Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EUM | ProShares Short MSCI Emerging Markets | 0.0101 | 25.67 | 13518 | |||
EWH | iShares MSCI Hong Kong ETF | 2083 | 0.0352 | 17.17 | 3140763 |
Entry Threshold: | 0.20 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Inverted: | EUM | Transformed: | EUM | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 10 | RSI Threshold: | 15 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 4 | Model Version: | n/a | Bid-Ask 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 106154.44 |
Total net P/L: | 96154.44 | Total ROI: | 961.54 % |
CAGR: | 59.29 % | Max. DD: | 27.69 % |
System Score: | 54.981 | Sharpe Ratio: | 3.720 |
Start Date: | 2011-01-03 | End Date: | 2016-01-29 |
Total days: | 1852 | ||
Commissions: | 8063.17 | Comm.% P/L | 7.74 % |
Total Transactions: | 284 | Log. Linearity: | 97.515 % |
Total | ![]() |
![]() |
EUM | EWH | |
---|---|---|---|---|---|
Total Profit/Loss | 104217.61 | 75201.92 | 29015.69 | -77405.62 | 181623.23 |
Total Profit | 130309.31 | 82216.05 | 48093.26 | 84686.96 | 203352.47 |
Total Loss | 26091.69 | 7014.12 | 19077.57 | 162092.58 | 21729.24 |
Profit Factor | 4.99 | 11.72 | 2.52 | 0.52 | 9.36 |
Trades | 71 | 40 | 31 | 71 | 71 |
Winning Trades | 58 | 34 | 24 | 41 | 53 |
Losing Trades | 13 | 6 | 7 | 30 | 18 |
% Profitable | 81.00 | 85.00 | 77.00 | 57.00 | 74.00 |
Profit/Loss Per Trade % | 3.68 | 4.51 | 2.62 | -2.35 | 5.03 |
Profit Per Trade % | 5.60 | 5.81 | 5.30 | 6.05 | 8.51 |
Loss Per Trade % | 4.33 | 2.50 | 5.93 | 11.81 | 4.42 |
Days In Trade | 726 | 359 | 367 | 726 | 726 |
Days In Trade (Avg. Per Trade) | 10.23 | 8.97 | 11.84 | 10.23 | 10.23 |
% Days In Trade | 39.20 | 19.38 | 19.82 | 39.20 | 39.20 |