Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PSCH | Invesco S&P SmallCap Health Care ETF | 0 | 43.65 | 18815 | |||
XBI | SPDR® S&P Biotech ETF | 0 | 94.91 | 9663263 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 25 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 20000.00 | Final Equity: | 17781.34 |
Total net P/L: | -2218.66 | Total ROI: | -11.09 % |
CAGR: | -5.75 % | Max. DD: | 20.83 % |
System Score: | -0.092 | Sharpe Ratio: | -0.339 |
Start Date: | 2016-01-04 | End Date: | 2017-12-29 |
Total days: | 725 | ||
Commissions: | 143.04 | Comm.% P/L | 6.89 % |
Total Transactions: | 112 | Log. Linearity: | 25.183 % |
Total | Long | Short | PSCH | XBI | |
---|---|---|---|---|---|
Total Profit/Loss | -2075.62 | -280.17 | -1795.45 | 6960.86 | -9036.48 |
Total Profit | 6182.77 | 2872.06 | 3310.71 | 12318.43 | 8112.47 |
Total Loss | 8258.39 | 3152.23 | 5106.16 | 5357.57 | 17148.95 |
Profit Factor | 0.75 | 0.91 | 0.65 | 2.30 | 0.47 |
Trades | 28 | 12 | 16 | 28 | 28 |
Winning Trades | 16 | 6 | 10 | 16 | 14 |
Losing Trades | 12 | 6 | 6 | 12 | 14 |
% Profitable | 57.00 | 50.00 | 62.00 | 57.00 | 50.00 |
Profit/Loss Per Trade % | -0.39 | -0.16 | -0.56 | 1.23 | -1.83 |
Profit Per Trade % | 2.21 | 2.67 | 1.94 | 4.18 | 3.36 |
Loss Per Trade % | 3.63 | 2.86 | 4.40 | 2.57 | 6.51 |
Days In Trade | 421 | 183 | 238 | 421 | 421 |
Days In Trade (Avg. Per Trade) | 15.04 | 15.25 | 14.88 | 15.04 | 15.04 |
% Days In Trade | 58.07 | 25.24 | 32.83 | 58.07 | 58.07 |