Backtest
Type: Long only ‐ trend following algorithm
Market: USA 500 Cash (1€)
Position size for backtest: €7.8 per point
Starting capital for backtest: €2508 (2 x drawdown)
Backtest dates: 2010-08-02 ‐ 2026‐07‐01
Compound Annual Growth Rate (CAGR) for backtest: 19.42%
Stoploss: Long: 0.781% Short: 0.685%
Spread for backtest: 0.6
Over weekend positions: Yes
Multitime frame: No
Timeframe: Main logic on 1 hour
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 00:01 ‐ 22.14
Avg trades per month: 5