Backtest
Type: Long & Short ‐ trend following algorithm
Market: Germany 40 Cash (1€)
Position size for backtest: €2.5 per point
Starting capital for backtest: €2144 (2 x drawdown)
Backtest dates: 2018‐01‐01 ‐ 2024‐07‐10
Compound Annual Growth Rate (CAGR) for backtest: 48.81%
Stoploss: Long: 1.4% & Short: 1.6%
Spread for backtest: 1.4
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: 09:00-17:30
Avg trades per month: 7