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 | 18.72 | 167254 |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1548 | 0.0363 | 29.46 | 42808 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 50 | MA Type: | KAMA | StdDev Period: | 15 |
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: | 859.48 |
Total net P/L: | -140.52 | Total ROI: | -14.05 % |
CAGR: | -10.79 % | Max. DD: | 15.91 % |
System Score: | -6.825 | Sharpe Ratio: | -1.688 |
Start Date: | 2019-01-02 | End Date: | 2020-04-30 |
Total days: | 484 | ||
Commissions: | 76.00 | Comm.% P/L | 117.79 % |
Total Transactions: | 76 | Log. Linearity: | 85.834 % |
Total | Long | Short | ADX | TY | |
---|---|---|---|---|---|
Total Profit/Loss | -64.52 | 30.55 | -95.07 | -57.46 | -7.06 |
Total Profit | 67.37 | 30.55 | 36.82 | 204.30 | 210.02 |
Total Loss | 131.89 | 0.00 | 131.89 | 261.76 | 217.08 |
Profit Factor | 0.51 | 0.00 | 0.28 | 0.78 | 0.97 |
Trades | 19 | 5 | 14 | 19 | 19 |
Winning Trades | 10 | 5 | 5 | 8 | 11 |
Losing Trades | 9 | 0 | 9 | 11 | 8 |
% Profitable | 52.00 | 100.00 | 35.00 | 42.00 | 57.00 |
Profit/Loss Per Trade % | -0.38 | 0.63 | -0.74 | -0.44 | -0.03 |
Profit Per Trade % | 0.69 | 0.63 | 0.76 | 2.54 | 2.01 |
Loss Per Trade % | 1.55 | 0.00 | 1.55 | 2.51 | 2.73 |
Days In Trade | 293 | 62 | 231 | 293 | 293 |
Days In Trade (Avg. Per Trade) | 15.42 | 12.40 | 16.50 | 15.42 | 15.42 |
% Days In Trade | 60.54 | 12.81 | 47.73 | 60.54 | 60.54 |