Model: | Ratio |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | -9122.46 |
Total net P/L: | -19122.46 | Total ROI: | -191.22 % |
CAGR: | 0.00 % | Max. DD: | 363.69 % |
System Score: | 0.000 | Sharpe Ratio: | 0.631 |
Start Date: | 2021-01-20 | End Date: | 2022-11-23 |
Total days: | 672 | ||
Commissions: | 74.98 | Comm.% P/L | 0.39 % |
Total Transactions: | 16 | Log. Linearity: | 41.892 % |
Total | Long | Short | AMC | SNPR | |
---|---|---|---|---|---|
Total Profit/Loss | -19047.48 | 0.00 | -19047.48 | -18419.19 | -628.29 |
Total Profit | 1547.32 | 0.00 | 1547.32 | 2030.47 | 31.50 |
Total Loss | 20594.80 | 0.00 | 20594.80 | 20449.66 | 659.79 |
Profit Factor | 0.08 | 0.00 | 0.08 | 0.10 | 0.05 |
Trades | 4 | 0 | 4 | 4 | 4 |
Winning Trades | 2 | 0 | 2 | 2 | 1 |
Losing Trades | 2 | 0 | 2 | 2 | 3 |
% Profitable | 50.00 | 0.00 | 50.00 | 50.00 | 25.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | -3.48 |
Profit Per Trade % | 19.16 | 0.00 | 19.16 | 25.15 | 0.60 |
Loss Per Trade % | 147.02 | 0.00 | 147.02 | 145.87 | 4.67 |
Days In Trade | 48 | 0 | 48 | 48 | 48 |
Days In Trade (Avg. Per Trade) | 12.00 | 0.00 | 12.00 | 12.00 | 12.00 |
% Days In Trade | 7.14 | 0.00 | 7.14 | 7.14 | 7.14 |