Backtest
Type: Long ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €4594 (2 x drawdown)
Backtest dates: 2018‐03‐07 ‐ 2026‐05‐11
Compound Annual Growth Rate (CAGR) for backtest: 30.07
Stoploss: Long: 1.245%
Spread for backtest: 2.2
Over weekend positions: Yes
Multitime frame: No
Timeframe: Main logic on 3 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 00:01-22:00
Avg trades per month: 14