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 | 38.78 | 31253 |
CTR | ClearBridge Energy MLP Total Return Fund Inc | Financial Services | Asset Management | 51 | 0.5207 | 39.56 | 18592 |
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: | 15782.95 |
Total net P/L: | 5782.95 | Total ROI: | 57.83 % |
CAGR: | 65.66 % | Max. DD: | 8.94 % |
System Score: | 46.902 | Sharpe Ratio: | 1.907 |
Start Date: | 2020-01-02 | End Date: | 2020-11-27 |
Total days: | 330 | ||
Commissions: | 284.97 | Comm.% P/L | 4.70 % |
Total Transactions: | 52 | Log. Linearity: | 89.393 % |
Total | Long | Short | EMO | CTR | |
---|---|---|---|---|---|
Total Profit/Loss | 6067.92 | 3392.23 | 2675.69 | -2276.24 | 8344.16 |
Total Profit | 6067.92 | 3392.23 | 2675.69 | 13021.62 | 18096.32 |
Total Loss | 0.00 | 0.00 | 0.00 | 15297.86 | 9752.16 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.85 | 1.86 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 13 | 7 | 6 | 7 | 8 |
Losing Trades | 0 | 0 | 0 | 6 | 5 |
% Profitable | 100.00 | 100.00 | 100.00 | 53.00 | 61.00 |
Profit/Loss Per Trade % | 3.75 | 4.07 | 3.37 | -5.48 | 2.02 |
Profit Per Trade % | 3.75 | 4.07 | 3.37 | 14.05 | 16.89 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 19.30 | 15.08 |
Days In Trade | 126 | 60 | 66 | 126 | 126 |
Days In Trade (Avg. Per Trade) | 9.69 | 8.57 | 11.00 | 9.69 | 9.69 |
% Days In Trade | 38.18 | 18.18 | 20.00 | 38.18 | 38.18 |