Backtest
Type: Long only ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €3194 (2 x drawdown)
Backtest dates: 2017‐01‐01 ‐ 2024‐07‐10
Compound Annual Growth Rate (CAGR) for backtest: 38.22%
Stoploss: Long: 1.1%
Spread for backtest: 1.5
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: 00:01-22:14
Avg trades per month: 6