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 | 18.81 | 166173 |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1549 | 0.0365 | 29.96 | 42744 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 10 | MA Type: | EMA | StdDev Period: | 10 |
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: | 906.99 |
Total net P/L: | -93.01 | Total ROI: | -9.30 % |
CAGR: | -7.10 % | Max. DD: | 14.08 % |
System Score: | -3.173 | Sharpe Ratio: | -1.142 |
Start Date: | 2019-01-02 | End Date: | 2020-04-30 |
Total days: | 484 | ||
Commissions: | 80.00 | Comm.% P/L | 615.04 % |
Total Transactions: | 80 | Log. Linearity: | 76.468 % |
Total | Long | Short | ADX | TY | |
---|---|---|---|---|---|
Total Profit/Loss | -13.01 | 22.90 | -35.90 | -151.02 | 138.01 |
Total Profit | 80.77 | 22.90 | 57.87 | 116.31 | 215.69 |
Total Loss | 93.78 | 0.00 | 93.78 | 267.33 | 77.68 |
Profit Factor | 0.86 | 0.00 | 0.62 | 0.44 | 2.78 |
Trades | 20 | 4 | 16 | 20 | 20 |
Winning Trades | 11 | 4 | 7 | 6 | 12 |
Losing Trades | 9 | 0 | 9 | 14 | 8 |
% Profitable | 55.00 | 100.00 | 43.00 | 30.00 | 60.00 |
Profit/Loss Per Trade % | -0.07 | 0.59 | -0.23 | -0.81 | 0.71 |
Profit Per Trade % | 0.78 | 0.59 | 0.88 | 2.05 | 1.88 |
Loss Per Trade % | 1.09 | 0.00 | 1.09 | 1.99 | 1.02 |
Days In Trade | 197 | 19 | 178 | 197 | 197 |
Days In Trade (Avg. Per Trade) | 9.85 | 4.75 | 11.12 | 9.85 | 9.85 |
% Days In Trade | 40.70 | 3.93 | 36.78 | 40.70 | 40.70 |