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 | 41.16 | 31190 |
CTR | ClearBridge Energy MLP Total Return Fund Inc | Financial Services | Asset Management | 51 | 0.5207 | 41.55 | 18599 |
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: | 13099.83 |
Total net P/L: | 8099.83 | Total ROI: | 162.00 % |
CAGR: | 17.96 % | Max. DD: | 8.94 % |
System Score: | 11.894 | Sharpe Ratio: | 3.222 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 527.26 | Comm.% P/L | 6.11 % |
Total Transactions: | 312 | Log. Linearity: | 87.159 % |
Total | Long | Short | EMO | CTR | |
---|---|---|---|---|---|
Total Profit/Loss | 8627.09 | 4280.48 | 4346.61 | 2975.70 | 5651.39 |
Total Profit | 9763.38 | 4898.58 | 4864.80 | 19364.76 | 20168.87 |
Total Loss | 1136.29 | 618.10 | 518.19 | 16389.06 | 14517.48 |
Profit Factor | 8.59 | 7.93 | 9.39 | 1.18 | 1.39 |
Trades | 78 | 38 | 40 | 78 | 78 |
Winning Trades | 64 | 31 | 33 | 47 | 40 |
Losing Trades | 14 | 7 | 7 | 31 | 38 |
% Profitable | 82.00 | 81.00 | 82.00 | 60.00 | 51.00 |
Profit/Loss Per Trade % | 1.32 | 1.32 | 1.33 | -0.39 | 0.41 |
Profit Per Trade % | 1.88 | 1.93 | 1.83 | 4.53 | 5.70 |
Loss Per Trade % | 1.18 | 1.34 | 1.02 | 5.92 | 4.21 |
Days In Trade | 817 | 453 | 364 | 817 | 817 |
Days In Trade (Avg. Per Trade) | 10.47 | 11.92 | 9.10 | 10.47 | 10.47 |
% Days In Trade | 38.39 | 21.29 | 17.11 | 38.39 | 38.39 |