Backtest
Type: Long ‐ trend following algorithm
Market: US Tech 100 Cash (1€)
Position size for backtest: €2.4 per point
Starting capital for backtest: €3298 (2 x drawdown)
Backtest dates: 2018‐01‐01 ‐ 2025‐03‐28
Compound Annual Growth Rate (CAGR) for backtest: 34.42%
Stoploss: Long: 1.16%
Spread for backtest: 1.5
Over weekend positions: Yes
Multitime frame: No
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: 8