Backtest
Type: Long only ‐ trend following algorithm
Market: USA 500 Cash (1€)
Position size for backtest: €7.8 per point
Starting capital for backtest: €3928 (2 x drawdown)
Backtest dates: 2011-07-13 ‐ 2025‐10‐08
Compound Annual Growth Rate (CAGR) for backtest: 19.49%
Stoploss: Long: 1..25%
Spread for backtest: 0.5
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: 17