Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 213.13 | 7518702 | ||||
GDX | VanEck Gold Miners ETF | 0 | 33.58 | 23368670 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | DEMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9259.21 |
Total net P/L: | -740.79 | Total ROI: | -7.41 % |
CAGR: | -38.91 % | Max. DD: | 8.72 % |
System Score: | -2.574 | Sharpe Ratio: | -1.417 |
Start Date: | 2023-01-02 | End Date: | 2023-02-28 |
Total days: | 57 | ||
Commissions: | 10.55 | Comm.% P/L | 1.44 % |
Total Transactions: | 8 | Log. Linearity: | 40.445 % |
Total | Long | Short | GLD | GDX | |
---|---|---|---|---|---|
Total Profit/Loss | -730.24 | 82.84 | -813.08 | 575.67 | -1305.91 |
Total Profit | 82.84 | 82.84 | 0.00 | 575.67 | 0.00 |
Total Loss | 813.08 | 0.00 | 813.08 | 0.00 | 1305.91 |
Profit Factor | 0.10 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 1 | 0 | 2 | 0 |
Losing Trades | 1 | 0 | 1 | 0 | 2 |
% Profitable | 50.00 | 100.00 | 0.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | -3.72 | 0.83 | -8.07 | 2.87 | -6.60 |
Profit Per Trade % | 0.83 | 0.83 | 0.00 | 2.87 | 0.00 |
Loss Per Trade % | 8.07 | 0.00 | 8.07 | 0.00 | 6.39 |
Days In Trade | 34 | 13 | 21 | 34 | 34 |
Days In Trade (Avg. Per Trade) | 17.00 | 13.00 | 21.00 | 17.00 | 17.00 |
% Days In Trade | 59.65 | 22.81 | 36.84 | 59.65 | 59.65 |