Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GDX | VanEck Gold Miners ETF | 0 | 30.96 | 22005510 | |||
AU | AngloGold Ashanti plc | Basic Materials | Gold | 9258 | 0.0178 | 21.99 | 2325301 |
Entry Threshold: | 3.00 | Exit Threshold: | -3.00 | ||
Max Duration: | 50 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 50 | ||||
Margin Req. 1: | 15.0 | Margin Req. 2: | 50.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10223.26 |
Total net P/L: | 223.26 | Total ROI: | 2.23 % |
CAGR: | 0.26 % | Max. DD: | 69.29 % |
System Score: | 0.011 | Sharpe Ratio: | 0.479 |
Start Date: | 2009-01-02 | End Date: | 2017-06-30 |
Total days: | 3101 | ||
Commissions: | 393.15 | Comm.% P/L | 63.78 % |
Total Transactions: | 104 | Log. Linearity: | 34.607 % |
Total | Long | Short | GDX | AU | |
---|---|---|---|---|---|
Total Profit/Loss | 616.41 | -71.64 | 688.05 | 5312.43 | -4696.02 |
Total Profit | 13488.14 | 7872.14 | 5616.00 | 25918.63 | 24262.55 |
Total Loss | 12871.73 | 7943.78 | 4927.95 | 20606.20 | 28958.57 |
Profit Factor | 1.05 | 0.99 | 1.14 | 1.26 | 0.84 |
Trades | 26 | 13 | 13 | 26 | 26 |
Winning Trades | 15 | 7 | 8 | 11 | 17 |
Losing Trades | 11 | 6 | 5 | 15 | 9 |
% Profitable | 57.00 | 53.00 | 61.00 | 42.00 | 65.00 |
Profit/Loss Per Trade % | 0.22 | -0.41 | 0.85 | -0.54 | 0.00 |
Profit Per Trade % | 8.07 | 10.48 | 6.01 | 17.33 | 12.69 |
Loss Per Trade % | 8.72 | 10.39 | 6.75 | 11.32 | 22.58 |
Days In Trade | 1314 | 642 | 672 | 1314 | 1314 |
Days In Trade (Avg. Per Trade) | 50.54 | 49.38 | 51.69 | 50.54 | 50.54 |
% Days In Trade | 42.37 | 20.70 | 21.67 | 42.37 | 42.37 |