60 | 2.54 | 9.57 |
| Days In Trade | 79 | 0 | 79 | 79 | 79 |
| Days In Trade (Avg. Per Trade) | 19.75 | 0.00 | 19.75 | 19.75 | 19.75 |
| % Days In Trade | 65.83 | 0.00 | 65.83 | 65.83 | 65.83 |