Backtest
Type: Long & Short ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €3282 (2 x drawdown)
Backtest dates: 2018‐01‐01 ‐ 2024‐07‐10
Compound Annual Growth Rate (CAGR) for backtest: 49.57%
Stoploss: Long: 1.35% & Kort 0.9%
Spread for backtest: 1.5
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: Main logic on 3 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 01:00-22:14
Avg trades per month: 13