| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GLD | SPDR® Gold Shares | 395.44 | 12603786 | ||||
| GOLD | Gold.com, Inc. | Financial Services | Capital Markets | 773 | 0.0257 | 31.72 | 300759 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| Version: | 3 | Model Version: | n/a | Bid-Ask 0.00 / 0.00 | |
| Initial Capital: | 10000.00 | Final Equity: | 15672.34 |
| Total net P/L: | 5672.34 | Total ROI: | 56.72 % |
| CAGR: | 8.53 % | Max. DD: | 51.05 % |
| MAPY: | 6.24 % | ||
| Start Date: | 2008-01-02 | End Date: | 2013-06-28 |
| Total days: | 2004 | Leverage: | 1:2 |
| Commissions: | 334.28 | Comm.% P/L | 5.57 % |
| Total Transactions: | 300 | Log. Linearity: | 5.551 % |
| Total | Long |
Short |
GLD | GOLD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6006.62 | 2221.51 | 3785.11 | 2109.45 | 3897.17 |
| Total Profit | 31235.11 | 13312.49 | 17922.62 | 19698.87 | 41127.22 |
| Total Loss | 25228.49 | 11090.98 | 14137.51 | 17589.42 | 37230.05 |
| Profit Factor | 1.24 | 1.20 | 1.27 | 1.12 | 1.10 |
| Trades | 75 | 34 | 41 | 75 | 75 |
| Winning Trades | 47 | 22 | 25 | 37 | 45 |
| Losing Trades | 28 | 12 | 16 | 38 | 30 |
| % Profitable | 62.00 | 64.00 | 60.00 | 49.00 | 60.00 |
| Profit/Loss Per Trade % | 0.63 | 0.46 | 0.77 | 0.13 | 0.28 |
| Profit Per Trade % | 4.25 | 3.96 | 4.51 | 3.19 | 5.70 |
| Loss Per Trade % | 4.92 | 5.41 | 4.56 | 2.72 | 6.98 |
| Days In Trade | 919 | 469 | 450 | 919 | 919 |
| Days In Trade (Avg. Per Trade) | 12.25 | 13.79 | 10.98 | 12.25 | 12.25 |
| % Days In Trade | 45.86 | 23.40 | 22.46 | 45.86 | 45.86 |