Backtest
Type: Long & Short ‐ trend following algorithm
Market: Germany 40 Cash (1€)
Position size for backtest: €2.5 per point
Starting capital for backtest: €5820 (2 x drawdown)
Backtest dates: 2017‐04‐11 ‐ 2025‐07‐28
Compound Annual Growth Rate (CAGR) for backtest: 33.07%
Stoploss: Long: 1.296% & Short: 1.111%
Spread for backtest: 2
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: 3 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 08:00-22:00
Avg trades per month: 17