Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 250.6 | 6946644 | ||||
GOLD | Barrick Gold Corp | Basic Materials | Gold | 27634 | 0.0253 | 15.75 | 21173932 |
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 |