Backtest
Type: Long only ‐ trend following algorithm
Market: Germany 40 Cash (1€)
Position size for backtest: €2.5 per point
Starting capital for backtest: €4908 (2 x drawdown)
Backtest dates: 2010‐08‐02 ‐ 2025‐05‐05
Compound Annual Growth Rate (CAGR) for backtest: 18.07%
Stoploss: Long: 1.395%
Spread for backtest: 2.1
Over weekend positions: Yes
Multitime frame: No
Timeframe: Main logic on 15 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 08:00-22:00
Avg trades per month: 6