Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CEM | Clearbridge Energy MLP Closed Fund | Financial Services | Asset Management | 487 | 0.5619 | 45.98 | 40267 |
AMLP | Alerian MLP ETF | 0 | 47.5 | 1374264 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 5000.00 | Final Equity: | 3716.34 |
Total net P/L: | -1283.66 | Total ROI: | -25.67 % |
CAGR: | -32.84 % | Max. DD: | 35.32 % |
System Score: | -2.994 | Sharpe Ratio: | -0.995 |
Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
Total days: | 272 | ||
Commissions: | 39.20 | Comm.% P/L | 3.15 % |
Total Transactions: | 36 | Log. Linearity: | 45.004 % |
Total | Long | Short | CEM | AMLP | |
---|---|---|---|---|---|
Total Profit/Loss | -1244.46 | -1252.70 | 8.24 | -4080.97 | 2836.51 |
Total Profit | 542.86 | 455.29 | 87.57 | 1825.91 | 4266.76 |
Total Loss | 1787.32 | 1707.99 | 79.33 | 5906.88 | 1430.25 |
Profit Factor | 0.30 | 0.27 | 1.10 | 0.31 | 2.98 |
Trades | 9 | 6 | 3 | 9 | 9 |
Winning Trades | 4 | 3 | 1 | 5 | 5 |
Losing Trades | 5 | 3 | 2 | 4 | 4 |
% Profitable | 44.00 | 50.00 | 33.00 | 55.00 | 55.00 |
Profit/Loss Per Trade % | -3.14 | -4.63 | -0.09 | -16.45 | 4.75 |
Profit Per Trade % | 3.22 | 3.72 | 1.72 | 8.68 | 17.08 |
Loss Per Trade % | 6.98 | 11.19 | 0.97 | 28.81 | 8.68 |
Days In Trade | 145 | 89 | 56 | 145 | 145 |
Days In Trade (Avg. Per Trade) | 16.11 | 14.83 | 18.67 | 16.11 | 16.11 |
% Days In Trade | 53.31 | 32.72 | 20.59 | 53.31 | 53.31 |