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: | 12703.41 |
Total net P/L: | 2703.41 | Total ROI: | 27.03 % |
CAGR: | 27.12 % | Max. DD: | 8.73 % |
System Score: | 20.225 | Sharpe Ratio: | 1.573 |
Start Date: | 2022-03-01 | End Date: | 2023-02-28 |
Total days: | 364 | ||
Commissions: | 86.50 | Comm.% P/L | 3.10 % |
Total Transactions: | 56 | Log. Linearity: | 90.687 % |
Total | Long | Short | GLD | GDX | |
---|---|---|---|---|---|
Total Profit/Loss | 2789.91 | 1702.62 | 1087.29 | 554.46 | 2235.45 |
Total Profit | 4296.68 | 1702.62 | 2594.06 | 2076.05 | 5337.50 |
Total Loss | 1506.77 | 0.00 | 1506.77 | 1521.59 | 3102.05 |
Profit Factor | 2.85 | 0.00 | 1.72 | 1.36 | 1.72 |
Trades | 14 | 5 | 9 | 14 | 14 |
Winning Trades | 11 | 5 | 6 | 5 | 9 |
Losing Trades | 3 | 0 | 3 | 9 | 5 |
% Profitable | 78.00 | 100.00 | 66.00 | 35.00 | 64.00 |
Profit/Loss Per Trade % | 1.78 | 3.06 | 1.07 | 0.27 | 1.39 |
Profit Per Trade % | 3.42 | 3.06 | 3.73 | 3.45 | 5.16 |
Loss Per Trade % | 3.94 | 0.00 | 3.94 | 1.45 | 4.92 |
Days In Trade | 113 | 44 | 69 | 113 | 113 |
Days In Trade (Avg. Per Trade) | 8.07 | 8.80 | 7.67 | 8.07 | 8.07 |
% Days In Trade | 31.04 | 12.09 | 18.96 | 31.04 | 31.04 |