| 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: | 12158.23 |
| Total net P/L: | 2158.23 | Total ROI: | 21.58 % |
| CAGR: | 11.27 % | Max. DD: | 50.96 % |
| System Score: | 0.005 | Sharpe Ratio: | 0.671 |
| Start Date: | 2024-11-01 | End Date: | 2026-08-31 |
| Total days: | 668 | ||
| Commissions: | 690.97 | Comm.% P/L | 24.25 % |
| Total Transactions: | 120 | Log. Linearity: | 7.765 % |
| Total | Long |
Short |
COUR | WSE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2849.20 | 1770.30 | 1078.90 | -1806.77 | 4655.97 |
| Total Profit | 16198.85 | 8449.01 | 7749.84 | 10514.98 | 10438.01 |
| Total Loss | 13349.65 | 6678.71 | 6670.94 | 12321.75 | 5782.03 |
| Profit Factor | 1.21 | 1.27 | 1.16 | 0.85 | 1.81 |
| Trades | 30 | 15 | 15 | 30 | 30 |
| Winning Trades | 19 | 9 | 10 | 16 | 19 |
| Losing Trades | 11 | 6 | 5 | 14 | 11 |
| % Profitable | 63.00 | 60.00 | 66.00 | 53.00 | 63.00 |
| Profit/Loss Per Trade % | 0.87 | 0.92 | 0.82 | -0.37 | 1.14 |
| Profit Per Trade % | 8.20 | 9.22 | 7.29 | 6.43 | 5.16 |
| Loss Per Trade % | 9.75 | 10.01 | 9.45 | 6.82 | 5.05 |
| Days In Trade | 353 | 214 | 139 | 353 | 353 |
| Days In Trade (Avg. Per Trade) | 11.77 | 14.27 | 9.27 | 11.77 | 11.77 |
| % Days In Trade | 52.84 | 32.04 | 20.81 | 52.84 | 52.84 |