| Model: | Ratio |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
| 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: | 11349.10 |
| Total net P/L: | 1349.10 | Total ROI: | 13.49 % |
| CAGR: | 7.16 % | Max. DD: | 54.13 % |
| System Score: | 0.035 | Sharpe Ratio: | 0.588 |
| Start Date: | 2024-11-01 | End Date: | 2026-08-31 |
| Total days: | 668 | ||
| Commissions: | 693.36 | Comm.% P/L | 33.95 % |
| Total Transactions: | 124 | Log. Linearity: | 17.047 % |
| Total | Long |
Short |
WSE | COUR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2042.46 | 243.99 | 1798.47 | 3770.59 | -1728.13 |
| Total Profit | 15164.92 | 6981.50 | 8183.42 | 10283.33 | 10821.57 |
| Total Loss | 13122.46 | 6737.51 | 6384.95 | 6512.73 | 12549.70 |
| Profit Factor | 1.16 | 1.04 | 1.28 | 1.58 | 0.86 |
| Trades | 31 | 14 | 17 | 31 | 31 |
| Winning Trades | 20 | 9 | 11 | 18 | 17 |
| Losing Trades | 11 | 5 | 6 | 13 | 14 |
| % Profitable | 64.00 | 64.00 | 64.00 | 58.00 | 54.00 |
| Profit/Loss Per Trade % | 0.62 | 0.47 | 0.74 | 0.76 | -0.27 |
| Profit Per Trade % | 7.44 | 7.51 | 7.38 | 5.42 | 6.41 |
| Loss Per Trade % | 9.80 | 9.54 | 10.01 | 5.01 | 7.07 |
| Days In Trade | 382 | 138 | 244 | 382 | 382 |
| Days In Trade (Avg. Per Trade) | 12.32 | 9.86 | 14.35 | 12.32 | 12.32 |
| % Days In Trade | 57.19 | 20.66 | 36.53 | 57.19 | 57.19 |