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 | 40.32 | 31287 |
CTR | ClearBridge Energy MLP Total Return Fund Inc | Financial Services | Asset Management | 51 | 0.5207 | 40.82 | 18518 |
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: | 12570.14 |
Total net P/L: | 2570.14 | Total ROI: | 25.70 % |
CAGR: | 41.61 % | Max. DD: | 2.52 % |
System Score: | 33.001 | Sharpe Ratio: | 2.311 |
Start Date: | 2020-04-01 | End Date: | 2020-11-27 |
Total days: | 240 | ||
Commissions: | 151.88 | Comm.% P/L | 5.58 % |
Total Transactions: | 32 | Log. Linearity: | 92.567 % |
Total | Long | Short | EMO | CTR | |
---|---|---|---|---|---|
Total Profit/Loss | 2722.02 | 834.68 | 1887.34 | -1780.03 | 4502.05 |
Total Profit | 2722.02 | 834.68 | 1887.34 | 4296.06 | 7949.32 |
Total Loss | 0.00 | 0.00 | 0.00 | 6076.09 | 3447.27 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.71 | 2.31 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 8 | 3 | 5 | 4 | 5 |
Losing Trades | 0 | 0 | 0 | 4 | 3 |
% Profitable | 100.00 | 100.00 | 100.00 | 50.00 | 62.00 |
Profit/Loss Per Trade % | 3.07 | 2.44 | 3.45 | -2.71 | 3.85 |
Profit Per Trade % | 3.07 | 2.44 | 3.45 | 9.16 | 13.47 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 12.66 | 9.73 |
Days In Trade | 99 | 34 | 65 | 99 | 99 |
Days In Trade (Avg. Per Trade) | 12.38 | 11.33 | 13.00 | 12.38 | 12.38 |
% Days In Trade | 41.25 | 14.17 | 27.08 | 41.25 | 41.25 |