| 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: | 9851.54 |
| Total net P/L: | -148.46 | Total ROI: | -1.48 % |
| CAGR: | -0.27 % | Max. DD: | 32.26 % |
| System Score: | -0.001 | Sharpe Ratio: | 0.191 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 160.00 | Comm.% P/L | 1386.73 % |
| Total Transactions: | 160 | Log. Linearity: | 12.991 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 11.54 | -3052.85 | 3064.39 | 468.55 | -457.01 |
| Total Profit | 8858.71 | 4343.69 | 4515.01 | 523.26 | 8368.84 |
| Total Loss | 8847.17 | 7396.54 | 1450.63 | 54.71 | 8825.85 |
| Profit Factor | 1.00 | 0.59 | 3.11 | 9.56 | 0.95 |
| Trades | 40 | 21 | 19 | 40 | 40 |
| Winning Trades | 25 | 10 | 15 | 1 | 25 |
| Losing Trades | 15 | 11 | 4 | 39 | 15 |
| % Profitable | 62.00 | 47.00 | 78.00 | 2.00 | 62.00 |
| Profit/Loss Per Trade % | 0.01 | -1.50 | 1.69 | 0.11 | -0.11 |
| Profit Per Trade % | 3.92 | 4.77 | 3.35 | 5.23 | 3.72 |
| Loss Per Trade % | 5.95 | 6.62 | 4.13 | 0.02 | 5.93 |
| Days In Trade | 608 | 338 | 270 | 608 | 608 |
| Days In Trade (Avg. Per Trade) | 15.20 | 16.10 | 14.21 | 15.20 | 15.20 |
| % Days In Trade | 30.35 | 16.87 | 13.48 | 30.35 | 30.35 |