| 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: | 12202.11 |
| Total net P/L: | 2202.11 | Total ROI: | 22.02 % |
| CAGR: | 195.72 % | Max. DD: | 4.63 % |
| System Score: | 137.055 | Sharpe Ratio: | 1.804 |
| Start Date: | 2016-01-04 | End Date: | 2016-03-11 |
| Total days: | 67 | ||
| Commissions: | 12.00 | Comm.% P/L | 0.54 % |
| Total Transactions: | 12 | Log. Linearity: | 88.802 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2214.11 | 1316.92 | 897.19 | 746.76 | 1467.35 |
| Total Profit | 2214.11 | 1316.92 | 897.19 | 1125.96 | 1483.58 |
| Total Loss | 0.00 | 0.00 | 0.00 | 379.20 | 16.23 |
| Profit Factor | 0.00 | 0.00 | 0.00 | 2.97 | 91.39 |
| Trades | 3 | 2 | 1 | 3 | 3 |
| Winning Trades | 3 | 2 | 1 | 2 | 2 |
| Losing Trades | 0 | 0 | 0 | 1 | 1 |
| % Profitable | 100.00 | 100.00 | 100.00 | 66.00 | 66.00 |
| Profit/Loss Per Trade % | 6.90 | 6.12 | 8.48 | 2.15 | 4.53 |
| Profit Per Trade % | 6.90 | 6.12 | 8.48 | 5.14 | 6.95 |
| Loss Per Trade % | 0.00 | 0.00 | 0.00 | 3.58 | 0.14 |
| Days In Trade | 18 | 10 | 8 | 18 | 18 |
| Days In Trade (Avg. Per Trade) | 6.00 | 5.00 | 8.00 | 6.00 | 6.00 |
| % Days In Trade | 26.87 | 14.93 | 11.94 | 26.87 | 26.87 |