Backtest
Type: Long ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €5568 (2 x drawdown)
Backtest dates: 2018‐06‐14 ‐ 2026‐08‐16
Compound Annual Growth Rate (CAGR) for backtest: 36.66%
Stoploss: Long: 1.031% & Short: 0.796%
Spread for backtest: 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: 20