| 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: | 8679.90 |
| Total net P/L: | -1320.10 | Total ROI: | -13.20 % |
| CAGR: | -7.17 % | Max. DD: | 32.26 % |
| System Score: | -1.035 | Sharpe Ratio: | -0.179 |
| Start Date: | 2021-01-04 | End Date: | 2022-11-30 |
| Total days: | 695 | ||
| Commissions: | 88.00 | Comm.% P/L | 7.14 % |
| Total Transactions: | 88 | Log. Linearity: | 52.466 % |
| Total | Long |
Short |
CXO | PXD | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1232.10 | -1517.93 | 285.84 | 494.27 | -1726.37 |
| Total Profit | 5053.23 | 3694.50 | 1358.73 | 523.26 | 4544.99 |
| Total Loss | 6285.32 | 5212.43 | 1072.89 | 28.99 | 6271.35 |
| Profit Factor | 0.80 | 0.71 | 1.27 | 18.05 | 0.72 |
| Trades | 22 | 13 | 9 | 22 | 22 |
| Winning Trades | 12 | 7 | 5 | 1 | 12 |
| Losing Trades | 10 | 6 | 4 | 21 | 10 |
| % Profitable | 54.00 | 53.00 | 55.00 | 4.00 | 54.00 |
| Profit/Loss Per Trade % | -0.60 | -1.22 | 0.31 | 0.22 | -0.81 |
| Profit Per Trade % | 4.75 | 5.86 | 3.22 | 5.23 | 4.32 |
| Loss Per Trade % | 6.32 | 8.57 | 3.03 | 0.02 | 6.31 |
| Days In Trade | 315 | 188 | 127 | 315 | 315 |
| Days In Trade (Avg. Per Trade) | 14.32 | 14.46 | 14.11 | 14.32 | 14.32 |
| % Days In Trade | 45.32 | 27.05 | 18.27 | 45.32 | 45.32 |