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Model - Golden/Death Cross
Created by Q BWO1000 on 4/7/2019
, last modified on 4/7/2019
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Model Name
Golden/Death Cross

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This is the actual model originally described as the Golden Cross with the Death Cross as a sell and reverse trigger which is my own take on the strategy and note this is a time period 50 small sma periods and 200 large sma periods that has also been featured numerous times by technicians using a 10% of equity position size and as of the date I published this using my own custom watchlist I see one lucky long with triple digit returns and the rest plus or minus mid single digits so compared to the past results regardless this is not a good strategy and just here to test your money management skills and ability to program.

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Equity Curve

Performance Metrics
Summary Model Benchmark
Profit %
Sharpe Ratio
Sortino Ratio
Alpha α N/A
Beta β N/A
Profit Factor
Recovery Factor
Drawdown Model Benchmark
Maximum Drawdown
Maximum Drawdown %
Maximum Drawdown Date
Interest and Commission Model Benchmark
Commission Paid
Cash Interest Earned
Margin Interest Paid
Positions Model Benchmark
Number of Positions
Number of NSF Positions (not taken)
Win Rate
Average Profit
Average Profit %
Average Hold Time (Bars)
Winning Positions Model Benchmark
Number of Winners
Winning %
Winners Avg Profit
Winners Avg Profit %
Winners Avg Hold Time (Bars)
Losing Positions Model Benchmark
Number of Losers
Losing %
Losers Avg Loss
Losers Avg Loss %
Losers Avg Hold Time (Bars)

Monthly Performance
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
Open Positions
Position Symbol Quantity Entry Date Entry Price Last Price Profit Profit %

Closed Positions
Position Symbol Quantity Entry Date Entry Price Exit Date Exit Price Profit Profit %
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Contains debug string output using the WriteToDebugLog method in C#-Coded Models.