Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IIM | Invesco Value Municipal Income Closed Fund | Financial Services | Asset Management | 536 | 0.0523 | 11.46 | 135749 |
IQI | Invesco Quality Municipal Income Closed Fund | Financial Services | Asset Management | 491 | 0.0521 | 9.35 | 146547 |
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: | 10000.00 | Final Equity: | 10645.44 |
Total net P/L: | 645.44 | Total ROI: | 6.45 % |
CAGR: | 1.09 % | Max. DD: | 8.56 % |
System Score: | 0.148 | Sharpe Ratio: | 0.546 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 941.16 | Comm.% P/L | 59.32 % |
Total Transactions: | 256 | Log. Linearity: | 51.289 % |
Total | Long | Short | IIM | IQI | |
---|---|---|---|---|---|
Total Profit/Loss | 1586.60 | 1014.25 | 572.35 | -25.16 | 1611.76 |
Total Profit | 3728.76 | 2334.47 | 1394.29 | 3782.54 | 4724.56 |
Total Loss | 2142.16 | 1320.22 | 821.94 | 3807.70 | 3112.80 |
Profit Factor | 1.74 | 1.77 | 1.70 | 0.99 | 1.52 |
Trades | 64 | 38 | 26 | 64 | 64 |
Winning Trades | 39 | 25 | 14 | 30 | 35 |
Losing Trades | 25 | 13 | 12 | 34 | 28 |
% Profitable | 60.00 | 65.00 | 53.00 | 46.00 | 54.00 |
Profit/Loss Per Trade % | 0.25 | 0.27 | 0.22 | -0.01 | 0.23 |
Profit Per Trade % | 0.97 | 0.94 | 1.00 | 1.28 | 1.35 |
Loss Per Trade % | 0.86 | 1.02 | 0.69 | 1.12 | 1.12 |
Days In Trade | 875 | 508 | 367 | 875 | 875 |
Days In Trade (Avg. Per Trade) | 13.67 | 13.37 | 14.12 | 13.67 | 13.67 |
% Days In Trade | 41.71 | 24.21 | 17.49 | 41.71 | 41.71 |