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: €4483 (2 x drawdown)
Backtest dates: 2010‐08‐02 ‐ 2025‐05‐21
Compound Annual Growth Rate (CAGR) for backtest: 21.67%
Stoploss: Long: 1.05% & Kort 0.99%
Spread for backtest: 1
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