Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADX | Adams Diversified Equity Closed Fund | Financial Services | Asset Management | 2091 | 0.0063 | 18.83 | 166759 |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1559 | 0.036 | 29.76 | 42828 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | 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: | 1000.00 | Final Equity: | 916.87 |
Total net P/L: | -83.13 | Total ROI: | -8.31 % |
CAGR: | -6.34 % | Max. DD: | 10.71 % |
System Score: | -1.555 | Sharpe Ratio: | -0.979 |
Start Date: | 2019-01-02 | End Date: | 2020-04-30 |
Total days: | 484 | ||
Commissions: | 64.00 | Comm.% P/L | 334.59 % |
Total Transactions: | 64 | Log. Linearity: | 62.607 % |
Total | Long | Short | ADX | TY | |
---|---|---|---|---|---|
Total Profit/Loss | -19.13 | 43.25 | -62.38 | 25.06 | -44.18 |
Total Profit | 67.78 | 43.25 | 24.53 | 174.22 | 116.45 |
Total Loss | 86.91 | 0.00 | 86.91 | 149.17 | 160.63 |
Profit Factor | 0.78 | 0.00 | 0.28 | 1.17 | 0.72 |
Trades | 16 | 5 | 11 | 16 | 16 |
Winning Trades | 9 | 5 | 4 | 8 | 6 |
Losing Trades | 7 | 0 | 7 | 8 | 10 |
% Profitable | 56.00 | 100.00 | 36.00 | 50.00 | 37.00 |
Profit/Loss Per Trade % | -0.14 | 0.87 | -0.59 | 0.10 | -0.31 |
Profit Per Trade % | 0.76 | 0.87 | 0.63 | 2.16 | 1.96 |
Loss Per Trade % | 1.26 | 0.00 | 1.26 | 1.89 | 1.60 |
Days In Trade | 200 | 25 | 175 | 200 | 200 |
Days In Trade (Avg. Per Trade) | 12.50 | 5.00 | 15.91 | 12.50 | 12.50 |
% Days In Trade | 41.32 | 5.17 | 36.16 | 41.32 | 41.32 |