Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADX | Adams Diversified Equity Closed Fund | Financial Services | Asset Management | 2091 | 0.0063 | 18.83 | 166759 |
NIE | AllianzGI Equity & Convertible Income Closed Fund | Financial Services | Asset Management | 708 | 0.0792 | 21.84 | 71114 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 10000.00 | Final Equity: | 11136.24 |
Total net P/L: | 1136.24 | Total ROI: | 11.36 % |
CAGR: | 15.60 % | Max. DD: | 7.40 % |
System Score: | 3.872 | Sharpe Ratio: | 0.952 |
Start Date: | 2020-01-02 | End Date: | 2020-09-29 |
Total days: | 271 | ||
Commissions: | 106.37 | Comm.% P/L | 8.56 % |
Total Transactions: | 36 | Log. Linearity: | 62.845 % |
Total | Long | Short | ADX | NIE | |
---|---|---|---|---|---|
Total Profit/Loss | 1242.61 | 532.15 | 710.46 | 1648.75 | -406.14 |
Total Profit | 1452.04 | 741.58 | 710.46 | 2984.32 | 1853.39 |
Total Loss | 209.43 | 209.43 | 0.00 | 1335.57 | 2259.53 |
Profit Factor | 6.93 | 3.54 | 0.00 | 2.23 | 0.82 |
Trades | 9 | 6 | 3 | 9 | 9 |
Winning Trades | 8 | 5 | 3 | 6 | 3 |
Losing Trades | 1 | 1 | 0 | 3 | 6 |
% Profitable | 88.00 | 83.00 | 100.00 | 66.00 | 33.00 |
Profit/Loss Per Trade % | 1.32 | 0.86 | 2.23 | 1.56 | -0.50 |
Profit Per Trade % | 1.73 | 1.43 | 2.23 | 4.68 | 5.91 |
Loss Per Trade % | 1.92 | 1.92 | 0.00 | 4.26 | 3.50 |
Days In Trade | 103 | 77 | 26 | 103 | 103 |
Days In Trade (Avg. Per Trade) | 11.44 | 12.83 | 8.67 | 11.44 | 11.44 |
% Days In Trade | 38.01 | 28.41 | 9.59 | 38.01 | 38.01 |