Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GDX | VanEck Gold Miners ETF | 0 | 34.33 | 23255312 | |||
AU | AngloGold Ashanti plc | Basic Materials | Gold | 9200 | 0.0173 | 22.78 | 2370936 |
Entry Threshold: | 2.50 | Exit Threshold: | -2.50 | ||
Max Duration: | 100 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 25 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 15685.38 |
Total net P/L: | 5685.38 | Total ROI: | 56.85 % |
CAGR: | 5.44 % | Max. DD: | 61.07 % |
System Score: | 0.000 | Sharpe Ratio: | 0.966 |
Start Date: | 2009-01-02 | End Date: | 2017-06-30 |
Total days: | 3101 | ||
Commissions: | 590.17 | Comm.% P/L | 9.40 % |
Total Transactions: | 164 | Log. Linearity: | 0.318 % |
Total | Long | Short | GDX | AU | |
---|---|---|---|---|---|
Total Profit/Loss | 6275.55 | 1613.81 | 4661.74 | 32516.34 | -26240.79 |
Total Profit | 29124.99 | 13136.03 | 15988.96 | 65229.94 | 49568.74 |
Total Loss | 22849.44 | 11522.22 | 11327.22 | 32713.60 | 75809.53 |
Profit Factor | 1.27 | 1.14 | 1.41 | 1.99 | 0.65 |
Trades | 41 | 20 | 21 | 41 | 41 |
Winning Trades | 29 | 16 | 13 | 23 | 21 |
Losing Trades | 12 | 4 | 8 | 18 | 20 |
% Profitable | 70.00 | 80.00 | 61.00 | 56.00 | 51.00 |
Profit/Loss Per Trade % | 1.19 | 0.49 | 1.86 | 3.15 | 0.00 |
Profit Per Trade % | 6.36 | 5.11 | 7.93 | 15.45 | 13.64 |
Loss Per Trade % | 9.21 | 14.15 | 6.82 | 10.25 | 18.39 |
Days In Trade | 2844 | 1368 | 1476 | 2844 | 2844 |
Days In Trade (Avg. Per Trade) | 69.37 | 68.40 | 70.29 | 69.37 | 69.37 |
% Days In Trade | 91.71 | 44.11 | 47.60 | 91.71 | 91.71 |