Backtest
Type: Long ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €6030 (2 x drawdown)
Backtest dates: 2010‐08‐02 ‐ 2026‐08‐14
Compound Annual Growth Rate (CAGR) for backtest: 13.01%
Stoploss: Long: 1.066%
Spread for backtest: 2
Over weekend positions: Yes
Multitime frame: No
Timeframe: Main logic on 15 minutes
Trailing stop: Yes
Exit condition: Yes
Entry days: Mon, Tues, Wed, Thur, Friday
Entry hours: 00:01-22:00
Avg trades per month: 8