Backtest
Type: Long & Short ‐ trend following algorithm
Market: USA 500 Cash (1€)
Position size for backtest: €7.8 per point
Starting capital for backtest: €3182 (2 x drawdown)
Backtest dates: 2017‐03‐19 ‐ 2025‐07‐27
Compound Annual Growth Rate (CAGR) for backtest: 34.91%
Stoploss: Long: 1.292% & Short 1.198%
Spread for backtest: 0.6
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: Main logic on 3 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 00.01 ‐ 22.14
Avg trades per month: 17