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 | 21.68 | 286903 |
NIE | AllianzGI Equity & Convertible Income Closed Fund | Financial Services | Asset Management | 708 | 0.0792 | 23.88 | 63407 |
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: | 10238.95 |
Total net P/L: | 238.95 | Total ROI: | 2.39 % |
CAGR: | 2.43 % | Max. DD: | 2.92 % |
System Score: | 0.039 | Sharpe Ratio: | 0.460 |
Start Date: | 2019-01-02 | End Date: | 2019-12-27 |
Total days: | 359 | ||
Commissions: | 131.52 | Comm.% P/L | 35.50 % |
Total Transactions: | 44 | Log. Linearity: | 25.291 % |
Total | ![]() |
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ADX | NIE | |
---|---|---|---|---|---|
Total Profit/Loss | 370.47 | 328.24 | 42.23 | 437.83 | -67.36 |
Total Profit | 813.01 | 328.24 | 484.77 | 1360.45 | 968.14 |
Total Loss | 442.54 | 0.00 | 442.54 | 922.62 | 1035.50 |
Profit Factor | 1.84 | 0.00 | 1.10 | 1.47 | 0.93 |
Trades | 11 | 2 | 9 | 11 | 11 |
Winning Trades | 7 | 2 | 5 | 6 | 6 |
Losing Trades | 4 | 0 | 4 | 5 | 5 |
% Profitable | 63.00 | 100.00 | 55.00 | 54.00 | 54.00 |
Profit/Loss Per Trade % | 0.33 | 1.63 | 0.05 | 0.36 | -0.09 |
Profit Per Trade % | 1.15 | 1.63 | 0.96 | 2.23 | 1.59 |
Loss Per Trade % | 1.08 | 0.00 | 1.08 | 1.82 | 2.03 |
Days In Trade | 141 | 17 | 124 | 141 | 141 |
Days In Trade (Avg. Per Trade) | 12.82 | 8.50 | 13.78 | 12.82 | 12.82 |
% Days In Trade | 39.28 | 4.74 | 34.54 | 39.28 | 39.28 |