Backtest
Type: Long & Short ‐ trend following algorithm
Market: Germany 40 Cash (1€)
Position size for backtest: €2.5 per point
Starting capital for backtest: €4352 (2 x drawdown)
Backtest dates: 2012‐04‐11 ‐ 2026‐04‐24
Compound Annual Growth Rate (CAGR) for backtest: 23.63%
Stoploss: Long: 1.3% & Short: 1.15%
Spread for backtest: 3
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: Main logic on 5 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 02:00-17:30
Avg trades per month: 18