| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GLD | SPDR® Gold Shares | 377.52 | 12095001 | ||||
| GOLD | Barrick Gold Corp | Basic Materials | Gold | 32429 | 0.0206 | 21.18 | 21444337 |
| Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 25 | ||||
| Version: | 3 | Model Version: | n/a | Bid-Ask 0.00 / 0.00 | |
| Initial Capital: | 10000.00 | Final Equity: | 41344.41 |
| Total net P/L: | 31344.41 | Total ROI: | 313.44 % |
| CAGR: | 29.50 % | Max. DD: | 27.14 % |
| MAPY: | 17.51 % | ||
| Start Date: | 2008-01-02 | End Date: | 2013-06-28 |
| Total days: | 2004 | Leverage: | 1:2 |
| Commissions: | 444.57 | Comm.% P/L | 1.40 % |
| Total Transactions: | 332 | Log. Linearity: | 86.774 % |
| Total | Long |
Short |
GLD | GOLD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 31788.98 | 10170.10 | 21618.88 | -5604.93 | 37393.91 |
| Total Profit | 58006.02 | 24142.21 | 33863.81 | 23593.57 | 75452.03 |
| Total Loss | 26217.04 | 13972.11 | 12244.93 | 29198.50 | 38058.12 |
| Profit Factor | 2.21 | 1.73 | 2.77 | 0.81 | 1.98 |
| Trades | 83 | 39 | 44 | 83 | 83 |
| Winning Trades | 62 | 26 | 36 | 45 | 51 |
| Losing Trades | 21 | 13 | 8 | 37 | 32 |
| % Profitable | 74.00 | 66.00 | 81.00 | 54.00 | 61.00 |
| Profit/Loss Per Trade % | 1.75 | 0.95 | 2.46 | -0.25 | 1.80 |
| Profit Per Trade % | 4.18 | 3.74 | 4.50 | 2.36 | 6.35 |
| Loss Per Trade % | 4.95 | 4.22 | 6.15 | 3.24 | 4.88 |
| Days In Trade | 935 | 429 | 506 | 935 | 935 |
| Days In Trade (Avg. Per Trade) | 11.27 | 11.00 | 11.50 | 11.27 | 11.27 |
| % Days In Trade | 46.66 | 21.41 | 25.25 | 46.66 | 46.66 |