Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EMO | ClearBridge Energy MLP Opportunity Closed Fund | Financial Services | Asset Management | 396 | 0.6053 | 41.3 | 31133 |
CTR | ClearBridge Energy MLP Total Return Fund Inc | Financial Services | Asset Management | 51 | 0.5207 | 41.61 | 18589 |
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: | 15612.24 |
Total net P/L: | 10612.24 | Total ROI: | 212.24 % |
CAGR: | 14.76 % | Max. DD: | 8.94 % |
System Score: | 11.805 | Sharpe Ratio: | 3.497 |
Start Date: | 2012-07-25 | End Date: | 2020-10-30 |
Total days: | 3019 | ||
Commissions: | 703.25 | Comm.% P/L | 6.21 % |
Total Transactions: | 432 | Log. Linearity: | 92.828 % |
Total | Long | Short | EMO | CTR | |
---|---|---|---|---|---|
Total Profit/Loss | 11315.49 | 5816.41 | 5499.08 | 3757.42 | 7558.07 |
Total Profit | 13313.11 | 6566.81 | 6746.30 | 25242.33 | 26145.75 |
Total Loss | 1997.62 | 750.40 | 1247.22 | 21484.91 | 18587.68 |
Profit Factor | 6.66 | 8.75 | 5.41 | 1.17 | 1.41 |
Trades | 108 | 51 | 57 | 108 | 108 |
Winning Trades | 87 | 42 | 45 | 67 | 55 |
Losing Trades | 21 | 9 | 12 | 41 | 53 |
% Profitable | 80.00 | 82.00 | 78.00 | 62.00 | 50.00 |
Profit/Loss Per Trade % | 1.13 | 1.25 | 1.03 | -0.26 | 0.43 |
Profit Per Trade % | 1.76 | 1.75 | 1.76 | 3.77 | 4.86 |
Loss Per Trade % | 1.37 | 1.07 | 1.60 | 5.36 | 3.45 |
Days In Trade | 1209 | 616 | 593 | 1209 | 1209 |
Days In Trade (Avg. Per Trade) | 11.19 | 12.08 | 10.40 | 11.19 | 11.19 |
% Days In Trade | 40.05 | 20.40 | 19.64 | 40.05 | 40.05 |