Backtest
Type: Long & Short ‐ trend following algorithm
Market: Germany 40 Cash (1€)
Position size for backtest: €2.5 per point
Starting capital for backtest: €3464 (2 x drawdown)
Backtest dates: 2022‐05‐23‐ 2025‐03‐06
Compound Annual Growth Rate (CAGR) for backtest: 125.86%
Stoploss: Long: 1.265% & Short: 1.003%
Spread for backtest: 2.1
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: 1 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 08:00-22:00
Avg trades per month: 13