Simulácie

Experiment Model Stock Start date End date Stop Loss Limit Limit Max PnL B&H Max Drawdown Min PnL Min Trade PnL Max PnL Max Trade PnL Mean trade PnL Sharpe ratio Sortino ratio Profit trades Loss trades P/D ratio Candles Trades Min trade candles Max trade candles Mean trade candles Trade candles Stoplosses Overnights SPY benchmark Volatility
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_1_M25x27_exp1ANET2024-01-092026-04-2910.00%010▲+1,068.36%▲+176.71%22.50%-0.10%-13.15%1,083.65%21.34%0%3.515.34582.00410.0047.4812,99899219687,44711▲+1,013.65%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_1_M25x27_exp1ANET2024-01-092026-04-295.00%010▲+942.26%▲+176.71%23.45%-1.20%-9.40%951.34%21.34%0%3.405.38582.00410.0040.1812,99899219677,154337▲+887.55%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_1_M25x27_exp1WDC2024-01-042026-04-2910.00%0.0110▲+892.20%▲+1,117.19%48.65%-46.29%-10.28%904.56%17.09%0%3.214.59571.00462.0018.3412,9981,03319277,07041▲+835.71%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_1_M25x27_exp1WDC2024-01-042026-04-2810.00%010▲+889.99%▲+1,053.39%56.06%-53.98%-10.28%964.50%25.77%0%3.054.46579.00474.0015.8812,9981,05319277,46151▲+833.96%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_3_M25x27_exp1TER2024-01-082026-04-2810.00%0.0110▲+882.49%▲+265.65%34.02%-16.98%-15.05%905.66%19.69%0%3.404.65609.00465.0025.9412,9981,07416177,12841▲+827.01%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_1_M25x27_exp1ANET2024-01-092026-04-297.00%010▲+876.88%▲+176.71%27.21%-1.50%-13.15%889.67%21.34%0%3.214.71582.00410.0032.2312,99899219677,30383▲+822.17%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_3_M25x27_exp1TER2024-01-082026-04-285.00%0.0110▲+852.68%▲+265.65%26.93%-7.16%-7.98%852.68%19.69%0%3.375.13607.00467.0031.6612,9981,07416166,935278▲+797.20%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_3_M25x27_exp1TER2024-01-082026-04-287.00%0.0110▲+840.74%▲+265.65%31.79%-9.14%-7.98%872.67%19.69%0%3.324.83607.00467.0026.4512,9981,07416177,067105▲+785.26%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_8_M25x27_exp1TER2024-01-082026-04-277.00%010▲+829.76%▲+279.29%27.61%-11.48%-14.81%829.76%24.31%0%3.284.57602.00459.0030.0512,9981,06117877,42395▲+775.29%0.00%
NEO_ATR06_R8_30MIN_OHLCNEO_ATR06_R8_30MIN_OHLC_OPT1_3_M25x27_exp1TER2024-01-082026-04-2810.00%010▲+817.50%▲+266.15%36.91%-22.02%-15.05%902.03%19.69%0%3.244.37619.00450.0022.1512,9981,06916777,47241▲+761.89%0.00%