Backtest
Type: Long & Short ‐ trend following algorithm
Market: US 500 Cash (€1)
Position size for backtest: €7.8 per point
Starting capital for backtest: €2738 (2 x drawdown)
Backtest dates: 2018‐01‐01 ‐ 2024‐07‐10
Compound Annual Growth Rate (CAGR) for backtest: 57.62%
Stoploss: Long: 1.2% & Short 0.8%
Spread for backtest: 0.4
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
Avg trades per month: 15