Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MCHI | iShares MSCI China ETF | 0 | 41.55 | 4070549 | |||
GXC | SPDR® S&P China ETF | 0.0176 | 68.1634 | 131692 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 1000.00 | Final Equity: | 1010.02 |
Total net P/L: | 10.02 | Total ROI: | 1.00 % |
CAGR: | 1.43 % | Max. DD: | 1.26 % |
System Score: | 0.397 | Sharpe Ratio: | 0.493 |
Start Date: | 2020-01-02 | End Date: | 2020-09-14 |
Total days: | 256 | ||
Commissions: | 52.00 | Comm.% P/L | 83.84 % |
Total Transactions: | 52 | Log. Linearity: | 65.224 % |
Total | Long | Short | MCHI | GXC | |
---|---|---|---|---|---|
Total Profit/Loss | 62.02 | 43.32 | 18.70 | 233.01 | -170.99 |
Total Profit | 63.74 | 43.32 | 20.42 | 486.91 | 259.23 |
Total Loss | 1.72 | 0.00 | 1.72 | 253.90 | 430.22 |
Profit Factor | 37.06 | 0.00 | 11.87 | 1.92 | 0.60 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 12 | 7 | 5 | 8 | 5 |
Losing Trades | 1 | 0 | 1 | 5 | 8 |
% Profitable | 92.00 | 100.00 | 83.00 | 61.00 | 38.00 |
Profit/Loss Per Trade % | 0.48 | 0.62 | 0.31 | 1.61 | -1.47 |
Profit Per Trade % | 0.53 | 0.62 | 0.41 | 6.06 | 5.15 |
Loss Per Trade % | 0.17 | 0.00 | 0.17 | 5.05 | 5.36 |
Days In Trade | 133 | 76 | 57 | 133 | 133 |
Days In Trade (Avg. Per Trade) | 10.23 | 10.86 | 9.50 | 10.23 | 10.23 |
% Days In Trade | 51.95 | 29.69 | 22.27 | 51.95 | 51.95 |