Backtest
Type: Long only ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €2320 (2 x drawdown)
Backtest dates: 2018‐01‐01 ‐ 2024‐03‐17
Compound Annual Growth Rate (CAGR) for backtest: 50.06%
Stoploss: Long: 1.65%
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: Trend detection on multiple timeframes & price action on 3min.
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 15.30 ‐ 22.00