Backtest
Type: Long & Short ‐ algorithm
Market: Germany 40 Cash (1€)
Position size for backtest: €2.5 per point
Starting capital for backtest: €3990 (2 x drawdown)
Backtest dates: 2010‐08‐02 ‐ 2026‐08‐16
Compound Annual Growth Rate (CAGR) for backtest: 19.8%
Stoploss: Long: 0.928% & Short: 0.893%
Spread for backtest: 2
Over weekend positions: Yes
Multitime frame: No
Timeframe: 1 hour
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 08:00-22:00
Avg trades per month: 7