Backtest
Type: Long & Short ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €2874 (2 x drawdown)
Backtest dates: 2018‐01‐01 ‐ 2024‐10‐05
Compound Annual Growth Rate (CAGR) for backtest: 57.98%
Stoploss: Long: 1.05% & Kort 0.92%
Spread for backtest: 1.5
Over weekend positions: Yes
Multitime frame: Yes
Timeframe: Main logic on 5 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 15:30-22:00
Avg trades per month: 19